void
AccpmVector::append(const AccpmVector &v)
{
AccpmVector tmp(size() + v.size());
if (tmp.size() > 0) {
memcpy(tmp.addr(), addr(), sizeof(double) * size());
memcpy(tmp.addr() + size(), v.addr(), sizeof(double) * v.size());
}
ref(tmp);
}
void
AccpmGenMatrix::assignColumn(int colId, const AccpmVector &v)
{
int numCols = size(1);
assert(colId >= 0);
assert(colId < numCols);
assert(size(0) == v.size());
double *destaddr = addr() + size(0)*(colId);
memcpy(destaddr, v.addr(), sizeof(double)*v.size());
}
void
AccpmGenMatrix::assignRow(int rowId, const AccpmVector &v)
{
assert(size(1) == v.size());
for (int j = 0; j < size(1); ++j) {
(*this)(rowId, j) = v(j);
}
}
void
AccpmVector::times(const AccpmVector &v)
{
assert(size() == v.size());
for (int i = 0; i < size(); ++i) {
(*this)(i) *= v(i);
}
}
void
AccpmVector::rdivide(const AccpmVector &v)
{
assert(size() == v.size());
for (int i = 0; i < size(); ++i) {
double val = v(i);
assert(!DBL_CMP(val, 0));
(*this)(i) /= val;
}
}
bool
AccpmVector::operator==(const AccpmVector &v) const
{
if (size() != v.size()) {
return false;
}
for (int i = 0; i < size(); ++i) {
if (!DBL_CMP((*this)(i), v(i))) {
return false;
}
}
return true;
}
void
AccpmGenMatrix::scaleColumn(int i, const AccpmVector &d)
{
assert(size(0) == d.size());
#if (defined(WIN32))
for (int ix = 0; ix < size(0); ++ix) {
(*this)(ix, i) *= d(ix);
}
#else
LaIndex colIndex(i,i);
LaIndex rowIndex = index(0);
AccpmVector col(RealMatrix::operator()(rowIndex, colIndex));
col.times(d);
#endif
}
virtual int eval(const AccpmVector &y, AccpmVector &functionValue,
AccpmGenMatrix &subGradients, AccpmGenMatrix *info) {
AccpmVector Ay(_b->size());
AccpmLAMatVecMult(*_A, y, Ay);
functionValue = 0.5 * AccpmLADotProd(Ay, y) - AccpmLADotProd(*_b, y);
// A * y - b;
AccpmLAAddMult(Ay, -1, *_b);
memcpy(subGradients.addr(), Ay.addr(), sizeof(double)*Ay.size());
if (info) {
*info = 1;
}
return 0;
}
static
void createSDM(AccpmGenMatrix &A, AccpmVector &b)
{
int n = b.size();
A = 0;
b = 0;
b(0) = 1;
A(0,0) = 2;
A(0,1) = -1;
A(n-1,n-1) = 2;
A(n-1,n-2) = -1;
for(int i = 1; i < n-1; ++i) {
A(i, i-1) = -1;
A(i,i) = 2;
A(i, i+1) = -1;
}
//cout << "A:\n" << A << endl;
//cout << "b:\n" << b << endl;
}
int
MCFSmoothOracleFunction::eval(const AccpmVector &y, AccpmVector &functionValue,
AccpmGenMatrix &subGradients, AccpmGenMatrix *info)
{
if (_data->_type == MCFData::KLEINROCK) {
//f2 = - sum(2*sqrt(y .* C1) - 1 - y .* C1); % objective function
int n = y.size();
AccpmVector yc3 = _data->_capacity;
yc3.times(y);
AccpmVector tmp(n);
tmp = 1;
AccpmLAAddMult(tmp, 1, yc3);
tmp.negate();
for (int i = 0; i < n; ++i) {
tmp(i) += 2*sqrt(yc3(i));
}
functionValue = -tmp.sum();
//df2 = - (sqrt(C1./ y ) - C1); % computes the gradiant
AccpmVector c3 = _data->_capacity;
tmp = c3;
tmp.rdivide(y);
for (int i = 0; i < n; ++i) {
tmp(i) = sqrt(tmp(i));
}
AccpmLAAddMult(c3, -1, tmp);
memcpy(subGradients.addr(), c3.addr(), sizeof(double)*n);
if (info) {
assert(info->size(0) == n);
//d2f2 = 0.5 * sqrt(C1) .* y .^(-1.5) ;% computes the diag of the hessian
tmp.rdivide(y);
AccpmLAScale(0.5, tmp);
memcpy(info->addr(), tmp.addr(), sizeof(double)*n);
}
}
return 0;
}
int
NewtonSolution::warmStart(const Manager &manager)
{
if (manager.getSizeOfs() == 0) {
_s = 1;
if (manager.inPhase2()) {
_s0 = 1;
}
return 0;
}
int n = _s.size();
AccpmVector sp;
double smin = ACCPM_PLUS_INF;
int ls = manager.getPointGen()._s.size();
if (ls > 1) {
for (int i = 0; i < ls - 1; ++i) {
if (smin > manager.getPointGen()._s(i)) {
smin = manager.getPointGen()._s(i);
}
}
if (manager.inPhase2() && manager.previousPhase2()) {
sp = AccpmVector(n - ls + 1);
sp = smin;
} else {
sp = AccpmVector(n - ls);
if (smin > manager.getPointGen()._s(ls-1)) {
smin = manager.getPointGen()._s(ls-1);
}
sp = smin;
}
} else {
sp = AccpmVector(n-ls);
sp = 1;
}
if (manager.inPhase2()) {
if (manager.previousPhase2()) {
assert(n == ls-1 + sp.size());
assert(ls >= 2);
_s = AccpmVector(n);
LaIndex index(0, ls-2);
// Following inject causes trouble on WINDOWS .NET 2003
// _s(index).inject(manager.getPointGen()._s(index));
for (int i = 0; i < ls-1; ++i) {
_s(i) = manager.getPointGen()._s(i);
}
for (int i = ls - 1; i < n; ++i) {
_s(i) = sp(i-ls+1);
}
_s0 = manager.getPointGen()._s(ls-1);
} else {
_s = manager.getPointGen()._s;
_s.append(sp);
_s0 = sp(0);
}
} else {
if (ls >= 1) {
_s = manager.getPointGen()._s;
_s.append(sp);
} else {
_s = sp;
}
}
return 0;
}
