/*
* Set up environment and global constraints (dir-edge constraints, containment constraints
* etc).
*
* diredges: 0=no dir edge constraints
* 1=one separation constraint for each edge (in acyclic subgraph)
* 2=DiG-CoLa level constraints
*/
CMajEnvVPSC *initCMajVPSC(int n, float *packedMat, vtx_data * graph,
ipsep_options * opt, int diredges)
{
int i, j;
/* nv is the number of real nodes */
int nConCs;
/* fprintf(stderr,"Entered initCMajVPSC\n"); */
CMajEnvVPSC *e = GNEW(CMajEnvVPSC);
e->A = NULL;
e->packedMat = packedMat;
/* if we have clusters then we'll need two constraints for each var in
* a cluster */
e->nldv = 2 * opt->clusters->nclusters;
e->nv = n - e->nldv;
e->ndv = 0;
e->gcs = NULL;
e->vs = N_GNEW(n, Variable *);
for (i = 0; i < n; i++) {
e->vs[i] = newVariable(i, 1.0, 1.0);
}
e->gm = 0;
if (diredges == 1) {
if (Verbose)
fprintf(stderr, " generate edge constraints...\n");
for (i = 0; i < e->nv; i++) {
for (j = 1; j < graph[i].nedges; j++) {
/* fprintf(stderr,"edist=%f\n",graph[i].edists[j]); */
if (graph[i].edists[j] > 0.01) {
e->gm++;
}
}
}
e->gcs = newConstraints(e->gm);
e->gm = 0;
for (i = 0; i < e->nv; i++) {
for (j = 1; j < graph[i].nedges; j++) {
int u = i, v = graph[i].edges[j];
if (graph[i].edists[j] > 0) {
e->gcs[e->gm++] =
newConstraint(e->vs[u], e->vs[v], opt->edge_gap);
}
}
}
} else if (diredges == 2) {
int *ordering = NULL, *ls = NULL, cvar;
double halfgap;
DigColaLevel *levels;
Variable **vs = e->vs;
/* e->ndv is the number of dummy variables required, one for each boundary */
if (compute_hierarchy(graph, e->nv, 1e-2, 1e-1, NULL, &ordering, &ls,
&e->ndv)) return NULL;
levels = assign_digcola_levels(ordering, e->nv, ls, e->ndv);
if (Verbose)
fprintf(stderr, "Found %d DiG-CoLa boundaries\n", e->ndv);
e->gm =
get_num_digcola_constraints(levels, e->ndv + 1) + e->ndv - 1;
e->gcs = newConstraints(e->gm);
e->gm = 0;
e->vs = N_GNEW(n + e->ndv, Variable *);
for (i = 0; i < n; i++) {
e->vs[i] = vs[i];
}
free(vs);
/* create dummy vars */
for (i = 0; i < e->ndv; i++) {
/* dummy vars should have 0 weight */
cvar = n + i;
e->vs[cvar] = newVariable(cvar, 1.0, 0.000001);
}
halfgap = opt->edge_gap;
for (i = 0; i < e->ndv; i++) {
cvar = n + i;
/* outgoing constraints for each var in level below boundary */
for (j = 0; j < levels[i].num_nodes; j++) {
e->gcs[e->gm++] =
newConstraint(e->vs[levels[i].nodes[j]], e->vs[cvar],
halfgap);
}
/* incoming constraints for each var in level above boundary */
for (j = 0; j < levels[i + 1].num_nodes; j++) {
e->gcs[e->gm++] =
newConstraint(e->vs[cvar],
e->vs[levels[i + 1].nodes[j]], halfgap);
}
}
/* constraints between adjacent boundary dummy vars */
for (i = 0; i < e->ndv - 1; i++) {
e->gcs[e->gm++] =
newConstraint(e->vs[n + i], e->vs[n + i + 1], 0);
}
}
/**********************
lap: the upper RHS of the symmetric graph laplacian matrix which will be transformed
to the hessian of the non-linear part of the optimisation function
n: number of nodes (length of coords array)
ordering: array containing sequences of nodes for each level,
ie, ordering[levels[i]] is first node of (i+1)th level
level_indexes: array of starting node for each level in ordering
ie, levels[i] is index to first node of (i+1)th level
also, levels[0] is number of nodes in first level
and, levels[i]-levels[i-1] is number of nodes in ith level
and, n - levels[num_divisions-1] is number of nodes in last level
num_divisions: number of divisions between levels, ie number of levels - 1
separation: the minimum separation between nodes on different levels
***********************/
MosekEnv *mosek_init_hier(float *lap, int n, int *ordering,
int *level_indexes, int num_divisions,
float separation)
{
int count = 0;
int i, j, num_levels = num_divisions + 1;
int num_constraints;
MosekEnv *mskEnv = GNEW(MosekEnv);
DigColaLevel *levels;
int nonzero_lapsize = (n * (n - 1)) / 2;
/* vars for nodes (except x0) + dummy nodes between levels
* x0 is fixed at 0, and therefore is not included in the opt problem
* add 2 more vars for top and bottom constraints
*/
mskEnv->num_variables = n + num_divisions + 1;
logfile = fopen("quad_solve_log", "w");
levels = assign_digcola_levels(ordering, n, level_indexes, num_divisions);
#ifdef DUMP_CONSTRAINTS
print_digcola_levels(logfile, levels, num_levels);
#endif
/* nonlinear coefficients matrix of objective function */
/* int lapsize=mskEnv->num_variables+(mskEnv->num_variables*(mskEnv->num_variables-1))/2; */
mskEnv->qval = N_GNEW(nonzero_lapsize, double);
mskEnv->qsubi = N_GNEW(nonzero_lapsize, int);
mskEnv->qsubj = N_GNEW(nonzero_lapsize, int);
/* solution vector */
mskEnv->xx = N_GNEW(mskEnv->num_variables, double);
/* constraint matrix */
separation /= 2.0; /* separation between each node and it's adjacent constraint */
num_constraints = get_num_digcola_constraints(levels,
num_levels) + num_divisions + 1;
/* constraints of the form x_i - x_j >= sep so 2 non-zero entries per constraint in LHS matrix
* except x_0 (fixed at 0) constraints which have 1 nz val each.
*/
#ifdef EQUAL_WIDTH_LEVELS
num_constraints += num_divisions;
#endif
/* pointer to beginning of nonzero sequence in a column */
for (i = 0; i < n - 1; i++) {
for (j = i; j < n - 1; j++) {
mskEnv->qval[count] = -2 * lap[count + n];
assert(mskEnv->qval[count] != 0);
mskEnv->qsubi[count] = j;
mskEnv->qsubj[count] = i;
count++;
}
}
#ifdef DUMP_CONSTRAINTS
fprintf(logfile, "Q=[");
int lapcntr = n;
for (i = 0; i < mskEnv->num_variables; i++) {
if (i != 0)
fprintf(logfile, ";");
for (j = 0; j < mskEnv->num_variables; j++) {
if (j < i || i >= n - 1 || j >= n - 1) {
fprintf(logfile, "0 ");
} else {
fprintf(logfile, "%f ", -2 * lap[lapcntr++]);
}
}
}
fprintf(logfile, "]\nQ=Q-diag(diag(Q))+Q'\n");
#endif
fprintf(logfile, "\n");
/* Make the mosek environment. */
mskEnv->r = MSK_makeenv(&mskEnv->env, NULL, NULL, NULL, NULL);
/* Check whether the return code is ok. */
if (mskEnv->r == MSK_RES_OK) {
/* Directs the log stream to the user
* specified procedure 'printstr'.
*/
MSK_linkfunctoenvstream(mskEnv->env, MSK_STREAM_LOG, NULL,
printstr);
}
/* Initialize the environment. */
mskEnv->r = MSK_initenv(mskEnv->env);
if (mskEnv->r == MSK_RES_OK) {
/* Make the optimization task. */
mskEnv->r =
MSK_maketask(mskEnv->env, num_constraints,
mskEnv->num_variables, &mskEnv->task);
if (mskEnv->r == MSK_RES_OK) {
int c_ind = 0;
int c_var = n - 1;
mskEnv->r =
MSK_linkfunctotaskstream(mskEnv->task, MSK_STREAM_LOG,
NULL, printstr);
/* Resize the task. */
if (mskEnv->r == MSK_RES_OK)
mskEnv->r = MSK_resizetask(mskEnv->task, num_constraints, mskEnv->num_variables, 0, /* no cones!! */
/* each constraint applies to 2 vars */
2 * num_constraints +
num_divisions, nonzero_lapsize);
/* Append the constraints. */
if (mskEnv->r == MSK_RES_OK)
mskEnv->r = MSK_append(mskEnv->task, 1, num_constraints);
/* Append the variables. */
if (mskEnv->r == MSK_RES_OK)
mskEnv->r =
MSK_append(mskEnv->task, 0, mskEnv->num_variables);
/* Put variable bounds. */
for (j = 0;
j < mskEnv->num_variables && mskEnv->r == MSK_RES_OK; ++j)
mskEnv->r =
MSK_putbound(mskEnv->task, 0, j, MSK_BK_RA,
-MSK_INFINITY, MSK_INFINITY);
for (j = 0; j < levels[0].num_nodes && mskEnv->r == MSK_RES_OK;
j++) {
int node = levels[0].nodes[j] - 1;
if (node >= 0) {
INIT_sub_val(c_var,node);
mskEnv->r =
MSK_putavec(mskEnv->task, 1, c_ind, 2, subi, vali);
} else {
/* constraint for y0 (fixed at 0) */
mskEnv->r =
MSK_putaij(mskEnv->task, c_ind, c_var, 1.0);
}
mskEnv->r =
MSK_putbound(mskEnv->task, 1, c_ind, MSK_BK_LO,
separation, MSK_INFINITY);
c_ind++;
}
for (i = 0; i < num_divisions && mskEnv->r == MSK_RES_OK; i++) {
c_var = n + i;
for (j = 0;
j < levels[i].num_nodes && mskEnv->r == MSK_RES_OK;
j++) {
/* create separation constraint a>=b+separation */
int node = levels[i].nodes[j] - 1;
if (node >= 0) { /* no constraint for fixed node */
INIT_sub_val(node,c_var);
mskEnv->r =
MSK_putavec(mskEnv->task, 1, c_ind, 2, subi,
vali);
} else {
/* constraint for y0 (fixed at 0) */
mskEnv->r =
MSK_putaij(mskEnv->task, c_ind, c_var, -1.0);
}
mskEnv->r =
MSK_putbound(mskEnv->task, 1, c_ind, MSK_BK_LO,
separation, MSK_INFINITY);
c_ind++;
}
for (j = 0;
j < levels[i + 1].num_nodes
&& mskEnv->r == MSK_RES_OK; j++) {
int node = levels[i + 1].nodes[j] - 1;
if (node >= 0) {
INIT_sub_val(c_var,node);
mskEnv->r =
MSK_putavec(mskEnv->task, 1, c_ind, 2, subi,
vali);
} else {
/* constraint for y0 (fixed at 0) */
mskEnv->r =
MSK_putaij(mskEnv->task, c_ind, c_var, 1.0);
}
mskEnv->r =
MSK_putbound(mskEnv->task, 1, c_ind, MSK_BK_LO,
separation, MSK_INFINITY);
c_ind++;
}
}
c_var = n + i;
for (j = 0; j < levels[i].num_nodes && mskEnv->r == MSK_RES_OK;
j++) {
/* create separation constraint a>=b+separation */
int node = levels[i].nodes[j] - 1;
if (node >= 0) { /* no constraint for fixed node */
INIT_sub_val(node,c_var);
mskEnv->r =
MSK_putavec(mskEnv->task, 1, c_ind, 2, subi, vali);
} else {
/* constraint for y0 (fixed at 0) */
mskEnv->r =
MSK_putaij(mskEnv->task, c_ind, c_var, -1.0);
}
mskEnv->r =
MSK_putbound(mskEnv->task, 1, c_ind, MSK_BK_LO,
separation, MSK_INFINITY);
c_ind++;
}
/* create constraints preserving the order of dummy vars */
for (i = 0; i < num_divisions + 1 && mskEnv->r == MSK_RES_OK;
i++) {
int c_var = n - 1 + i, c_var2 = c_var + 1;
INIT_sub_val(c_var,c_var2);
mskEnv->r =
MSK_putavec(mskEnv->task, 1, c_ind, 2, subi, vali);
mskEnv->r =
MSK_putbound(mskEnv->task, 1, c_ind, MSK_BK_LO, 0,
MSK_INFINITY);
c_ind++;
}
#ifdef EQUAL_WIDTH_LEVELS
for (i = 1; i < num_divisions + 1 && mskEnv->r == MSK_RES_OK;
i++) {
int c_var = n - 1 + i, c_var_lo = c_var - 1, c_var_hi =
c_var + 1;
INIT_sub_val3(c_var_lo, c_var, c_var_h);
mskEnv->r =
MSK_putavec(mskEnv->task, 1, c_ind, 3, subi, vali);
mskEnv->r =
MSK_putbound(mskEnv->task, 1, c_ind, MSK_BK_FX, 0, 0);
c_ind++;
}
#endif
assert(c_ind == num_constraints);
#ifdef DUMP_CONSTRAINTS
fprintf(logfile, "A=[");
for (i = 0; i < num_constraints; i++) {
if (i != 0)
fprintf(logfile, ";");
for (j = 0; j < mskEnv->num_variables; j++) {
double aij;
MSK_getaij(mskEnv->task, i, j, &aij);
fprintf(logfile, "%f ", aij);
}
}
fprintf(logfile, "]\n");
fprintf(logfile, "b=[");
for (i = 0; i < num_constraints; i++) {
fprintf(logfile, "%f ", separation);
}
fprintf(logfile, "]\n");
#endif
if (mskEnv->r == MSK_RES_OK) {
/*
* The lower triangular part of the Q
* matrix in the objective is specified.
*/
mskEnv->r =
MSK_putqobj(mskEnv->task, nonzero_lapsize,
mskEnv->qsubi, mskEnv->qsubj,
mskEnv->qval);
}
}
}
delete_digcola_levels(levels, num_levels);
return mskEnv;
}
