void SolverWrap(SEXP A, SEXP fin, SEXP gin, SEXP params, SEXP x, SEXP y,
SEXP u, SEXP v, SEXP opt, SEXP status) {
SEXP Adim = GET_DIM(A);
size_t m = INTEGER(Adim)[0];
size_t n = INTEGER(Adim)[1];
unsigned int num_obj = length(fin);
pogs::MatrixDense<T> A_dense('c', m, n, REAL(A));
// Initialize Pogs data structure
pogs::PogsDirect<T, pogs::MatrixDense<T> > pogs_data(A_dense);
std::vector<FunctionObj<T> > f, g;
f.reserve(m);
g.reserve(n);
// Populate parameters.
PopulateParams(params, &pogs_data);
// Allocate space for factors if more than one objective.
int err = 0;
for (unsigned int i = 0; i < num_obj && !err; ++i) {
// Populate function objects.
f.clear();
g.clear();
PopulateFunctionObj(VECTOR_ELT(fin, i), m, &f);
PopulateFunctionObj(VECTOR_ELT(gin, i), n, &g);
// Run solver.
INTEGER(status)[i] = pogs_data.Solve(f, g);
// Get Solution
memcpy(REAL(x) + i * n, pogs_data.GetX(), n * sizeof(T));
memcpy(REAL(y) + i * m, pogs_data.GetY(), m * sizeof(T));
memcpy(REAL(u) + i * n, pogs_data.GetMu(), n * sizeof(T));
memcpy(REAL(v) + i * m, pogs_data.GetLambda(), m * sizeof(T));
REAL(opt)[i] = pogs_data.GetOptval();
}
}
void SolverWrap(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[]) {
size_t m = mxGetM(prhs[0]);
size_t n = mxGetN(prhs[0]);
// Convert column major (matlab) to row major (c++).
T* A = new T[m * n];
ColToRowMajor(reinterpret_cast<T*>(mxGetPr(prhs[0])), m, n, A);
// Initialize Pogs data structure
PogsData<T, T*> pogs_data(A, m, n);
pogs_data.f.reserve(m);
pogs_data.g.reserve(n);
pogs_data.x = reinterpret_cast<T*>(mxGetPr(plhs[0]));
if (nlhs >= 2)
pogs_data.y = reinterpret_cast<T*>(mxGetPr(plhs[1]));
// Populate parameters.
int err = 0;
if (nrhs == 4)
err = PopulateParams(prhs[3], &pogs_data);
// Populate function objects.
if (err == 0)
err = PopulateFunctionObj("f", prhs[1], m, &pogs_data.f);
if (err == 0)
err = PopulateFunctionObj("g", prhs[2], n, &pogs_data.g);
// Run solver.
if (err == 0)
Pogs(&pogs_data);
if (nlhs >= 3)
reinterpret_cast<T*>(mxGetPr(plhs[2]))[0] = pogs_data.optval;
delete [] A;
}
