void QPInitFixedFreeStd::initialize(
const DVectorSlice &g
,const MatrixSymOp &G
,const MatrixOp *A
,size_type n_R
,const size_type i_x_free[]
,const size_type i_x_fixed[]
,const EBounds bnd_fixed[]
,const DVectorSlice &b_X
,const MatrixSymOpNonsing &Ko
,const DVectorSlice &fo
,Constraints *constraints
,std::ostream *out
,bool test_setup
,value_type warning_tol
,value_type error_tol
,bool print_all_warnings
)
{
namespace GPMSTP = AbstractLinAlgPack::GenPermMatrixSliceIteratorPack;
if(!constraints)
throw std::invalid_argument( "QPInitFixedFreeStd::initialize(...) : Error, "
"constraints == NULL is not allowed." );
// Validate the sizes of the input arguments
const size_type
n = constraints->n(),
n_X = n - n_R;
if( n_R > n )
throw std::invalid_argument( "QPInitFixedFreeStd::initialize(...) : Error, "
"n_R > constraints->n() is not allowed." );
if(g.dim() !=n)
throw std::invalid_argument( "QPInitFixedFreeStd::initialize(...) : Error, "
"g.dim() != constraints->n()." );
if(G.rows() != n || G.cols() != n)
throw std::invalid_argument( "QPInitFixedFreeStd::initialize(...) : Error, "
"G.rows() != constraints->n() or G.cols() != constraints->n()." );
size_type
m = 0;
if(A) {
m = A->cols();
if( A->rows() != n )
throw std::invalid_argument( "QPInitFixedFreeStd::initialize(...) : Error, "
"A->rows() != constraints->n()." );
}
if(b_X.dim() != n_X)
throw std::invalid_argument( "QPInitFixedFreeStd::initialize(...) : Error, "
"b_X.dim() != constraints->n() - n_R." );
if(Ko.rows() != n_R+m || Ko.cols() != n_R+m)
throw std::invalid_argument( "QPInitFixedFreeStd::initialize(...) : Error, "
"Ko.rows() != n_R+A->cols() or Ko.cols() != n_R+A->cols()." );
if(fo.dim() != n_R+m)
throw std::invalid_argument( "QPInitFixedFreeStd::initialize(...) : Error, "
"fo.dim() != n_R+A->cols()." );
// Setup x_init, l_x_X_map, i_x_X_map
const int NOT_SET_YET = -9999; // Can't be FREE, LOWER, UPPER, or EQUALITY
if(test_setup)
x_init_.assign( n, (EBounds)NOT_SET_YET );
else
x_init_.resize(n);
l_x_X_map_.assign(n,0);
i_x_X_map_.assign(n_X,0);
// Set free portion of x_init
if( i_x_free == NULL ) {
for( size_type i = 0; i < n_R; ++i )
x_init_[i] = FREE;
}
else {
if(test_setup) {
for( const size_type *i_x_R = i_x_free; i_x_R != i_x_free + n_R; ++i_x_R ) {
if( *i_x_R < 1 || *i_x_R > n ) {
std::ostringstream omsg;
omsg
<< "QPInitFixedFreeStd::initialize(...) : Error, "
<< "i_x_free[" << i_x_R-i_x_free << "] = "
<< (*i_x_R) << " is out of bounds";
throw std::invalid_argument( omsg.str() );
}
if( x_init_(*i_x_R) != NOT_SET_YET ) {
std::ostringstream omsg;
omsg
<< "QPInitFixedFreeStd::initialize(...) : Error, "
<< "Duplicate entries for i_x_free[i] = "
<< (*i_x_R);
throw std::invalid_argument( omsg.str() );
}
x_init_(*i_x_R) = FREE;
}
}
else {
for( const size_type *i_x_R = i_x_free; i_x_R != i_x_free + n_R; ++i_x_R ) {
x_init_(*i_x_R) = FREE;
}
}
}
// Setup the fixed portion of x_init and l_x_X_map and i_x_X_map
{
const size_type
*i_x_X = i_x_fixed;
const EBounds
*bnd = bnd_fixed;
i_x_X_map_t::iterator
i_x_X_map_itr = i_x_X_map_.begin();
if(test_setup) {
for( size_type l = 1; l <= n_X; ++l, ++i_x_X, ++bnd, ++i_x_X_map_itr ) {
if( *i_x_X < 1 || *i_x_X > n ) {
std::ostringstream omsg;
omsg
<< "QPInitFixedFreeStd::initialize(...) : Error, "
<< "i_x_fixed[" << i_x_X-i_x_fixed << "] = "
<< (*i_x_X) << " is out of bounds";
throw std::invalid_argument( omsg.str() );
}
if( *bnd == FREE ) {
std::ostringstream omsg;
omsg
<< "QPInitFixedFreeStd::initialize(...) : Error, "
<< "bnd_fixed[" << l-1 << "] can not equal FREE";
throw std::invalid_argument( omsg.str() );
}
if( x_init_(*i_x_X) != NOT_SET_YET ) {
std::ostringstream omsg;
omsg
<< "QPInitFixedFreeStd::initialize(...) : Error, "
<< "Duplicate entries for i_x_fixed[i] = "
<< (*i_x_X);
throw std::invalid_argument( omsg.str() );
}
x_init_(*i_x_X) = *bnd;
l_x_X_map_(*i_x_X) = l;
*i_x_X_map_itr = *i_x_X;
}
// Check that x_init was filled up properly
for( size_type i = 1; i <= n; ++i ) {
if( x_init_(i) == NOT_SET_YET ) {
std::ostringstream omsg;
omsg
<< "QPInitFixedFreeStd::initialize(...) : Error, "
<< "x_init(" << i << ") has not been set by"
" i_x_free[] or i_x_fixed[].";
throw std::invalid_argument( omsg.str() );
}
}
}
else {
for( size_type l = 1; l <= n_X; ++l, ++i_x_X, ++bnd, ++i_x_X_map_itr ) {
x_init_(*i_x_X) = *bnd;
l_x_X_map_(*i_x_X) = l;
*i_x_X_map_itr = *i_x_X;
}
}
}
// Setup Q_R and Q_X
Q_R_row_i_.resize( i_x_free ? n_R : 0 );
Q_R_col_j_.resize( i_x_free ? n_R : 0 );
Q_X_row_i_.resize(n_X);
Q_X_col_j_.resize(n_X);
initialize_Q_R_Q_X(
n_R,n_X,i_x_free,i_x_fixed,test_setup
,n_R && i_x_free ? &Q_R_row_i_[0] : NULL
,n_R && i_x_free ? &Q_R_col_j_[0] : NULL
,&Q_R_
,n_X ? &Q_X_row_i_[0] : NULL
,n_X ? &Q_X_col_j_[0] : NULL
,&Q_X_
);
// Setup other arguments
n_ = n;
n_R_ = n_R;
m_ = m;
g_.bind(const_cast<DVectorSlice&>(g));
G_ = &G;
A_ = A;
b_X_.bind(const_cast<DVectorSlice&>(b_X));
Ko_ = &Ko;
fo_.bind(const_cast<DVectorSlice&>(fo));
constraints_ = constraints;
}
/** get the starting primal point */
const Ipopt::Number * x_init() const
{
return x_init_();
}
