int main( int argc, char *argv[] )
{
int n1 = 5, m1 = 2, m2 = 2;
if(argc >= 4) {
n1 = atoi(argv[1]);
m1 = atoi(argv[2]);
m2 = atoi(argv[3]);
} else {
cout << endl
<< " Erroneous calling sequence; should be " << endl
<< " qpgen-dense-mehrotra.exe n my mz " << endl
<< " where n = # primal variables, " << endl
<< " my = # equality constraints, " << endl
<< " mz = # inequality constraints " << endl << endl;
return 1;
}
int nnzQ = (int) .20 * (n1 * n1);
int nnzA = (int) .15 * (m1 * n1);
int nnzC = (int) .10 * (m2 * n1);
if( nnzQ < 3 * n1 ) nnzQ = 3 * n1;
if( nnzA < 3 * m1 ) nnzA = 3 * m1;
if( nnzC < 3 * m2 ) nnzC = 2 * m2;
QpGenSparseMa27 * qp = new QpGenSparseMa27( n1, m1, m2,
nnzQ, nnzA, nnzC );
QpGenData * prob; QpGenVars * soln;
qp->makeRandomData( prob, soln );
QpGenVars * vars = (QpGenVars *) qp->makeVariables( prob );
Residuals * resid = qp->makeResiduals( prob );
GondzioSolver * s = new GondzioSolver( qp, prob );
s->monitorSelf();
int result = s->solve(prob,vars, resid);
delete s;
if( 0 == result ) {
cout.precision(4);
cout << "\nComputed solution:\n\n";
vars->print();
QpGenVars * temp = (QpGenVars *) qp->makeVariables( prob );
cout << "\nChecking the solution...";
if( solutionMatches( vars, soln, temp, 1e-4 ) ) {
cout << "The solution appears to be correct.\n";
} else {
cout << "\nThe solution may be wrong "
"(or the generated problem may be ill conditioned.)\n";
}
delete temp;
} else {
cout << "Could not solve this problem.\n";
}
delete vars;
delete soln;
delete prob;
delete qp;
return result;
}
int main( int argc, char *argv[] )
{
Huber * huber = new Huber;
HuberData * prob = 0;
int quiet = 0, print_soln = 0;
char * outfilename = 0;
int argsOk = 1;
{ // Scope of iarg
int iarg;
for( iarg = 1; iarg < argc && argv[iarg][0] == '-'; iarg++ ) {
// it is a option. Check against recognized options
if( 0 == strcmp( argv[iarg], "-quiet" ) ||
0 == strcmp( argv[iarg], "--quiet" ) ) {
quiet = 1;
} else if ( 0 == strcmp( argv[iarg], "-print_solution" ) ||
0 == strcmp( argv[iarg], "--print_solution" ) ) {
print_soln = 1;
} else {
cerr << argv[0] << ": "
<< argv[iarg] << " is not a recognized option.\n";
argsOk = 0;
}
}
if( iarg >= argc ) argsOk = 0; // Not enough arguments
if( argsOk ) { // the options were read successfully
if( 0 == strcmp( argv[iarg] , "random" ) ) {
if( iarg + 3 != argc ) { // wrong number of input args
argsOk = 0;
} else { // the right number of args for a random problem
int nobservations = atoi(argv[iarg+1]);
int npredictors = atoi(argv[iarg+2]);
if(nobservations <= 0 || npredictors <= 0) {
cerr << " Dimensions of random problem should be positive:"
<< " nobservations=" << nobservations
<< ", npredictors=" << npredictors << endl;
return 1;// bail out
}
if( nobservations < npredictors ) {
cerr << " The number of observations "
<< "must be at least as large as\n"
<< " the number of predictors."
<< " nobservations=" << nobservations
<< ", npredictors=" << npredictors << endl;
return 1; // bail out
}
prob = (HuberData *) huber->makeRandomData( nobservations,
npredictors, 1.0 );
} // end else the right number of args for a random problem
} else { // data is to be read from a file
if( iarg + 2 != argc ) { // wrong number of input args
argsOk = 0;
} else { // the right number of args
char * filename = argv[iarg];
double cutoff = atof( argv[iarg+1] );
int iErr;
prob = (HuberData *)
huber->makeDataFromText(filename, cutoff, iErr);
if(iErr != huberinputok) {
cerr << " Error reading input file " << filename
<< " : TERMINATE\n";
return 1;
}
{ // Get a name for the output file
int lenname = strlen( filename );
outfilename = new char[ lenname + 5 ];
strcpy( outfilename, filename );
strcat( outfilename, ".out" );
}
} // else the right number of args
} // end else data is to be read from a file
} // end if the options were read sucessfully
} // end scope of iarg
if( !argsOk ) {
cerr << "Usage:\n\n";
cerr << " " << argv[0] << " [ --quiet ] [ --print-solution ] "
<< "filename cutoff\n\nor\n\n";
cerr << " " << argv[0] << " [ --quiet ] [ --print-solution ] "
<< "random nobs npred\n\n";
cerr << "where \"random\" is a literal keyword.\n\n";
delete huber;
delete prob;
return 1;
}
// OK, solve this sucker.
GondzioSolver * s = new GondzioSolver( huber, prob );
HuberVars * vars = (HuberVars * ) huber->makeVariables( prob );
Residuals * resid = huber->makeResiduals( prob );
if( !quiet ) s->monitorSelf();
int status = s->solve(prob,vars, resid);
// print the interesting variables: beta
if( (!quiet && vars->npredictors < 20) ||
!outfilename || print_soln ) {
cout.precision(4);
vars->printBeta();
}
if( outfilename ) {
{
ofstream outfile( outfilename );
outfile.precision(16);
outfile << vars->npredictors << endl;
vars->beta->writeToStream( outfile );
}
delete [] outfilename;
}
delete vars;
delete resid;
delete s;
delete prob;
delete huber;
return status;
}
