// Function definitions.
// -----------------------------------------------------------------
void mexFunction (int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
{
//Input Args
user_function_data fun;
double *x0;
double *ydata;
double *lb, *ub;
//Outputs Args
double *x, *fval, *exitflag, *iter, *feval;
//Internal Vars
size_t ndec, ndat, i, j;
int havJac = 0;
int printLevel = 0;
double *bounds = NULL;
//NL2SOL Vars
int n; //len data
int p; //len x
int *iv; //intermediate work array
double *v; //intermediate work array
int liv = 0, lv = 0; //lengths of intermediate arrays
int uiparm[2] = {1,0}; //user integer array [citer, printLevel]
int one = 1, two = 2;
//Defaults
int maxfev = 1500;
int maxiter = 1000;
double frtol = 1e-7;
double fatol = 1e-5;
iterF.enabled = false;
if (nrhs < 1) {
if(nlhs < 1)
printSolverInfo();
else
plhs[0] = mxCreateString(NL2SOL_VERSION);
return;
}
//Check user inputs
checkInputs(prhs,nrhs);
//Get Sizes
ndec = mxGetNumberOfElements(pX0);
ndat = mxGetNumberOfElements(pYDATA);
//Get Objective Function Handle
if (mxIsChar(pFUN)) {
CHECK(mxGetString(pFUN, fun.f, FLEN) == 0,"error reading objective name string");
fun.nrhs = 1;
fun.xrhs = 0;
} else {
fun.prhs[0] = (mxArray*)pFUN;
strcpy(fun.f, "feval");
fun.nrhs = 2;
fun.xrhs = 1;
}
fun.prhs[fun.xrhs] = mxCreateDoubleMatrix(ndec, 1, mxREAL); //x0
//Check and Get Gradient Function Handle
if(!mxIsEmpty(pGRAD)) {
havJac = 1;
if (mxIsChar(pGRAD)) {
CHECK(mxGetString(pGRAD, fun.g, FLEN) == 0,"error reading gradient name string");
fun.nrhs_g = 1;
fun.xrhs_g = 0;
} else {
fun.prhs_g[0] = (mxArray*)pGRAD;
strcpy(fun.g, "feval");
fun.nrhs_g = 2;
fun.xrhs_g = 1;
}
fun.prhs_g[fun.xrhs_g] = mxCreateDoubleMatrix(ndec, 1, mxREAL); //x0
}
//Get x0 + data
x0 = mxGetPr(pX0);
ydata = mxGetPr(pYDATA);
//Get bounds if specified
if(nrhs > eUB && !mxIsEmpty(pUB))
{
lb = mxGetPr(pLB);
ub = mxGetPr(pUB);
bounds = (double*)mxCalloc(2*ndec,sizeof(double));
//Copy bounds into nlsol b(2,p) array
for(i=0,j=0; i<2*ndec; i+=2,j++)
{
if(mxIsInf(lb[j]))
bounds[i] = -D1MACH(&two);
else
bounds[i] = lb[j];
if(mxIsInf(ub[j]))
bounds[i+1] = D1MACH(&two);
else
bounds[i+1] = ub[j];
}
}
//Get Options if specified
if(nrhs > eOPTS) {
if(mxGetField(pOPTS,0,"display"))
printLevel = (int)*mxGetPr(mxGetField(pOPTS,0,"display"));
if(mxGetField(pOPTS,0,"maxfeval"))
maxfev = (int)*mxGetPr(mxGetField(pOPTS,0,"maxfeval"));
if(mxGetField(pOPTS,0,"maxiter"))
maxiter = (int)*mxGetPr(mxGetField(pOPTS,0,"maxiter"));
if(mxGetField(pOPTS,0,"tolrfun"))
frtol = *mxGetPr(mxGetField(pOPTS,0,"tolrfun"));
if(mxGetField(pOPTS,0,"tolafun"))
fatol = *mxGetPr(mxGetField(pOPTS,0,"tolafun"));
if(mxGetField(pOPTS,0,"iterfun") && !mxIsEmpty(mxGetField(pOPTS,0,"iterfun")))
{
iterF.prhs[0] = (mxArray*)mxGetField(pOPTS,0,"iterfun");
strcpy(iterF.f, "feval");
iterF.enabled = true;
iterF.prhs[1] = mxCreateNumericMatrix(1,1,mxINT32_CLASS,mxREAL);
iterF.prhs[2] = mxCreateDoubleMatrix(1,1,mxREAL);
iterF.prhs[3] = mxCreateDoubleMatrix(ndec,1,mxREAL);
}
}
//Create Outputs
plhs[0] = mxCreateDoubleMatrix(ndec,1, mxREAL);
plhs[1] = mxCreateDoubleMatrix(1,1, mxREAL);
plhs[2] = mxCreateDoubleMatrix(1,1, mxREAL);
plhs[3] = mxCreateDoubleMatrix(1,1, mxREAL);
plhs[4] = mxCreateDoubleMatrix(1,1, mxREAL);
x = mxGetPr(plhs[0]);
fval = mxGetPr(plhs[1]);
exitflag = mxGetPr(plhs[2]);
iter = mxGetPr(plhs[3]);
feval = mxGetPr(plhs[4]);
//Copy initial guess to x
memcpy(x,x0,ndec*sizeof(double));
//Print Header
if(printLevel) {
mexPrintf("\n------------------------------------------------------------------\n");
if(havJac) {
if(bounds)
mexPrintf(" This is DN2GB (NL2SOL v%s)\n",NL2SOL_VERSION);
else
mexPrintf(" This is DN2G (NL2SOL v%s)\n",NL2SOL_VERSION);
}
else {
if(bounds)
mexPrintf(" This is DN2FB (NL2SNO v%s)\n",NL2SOL_VERSION);
else
mexPrintf(" This is DN2F (NL2SNO v%s)\n",NL2SOL_VERSION);
}
mexPrintf(" Authors: John Dennis, David Gay, Roy Welsch\n MEX Interface J. Currie 2012\n\n");
mexPrintf(" Problem Properties:\n");
mexPrintf(" # Decision Variables: %4d\n",ndec);
mexPrintf(" # Data Points: %4d\n",ndat);
mexPrintf("------------------------------------------------------------------\n");
}
//Assign Arguments
n = (int)ndat;
p = (int)ndec;
if(bounds)
liv = 82 + 4*p;
else
liv = 82+p;
if(bounds)
lv = 105 + p*(n + 2*p + 21) + 2*n;
else
lv = 105 + p*(n + 2*p + 17) + 2*n;
iv = (int*)mxCalloc(liv + 10,sizeof(int));
v = (double*)mxCalloc(lv + 10,sizeof(double));
//Set Options
//DFAULT(iv,v); //set defaults (OLD v2.2)
DIVSET(&one,iv,&liv,&lv,v);
iv[13] = iv[14] = 0; //no covar
iv[16] = maxfev; //limit on fevals + gevals
iv[17] = maxiter; //max iter
iv[18] = 0; //no iteration printing
iv[19] = 0; //no default printing
iv[20] = 0; //no output unit printing
iv[21] = 0; //no x printing
iv[22] = 0; //no summary printing
iv[23] = 0; //no initial printing
v[30] = fatol;
v[31] = frtol;
//MEX Options
uiparm[1] = printLevel;
//Start timer
start = clock();
//Call Algorithm based on Derivatives
if(havJac)
{
//NL2SOL(&n,&p,x,CALCR,CALCJ,iv,v,uiparm,ydata,&fun);
if(bounds)
DN2GB(&n,&p,x,bounds,CALCR,CALCJ,iv,&liv,&lv,v,uiparm,ydata,&fun);
else
DN2G(&n,&p,x,CALCR,CALCJ,iv,&liv,&lv,v,uiparm,ydata,&fun);
}
else
{
//#ifdef WIN64
// mexErrMsgTxt("Currently NL2SNO crashes when compiled on 64bit systems, try NL2SOL instead (supply a gradient)");
//#else
//NL2SNO(&n,&p,x,CALCR,iv,v,uiparm,ydata,&fun);
if(bounds)
DN2FB(&n,&p,x,bounds,CALCR,iv,&liv,&lv,v,uiparm,ydata,&fun);
else
DN2F(&n,&p,x,CALCR,iv,&liv,&lv,v,uiparm,ydata,&fun);
//#endif
}
//Final Rnorm
*fval = 2*v[9]; //nl2sol uses 1/2 sum(resid^2)
//Save Status & Iterations
*exitflag = getStatus(iv[0]);
*iter = (double)iv[30];
*feval = (double)uiparm[0];
//Print Header
if(printLevel) {
//Termination Detected
switch((int)iv[0])
{
//Success
case 3:
mexPrintf("\n *** SUCCESSFUL TERMINATION ***\n *** x-convergence ***\n");
break;
case 4:
mexPrintf("\n *** SUCCESSFUL TERMINATION ***\n *** relative function convergence ***\n");
break;
case 5:
mexPrintf("\n *** SUCCESSFUL TERMINATION ***\n *** both x and relative function convergence ***\n");
break;
case 6:
mexPrintf("\n *** SUCCESSFUL TERMINATION ***\n *** absolute function convergence ***\n");
break;
//Error
case 9:
mexPrintf("\n *** MAXIMUM FUNCTION EVALUATIONS REACHED ***\n");
break;
case 10:
mexPrintf("\n *** MAXIMUM ITERATIONS REACHED ***\n");
break;
case 13:
mexPrintf("\n *** ERROR: f(x) cannot be computed at the initial x ***\n");
break;
case 14:
mexPrintf("\n *** ERROR: bad parameters passed to asses ***\n");
break;
case 15:
mexPrintf("\n *** ERROR: the jacobian cannot be computed at x ***\n");
break;
case 16:
mexPrintf("\n *** ERROR: internal parameter n or p out of range ***\n");
break;
case 17:
mexPrintf("\n *** ERROR: restart attempted with n or p changed ***\n");
break;
case 50:
mexPrintf("\n *** ERROR: internal parameter iv(1) is out of range ***\n");
break;
//Early Exit
case 7:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: singular convergence. the hessian near the current iterate appears to be singular or nearly so. ***\n");
break;
case 8:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: false convergence. the iterates appear to be converging to a noncritical point. this may mean that the convergence tolerances are too small ***\n");
break;
case 11:
mexPrintf("\n *** TERMINATION: USER EXITED ***\n");
break;
//Other Error
default:
mexPrintf("\n *** ERROR: internal error code %d ***\n",(int)iv[0]);
break;
}
if(*exitflag==1)
mexPrintf("\n Final SSE: %12.5g\n In %3.0f iterations\n",*fval,*iter);
mexPrintf("------------------------------------------------------------------\n\n");
}
//Free Memory
if(iv) mxFree(iv);
iv = NULL;
if(v) mxFree(v);
v = NULL;
if(bounds) mxFree(bounds);
bounds = NULL;
}
//Main Function
void mexFunction(int nlhs, mxArray *plhs[],int nrhs, const mxArray *prhs[])
{
//Input Args
double *f, *A = NULL, *b = NULL, *lb = NULL, *ub = NULL, *y0 = NULL;
double *sdpDIM = NULL, *SDP_pr = NULL;
//Return Args
double *x, *pval, *dval, *exitflag, *iter, *pdflag;
//Options (most get defaults written in)
int maxiter = 1500;
int reuse=4,rpos=0,drho=1,ndim,sdpnmax=1;
double penalty,rho,dbound,dlbound,zbar,r0,mu0,ylow,yhigh,gaptol,pnormtol,maxtrust,steptol,inftol,infptol;
double lpb=1.0, datanorm[3], *dreuse, *fixed = NULL;
//Internal Vars
size_t nlincon = 0, ndec = 0, ncones = 0, nfix = 0;
size_t lincon_nz = 0;
size_t i, j;
size_t nLB = 0, nUB = 0;
int *temp_ir = NULL, *temp_jc = NULL;
double *temp_pr = NULL;
const char *onames[2] = {"pval","dval"};
const char *fnames[11] = {"iter","pdflag","r","mu","pstep","dstep","pnorm","ynorm","tracex","reuse","rho"};
double evaltime, *X = NULL;
int iters = 0, status, indcell = 0;
//DSDP Vars
DSDP dsdp;
SDPCone sdpcone = NULL;
LPCone lpcone = NULL;
BCone bcone = NULL;
DSDPTerminationReason reason;
DSDPSolutionType pdfeasible;
//Sparse Indicing
mwIndex *A_ir, *A_jc;
//Version Return
if(nrhs < 1) {
if(nlhs < 1)
printSolverInfo();
else
plhs[0] = mxCreateString(DSDP_VERSION);
return;
}
//Check Inputs
checkInputs(prhs,nrhs);
//Get pointers to Input variables
f = mxGetPr(pF); ndec = mxGetNumberOfElements(pF);
if(!mxIsEmpty(pA)) {
A = mxGetPr(pA);
A_ir = mxGetIr(pA);
A_jc = mxGetJc(pA);
b = mxGetPr(pB);
nlincon = mxGetM(pA);
lincon_nz = A_jc[mxGetN(pA)];
}
if(nrhs > eLB && !mxIsEmpty(pLB))
lb = mxGetPr(pLB);
if(nrhs > eUB && !mxIsEmpty(pUB))
ub = mxGetPr(pUB);
if(nrhs > eSDP && !mxIsEmpty(pSDP)) {
if(mxIsCell(pSDP))
ncones = mxGetNumberOfElements(pSDP);
else
ncones = 1;
}
if(nrhs > eY0 && !mxIsEmpty(pY0))
y0 = mxGetPr(pY0);
if(nrhs > eOPTS && !mxIsEmpty(pOPTS) && mxGetField(pOPTS,0,"fixed") && !mxIsEmpty(mxGetField(pOPTS,0,"fixed"))) {
fixed = mxGetPr(mxGetField(pOPTS,0,"fixed"));
nfix = mxGetM(mxGetField(pOPTS,0,"fixed"));
}
//Create Outputs
plhs[0] = mxCreateDoubleMatrix(ndec,1, mxREAL);
plhs[1] = mxCreateStructMatrix(1,1,2,onames);
mxSetField(plhs[1],0,onames[0],mxCreateDoubleMatrix(1,1, mxREAL));
mxSetField(plhs[1],0,onames[1],mxCreateDoubleMatrix(1,1, mxREAL));
plhs[2] = mxCreateDoubleMatrix(1,1, mxREAL);
x = mxGetPr(plhs[0]);
pval = mxGetPr(mxGetField(plhs[1],0,onames[0]));
dval = mxGetPr(mxGetField(plhs[1],0,onames[1]));
exitflag = mxGetPr(plhs[2]);
//Info Output
plhs[3] = mxCreateStructMatrix(1,1,11,fnames);
mxSetField(plhs[3],0,fnames[0],mxCreateDoubleMatrix(1,1, mxREAL));
mxSetField(plhs[3],0,fnames[1],mxCreateDoubleMatrix(1,1, mxREAL));
mxSetField(plhs[3],0,fnames[2],mxCreateDoubleMatrix(1,1, mxREAL));
mxSetField(plhs[3],0,fnames[3],mxCreateDoubleMatrix(1,1, mxREAL));
mxSetField(plhs[3],0,fnames[4],mxCreateDoubleMatrix(1,1, mxREAL));
mxSetField(plhs[3],0,fnames[5],mxCreateDoubleMatrix(1,1, mxREAL));
mxSetField(plhs[3],0,fnames[6],mxCreateDoubleMatrix(1,1, mxREAL));
mxSetField(plhs[3],0,fnames[7],mxCreateDoubleMatrix(1,1, mxREAL));
mxSetField(plhs[3],0,fnames[8],mxCreateDoubleMatrix(1,1, mxREAL));
mxSetField(plhs[3],0,fnames[9],mxCreateDoubleMatrix(1,1, mxREAL));
mxSetField(plhs[3],0,fnames[10],mxCreateDoubleMatrix(1,1, mxREAL));
iter = mxGetPr(mxGetField(plhs[3],0,fnames[0]));
pdflag = mxGetPr(mxGetField(plhs[3],0,fnames[1]));
dreuse = mxGetPr(mxGetField(plhs[3],0,"reuse"));
if(nlhs > 4)
plhs[4] = mxCreateCellMatrix(ncones+(int)(nlincon>0)+(int)(nfix>0),1);
//Set Defaults
maxtime = 1000;
printLevel = 0;
//Create DSDP Problem
DSDP_ERR( DSDPCreate((int)ndec,&dsdp), "Error Creating DSDP Problem");
//Set Monitor
DSDP_ERR( DSDPSetMonitor(dsdp,DSDPMonitor,0), "Error Setting DSDP Monitor");
//Set Dual Objective
for (i=0;i<ndec;i++){
DSDP_ERR( DSDPSetDualObjective(dsdp,(int)i+1,f[i]), "Error Adding Objective Coefficients"); }
//Check finite bounds for allocation
if(lb || ub)
for(i=0;i<ndec;i++) {
if(lb)
if(!mxIsInf(lb[i]))
nLB++;
if(ub)
if(!mxIsInf(ub[i]))
nUB++;
}
//Set Bounds as BCone
if(nLB || nUB) {
DSDP_ERR( DSDPCreateBCone(dsdp, &bcone), "Error creating BCone");
DSDP_ERR( BConeAllocateBounds(bcone, (int)(nLB+nUB)), "Error allocating bounds");
for(i=0;i<ndec;i++) {
if(nLB > 0 && !mxIsInf(lb[i]))
DSDP_ERR( BConeSetLowerBound(bcone, (int)i+1, lb[i]), "Error setting lower bound");
if(nUB > 0 && !mxIsInf(ub[i]))
DSDP_ERR( BConeSetUpperBound(bcone, (int)i+1, ub[i]), "Error setting upper bound");
}
}
//Set Linear Inequality Constraints as LPCone
if(nlincon) {
int M = (int)mxGetM(pA);
int N = (int)mxGetN(pA);
DSDP_ERR( DSDPCreateLPCone(dsdp, &lpcone), "Error creating LPCone (inequalities)");
//Create Memory to store A*x <= b in dsdp and integer format
temp_jc = mxCalloc(N+2,sizeof(int));
temp_ir = mxCalloc(lincon_nz+M,sizeof(int));
temp_pr = mxCalloc(lincon_nz+M,sizeof(double));
//Copy over linear A
for(i=0;i<=(size_t)N;i++)
temp_jc[i] = (int)A_jc[i];
for(i=0;i<lincon_nz;i++) {
temp_ir[i] = (int)A_ir[i];
temp_pr[i] = A[i];
}
//Append linear rhs (b)
temp_jc[N+1] = temp_jc[N] + M;
for(i=lincon_nz,j=0;j<(size_t)M;j++) {
if(b[j] != 0) {
temp_ir[i] = (int)j;
temp_pr[i++] = b[j];
}
else
temp_jc[N+1]--;
}
#ifdef DEBUG
mexPrintf("---- Inequality Constraints ----\n");
for(i=0;i<=(size_t)(N+1);i++)
mexPrintf("jc[%d] = %d\n",i,temp_jc[i]);
for(i=0;i<lincon_nz+M;i++)
mexPrintf("ir[%d] = %d, pr[%d] = %f\n",i,temp_ir[i],i,temp_pr[i]);
#endif
//Set LP Cone Data
DSDP_ERR( LPConeSetData2(lpcone, M, temp_jc, temp_ir, temp_pr), "Error setting LP Cone data (inequality)" );
//Optionally set X data
if(nlhs > 4) {
mxSetCell(plhs[4],indcell,mxCreateDoubleMatrix(M,1,mxREAL));
DSDP_ERR( LPConeSetXVec(lpcone,mxGetPr(mxGetCell(plhs[4],indcell++)),M), "Error setting LP Cone X data" );
}
}
//Set Semidefinite Constraints as SDPCone
if(ncones) {
//Create the cone structure, specifying each constraint as a block
DSDP_ERR( DSDPCreateSDPCone(dsdp,(int)ncones,&sdpcone), "Error creating SDPCone");
//Add each constraint cone
for(i=0;i<ncones;i++) {
if(ncones == 1 && !mxIsCell(pSDP)) {
if(nlhs > 4) {
mxSetCell(plhs[4],indcell,mxCreateDoubleMatrix(mxGetM(pSDP),1,mxREAL));
X = mxGetPr(mxGetCell(plhs[4],indcell++));
}
ndim = addSDPCone(sdpcone,pSDP,(int)i,X);
}
else {
if(nlhs > 4) {
mxSetCell(plhs[4],indcell,mxCreateDoubleMatrix(mxGetM(mxGetCell(pSDP,i)),1,mxREAL));
X = mxGetPr(mxGetCell(plhs[4],indcell++));
}
ndim = addSDPCone(sdpcone,mxGetCell(pSDP,i),(int)i,X);
}
//Update max dim
if(sdpnmax < ndim)
sdpnmax = ndim;
}
}
//Set y0
if (y0)
for (i=0;i<ndec;i++) {
DSDP_ERR( DSDPSetY0(dsdp,(int)i+1,y0[i]), "Error setting Y0");
}
//Determine whether to reuse schur complement matrix (dsdp authors' heuristic)
if(ndec == 1)
reuse = 1/sdpnmax;
else
reuse = ((int)ndec-2)/sdpnmax;
if (ndec<50 && reuse==0) reuse=1;
if (reuse>=1) reuse++;
reuse=reuse*reuse;
if (ndec<2000 && ndec>10) reuse=10;
if (ndec>12) reuse=12;
//Get DSDP Default Options
DSDP_ERR( DSDPGetR(dsdp,&r0), "Error Getting R");
DSDP_ERR( DSDPGetPenaltyParameter(dsdp,&penalty), "Error Getting Penalty Parameter");
DSDP_ERR( DSDPGetPotentialParameter(dsdp,&rho), "Error Getting Potential Parameter");
DSDP_ERR( DSDPGetDualBound(dsdp,&dbound), "Error Getting Dual Bound");
DSDP_ERR( DSDPGetGapTolerance(dsdp,&gaptol), "Error Getting Gap Tolerance");
DSDP_ERR( DSDPGetRTolerance(dsdp,&inftol), "Error Getting R Tolerance");
DSDP_ERR( DSDPGetBarrierParameter(dsdp,&mu0), "Error Getting Barrier Parameter");
DSDP_ERR( DSDPGetMaxTrustRadius(dsdp,&maxtrust), "Error Getting Max Trust Radius");
DSDP_ERR( DSDPGetStepTolerance(dsdp,&steptol), "Error Getting Step Tolerance");
DSDP_ERR( DSDPGetPTolerance(dsdp,&infptol), "Error Getting P Tolerance");
DSDP_ERR( DSDPGetPNormTolerance(dsdp,&pnormtol), "Error Getting PNorm Tolerance");
//Get Data Norms to establish y bounds
DSDP_ERR( DSDPGetDataNorms(dsdp, datanorm), "Error Getting Data Norms");
DSDP_ERR( DSDPGetYBounds(dsdp,&ylow,&yhigh), "Error Getting Y Bounds");
if (datanorm[0]==0){DSDP_ERR( DSDPSetYBounds(dsdp,-1.0,1.0), "Error Setting Y Bounds");}
//Get User Options (overwrites defaults above)
if(nrhs > eOPTS && !mxIsEmpty(pOPTS)) {
//OPTI Options
GetIntegerOption(pOPTS,"maxiter",&maxiter);
GetDoubleOption(pOPTS,"maxtime",&maxtime);
GetIntegerOption(pOPTS,"display",&printLevel);
//DSDP Options
GetDoubleOption(pOPTS,"r0",&r0);
GetDoubleOption(pOPTS,"penalty",&penalty);
GetDoubleOption(pOPTS,"rho",&rho);
GetDoubleOption(pOPTS,"dbound",&dbound);
GetDoubleOption(pOPTS,"gaptol",&gaptol);
GetDoubleOption(pOPTS,"rtol",&inftol);
GetDoubleOption(pOPTS,"mu0",&mu0);
GetDoubleOption(pOPTS,"maxtrust",&maxtrust);
GetDoubleOption(pOPTS,"steptol",&steptol);
GetDoubleOption(pOPTS,"ptol",&infptol);
GetDoubleOption(pOPTS,"pnormtol",&pnormtol);
GetIntegerOption(pOPTS,"reuse",&reuse);
GetIntegerOption(pOPTS,"rpos",&rpos);
GetIntegerOption(pOPTS,"drho",&drho);
//Check and set DSDP options without valid defaults
if(mxGetField(pOPTS,0,"zbar") && !mxIsEmpty(mxGetField(pOPTS,0,"zbar"))) {
GetDoubleOption(pOPTS,"zbar",&zbar);
DSDP_ERR( DSDPSetZBar(dsdp,zbar), "Error Setting Z Bar");
}
if(mxGetField(pOPTS,0,"dlbound") && !mxIsEmpty(mxGetField(pOPTS,0,"dlbound"))) {
GetDoubleOption(pOPTS,"dlbound",&dlbound);
DSDP_ERR( DSDPSetDualLowerBound(dsdp,dlbound), "Error Setting Dual Lower Bound");
}
if(mxGetField(pOPTS,0,"ybound") && !mxIsEmpty(mxGetField(pOPTS,0,"ybound"))) {
GetDoubleOption(pOPTS,"ybound",&yhigh); ylow = -yhigh;
DSDP_ERR( DSDPSetYBounds(dsdp,ylow,yhigh), "Error Setting Y Bounds");
}
}
//Set DSDP Options with Defaults
DSDP_ERR( DSDPSetMaxIts(dsdp,maxiter), "Error Setting Max Iterations");
DSDP_ERR( DSDPSetR0(dsdp,r0), "Error Setting Option R0 ");
DSDP_ERR( DSDPSetPenaltyParameter(dsdp,penalty), "Error Setting Penalty Parameter");
DSDP_ERR( DSDPSetPotentialParameter(dsdp,rho), "Error Setting Potential Parameter");
DSDP_ERR( DSDPSetDualBound(dsdp,dbound), "Error Setting Dual Bound");
DSDP_ERR( DSDPSetGapTolerance(dsdp,gaptol), "Error Setting Gap Tolerance");
DSDP_ERR( DSDPSetRTolerance(dsdp,inftol), "Error Setting R Tolerance");
DSDP_ERR( DSDPSetBarrierParameter(dsdp,mu0), "Error Setting Barrier Parameter");
DSDP_ERR( DSDPSetMaxTrustRadius(dsdp,maxtrust), "Error Setting Max Trust Radius");
DSDP_ERR( DSDPSetStepTolerance(dsdp,steptol), "Error Setting Step Tolerance")
DSDP_ERR( DSDPSetPTolerance(dsdp,infptol), "Error Setting P Tolerance");
DSDP_ERR( DSDPSetPNormTolerance(dsdp,pnormtol), "Error Setting PNorm Tolerance");
if(reuse < 0) reuse = 0; if(reuse > 15) reuse = 15;
DSDP_ERR( DSDPReuseMatrix(dsdp,reuse), "Error Setting Reuse Matrix");
//Set Other DSDP Options
DSDP_ERR( DSDPUsePenalty(dsdp,rpos), "Error Setting Use Penalty");
DSDP_ERR( DSDPUseDynamicRho(dsdp,drho), "Error Setting Dynamic Rho");
if (lpb<0.1) lpb=0.1;
if(lpcone) DSDP_ERR( LPConeScaleBarrier(lpcone,lpb), "Error Setting LPCone Scale Barrier");
//Set Fixed Variables
if(fixed != NULL) {
if(nlhs > 4) {
mxSetCell(plhs[4],indcell,mxCreateDoubleMatrix(nfix,1,mxREAL));
X = mxGetPr(mxGetCell(plhs[4],indcell++));
}
else
X = NULL;
DSDP_ERR( DSDPSetFixedVariables(dsdp, fixed, &fixed[nfix], X, (int)nfix), "Error Setting Fixed Variables");
}
//Print Header
if(printLevel) {
mexPrintf("\n------------------------------------------------------------------\n");
mexPrintf(" This is DSDP v%s\n",DSDP_VERSION);
mexPrintf(" Authors: Steve Benson, Yinyu Ye and Xiong Zhang\n\n");
mexPrintf(" Problem Properties:\n");
mexPrintf(" # Decision Variables: %4d\n",ndec);
mexPrintf(" # Linear Inequalities: %4d ",nlincon);
if(nlincon)
mexPrintf("[%d nz]\n",lincon_nz);
else
mexPrintf("\n");
mexPrintf(" # Semidefinite Cones: %4d\n",ncones);
mexPrintf("------------------------------------------------------------------\n");
}
//Start timer
start = clock();
//Call DSDP Setup to initialize problem
DSDP_ERR( DSDPSetup(dsdp), "Error setting up DSDP Problem, likely out of memory");
//Now Solve the Problem
status = DSDPSolve(dsdp);
//Stop Timer
end = clock();
evaltime = ((double)(end-start))/CLOCKS_PER_SEC;
//Determine Stop Reason
if(status == 0) {
DSDP_ERR( DSDPStopReason(dsdp,&reason), "Error retrieving post-solve stop reason"); }
else if(status == DSDP_MAX_TIME || status == DSDP_USER_TERMINATION)
reason = status;
else {
DSDP_ERR( status, "Error solving DSDP Problem!");}
//Computer X and Get Solution Type
if (reason!=DSDP_INFEASIBLE_START)
DSDP_ERR( DSDPComputeX(dsdp), "Error computing post-solve x");
DSDP_ERR( DSDPGetSolutionType(dsdp,&pdfeasible), "Error collecting post-solve solution type");
//Copy Dual Solution
DSDP_ERR( DSDPGetY(dsdp,x,(int)ndec), "Error returning Solution Vector");
//Collect Output Statistics
DSDPGetIts(dsdp,&iters);
DSDPGetDObjective(dsdp,dval);
DSDPGetPObjective(dsdp,pval);
DSDPGetR(dsdp,mxGetPr(mxGetField(plhs[3],0,"r")));
DSDPGetBarrierParameter(dsdp,mxGetPr(mxGetField(plhs[3],0,"mu")));
DSDPGetStepLengths(dsdp,mxGetPr(mxGetField(plhs[3],0,"pstep")),mxGetPr(mxGetField(plhs[3],0,"dstep")));
DSDPGetPnorm(dsdp,mxGetPr(mxGetField(plhs[3],0,"pnorm")));
DSDPGetYMaxNorm(dsdp,mxGetPr(mxGetField(plhs[3],0,"ynorm")));
DSDPGetTraceX(dsdp,mxGetPr(mxGetField(plhs[3],0,"tracex")));
DSDPGetPotentialParameter(dsdp,mxGetPr(mxGetField(plhs[3],0,"rho")));
*dreuse = (double)reuse;
//Assign to MATLAB
*iter = (double)iters;
*exitflag = (double)reason;
*pdflag = (double)pdfeasible;
//Print Header
if(printLevel){
//Detail termination reason
switch(reason)
{
//Success
case DSDP_CONVERGED:
mexPrintf("\n *** DSDP CONVERGED ***\n"); break;
case DSDP_UPPERBOUND:
mexPrintf("\n *** DSDP CONVERGED: Dual Objective exceeds its bound***\n"); break;
//Error
case DSDP_SMALL_STEPS:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: Terminated due to Small Steps ***\n"); break;
case DSDP_MAX_IT:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: Maximum Iterations Reached ***\n"); break;
case DSDP_MAX_TIME:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: Maximum Time Reached ***\n"); break;
case DSDP_INFEASIBLE_START:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: Infeasible Starting Point ***\n"); break;
case DSDP_USER_TERMINATION:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: User Exited ***\n"); break;
//Here is ok too?
default:
mexPrintf("\n *** DSDP FINISHED ***\n"); break;
}
//Detail solution status
if(reason == DSDP_CONVERGED || reason == DSDP_UPPERBOUND) {
switch(pdfeasible)
{
//Success
case DSDP_PDFEASIBLE:
mexPrintf(" Solution Status: Both Primal and Dual are Feasible and Bounded\n"); break;
//Error
case DSDP_UNBOUNDED:
mexPrintf(" Solution Status: Dual Unbounded, Primal Infeasible\n"); break;
case DSDP_INFEASIBLE:
mexPrintf(" Solution Status: Primal Unbounded, Dual Infeasible\n"); break;
case DSDP_PDUNKNOWN:
default:
mexPrintf(" Solution Status: Unknown - Check Dual Bounds\n"); break;
}
}
if(reason==DSDP_CONVERGED)
mexPrintf("\n Final Primal Objective: %2.5g\n Final Dual Objective: %2.5g\n In %5d iterations\n %5.2f seconds\n",*pval,*dval,iters,evaltime);
mexPrintf("------------------------------------------------------------------\n\n");
}
//Free DSDP Problem
DSDP_ERR( DSDPDestroy(dsdp), "Error Destroying DSDP Problem");
//Free Temporary memory
if(temp_jc) {mxFree(temp_jc); temp_jc = NULL;}
if(temp_ir) {mxFree(temp_ir); temp_ir = NULL;}
if(temp_pr) {mxFree(temp_pr); temp_pr = NULL;}
}
// Function definitions.
// -----------------------------------------------------------------
void mexFunction (int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
{
//Input Args
user_function_data fun;
double *x0, *ydata = NULL, *lb = NULL, *ub = NULL, *A = NULL, *b = NULL, *Aeq = NULL, *beq = NULL;
//Options
int maxIter = 500;
double info[LM_INFO_SZ];
double opts[LM_OPTS_SZ]={J_INIT_MU, J_STOP_THRESH, J_STOP_THRESH, J_STOP_THRESH, LM_DIFF_DELTA};
//Outputs Args
double *x, *fval, *exitflag, *iter, *feval;
double *pcovar = NULL;
//Internal Vars
size_t ndec, ndat;
int i, status, havJac = 0, conMode = 0;
int nineq=0, neq=0;
double *covar = NULL;
double *Apr, *bpr;
double *llb, *lub;
citer = 1;
iterF.enabled = false;
if (nrhs < 1) {
if(nlhs < 1)
printSolverInfo();
else
plhs[0] = mxCreateString(LM_VERSION);
return;
}
//Check user inputs & get constraint information
checkInputs(prhs,nrhs,&conMode);
//Get Sizes
ndec = mxGetNumberOfElements(prhs[2]);
ndat = mxGetNumberOfElements(prhs[3]);
//Get Objective Function Handle
if (mxIsChar(prhs[0])) {
CHECK(mxGetString(prhs[0], fun.f, FLEN) == 0,"error reading objective name string");
fun.nrhs = 1;
fun.xrhs = 0;
} else {
fun.prhs[0] = (mxArray*)prhs[0];
strcpy(fun.f, "feval");
fun.nrhs = 2;
fun.xrhs = 1;
}
fun.prhs[fun.xrhs] = mxCreateDoubleMatrix(ndec, 1, mxREAL); //x0
fun.print = 0;
//Check and Get Gradient Function Handle
if(!mxIsEmpty(prhs[1])) {
havJac = 1;
if (mxIsChar(prhs[1])) {
CHECK(mxGetString(prhs[1], fun.g, FLEN) == 0,"error reading gradient name string");
fun.nrhs_g = 1;
fun.xrhs_g = 0;
} else {
fun.prhs_g[0] = (mxArray*)prhs[1];
strcpy(fun.g, "feval");
fun.nrhs_g = 2;
fun.xrhs_g = 1;
}
fun.prhs_g[fun.xrhs_g] = mxCreateDoubleMatrix(ndec, 1, mxREAL); //x0
}
//Get x0 + data
x0 = mxGetPr(prhs[2]);
ydata = mxGetPr(prhs[3]);
fun.ydata = ydata;
//Get Bounds
if(conMode & 1) {
//LB
if(!mxIsEmpty(prhs[4])){
llb = mxGetPr(prhs[4]);
lb = mxCalloc(ndec,sizeof(double));
memcpy(lb,llb,ndec*sizeof(double));
for(i=0;i<ndec;i++) {
if(mxIsInf(lb[i]))
lb[i] = -DBL_MAX;
}
}
else {
lb = mxCalloc(ndec,sizeof(double));
for(i=0;i<ndec;i++)
lb[i] = -DBL_MAX;
}
//UB
if(nrhs > 5 && !mxIsEmpty(prhs[5])){
lub = mxGetPr(prhs[5]);
ub = mxCalloc(ndec,sizeof(double));
memcpy(ub,lub,ndec*sizeof(double));
for(i=0;i<ndec;i++) {
if(mxIsInf(ub[i]))
ub[i] = DBL_MAX;
}
}
else {
ub = mxCalloc(ndec,sizeof(double));
for(i=0;i<ndec;i++)
ub[i] = DBL_MAX;
}
}
//Get Linear Inequality Constraints
if(conMode & 2) {
nineq = (int)mxGetM(prhs[7]);
Apr = mxGetPr(prhs[6]);
bpr = mxGetPr(prhs[7]);
//Need to flip >= to <=
A = mxCalloc(ndec*nineq,sizeof(double));
b = mxCalloc(nineq,sizeof(double));
for(i=0;i<ndec*nineq;i++)
A[i] = -Apr[i];
for(i=0;i<nineq;i++)
b[i] = -bpr[i];
}
//Get Linear Equality Constraints
if(conMode & 4) {
Aeq = mxGetPr(prhs[8]);
beq = mxGetPr(prhs[9]);
neq = (int)mxGetM(prhs[9]);
}
//Get Options if specified
if(nrhs > 10) {
if(mxGetField(prhs[10],0,"maxiter"))
maxIter = (int)*mxGetPr(mxGetField(prhs[10],0,"maxiter"));
if(mxGetField(prhs[10],0,"display"))
fun.print = (int)*mxGetPr(mxGetField(prhs[10],0,"display"));
if(mxGetField(prhs[10],0,"iterfun") && !mxIsEmpty(mxGetField(prhs[10],0,"iterfun")))
{
iterF.prhs[0] = (mxArray*)mxGetField(prhs[10],0,"iterfun");
strcpy(iterF.f, "feval");
iterF.enabled = true;
iterF.prhs[1] = mxCreateNumericMatrix(1,1,mxINT32_CLASS,mxREAL);
iterF.prhs[2] = mxCreateDoubleMatrix(1,1,mxREAL);
iterF.prhs[3] = mxCreateDoubleMatrix(ndec,1,mxREAL);
}
}
//Create Outputs
plhs[0] = mxCreateDoubleMatrix(ndec,1, mxREAL);
plhs[1] = mxCreateDoubleMatrix(1,1, mxREAL);
plhs[2] = mxCreateDoubleMatrix(1,1, mxREAL);
plhs[3] = mxCreateDoubleMatrix(1,1, mxREAL);
plhs[4] = mxCreateDoubleMatrix(1,1, mxREAL);
x = mxGetPr(plhs[0]);
fval = mxGetPr(plhs[1]);
exitflag = mxGetPr(plhs[2]);
iter = mxGetPr(plhs[3]);
feval = mxGetPr(plhs[4]);
//Copy initial guess to x
memcpy(x,x0,ndec*sizeof(double));
//Create Covariance Matrix if Required
if(nlhs>4)
covar=mxCalloc(ndec*ndec,sizeof(double));
//Print Header
if(fun.print) {
mexPrintf("\n------------------------------------------------------------------\n");
mexPrintf(" This is LEVMAR v2.5\n");
mexPrintf(" Author: Manolis Lourakis\n MEX Interface J. Currie 2011\n\n");
mexPrintf(" Problem Properties:\n");
mexPrintf(" # Decision Variables: %4d\n",ndec);
mexPrintf(" # Data Points: %4d\n",ndat);
mexPrintf("------------------------------------------------------------------\n");
}
//Solve based on constraints
switch(conMode)
{
case MIN_UNCONSTRAINED:
//mexPrintf("Unc Problem\n");
if(havJac)
status = dlevmar_der(func, jac, x, ydata, (int)ndec, (int)ndat, maxIter, opts, info, NULL, covar, &fun);
else
status = dlevmar_dif(func, x, ydata, (int)ndec, (int)ndat, maxIter, opts, info, NULL, covar, &fun);
break;
case MIN_CONSTRAINED_BC:
//mexPrintf("Box Constrained Problem\n");
if(havJac)
status = dlevmar_bc_der(func, jac, x, ydata, (int)ndec, (int)ndat, lb, ub, NULL, maxIter, opts, info, NULL, covar, &fun);
else
status = dlevmar_bc_dif(func, x, ydata, (int)ndec, (int)ndat, lb, ub, NULL, maxIter, opts, info, NULL, covar, &fun);
break;
case MIN_CONSTRAINED_LIC:
//mexPrintf("Linear Inequality Problem\n");
if(havJac)
status = dlevmar_lic_der(func, jac, x, ydata, (int)ndec, (int)ndat, A, b, nineq, maxIter, opts, info, NULL, covar, &fun);
else
status = dlevmar_lic_dif(func, x, ydata, (int)ndec, (int)ndat, A, b, nineq, maxIter, opts, info, NULL, covar, &fun);
break;
case MIN_CONSTRAINED_BLIC:
//mexPrintf("Boxed Linear Inequality Problem\n");
if(havJac)
status = dlevmar_blic_der(func, jac, x, ydata, (int)ndec, (int)ndat, lb, ub, A, b, nineq, maxIter, opts, info, NULL, covar, &fun);
else
status = dlevmar_blic_dif(func, x, ydata, (int)ndec, (int)ndat, lb, ub, A, b, nineq, maxIter, opts, info, NULL, covar, &fun);
break;
case MIN_CONSTRAINED_LEC:
//mexPrintf("Linear Equality Problem\n");
if(havJac)
status = dlevmar_lec_der(func, jac, x, ydata, (int)ndec, (int)ndat, Aeq, beq, neq, maxIter, opts, info, NULL, covar, &fun);
else
status = dlevmar_lec_dif(func, x, ydata, (int)ndec, (int)ndat, Aeq, beq, neq, maxIter, opts, info, NULL, covar, &fun);
break;
case MIN_CONSTRAINED_BLEC:
//mexPrintf("Boxed Linear Equality Problem\n");
if(havJac)
status = dlevmar_blec_der(func, jac, x, ydata, (int)ndec, (int)ndat, lb, ub, Aeq, beq, neq, NULL, maxIter, opts, info, NULL, covar, &fun);
else
status = dlevmar_blec_dif(func, x, ydata, (int)ndec, (int)ndat, lb, ub, Aeq, beq, neq, NULL, maxIter, opts, info, NULL, covar, &fun);
break;
case MIN_CONSTRAINED_LEIC:
//mexPrintf("Linear Inequality + Equality Problem\n");
if(havJac)
status = dlevmar_leic_der(func, jac, x, ydata, (int)ndec, (int)ndat, Aeq, beq, neq, A, b, nineq, maxIter, opts, info, NULL, covar, &fun);
else
status = dlevmar_leic_dif(func, x, ydata, (int)ndec, (int)ndat, Aeq, beq, neq, A, b, nineq, maxIter, opts, info, NULL, covar, &fun);
break;
case MIN_CONSTRAINED_BLEIC:
//mexPrintf("Boxed Linear Inequality + Equality Problem\n");
if(havJac)
status = dlevmar_bleic_der(func, jac, x, ydata, (int)ndec, (int)ndat, lb, ub, Aeq, beq, neq, A, b, nineq, maxIter, opts, info, NULL, covar, &fun);
else
status = dlevmar_bleic_dif(func, x, ydata, (int)ndec, (int)ndat, lb, ub, Aeq, beq, neq, A, b, nineq, maxIter, opts, info, NULL, covar, &fun);
break;
default:
mexErrMsgTxt("Unknown constraint configuration");
}
//Save Status & Iterations
*fval = info[1];
*exitflag = getStatus(info[6]);
*iter = (double)status;
*feval = (double)citer;
//Save Covariance if Required
if(nlhs > 5) {
plhs[5] = mxCreateDoubleMatrix(ndec, ndec, mxREAL);
pcovar = mxGetPr(plhs[5]);
memcpy(pcovar,covar,ndec*ndec*sizeof(double));
}
//Print Header
if(fun.print){
//Termination Detected
if(*exitflag == 1)
mexPrintf("\n *** SUCCESSFUL TERMINATION ***\n");
else if(*exitflag == 0)
mexPrintf("\n *** MAXIMUM ITERATIONS REACHED ***\n");
else if(*exitflag == -1)
mexPrintf("\n *** TERMINATION: TOLERANCE TOO SMALL ***\n");
else if(*exitflag == -2)
mexPrintf("\n *** TERMINATION: ROUTINE ERROR ***\n");
if(*exitflag==1)
mexPrintf(" Final SSE: %12.5g\n In %3.0f iterations\n",*fval,*iter);
mexPrintf("------------------------------------------------------------------\n\n");
}
//Clean Up
if(lb) mxFree(lb);
if(ub) mxFree(ub);
if(covar) mxFree(covar);
if(A) mxFree(A);
if(b) mxFree(b);
}
// Function definitions.
// -----------------------------------------------------------------
void mexFunction (int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
{
//Input Args
double *x0 = NULL, *lb = NULL, *ub = NULL, *A = NULL, *b = NULL;
//Outputs Args
double *x, *fval, *exitflag, *iter, *feval;
//Internal Vars
double *llb, *lub;
size_t ndec;
int i, exit_code;
//PSwarm Vars
double *sol = NULL;
int lincon = 0;
if (nrhs < 1) {
if(nlhs < 1)
printSolverInfo();
else
plhs[0] = mxCreateString(PSWARM_VERSION);
return;
}
//Check user inputs
checkInputs(prhs,nrhs,&lincon);
//Set Defaults
printLevel = 0;
maxtime = 1000;
noFeval = 0;
ctrlCExit = false;
iterF.enabled = false;
//Reset Stats
stats.solveriters = 0;
stats.objfunctions = 0;
stats.pollsteps = 0;
stats.sucpollsteps = 0;
//Set PSwarm Defaults
opt.s = 42;
opt.mu = 0.5; opt.nu = 0.5;
opt.maxvfactor = 0.5; opt.maxiter = 1500;
opt.maxf = 10000;
opt.iweight = 0.9; opt.fweight = 0.4;
opt.n2grd = 0.5;
opt.blim = 10;
opt.tol = 1e-5;
opt.delta = Inf; opt.fdelta = 5.0; opt.idelta = 2.0; opt.ddelta = 0.5;
opt.pollbasis = 0; opt.EpsilonActive = 0.1;
opt.IPrint = 10;
opt.vectorized = 0; //important, otherwise will pass whole swarm
opt.outfcn = &iterfcn; //iteration + ctrl c
//Get Sizes
ndec = mxGetNumberOfElements(prhs[1]);
//Get Objective Function Handle
if (mxIsChar(prhs[0])) {
CHECK(mxGetString(prhs[0], fun.f, FLEN) == 0,"error reading objective name string");
fun.nrhs = 1;
fun.xrhs = 0;
} else {
fun.prhs[0] = (mxArray*)prhs[0];
strcpy(fun.f, "feval");
fun.nrhs = 2;
fun.xrhs = 1;
}
//Get x0
x0 = mxGetPr(prhs[1]);
//Get Bounds
//LB
if(!mxIsEmpty(prhs[2])){
llb = mxGetPr(prhs[2]);
lb = mxCalloc(ndec,sizeof(double));
memcpy(lb,llb,ndec*sizeof(double));
for(i=0;i<ndec;i++) {
if(mxIsInf(lb[i]))
lb[i] = -1e19;
}
}
else {
lb = mxCalloc(ndec,sizeof(double));
for(i=0;i<ndec;i++)
lb[i] = -1e19;
}
//UB
if(nrhs > 3 && !mxIsEmpty(prhs[3])){
lub = mxGetPr(prhs[3]);
ub = mxCalloc(ndec,sizeof(double));
memcpy(ub,lub,ndec*sizeof(double));
for(i=0;i<ndec;i++) {
if(mxIsInf(ub[i]))
ub[i] = 1e19;
}
}
else {
ub = mxCalloc(ndec,sizeof(double));
for(i=0;i<ndec;i++)
ub[i] = 1e19;
}
//Get Linear Inequality Constraints
if(nrhs > 4) {
if(!mxIsEmpty(prhs[4]) && !mxIsEmpty(prhs[5])) {
A = mxGetPr(prhs[4]);
b = mxGetPr(prhs[5]);
}
}
//Get Options if specified
if(nrhs > 6) {
if(mxGetField(prhs[6],0,"display"))
printLevel = (int)*mxGetPr(mxGetField(prhs[6],0,"display"));
if(mxGetField(prhs[6],0,"maxiter"))
opt.maxiter = (int)*mxGetPr(mxGetField(prhs[6],0,"maxiter"));
if(mxGetField(prhs[6],0,"maxtime"))
maxtime = *mxGetPr(mxGetField(prhs[6],0,"maxtime"));
if(mxGetField(prhs[6],0,"tolfun"))
opt.tol = *mxGetPr(mxGetField(prhs[6],0,"tolfun"));
if(mxGetField(prhs[6],0,"maxfeval"))
opt.maxf = (int)*mxGetPr(mxGetField(prhs[6],0,"maxfeval"));
if(mxGetField(prhs[6],0,"swarm_size"))
opt.s = (int)*mxGetPr(mxGetField(prhs[6],0,"swarm_size"));
if(mxGetField(prhs[6],0,"vectorized"))
opt.vectorized = (int)*mxGetPr(mxGetField(prhs[6],0,"vectorized"));
if(mxGetField(prhs[6],0,"mu"))
opt.mu = *mxGetPr(mxGetField(prhs[6],0,"mu"));
if(mxGetField(prhs[6],0,"nu"))
opt.nu = *mxGetPr(mxGetField(prhs[6],0,"nu"));
if(mxGetField(prhs[6],0,"iweight"))
opt.iweight = *mxGetPr(mxGetField(prhs[6],0,"iweight"));
if(mxGetField(prhs[6],0,"fweight"))
opt.fweight = *mxGetPr(mxGetField(prhs[6],0,"fweight"));
if(mxGetField(prhs[6],0,"delta"))
opt.delta = *mxGetPr(mxGetField(prhs[6],0,"delta"));
if(mxGetField(prhs[6],0,"idelta"))
opt.idelta = *mxGetPr(mxGetField(prhs[6],0,"idelta"));
if(mxGetField(prhs[6],0,"ddelta"))
opt.ddelta = *mxGetPr(mxGetField(prhs[6],0,"ddelta"));
if(mxGetField(prhs[6],0,"iterfun") && !mxIsEmpty(mxGetField(prhs[6],0,"iterfun")))
{
iterF.prhs[0] = (mxArray*)mxGetField(prhs[6],0,"iterfun");
strcpy(iterF.f, "feval");
iterF.enabled = true;
iterF.prhs[1] = mxCreateNumericMatrix(1,1,mxINT32_CLASS,mxREAL);
iterF.prhs[2] = mxCreateDoubleMatrix(1,1,mxREAL);
iterF.prhs[3] = mxCreateDoubleMatrix(ndec,1,mxREAL);
}
}
//If not vectorized, we can create x now, otherwise must be done in callback
if(!opt.vectorized)
fun.prhs[fun.xrhs] = mxCreateDoubleMatrix(ndec, 1, mxREAL);
//Create Outputs
plhs[0] = mxCreateDoubleMatrix(ndec,1, mxREAL);
plhs[1] = mxCreateDoubleMatrix(1,1, mxREAL);
plhs[2] = mxCreateDoubleMatrix(1,1, mxREAL);
plhs[3] = mxCreateDoubleMatrix(1,1, mxREAL);
plhs[4] = mxCreateDoubleMatrix(1,1, mxREAL);
x = mxGetPr(plhs[0]);
fval = mxGetPr(plhs[1]);
exitflag = mxGetPr(plhs[2]);
iter = mxGetPr(plhs[3]);
feval = mxGetPr(plhs[4]);
//Print Header
if(printLevel) {
mexPrintf("\n------------------------------------------------------------------\n");
mexPrintf(" This is PSwarm v1.5\n");
mexPrintf(" Authors: A.I.F Vaz and L.N. Vicente\n\n");
mexPrintf(" Problem Properties:\n");
mexPrintf(" # Decision Variables: %4d\n",ndec);
mexPrintf(" # Linear Constraints: %4d\n",lincon);
mexPrintf("------------------------------------------------------------------\n");
}
//Run PSwarm
start = clock();
exit_code = PSwarm((int)ndec, &func, lb, ub, lincon, A, b, &sol, fval, x0);
if(exit_code == 0) {
//Copy Solution
memcpy(x,sol,ndec*sizeof(double));
free(sol);
*iter = (double)stats.solveriters;
*feval = (double)stats.objfunctions;
}
//Save Status & Iterations
*exitflag = getStatus(exit_code,stats.solveriters,stats.objfunctions);
//Print Header
if(printLevel){
//Termination Detected
switch((int)*exitflag)
{
//Success
case 1:
mexPrintf("\n *** SUCCESSFUL TERMINATION ***\n *** Normal Exit ***\n"); break;
//Error
case -1:
mexPrintf("\n *** ERROR: Abnormal Exit ***\n"); break;
case 0:
if(stats.solveriters >= (opt.maxiter-5))
mexPrintf("\n *** MAXIMUM ITERATIONS REACHED ***\n");
else if(((double)(end-start))/CLOCKS_PER_SEC > maxtime)
mexPrintf("\n *** MAXIMUM TIME EXCEEDED ***\n");
else
mexPrintf("\n *** MAXIMUM FUNCTION EVALUATIONS REACHED ***\n");
break;
//Early Exit
case -2:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: Failed to allocate memory ***\n"); break;
case -3:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: Unable to initialize population - check constraints are feasible ***\n"); break;
case -5:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: User Exit (Ctrl C) ***\n"); break;
}
if(*exitflag==1)
mexPrintf("\n Final Objective: %12.5g\n In %3d iterations and\n %4d function evaluations\n",*fval,stats.solveriters,stats.objfunctions);
mexPrintf("------------------------------------------------------------------\n\n");
}
//Free Memory
if(lb) mxFree(lb);
if(ub) mxFree(ub);
}
// Function definitions.
// -----------------------------------------------------------------
void mexFunction (int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
{
//Input Args
double *x0;
//Outputs Args
double *x, *fval, *exitflag, *iter, *feval;
//Internal Vars
size_t ndec;
int printLevel = 0;
//M1QN3 Vars
int m = 5, n, indic, ndz;
int uiparm[2] = {1,0}; //user integer array [citer, printLevel]
double *g, dxmin = 1e-8, df1, epsg = 1e-6, *dz;
char *normtype = "dfn";
int impres = 0, io = 0, omode = 0, reverse = 0;
int imode[3] = {0,0,0}; //DIS, cold start, no SIMUL with indic = 1
int iz[5];
float *rzs = NULL; double *dzs = NULL; //dummy args
//Defaults
int maxfev = 1500;
int maxiter = 1000;
maxtime = 1000;
iterF.enabled = false;
if (nrhs < 1) {
if(nlhs < 1)
printSolverInfo();
else
plhs[0] = mxCreateString(M1QN3_VERSION);
return;
}
//Check user inputs
checkInputs(prhs,nrhs);
//Get Sizes
ndec = mxGetNumberOfElements(pX0);
//Get Objective Function Handle
if (mxIsChar(pFUN)) {
CHECK(mxGetString(pFUN, fun.f, FLEN) == 0,"error reading objective name string");
fun.nrhs = 1;
fun.xrhs = 0;
} else {
fun.prhs[0] = (mxArray*)pFUN;
strcpy(fun.f, "feval");
fun.nrhs = 2;
fun.xrhs = 1;
}
fun.prhs[fun.xrhs] = mxCreateDoubleMatrix(ndec, 1, mxREAL); //x0
//Get Gradient Function Handle
if (mxIsChar(pGRAD)) {
CHECK(mxGetString(pGRAD, fun.g, FLEN) == 0,"error reading gradient name string");
fun.nrhs_g = 1;
fun.xrhs_g = 0;
} else {
fun.prhs_g[0] = (mxArray*)pGRAD;
strcpy(fun.g, "feval");
fun.nrhs_g = 2;
fun.xrhs_g = 1;
}
fun.prhs_g[fun.xrhs_g] = mxCreateDoubleMatrix(ndec, 1, mxREAL); //x0
//Get x0
x0 = mxGetPr(pX0);
//Get Options if specified
if(nrhs > eOPTS) {
if(mxGetField(pOPTS,0,"display"))
printLevel = (int)*mxGetPr(mxGetField(pOPTS,0,"display"));
if(mxGetField(pOPTS,0,"maxfeval"))
maxfev = (int)*mxGetPr(mxGetField(pOPTS,0,"maxfeval"));
if(mxGetField(pOPTS,0,"maxiter"))
maxiter = (int)*mxGetPr(mxGetField(pOPTS,0,"maxiter"));
if(mxGetField(pOPTS,0,"maxtime"))
maxtime = *mxGetPr(mxGetField(pOPTS,0,"maxtime"));
if(mxGetField(pOPTS,0,"tolafun"))
epsg = *mxGetPr(mxGetField(pOPTS,0,"tolafun")); //not function tolerance (gradient)
if(mxGetField(pOPTS,0,"nupdates"))
m = (int)*mxGetPr(mxGetField(pOPTS,0,"nupdates")); //number of l-bfgs updates
if(mxGetField(pOPTS,0,"iterfun") && !mxIsEmpty(mxGetField(pOPTS,0,"iterfun")))
{
iterF.prhs[0] = (mxArray*)mxGetField(pOPTS,0,"iterfun");
strcpy(iterF.f, "feval");
iterF.enabled = true;
iterF.prhs[1] = mxCreateNumericMatrix(1,1,mxINT32_CLASS,mxREAL);
iterF.prhs[2] = mxCreateDoubleMatrix(1,1,mxREAL);
iterF.prhs[3] = mxCreateDoubleMatrix(ndec,1,mxREAL);
}
}
//Create Outputs
plhs[0] = mxCreateDoubleMatrix(ndec,1, mxREAL);
plhs[1] = mxCreateDoubleMatrix(1,1, mxREAL);
plhs[2] = mxCreateDoubleMatrix(1,1, mxREAL);
plhs[3] = mxCreateDoubleMatrix(1,1, mxREAL);
plhs[4] = mxCreateDoubleMatrix(1,1, mxREAL);
x = mxGetPr(plhs[0]);
fval = mxGetPr(plhs[1]);
exitflag = mxGetPr(plhs[2]);
iter = mxGetPr(plhs[3]);
feval = mxGetPr(plhs[4]);
//Copy initial guess to x
memcpy(x,x0,ndec*sizeof(double));
//Print Header
if(printLevel) {
mexPrintf("\n------------------------------------------------------------------\n");
mexPrintf(" This is M1QN3 v%s\n",M1QN3_VERSION);
mexPrintf(" Authors: Jean Charles Gilbert, Claude Lemarechal, INRIA\n MEX Interface J. Currie 2012\n\n");
mexPrintf(" Problem Properties:\n");
mexPrintf(" # Decision Variables: %4d\n",ndec);
mexPrintf("------------------------------------------------------------------\n");
}
//Assign Arguments
n = (int)ndec;
indic = 4;
g = (double*)mxCalloc(n,sizeof(double)); //allocate memory for gradient
ndz = 4*n + m*(2*n + 1);
dz = (double*)mxCalloc(ndz,sizeof(double));
//Start timer
start = clock();
//Initialization Call
SIMUL(&indic, &n, x, fval, g, uiparm, NULL, NULL);
//Set df1 (initial estiamte of f reduction)
df1 = *fval;
//MEX Options
uiparm[0] = 1;
uiparm[1] = printLevel;
//Call Algorithm
M1QN3(SIMUL,EUCLID,CTONBE,CTCABE,&n,x,fval,g,&dxmin,&df1,&epsg,normtype,
&impres,&io,imode,&omode,&maxiter,&maxfev,iz,dz,&ndz,&reverse,&indic,
uiparm,rzs,dzs);
//Save Status & Iterations
*exitflag = (double)omode;
*iter = maxiter;
*feval = maxfev;
//Check if maxtime exceeded
if(((double)(end-start))/CLOCKS_PER_SEC > maxtime)
*exitflag = 8;
//Print Header
if(printLevel){
//Termination Detected
switch((int)*exitflag)
{
//Success
case 1:
mexPrintf("\n *** SUCCESSFUL TERMINATION ***\n *** gradient convergence |gk|/|g1| < epsg ***\n"); break;
//Error
case 5:
mexPrintf("\n *** MAXIMUM FUNCTION EVALUATIONS REACHED ***\n"); break;
case 4:
mexPrintf("\n *** MAXIMUM ITERATIONS REACHED ***\n"); break;
case 8:
mexPrintf("\n *** MAXIMUM TIME REACHED ***\n"); break;
case 2:
mexPrintf("\n *** ERROR: one of the input arguments is not well initialized ***\n"); break;
case 3:
mexPrintf("\n *** ERROR: the line-search is blocked on tmax = 10^20 ***\n"); break;
case 6:
mexPrintf("\n *** ERROR: stop dxmin during the line-search ***\n"); break;
case 7:
mexPrintf("\n *** ERROR: either (g,d) is nonnegative or (y,s) is nonpositive ***\n"); break;
//Early Exit
case 0:
mexPrintf("\n *** TERMINATION: USER EXITED ***\n"); break;
//Other Error
default:
mexPrintf("\n *** ERROR: internal error code %d ***\n",omode); break;
}
if(*exitflag==1)
mexPrintf("\n Final fval: %12.5g\n In %3.0f iterations\n",*fval,*iter);
mexPrintf("------------------------------------------------------------------\n\n");
}
//Free Memory
mxFree(g);
mxFree(dz);
}
// Function definitions.
// -----------------------------------------------------------------
void mexFunction (int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
{
//Outputs Args
double *x, *fval, *exitflag, *iter;
//Internal Vars
double *mptr;
size_t ndec, ndat;
int i, havJac = 0;
//LMDIF + LMDER Vars
int m; //len data
int n; //len x
double *x0; //initial guess + sol
double *fvec; //final fvec
double ftol = 1e-7; //function tolerance
double xtol = 1e-7; //iterate tolerance
double gtol = 1e-7; //gradient tolerance
int maxfev = 1500; //max fevals
double epsfcn = mxGetEps(); //FD max error
double *diag; //scaling (ignored in mode 1)
int mode = 1; //internal scaling
double factor = 100; //used for initial step bound
int nprint = -1; //no printing
int info = 0; //output status
int nfev = 0; //number of fevals
int njev = 0; //number of jevals
double *fjac; //final jacobian
int ldfjac; //ld of jac
int *ipvt; //permutation
double *qtf; //qt * fvec
double *wa1, *wa2, *wa3, *wa4; //work vectors
if (nrhs < 1) {
if(nlhs < 1)
printSolverInfo();
else
plhs[0] = mxCreateString(""); //no version info?
return;
}
//Check user inputs
checkInputs(prhs,nrhs);
//Set Defaults
citer = 1;
printLevel = 0;
iterF.enabled = false;
maxtime = 1000;
//Get Sizes
ndec = mxGetNumberOfElements(prhs[2]);
ndat = mxGetNumberOfElements(prhs[3]);
//Get Objective Function Handle
if (mxIsChar(prhs[0])) {
CHECK(mxGetString(prhs[0], fun.f, FLEN) == 0,"error reading objective name string");
fun.nrhs = 1;
fun.xrhs = 0;
} else {
fun.prhs[0] = (mxArray*)prhs[0];
strcpy(fun.f, "feval");
fun.nrhs = 2;
fun.xrhs = 1;
}
fun.prhs[fun.xrhs] = mxCreateDoubleMatrix(ndec, 1, mxREAL); //x0
//Check and Get Gradient Function Handle
if(!mxIsEmpty(prhs[1])) {
havJac = 1;
if (mxIsChar(prhs[1])) {
CHECK(mxGetString(prhs[1], grad.f, FLEN) == 0,"error reading gradient name string");
grad.nrhs = 1;
grad.xrhs = 0;
} else {
grad.prhs[0] = (mxArray*)prhs[1];
strcpy(grad.f, "feval");
grad.nrhs = 2;
grad.xrhs = 1;
}
grad.prhs[grad.xrhs] = mxCreateDoubleMatrix(ndec, 1, mxREAL); //x0
}
//Get x0 + data
x0 = mxGetPr(prhs[2]);
ydata = mxGetPr(prhs[3]);
//Get Options if specified
if(nrhs > 4) {
if(mxGetField(prhs[4],0,"display"))
printLevel = (int)*mxGetPr(mxGetField(prhs[4],0,"display"));
if(mxGetField(prhs[4],0,"maxfeval"))
maxfev = (int)*mxGetPr(mxGetField(prhs[4],0,"maxfeval"));
if(mxGetField(prhs[4],0,"maxtime"))
maxtime = *mxGetPr(mxGetField(prhs[4],0,"maxtime"));
if(mxGetField(prhs[4],0,"tolrfun"))
ftol = *mxGetPr(mxGetField(prhs[4],0,"tolrfun"));
if(mxGetField(prhs[4],0,"iterfun") && !mxIsEmpty(mxGetField(prhs[4],0,"iterfun")))
{
iterF.prhs[0] = (mxArray*)mxGetField(prhs[4],0,"iterfun");
strcpy(iterF.f, "feval");
iterF.enabled = true;
iterF.prhs[1] = mxCreateNumericMatrix(1,1,mxINT32_CLASS,mxREAL);
iterF.prhs[2] = mxCreateDoubleMatrix(1,1,mxREAL);
iterF.prhs[3] = mxCreateDoubleMatrix(ndec,1,mxREAL);
}
}
//Create Outputs
plhs[0] = mxCreateDoubleMatrix(ndec,1, mxREAL);
plhs[1] = mxCreateDoubleMatrix(1,1, mxREAL);
plhs[2] = mxCreateDoubleMatrix(1,1, mxREAL);
plhs[3] = mxCreateDoubleMatrix(1,1, mxREAL);
x = mxGetPr(plhs[0]);
fval = mxGetPr(plhs[1]);
exitflag = mxGetPr(plhs[2]);
iter = mxGetPr(plhs[3]);
//Copy initial guess to x
memcpy(x,x0,ndec*sizeof(double));
//Print Header
if(printLevel) {
mexPrintf("\n------------------------------------------------------------------\n");
if(havJac)
mexPrintf(" This is LM_DER\n");
else
mexPrintf(" This is LM_DIF\n");
mexPrintf(" Authors: Burton S. Garbow, Kenneth E. Hillstrom, Jorge J. More\n MEX Interface J. Currie 2011\n\n");
mexPrintf(" Problem Properties:\n");
mexPrintf(" # Decision Variables: %4d\n",ndec);
mexPrintf(" # Data Points: %4d\n",ndat);
mexPrintf("------------------------------------------------------------------\n");
}
//Assign Arguments
m = (int)ndat; ldfjac = m;
n = (int)ndec;
diag = mxCalloc(ndec,sizeof(double));
fvec = mxCalloc(ndat,sizeof(double));
fjac = mxCalloc(ndec*ndat,sizeof(double));
ipvt = mxCalloc(ndec,sizeof(int));
qtf = mxCalloc(ndec,sizeof(double));
//Get Work Memory
mptr = mxCalloc(3*ndec+ndat,sizeof(double)); i = 0;
wa1 = &mptr[i]; i += (int)ndec;
wa2 = &mptr[i]; i += (int)ndec;
wa3 = &mptr[i]; i += (int)ndec;
wa4 = &mptr[i];
//Start Timer
start = clock();
//Call Algorithm based on Derivatives
if(havJac)
LMDER(jacfunc,&m,&n,x,fvec,fjac,&ldfjac,&ftol,&xtol,>ol,&maxfev,diag,&mode,&factor,&nprint,&info,&nfev,&njev,ipvt,qtf,wa1,wa2,wa3,wa4);
else
LMDIF(func,&m,&n,x,fvec,&ftol,&xtol,>ol,&maxfev,&epsfcn,diag,&mode,&factor,&nprint,&info,&nfev,fjac,&ldfjac,ipvt,qtf,wa1,wa2,wa3,wa4);
//Calculate final Rnorm
*fval = 0;
for(i=0;i<m;i++)
*fval += fvec[i]*fvec[i];
//Check if maxtime exceeded
if(((double)(end-start))/CLOCKS_PER_SEC > maxtime)
info = 15;
//Save Status & Iterations
*exitflag = getStatus(info);
*iter = (double)nfev;
//Print Header
if(printLevel){
//Termination Detected
switch((int)info)
{
//Success
case 1:
mexPrintf("\n *** SUCCESSFUL TERMINATION ***\n *** Both actual and predicted relative reductions in the sum of squares are at most ftol ***\n"); break;
case 2:
mexPrintf("\n *** SUCCESSFUL TERMINATION ***\n *** Relative error between two consecutive iterates is at most xtol ***\n"); break;
case 3:
mexPrintf("\n *** SUCCESSFUL TERMINATION ***\n *** Reductions in the sum of squares are at most ftol AND relative error between two consecutive iterates is at most xtol ***\n"); break;
case 4:
mexPrintf("\n *** SUCCESSFUL TERMINATION ***\n *** The cosine of the angle between fvec and any column of the jacobian is at most gtol in absolute value ***\n"); break;
//Error
case 0:
mexPrintf("\n *** ERROR: IMPROPER INPUT PARAMETERS ***\n"); break;
case 5:
mexPrintf("\n *** MAXIMUM FUNCTION EVALUATIONS REACHED ***\n"); break;
case 15:
mexPrintf("\n *** MAXIMUM TIME REACHED ***\n"); break;
//Early Exit
case 6:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: ftol is too small (OPTI setting tolfun). No further improvement in the sum of squares is possible ***\n"); break;
case 7:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: xtol is too small (OPTI hard-codes 1e-7). No further improvement in the approximate solution x is possible ***\n"); break;
case 8:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: gtol is too small (OPTI hard-codes 1e-7). Fvec is orthogonal to the columns of the jacobian to machine precision ***\n"); break;
case -1:
mexPrintf("\n *** TERMINATION: USER EXITED ***\n"); break;
}
if(*exitflag==1)
mexPrintf("\n Final SSE: %12.5g\n In %3.0f function evaluations\n",*fval,*iter);
mexPrintf("------------------------------------------------------------------\n\n");
}
//Free Memory
if(diag) mxFree(diag);
if(fvec) mxFree(fvec);
if(fjac) mxFree(fjac);
if(ipvt) mxFree(ipvt);
if(qtf) mxFree(qtf);
if(mptr) mxFree(mptr);
}
void mexFunction(int nlhs, mxArray *plhs[ ],
int nrhs, const mxArray *prhs[ ]) {
int i,j,pos;
int *ptr_int;
double *ptr_double;
double *ptr_matlab;
#if MUMPS_ARITH == MUMPS_ARITH_z
double *ptri_matlab;
#endif
mwSize tmp_m,tmp_n;
/* C pointer for input parameters */
size_t inst_address;
mwSize n,m,ne, netrue ;
int inst,job;
mwIndex *irn_in,*jcn_in;
/* variable for multiple and sparse rhs */
int posrhs;
mwSize nbrhs,ldrhs, nz_rhs;
mwIndex *irhs_ptr, *irhs_sparse;
double *rhs_sparse;
#if MUMPS_ARITH == MUMPS_ARITH_z
double *im_rhs_sparse;
#endif
DMUMPS_STRUC_C *dmumps_par;
int dosolve = 0;
int donullspace = 0;
int doanal = 0;
if(nrhs < 1) {
if(nlhs < 1)
printSolverInfo();
else
plhs[0] = mxCreateString("4.10.0");
return;
}
EXTRACT_FROM_MATLAB_TOVAL(JOB,job);
dosolve = (job == 3 || job == 5 || job == 6);
doanal = (job == 1 || job == 4 || job == 6);
if(job == -1){
DMUMPS_alloc(&dmumps_par);
EXTRACT_FROM_MATLAB_TOVAL(SYM,dmumps_par->sym);
dmumps_par->job = -1;
dmumps_par->par = 1;
dmumps_c(dmumps_par);
dmumps_par->nz = -1;
dmumps_par->nz_alloc = -1;
}else{
EXTRACT_FROM_MATLAB_TOVAL(INST,inst_address);
ptr_int = (int *) inst_address;
dmumps_par = (DMUMPS_STRUC_C *) ptr_int;
if(job == -2){
dmumps_par->job = -2;
dmumps_c(dmumps_par);
DMUMPS_free(&dmumps_par);
}else{
/* check of input arguments */
n = mxGetN(A_IN);
m = mxGetM(A_IN);
if (!mxIsSparse(A_IN) || n != m )
mexErrMsgTxt("Input matrix must be a sparse square matrix");
jcn_in = mxGetJc(A_IN);
ne = jcn_in[n];
irn_in = mxGetIr(A_IN);
dmumps_par->n = (int)n;
if(dmumps_par->n != n)
mexErrMsgTxt("Input is too big; will not work...barfing out\n");
if(dmumps_par->sym != 0)
netrue = (n+ne)/2;
else
netrue = ne;
if(dmumps_par->nz_alloc < netrue || dmumps_par->nz_alloc >= 2*netrue){
MYFREE(dmumps_par->jcn);
MYFREE(dmumps_par->irn);
MYFREE(dmumps_par->a);
MYMALLOC((dmumps_par->jcn),(int)netrue,int);
MYMALLOC((dmumps_par->irn),(int)netrue,int);
MYMALLOC((dmumps_par->a),(int)netrue,double2);
dmumps_par->nz_alloc = (int)netrue;
if (dmumps_par->nz_alloc != netrue)
mexErrMsgTxt("Input is too big; will not work...barfing out\n");
}
if(dmumps_par->sym == 0){
/* if analysis already performed then we only need to read
numerical values
Note that we suppose that matlab did not change the internal
format of the matrix between the 2 calls */
if(doanal){
/* || dmumps_par->info[22] == 0 */
for(i=0;i<dmumps_par->n;i++){
for(j=jcn_in[i];j<jcn_in[i+1];j++){
(dmumps_par->jcn)[j] = i+1;
(dmumps_par->irn)[j] = ((int)irn_in[j])+1;
}
}
}
dmumps_par->nz = (int)ne;
if( dmumps_par->nz != ne)
mexErrMsgTxt("Input is too big; will not work...barfing out\n");
#if MUMPS_ARITH == MUMPS_ARITH_z
ptr_matlab = mxGetPr(A_IN);
for(i=0;i<dmumps_par->nz;i++){
((dmumps_par->a)[i]).r = ptr_matlab[i];
}
ptr_matlab = mxGetPi(A_IN);
if(ptr_matlab){
for(i=0;i<dmumps_par->nz;i++){
((dmumps_par->a)[i]).i = ptr_matlab[i];
}
}else{
for(i=0;i<dmumps_par->nz;i++){
((dmumps_par->a)[i]).i = 0.0;
}
}
#else
ptr_matlab = mxGetPr(A_IN);
for(i=0;i<dmumps_par->nz;i++){
(dmumps_par->a)[i] = ptr_matlab[i];
}
#endif
}else{
/* in the symmetric case we do not need to check doanal */
pos = 0;
ptr_matlab = mxGetPr(A_IN);
#if MUMPS_ARITH == MUMPS_ARITH_z
ptri_matlab = mxGetPi(A_IN);
#endif
for(i=0;i<dmumps_par->n;i++){
for(j=jcn_in[i];j<jcn_in[i+1];j++){
if(irn_in[j] >= i){
if(pos >= netrue)
mexErrMsgTxt("Input matrix must be symmetric");
(dmumps_par->jcn)[pos] = i+1;
(dmumps_par->irn)[pos] = (int)irn_in[j]+1;
#if MUMPS_ARITH == MUMPS_ARITH_z
((dmumps_par->a)[pos]).r = ptr_matlab[j];
if(ptri_matlab){
((dmumps_par->a)[pos]).i = ptri_matlab[j];
}else{
((dmumps_par->a)[pos]).i = 0.0;
}
#else
(dmumps_par->a)[pos] = ptr_matlab[j];
#endif
pos++;
}
}
}
dmumps_par->nz = pos;
}
EXTRACT_FROM_MATLAB_TOVAL(JOB,dmumps_par->job);
EXTRACT_FROM_MATLAB_TOARR(ICNTL,dmumps_par->icntl,int,40);
EXTRACT_FROM_MATLAB_TOARR(CNTL,dmumps_par->cntl,double,15);
EXTRACT_FROM_MATLAB_TOPTR(PERM_IN,(dmumps_par->perm_in),int,((int)n));
EXTRACT_FROM_MATLAB_TOPTR(COLSCA,(dmumps_par->colsca),double,((int)n));
EXTRACT_FROM_MATLAB_TOPTR(ROWSCA,(dmumps_par->rowsca),double,((int)n));
dmumps_par->size_schur = (int)mxGetN(VAR_SCHUR);
EXTRACT_FROM_MATLAB_TOPTR(VAR_SCHUR,(dmumps_par->listvar_schur),int,dmumps_par->size_schur);
if(!dmumps_par->listvar_schur) dmumps_par->size_schur = 0;
ptr_matlab = mxGetPr (RHS);
/*
* To follow the "spirit" of the matlab/scilab interfaces, treat case of null
* space separately. In that case, we initialize lrhs and nrhs automatically
* allocate the space needed, and do not rely on what is provided by the user
* in component RHS, that is not touched.
*
* Note that at the moment the user should not call the solution step combined
* with the factorization step when he/she sets icntl[25-1] to a non-zero value.
* Hence we suppose infog[28-1] is available and we can use it.
*
* For users of scilab/matlab, it would still be nice to be able to set ICNTL(25)=-1,
* and use JOB=6. If we want to make this functionality available, we should
* call separately job=2 and job=3 even if job=5 or 6 and set nbrhs (and allocate
* space correctly) between job=2 and job=3 calls to MUMPS.
*
*/
if ( dmumps_par->icntl[25-1] == -1 && dmumps_par->infog[28-1] > 0 ) {
dmumps_par->nrhs=dmumps_par->infog[28-1];
donullspace = dosolve;
}
else if ( dmumps_par->icntl[25-1] > 0 && dmumps_par->icntl[25-1] <= dmumps_par->infog[28-1] ) {
dmumps_par->nrhs=1;
donullspace = dosolve;
}
else {
donullspace=0;
}
if (donullspace) {
nbrhs=dmumps_par->nrhs; ldrhs=n;
dmumps_par->lrhs=(int)n;
MYMALLOC((dmumps_par->rhs),((dmumps_par->n)*(dmumps_par->nrhs)),double2);
}
else if((!dosolve) || ptr_matlab[0] == -9999 ) { /* rhs not already provided, or not used */
/*JY: Case where dosolve is true and ptr_matlab[0]=-9999, this could cause problems:
* 1/ RHS was not initialized while it should have been
* 2/ RHS was explicitely initialized to -9999 but is not allocated of the right size
*/
EXTRACT_CMPLX_FROM_MATLAB_TOPTR(RHS,(dmumps_par->rhs),double,1);
}else{
// Function definitions.
// -----------------------------------------------------------------
void mexFunction (int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
{
//Input Args
user_function_data fun, grad;
iter_fun_data iterF;
double *x0, *lb, *ub;
//Options
int printLevel = 0, maxIter = 1000, nupdate = 5, maxFeval = 1500;
double ftol = 1e-7, pgtol = 1e-5, maxtime = 1000;
iterF.enabled = false;
//Outputs Args
double *x, *fval, *exitflag, *iter, *feval;
//Internal Vars
size_t ndec;
int iiter, nfeval;
if (nrhs < 1) {
if(nlhs < 1)
printSolverInfo();
else
plhs[0] = mxCreateString(LBFGSB_VERSION);
return;
}
//Check user inputs
checkInputs(prhs,nrhs);
try
{
//Get Size
ndec = mxGetNumberOfElements(prhs[4]);
//Get Function Handles
if (mxIsChar(prhs[0])) {
CHECK(mxGetString(prhs[0], fun.f, FLEN) == 0,"error reading objective name string");
fun.nrhs = 1;
fun.xrhs = 0;
} else {
fun.prhs[0] = (mxArray*)prhs[0];
strcpy(fun.f, "feval");
fun.nrhs = 2;
fun.xrhs = 1;
}
if (mxIsChar(prhs[1])) {
CHECK(mxGetString(prhs[1], grad.f, FLEN) == 0,"error reading gradient name string");
grad.nrhs = 1;
grad.xrhs = 0;
} else {
grad.prhs[0] = (mxArray*)prhs[1];
strcpy(grad.f, "feval");
grad.nrhs = 2;
grad.xrhs = 1;
}
fun.prhs[fun.xrhs] = mxCreateDoubleMatrix(ndec, 1, mxREAL); //x0
grad.prhs[grad.xrhs] = mxCreateDoubleMatrix(ndec, 1, mxREAL);
//Get Bounds + x0
lb = mxGetPr(prhs[2]);
ub = mxGetPr(prhs[3]);
x0 = mxGetPr(prhs[4]);
//Get Options if specified
if(nrhs > 5) {
GetIntegerOption(prhs[5], "display", &printLevel);
GetIntegerOption(prhs[5], "maxiter", &maxIter);
GetIntegerOption(prhs[5], "maxfeval", &maxFeval);
GetIntegerOption(prhs[5], "nupdate", &nupdate);
GetDoubleOption(prhs[5], "tolrfun", &ftol);
GetDoubleOption(prhs[5], "tolrfun", &ftol);
GetDoubleOption(prhs[5], "pgtol", &pgtol);
GetDoubleOption(prhs[5], "maxtime", &maxtime);
if(mxGetField(prhs[5],0,"iterfun") && !mxIsEmpty(mxGetField(prhs[5],0,"iterfun")))
{
iterF.prhs[0] = (mxArray*)mxGetField(prhs[5],0,"iterfun");
strcpy(iterF.f, "feval");
iterF.enabled = true;
iterF.prhs[1] = mxCreateNumericMatrix(1,1,mxINT32_CLASS,mxREAL);
iterF.prhs[2] = mxCreateDoubleMatrix(1,1,mxREAL);
iterF.prhs[3] = mxCreateDoubleMatrix(ndec,1,mxREAL);
}
}
//Create Outputs
plhs[0] = mxCreateDoubleMatrix(ndec,1, mxREAL);
plhs[1] = mxCreateDoubleMatrix(1,1, mxREAL);
plhs[2] = mxCreateDoubleMatrix(1,1, mxREAL);
plhs[3] = mxCreateDoubleMatrix(1,1, mxREAL);
plhs[4] = mxCreateDoubleMatrix(1,1, mxREAL);
x = mxGetPr(plhs[0]);
fval = mxGetPr(plhs[1]);
exitflag = mxGetPr(plhs[2]);
iter = mxGetPr(plhs[3]);
feval = mxGetPr(plhs[4]);
//Create Class for Peter's L-BFGS-B Interface
lbfgsb_program solver(&fun,&grad,&iterF,ndec,lb,ub,x0,x,fval,iter,printLevel,maxIter,maxFeval,maxtime,ftol,nupdate,pgtol);
//Run the Solver
int exitStatus = solver.runSolver(iiter,nfeval,*fval);
//Save Status & Iterations
*exitflag = (double)exitStatus;
*iter = (double)iiter;
*feval = (double)nfeval;
}
catch (std::exception& error)
{
mexErrMsgTxt(error.what());
}
}
//Main Function
void mexFunction(int nlhs, mxArray *plhs[],int nrhs, const mxArray *prhs[])
{
//Input Args
double *f, *blin = NULL, *lb = NULL, *ub = NULL, *y0 = NULL;
//Return Args
double *x, *pval, *dval, *exitflag, *iter, *pinf, *dinf, *realgap, *xzgap;
//Options (most get defaults written in)
int maxiter = 1500;
//Internal Vars
size_t ndec = 0, nlincon = 0, lincon_nz = 0, total_dim = 0, ncones = 0;
size_t i, j;
const char *onames[2] = {"pval","dval"};
const char *fnames[5] = {"iter","pinf","dinf","realgap","xzgap"};
double evaltime;
int status = -1, nb = 0, linoffset = 0, indlb = 1, indub = 1, nLB = 0, nUB = 0;
mwIndex *jc;
//CSDP Problem Data
struct blockmatrix C;
double *b, *y, *xx, objconstant = 0.0;
struct constraintmatrix *constraints;
struct blockmatrix X, Z;
struct sparseblock *blockptr;
struct paramstruc params;
//Version Return
if(nrhs < 1) {
if(nlhs < 1)
printSolverInfo();
else
plhs[0] = mxCreateString(CSDP_VERSION);
return;
}
//Check Inputs
checkInputs(prhs,nrhs);
//Get pointers to Input variables
f = mxGetPr(pF); ndec = mxGetNumberOfElements(pF);
if(!mxIsEmpty(pA)) {
blin = mxGetPr(pB);
nlincon = mxGetM(pA);
jc = mxGetJc(pA);
lincon_nz = jc[ndec];
}
if(nrhs > eLB && !mxIsEmpty(pLB)) {
lb = mxGetPr(pLB);
//Ensure we have at least one finite bound
for(i=0,j=0;i<ndec;i++)
if(mxIsInf(lb[i]))
j++;
if(j==ndec)
lb = NULL;
}
if(nrhs > eUB && !mxIsEmpty(pUB)) {
ub = mxGetPr(pUB);
//Ensure we have at least one finite bound
for(i=0,j=0;i<ndec;i++)
if(mxIsInf(ub[i]))
j++;
if(j==ndec)
ub = NULL;
}
if(nrhs > eSDP && !mxIsEmpty(pSDP)) {
if(mxIsCell(pSDP))
ncones = mxGetNumberOfElements(pSDP);
else
ncones = 1;
}
if(nrhs > eY0 && !mxIsEmpty(pY0))
y0 = mxGetPr(pY0);
//Create Outputs
plhs[0] = mxCreateDoubleMatrix(ndec,1, mxREAL);
plhs[1] = mxCreateStructMatrix(1,1,2,onames);
mxSetField(plhs[1],0,onames[0],mxCreateDoubleMatrix(1,1, mxREAL));
mxSetField(plhs[1],0,onames[1],mxCreateDoubleMatrix(1,1, mxREAL));
plhs[2] = mxCreateDoubleMatrix(1,1, mxREAL);
x = mxGetPr(plhs[0]);
pval = mxGetPr(mxGetField(plhs[1],0,onames[0]));
dval = mxGetPr(mxGetField(plhs[1],0,onames[1]));
exitflag = mxGetPr(plhs[2]);
//Info Output
plhs[3] = mxCreateStructMatrix(1,1,5,fnames);
mxSetField(plhs[3],0,fnames[0],mxCreateDoubleMatrix(1,1, mxREAL));
mxSetField(plhs[3],0,fnames[1],mxCreateDoubleMatrix(1,1, mxREAL));
mxSetField(plhs[3],0,fnames[2],mxCreateDoubleMatrix(1,1, mxREAL));
mxSetField(plhs[3],0,fnames[3],mxCreateDoubleMatrix(1,1, mxREAL));
mxSetField(plhs[3],0,fnames[4],mxCreateDoubleMatrix(1,1, mxREAL));
iter = mxGetPr(mxGetField(plhs[3],0,fnames[0]));
pinf = mxGetPr(mxGetField(plhs[3],0,fnames[1]));
dinf = mxGetPr(mxGetField(plhs[3],0,fnames[2]));
realgap = mxGetPr(mxGetField(plhs[3],0,fnames[3]));
xzgap = mxGetPr(mxGetField(plhs[3],0,fnames[4]));
//Set Defaults
citer = 0;
maxtime = 1000;
printLevel = 0;
//Allocate Initial Storage for the Problem
b = (double*)malloc((ndec+1)*sizeof(double)); //objective vector
//C matrices [LB UB LIN SD]
nb = (int)ncones+(int)(nlincon>0)+(int)(lb!=NULL)+(int)(ub!=NULL);
#ifdef DEBUG
mexPrintf("Number of blocks (including bounds, linear and sdcones): %d\n",nb);
#endif
C.nblocks = nb;
C.blocks = (struct blockrec*)malloc((nb+1)*sizeof(struct blockrec)); //+1 due to fortran index
if(C.blocks == NULL)
mexErrMsgTxt("Error allocating memory for C matrices");
//Constraints (i.e. 1 per decision variable)
constraints = (struct constraintmatrix*)malloc((ndec+1)*sizeof(struct constraintmatrix)); //+1 due to fortran index
if(constraints == NULL) {
free(C.blocks);
mexErrMsgTxt("Error allocating memory for A matrices");
}
for(i=1;i<=ndec;i++)
constraints[i].blocks=NULL; //initially set as NULL
//Copy in and negate objective vector
for(i=0;i<ndec;i++)
b[i+1] = -f[i];
//Create Bounds if Present
if(lb || ub)
linoffset += addBounds(C,lb,ub,ndec,&nLB,&nUB);
//Create Linear Cone (diagonal) if present
if(nlincon) {
//Initialize C
C.blocks[linoffset+1].blockcategory = DIAG;
C.blocks[linoffset+1].blocksize = (int)nlincon;
C.blocks[linoffset+1].data.vec = (double*)malloc((nlincon+1)*sizeof(double));
if(C.blocks[linoffset+1].data.vec == NULL)
mexErrMsgTxt("Error allocating memory for LP C diagonal");
#ifdef DEBUG
mexPrintf("LP C[%d] Vector size: %d\n",linoffset+1,nlincon);
#endif
//Copy Elements
for(i=0;i<nlincon;i++) {
C.blocks[linoffset+1].data.vec[i+1] = -blin[i];
#ifdef DEBUG
mexPrintf(" C vec[%d] = %f\n",i+1,-blin[i]);
#endif
}
linoffset++;
}
#ifdef DEBUG
mexPrintf("\nBlock offset after bounds + linear con: %d\n\n",linoffset);
#endif
//Setup Semidefinite C matrices (note all full matrices, dense, in order from 1)
for(i=1;i<=ncones;i++) {
//Single Cone
if(ncones == 1 && !mxIsCell(pSDP))
total_dim += addCMatrix(C,pSDP,(int)i+linoffset);
//Multiple Cones
else
total_dim += addCMatrix(C,mxGetCell(pSDP,i-1),(int)i+linoffset);
}
//Add Linear Dims
total_dim += nLB+nUB+nlincon;
#ifdef DEBUG
mexPrintf("\nTotal dimension of all cones: %d\n\n",total_dim);
#endif
//Setup Each Constraint (for each decision var) (in order from 1)
indlb = 1; indub = 1;
for(i=1;i<=ndec;i++) {
//For each Semidefinte A matrix (sparse triu, in reverse order, i.e. [SD, LP, UB, LB])
for(j=ncones;j>0;j--) {
//Create an A matrix
blockptr=(struct sparseblock*)malloc(sizeof(struct sparseblock));
if(blockptr==NULL) {
sprintf(msgbuf,"Error allocating memory for Semidefinite A[%d,%d]",i,j+linoffset);
mexErrMsgTxt(msgbuf);
}
//Single Cone
if(ncones == 1 && !mxIsCell(pSDP))
addAMatrix(blockptr,pSDP,(int)i,(int)j+linoffset);
//Multiple Cones
else
addAMatrix(blockptr,mxGetCell(pSDP,j-1),(int)i,(int)j+linoffset);
//Insert A matrix into constraint list
blockptr->next=constraints[i].blocks;
constraints[i].blocks=blockptr;
}
//Linear Inequality Constraints
if(nlincon) {
//Create an A matrix
blockptr=(struct sparseblock*)malloc(sizeof(struct sparseblock));
if(blockptr==NULL) {
sprintf(msgbuf,"Error allocating memory for LP A[%d]",i);
mexErrMsgTxt(msgbuf);
}
//Insert LP A entries
j = 1 + (int)(nUB > 0) + (int)(nLB > 0);
insertLPVector(blockptr, pA, (int)i, (int)j);
//Insert A matrix into constraint list
blockptr->next=constraints[i].blocks;
constraints[i].blocks=blockptr;
}
//Upper Bounds
if(nUB) {
//Create an A matrix
blockptr=(struct sparseblock*)malloc(sizeof(struct sparseblock));
if(blockptr==NULL) {
sprintf(msgbuf,"Error allocating memory for UB A[%d]",i);
mexErrMsgTxt(msgbuf);
}
//Insert Bound A matrix entries
if(nLB > 0)
indub += insertBound(blockptr,ub,nUB,(int)i,2,indub,1.0); //block 2 ([LB,UB,..] 1.0 for ub)
else
indub += insertBound(blockptr,ub,nUB,(int)i,1,indub,1.0); //block 1 (first block, 1.0 for ub)
//Insert A matrix into constraint list
blockptr->next=constraints[i].blocks;
constraints[i].blocks=blockptr;
}
//Lower Bounds
if(nLB) {
//Create an A matrix
blockptr=(struct sparseblock*)malloc(sizeof(struct sparseblock));
if(blockptr==NULL) {
sprintf(msgbuf,"Error allocating memory for LB A[%d]",i);
mexErrMsgTxt(msgbuf);
}
//Insert Bound A matrix entries
indlb += insertBound(blockptr,lb,nLB,(int)i,1,indlb,-1.0); //block 1 (always first block, -1.0 for lb)
//Insert A matrix into constraint list
blockptr->next=constraints[i].blocks;
constraints[i].blocks=blockptr;
}
}
// //Set y0
// if (y0)
// for (i=0;i<ndec;i++) {
// DSDP_ERR( DSDPSetY0(dsdp,(int)i+1,y0[i]), "Error setting Y0");
// }
//
//Get CSDP Default Options
initparams(¶ms,&printLevel);
//Set OPTI default printLevel (none)
printLevel = 0;
//Get User Options (overwrites defaults above)
if(nrhs > eOPTS && !mxIsEmpty(pOPTS)) {
//OPTI Options
GetIntegerOption(pOPTS,"maxiter",¶ms.maxiter);
GetDoubleOption(pOPTS,"maxtime",&maxtime);
GetIntegerOption(pOPTS,"display",&printLevel);
GetDoubleOption(pOPTS,"objconstant",&objconstant);
//CSDP Options
GetDoubleOption(pOPTS,"axtol",¶ms.axtol);
GetDoubleOption(pOPTS,"atytol",¶ms.atytol);
GetDoubleOption(pOPTS,"objtol",¶ms.objtol);
GetDoubleOption(pOPTS,"pinftol",¶ms.pinftol);
GetDoubleOption(pOPTS,"dinftol",¶ms.dinftol);
GetDoubleOption(pOPTS,"minstepfrac",¶ms.minstepfrac);
GetDoubleOption(pOPTS,"maxstepfrac",¶ms.maxstepfrac);
GetDoubleOption(pOPTS,"minstepp",¶ms.minstepp);
GetDoubleOption(pOPTS,"minstepd",¶ms.minstepd);
GetIntegerOption(pOPTS,"usexzgap",¶ms.usexzgap);
GetIntegerOption(pOPTS,"tweakgap",¶ms.tweakgap);
GetIntegerOption(pOPTS,"affine",¶ms.affine);
GetDoubleOption(pOPTS,"perturbobj",¶ms.perturbobj);
//Optionally write problem to a SDPA sparse file
if(mxGetField(pOPTS,0,"writeprob") && !mxIsEmpty(mxGetField(pOPTS,0,"writeprob")) && mxIsChar(mxGetField(pOPTS,0,"writeprob"))) {
mxGetString(mxGetField(pOPTS,0,"writeprob"),msgbuf,1024);
write_prob(msgbuf,(int)total_dim,(int)ndec,C,b,constraints);
}
}
//Print Header
if(printLevel) {
mexPrintf("\n------------------------------------------------------------------\n");
mexPrintf(" This is CSDP v%s\n",CSDP_VERSION);
mexPrintf(" Author: Brian Borchers\n MEX Interface J. Currie 2013\n\n");
mexPrintf(" Problem Properties:\n");
mexPrintf(" # Decision Variables: %4d\n",ndec);
mexPrintf(" # Linear Inequalities: %4d ",nlincon);
if(nlincon)
mexPrintf("[%d nz]\n",lincon_nz);
else
mexPrintf("\n");
mexPrintf(" # Semidefinite Cones: %4d\n",ncones);
mexPrintf("------------------------------------------------------------------\n");
}
//Start timer
start = clock();
//Find Initial Solution
initsoln((int)total_dim,(int)ndec,C,b,constraints,&X,&y,&Z);
//Solve the problem
status=easy_sdp((int)total_dim,(int)ndec,C,b,constraints,objconstant,params,&X,&y,&Z,pval,dval,pinf,dinf,realgap,xzgap);
//Stop Timer
end = clock();
evaltime = ((double)(end-start))/CLOCKS_PER_SEC;
//Copy and negate solution
for(i=0;i<ndec;i++)
x[i] = -y[i+1];
//Assign other MATLAB outputs
*iter = (double)citer-1;
*exitflag = (double)status;
//Print Header
if(printLevel){
//Detail termination reason
switch(status)
{
//Success
case 0:
mexPrintf("\n *** CSDP CONVERGED ***\n"); break;
//Infeasible
case 1:
mexPrintf("\n *** TERMINATION: Primal Infeasible ***\n"); break;
case 2:
mexPrintf("\n *** TERMINATION: Dual Infeasible ***\n"); break;
//Partial Success
case 3:
mexPrintf("\n *** TERMINATION: PARTIAL SUCESS ***\n *** A Solution is found but full accuracy was not achieved ***\n"); break;
//Error
case 4:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: Maximum Iterations Reached ***\n"); break;
case CSDP_MAX_TIME:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: Maximum Time Reached ***\n"); break;
case 5:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: Stuck at edge of primal feasibility ***\n"); break;
case 6:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: Stuck at edge of dual infeasibility ***\n"); break;
case 7:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: Lack of progress ***\n"); break;
case 8:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: X, Z, or O was singular ***\n"); break;
case 9:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: Detected NaN or Inf values ***\n"); break;
case 10:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: Easy-SDP General Failure ***\n"); break;
case 11:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: Failed C Check - Check Symmetry! ***\n"); break;
case 12:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: Failed Constraints Check ***\n"); break;
case CSDP_USER_TERMINATION:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: User Exited ***\n"); break;
//Here is ok too?
default:
mexPrintf("\n *** CSDP FINISHED ***\n"); break;
}
if(status==0 || status==3)
mexPrintf("\n Final Primal Objective: %2.5g\n Final Dual Objective: %2.5g\n In %5d iterations\n %5.2f seconds\n",*pval,*dval,citer-1,evaltime);
mexPrintf("------------------------------------------------------------------\n\n");
}
//Optionally write solution to a SDPA sparse file
if(nrhs > eOPTS && !mxIsEmpty(pOPTS) && mxGetField(pOPTS,0,"writesol") && !mxIsEmpty(mxGetField(pOPTS,0,"writesol")) && mxIsChar(mxGetField(pOPTS,0,"writesol"))) {
mxGetString(mxGetField(pOPTS,0,"writesol"),msgbuf,1024);
write_sol(msgbuf,(int)total_dim,(int)ndec,X,y,Z);
}
//Optionally retrieve X
if(nlhs > 4) {
plhs[4] = mxCreateCellMatrix(X.nblocks,1);
for(i=0;i<X.nblocks;i++) {
//Set Block Values
if(X.blocks[i+1].blockcategory == DIAG) {
mxSetCell(plhs[4],i,mxCreateDoubleMatrix(X.blocks[i+1].blocksize,1,mxREAL)); //create vector
xx = mxGetPr(mxGetCell(plhs[4],i));
for(j=0;j<X.blocks[i+1].blocksize;j++)
xx[j] = X.blocks[i+1].data.vec[j+1];
}
else {
mxSetCell(plhs[4],i,mxCreateDoubleMatrix(X.blocks[i+1].blocksize,X.blocks[i+1].blocksize,mxREAL)); //create matrix
xx = mxGetPr(mxGetCell(plhs[4],i));
for(j=0;j<(X.blocks[i+1].blocksize*X.blocks[i+1].blocksize);j++)
xx[j] = X.blocks[i+1].data.mat[j];
}
}
}
//Free CSDP Problem (including all allocated memory)
free_prob((int)total_dim,(int)ndec,C,b,constraints,X,y,Z);
}
