int main( )
{
USING_NAMESPACE_QPOASES
long i;
int nWSR;
real_t tic, toc;
real_t errP=0.0, errD=0.0;
real_t *x1 = new real_t[180];
real_t *y1 = new real_t[271];
real_t *x2 = new real_t[180];
real_t *y2 = new real_t[271];
/* create sparse matrices */
SymSparseMat *H = new SymSparseMat(180, 180, H_ir, H_jc, H_val);
SparseMatrix *A = new SparseMatrix(91, 180, A_ir, A_jc, A_val);
H->createDiagInfo();
real_t* H_full = H->full();
real_t* A_full = A->full();
SymDenseMat *Hd = new SymDenseMat(180,180,180,H_full);
DenseMatrix *Ad = new DenseMatrix(91,180,180,A_full);
/* solve with dense matrices */
nWSR = 1000;
QProblem qrecipeD(180, 91);
tic = getCPUtime();
qrecipeD.init(Hd, g, Ad, lb, ub, lbA, ubA, nWSR, 0);
toc = getCPUtime();
qrecipeD.getPrimalSolution(x1);
qrecipeD.getDualSolution(y1);
fprintf(stdFile, "Solved dense problem in %d iterations, %.3f seconds.\n", nWSR, toc-tic);
/* Compute KKT tolerances */
real_t stat, feas, cmpl;
getKKTResidual( 180,91,
H_full,g,A_full,lb,ub,lbA,ubA,
x1,y1,
stat,feas,cmpl
);
printf( "stat = %e\nfeas = %e\ncmpl = %e\n\n", stat,feas,cmpl );
/* solve with sparse matrices */
nWSR = 1000;
QProblem qrecipeS(180, 91);
tic = getCPUtime();
qrecipeS.init(H, g, A, lb, ub, lbA, ubA, nWSR, 0);
toc = getCPUtime();
qrecipeS.getPrimalSolution(x2);
qrecipeS.getDualSolution(y2);
fprintf(stdFile, "Solved sparse problem in %d iterations, %.3f seconds.\n", nWSR, toc-tic);
/* Compute KKT tolerances */
real_t stat2, feas2, cmpl2;
getKKTResidual( 180,91,
H_full,g,A_full,lb,ub,lbA,ubA,
x2,y2,
stat2,feas2,cmpl2
);
printf( "stat = %e\nfeas = %e\ncmpl = %e\n\n", stat2,feas2,cmpl2 );
/* check distance of solutions */
for (i = 0; i < 180; i++)
if (getAbs(x1[i] - x2[i]) > errP)
errP = getAbs(x1[i] - x2[i]);
fprintf(stdFile, "Primal error: %9.2e\n", errP);
for (i = 0; i < 271; i++)
if (getAbs(y1[i] - y2[i]) > errD)
errD = getAbs(y1[i] - y2[i]);
fprintf(stdFile, "Dual error: %9.2e (might not be unique)\n", errD);
delete H;
delete A;
delete[] H_full;
delete[] A_full;
delete Hd;
delete Ad;
delete[] y2;
delete[] x2;
delete[] y1;
delete[] x1;
QPOASES_TEST_FOR_TRUE( stat <= 1e-15 );
QPOASES_TEST_FOR_TRUE( feas <= 1e-15 );
QPOASES_TEST_FOR_TRUE( cmpl <= 1e-15 );
QPOASES_TEST_FOR_TRUE( stat2 <= 1e-14 );
QPOASES_TEST_FOR_TRUE( feas2 <= 1e-14 );
QPOASES_TEST_FOR_TRUE( cmpl2 <= 1e-13 );
QPOASES_TEST_FOR_TRUE( errP <= 1e-13 );
return TEST_PASSED;
}
/** Example for calling qpOASES with sparse matrices. */
int main( )
{
long i;
int nWSR;
real_t err, tic, toc;
real_t *x1 = new real_t[180];
real_t *y1 = new real_t[271];
real_t *x2 = new real_t[180];
real_t *y2 = new real_t[271];
/* create sparse matrices */
SymSparseMat *H = new SymSparseMat(180, 180, H_ir, H_jc, H_val);
SparseMatrix *A = new SparseMatrix(91, 180, A_ir, A_jc, A_val);
H->createDiagInfo();
real_t* H_full = H->full();
real_t* A_full = A->full();
SymDenseMat *Hd = new SymDenseMat(180,180,180,H_full);
DenseMatrix *Ad = new DenseMatrix(91,180,180,A_full);
/* solve with dense matrices */
nWSR = 1000;
QProblem qrecipeD(180, 91);
tic = getCPUtime();
qrecipeD.init(Hd, g, Ad, lb, ub, lbA, ubA, nWSR, 0);
toc = getCPUtime();
qrecipeD.getPrimalSolution(x1);
qrecipeD.getDualSolution(y1);
fprintf(stdFile, "Solved dense problem in %d iterations, %.3f seconds.\n", nWSR, toc-tic);
/* solve with sparse matrices */
nWSR = 1000;
QProblem qrecipeS(180, 91);
tic = getCPUtime();
qrecipeS.init(H, g, A, lb, ub, lbA, ubA, nWSR, 0);
toc = getCPUtime();
qrecipeS.getPrimalSolution(x2);
qrecipeS.getDualSolution(y2);
fprintf(stdFile, "Solved sparse problem in %d iterations, %.3f seconds.\n", nWSR, toc-tic);
/* check distance of solutions */
err = 0.0;
for (i = 0; i < 180; i++)
if (getAbs(x1[i] - x2[i]) > err)
err = getAbs(x1[i] - x2[i]);
fprintf(stdFile, "Primal error: %9.2e\n", err);
err = 0.0;
for (i = 0; i < 271; i++)
if (getAbs(y1[i] - y2[i]) > err)
err = getAbs(y1[i] - y2[i]);
fprintf(stdFile, "Dual error: %9.2e (might not be unique)\n", err);
delete H;
delete A;
delete[] H_full;
delete[] A_full;
delete Hd;
delete Ad;
delete[] y2;
delete[] x2;
delete[] y1;
delete[] x1;
return 0;
}
int main( )
{
USING_NAMESPACE_QPOASES
long i;
int_t nWSR;
real_t errP1, errP2, errP3, errD1, errD2, errD3, tic, toc;
real_t *x1 = new real_t[180];
real_t *y1 = new real_t[271];
real_t *x2 = new real_t[180];
real_t *y2 = new real_t[271];
real_t *x3 = new real_t[180];
real_t *y3 = new real_t[271];
Options options;
options.setToDefault();
options.enableEqualities = BT_TRUE;
/* create sparse matrices */
SymSparseMat *H = new SymSparseMat(180, 180, H_ir, H_jc, H_val);
SparseMatrix *A = new SparseMatrix(91, 180, A_ir, A_jc, A_val);
H->createDiagInfo();
real_t* H_full = H->full();
real_t* A_full = A->full();
SymDenseMat *Hd = new SymDenseMat(180,180,180,H_full);
DenseMatrix *Ad = new DenseMatrix(91,180,180,A_full);
/* solve with dense matrices */
nWSR = 1000;
QProblem qrecipeD(180, 91);
qrecipeD.setOptions(options);
tic = getCPUtime();
qrecipeD.init(Hd, g, Ad, lb, ub, lbA, ubA, nWSR, 0);
toc = getCPUtime();
qrecipeD.getPrimalSolution(x1);
qrecipeD.getDualSolution(y1);
fprintf(stdFile, "Solved dense problem in %d iterations, %.3f seconds.\n", (int)nWSR, toc-tic);
/* solve with sparse matrices (nullspace factorization) */
nWSR = 1000;
QProblem qrecipeS(180, 91);
qrecipeS.setOptions(options);
tic = getCPUtime();
qrecipeS.init(H, g, A, lb, ub, lbA, ubA, nWSR, 0);
toc = getCPUtime();
qrecipeS.getPrimalSolution(x2);
qrecipeS.getDualSolution(y2);
fprintf(stdFile, "Solved sparse problem in %d iterations, %.3f seconds.\n", (int)nWSR, toc-tic);
/* solve with sparse matrices (Schur complement) */
#ifndef SOLVER_NONE
nWSR = 1000;
SQProblemSchur qrecipeSchur(180, 91);
qrecipeSchur.setOptions(options);
tic = getCPUtime();
qrecipeSchur.init(H, g, A, lb, ub, lbA, ubA, nWSR, 0);
toc = getCPUtime();
qrecipeSchur.getPrimalSolution(x3);
qrecipeSchur.getDualSolution(y3);
fprintf(stdFile, "Solved sparse problem (Schur complement approach) in %d iterations, %.3f seconds.\n", (int)nWSR, toc-tic);
#endif /* SOLVER_NONE */
/* check distance of solutions */
errP1 = 0.0;
errP2 = 0.0;
errP3 = 0.0;
#ifndef SOLVER_NONE
for (i = 0; i < 180; i++)
if (getAbs(x1[i] - x2[i]) > errP1)
errP1 = getAbs(x1[i] - x2[i]);
for (i = 0; i < 180; i++)
if (getAbs(x1[i] - x3[i]) > errP2)
errP2 = getAbs(x1[i] - x3[i]);
for (i = 0; i < 180; i++)
if (getAbs(x2[i] - x3[i]) > errP3)
errP3 = getAbs(x2[i] - x3[i]);
#endif /* SOLVER_NONE */
fprintf(stdFile, "Primal error (dense and sparse): %9.2e\n", errP1);
fprintf(stdFile, "Primal error (dense and Schur): %9.2e\n", errP2);
fprintf(stdFile, "Primal error (sparse and Schur): %9.2e\n", errP3);
errD1 = 0.0;
errD2 = 0.0;
errD3 = 0.0;
for (i = 0; i < 271; i++)
if (getAbs(y1[i] - y2[i]) > errD1)
errD1 = getAbs(y1[i] - y2[i]);
#ifndef SOLVER_NONE
for (i = 0; i < 271; i++)
if (getAbs(y1[i] - y3[i]) > errD2)
errD2 = getAbs(y1[i] - y3[i]);
for (i = 0; i < 271; i++)
if (getAbs(y2[i] - y3[i]) > errD3)
errD3 = getAbs(y2[i] - y3[i]);
#endif /* SOLVER_NONE */
fprintf(stdFile, "Dual error (dense and sparse): %9.2e (might not be unique)\n", errD1);
fprintf(stdFile, "Dual error (dense and Schur): %9.2e (might not be unique)\n", errD2);
fprintf(stdFile, "Dual error (sparse and Schur): %9.2e (might not be unique)\n", errD3);
delete H;
delete A;
delete[] H_full;
delete[] A_full;
delete Hd;
delete Ad;
delete[] y3;
delete[] x3;
delete[] y2;
delete[] x2;
delete[] y1;
delete[] x1;
QPOASES_TEST_FOR_TOL( errP1,1e-13 );
QPOASES_TEST_FOR_TOL( errP2,1e-13 );
QPOASES_TEST_FOR_TOL( errP3,1e-13 );
return TEST_PASSED;
}
