bool pinpal(char* dataFile, char* initFile, char* outFile, char* paraFile, bool isInitFile, bool isInitSparse, bool isDataSparse, bool isParameter, Parameter::parameterType parameterType, FILE* Display) { TimeStart(TOTAL_TIME_START1); TimeStart(FILE_READ_START1); ComputeTime com; FILE* fpData = NULL; FILE* fpOut = NULL; if ((fpOut=fopen(outFile,"w"))==NULL) { rError("Cannot open out file " << outFile); } Parameter param; param.setDefaultParameter(parameterType); if (isParameter) { FILE* fpParameter = NULL; if ((fpParameter=fopen(paraFile,"r"))==NULL) { fprintf(Display,"Cannot open parameter file %s \n", paraFile); exit(0); } else { param.readFile(fpParameter); fclose(fpParameter); } } // param.display(Display,param.infPrint); if ((fpData=fopen(dataFile,"r"))==NULL) { rError("Cannot open data file " << dataFile); } char titleAndComment[LengthOfBuffer]; int m; time_t ltime; time( <ime ); fprintf(fpOut,"SDPA start at %s",ctime(<ime)); IO::read(fpData,fpOut,m,titleAndComment); fprintf(fpOut,"data is %s\n",dataFile); if (paraFile) { fprintf(fpOut,"parameter is %s\n",paraFile); } if (initFile) { fprintf(fpOut,"initial is %s\n",initFile); } fprintf(fpOut,"out is %s\n",outFile); #if 1 // 2007/11/28 nakata for multi LP block int SDP_nBlock, SOCP_nBlock,LP_nBlock, nBlock; IO::read(fpData,nBlock); int* blockStruct = NULL; IO::BlockType* blockType = NULL; int* blockNumber = NULL; int* SDP_blockStruct = NULL; int* SOCP_blockStruct = NULL; NewArray(blockStruct,int,nBlock); NewArray(blockType, IO::BlockType, nBlock); NewArray(blockNumber,int,nBlock); IO::read(fpData,nBlock,blockStruct); SDP_nBlock = 0; SOCP_nBlock = 0; LP_nBlock = 0; for (int l=0; l<nBlock; l++){ if (blockStruct[l] >= 2) { blockType[l] = IO::btSDP; blockNumber[l] = SDP_nBlock; SDP_nBlock++; } else if (blockStruct[l] < 0) { blockType[l] = IO::btLP; blockStruct[l] = - blockStruct[l]; blockNumber[l] = LP_nBlock; LP_nBlock += blockStruct[l]; } else if (blockStruct[l] == 1) { blockType[l] = IO::btLP; blockNumber[l] = LP_nBlock; LP_nBlock += blockStruct[l]; } else { rError("block struct"); } } NewArray(SDP_blockStruct, int,SDP_nBlock); NewArray(SOCP_blockStruct,int,SOCP_nBlock); SDP_nBlock = 0; for (int l=0; l<nBlock; l++){ if (blockType[l] == IO::btSDP) { SDP_blockStruct[SDP_nBlock] = blockStruct[l]; SDP_nBlock++; } } InputData inputData; // rMessage("read input data: start"); IO::read(fpData, m, SDP_nBlock, SDP_blockStruct, SOCP_nBlock, SOCP_blockStruct, LP_nBlock, nBlock, blockStruct, blockType, blockNumber, inputData,isDataSparse); // rMessage("read input data: end"); inputData.initialize_index(SDP_nBlock,SOCP_nBlock,LP_nBlock,com); #else int SDP_nBlock, SOCP_nBlock,LP_nBlock; IO::read(fpData,SDP_nBlock,SOCP_nBlock,LP_nBlock); int* SDP_blockStruct; int* SOCP_blockStruct; NewArray(SDP_blockStruct ,int,SDP_nBlock); NewArray(SOCP_blockStruct,int,SOCP_nBlock); IO::read(fpData,SDP_nBlock,SDP_blockStruct, SOCP_nBlock,SOCP_blockStruct, LP_nBlock); for (int l=0; l<SDP_nBlock-1; l++){ if (SDP_blockStruct[l] < 0){ rError("LP block must be in the last block"); } } // muriyari nyuuryoku saseru if (SDP_blockStruct[SDP_nBlock-1] < 0){ LP_nBlock = - SDP_blockStruct[SDP_nBlock-1]; SDP_nBlock--; } InputData inputData; IO::read(fpData, m, SDP_nBlock, SDP_blockStruct, SOCP_nBlock, SOCP_blockStruct, LP_nBlock, inputData,isDataSparse); inputData.initialize_index(SDP_nBlock,SOCP_nBlock,LP_nBlock,com); #endif fclose(fpData); // inputData.display(); #if 1 TimeStart(FILE_CHANGE_START1); // if possible , change C and A to Dense inputData.C.changeToDense(); for (int k=0; k<m; ++k) { inputData.A[k].changeToDense(); } TimeEnd(FILE_CHANGE_END1); com.FileChange += TimeCal(FILE_CHANGE_START1, FILE_CHANGE_END1); #endif // rMessage("C = "); // inputData.C.display(Display); // for (int k=0; k<m; ++k) { // rMessage("A["<<k<<"] = "); // inputData.A[k].display(Display); // } // the end of initialization of C and A Newton newton(m, SDP_nBlock, SDP_blockStruct, SOCP_nBlock, SOCP_blockStruct, LP_nBlock); int nBlock2 = SDP_nBlock+SOCP_nBlock+LP_nBlock; // 2008/03/12 kazuhide nakata Chordal chordal; // rMessage("ordering bMat: start"); chordal.ordering_bMat(m, nBlock2, inputData, fpOut); // rMessage("ordering bMat: end"); newton.initialize_bMat(m, chordal,inputData, fpOut); chordal.terminate(); // rMessage("newton.computeFormula_SDP: start"); newton.computeFormula_SDP(inputData,0.0,KAPPA); // rMessage("newton.computeFormula_SDP: end"); // set initial solutions. Solutions currentPt; WorkVariables work; DenseLinearSpace initPt_xMat; DenseLinearSpace initPt_zMat; currentPt.initialize(m, SDP_nBlock, SDP_blockStruct, SOCP_nBlock, SOCP_blockStruct, LP_nBlock, param.lambdaStar,com); work.initialize(m, SDP_nBlock, SDP_blockStruct, SOCP_nBlock, SOCP_blockStruct, LP_nBlock); if (isInitFile) { FILE* fpInit = NULL; if ((fpInit=fopen(initFile,"r"))==NULL) { rError("Cannot open init file " << initFile); } IO::read(fpInit,currentPt.xMat,currentPt.yVec,currentPt.zMat, SDP_nBlock,SDP_blockStruct, SOCP_nBlock,SOCP_blockStruct, LP_nBlock, nBlock, blockStruct, blockType, blockNumber, isInitSparse); #if 0 rMessage("intial X = "); currentPt.xMat.display(); rMessage("intial Z = "); currentPt.zMat.display(); #endif fclose(fpInit); currentPt.computeInverse(work,com); initPt_xMat.initialize(SDP_nBlock, SDP_blockStruct, SOCP_nBlock, SOCP_blockStruct, LP_nBlock); initPt_zMat.initialize(SDP_nBlock, SDP_blockStruct, SOCP_nBlock, SOCP_blockStruct, LP_nBlock); initPt_xMat.copyFrom(currentPt.xMat); initPt_zMat.copyFrom(currentPt.zMat); } // rMessage("initial xMat = "); initPt_xMat.display(Display); // rMessage("initial yVec = "); currentPt.yVec.display(Display); // rMessage("initial zMat = "); initPt_zMat.display(Display); // rMessage("current pt = "); currentPt.display(Display); TimeEnd(FILE_READ_END1); com.FileRead += TimeCal(FILE_READ_START1, FILE_READ_END1); // ------------------------------------------------------------- // the end of file read // ------------------------------------------------------------- Residuals initRes(m, SDP_nBlock, SDP_blockStruct, SOCP_nBlock, SOCP_blockStruct, LP_nBlock, inputData, currentPt); Residuals currentRes; currentRes.copyFrom(initRes); // rMessage("initial currentRes = "); // currentRes.display(Display); StepLength alpha; DirectionParameter beta(param.betaStar); Switch reduction(Switch::ON); AverageComplementarity mu(param.lambdaStar); // rMessage("init mu"); mu.display(); if (isInitFile) { mu.initialize(currentPt); } RatioInitResCurrentRes theta(param, initRes); SolveInfo solveInfo(inputData, currentPt, mu.initial, param.omegaStar); Phase phase(initRes, solveInfo, param, currentPt.nDim); int pIteration = 0; IO::printHeader(fpOut, Display); // ----------------------------------------------------- // Here is MAINLOOP // ----------------------------------------------------- TimeStart(MAIN_LOOP_START1); // explicit maxIteration for debug // param.maxIteration = 2; while (phase.updateCheck(currentRes, solveInfo, param) && pIteration < param.maxIteration) { // rMessage(" turn hajimari " << pIteration ); // Mehrotra's Predictor TimeStart(MEHROTRA_PREDICTOR_START1); // set variable of Mehrotra reduction.MehrotraPredictor(phase); beta.MehrotraPredictor(phase, reduction, param); // rMessage("reduction = "); reduction.display(); // rMessage("phase = "); phase.display(); // rMessage("beta.predictor.value = " << beta.value); // rMessage(" mu = " << mu.current); // rMessage("currentPt = "); currentPt.display(); bool isSuccessCholesky; isSuccessCholesky = newton.Mehrotra(Newton::PREDICTOR, inputData, currentPt, currentRes, mu, beta, reduction, phase,work,com); if (isSuccessCholesky == false) { break; } // rMessage("newton predictor = "); newton.display(); TimeEnd(MEHROTRA_PREDICTOR_END1); com.Predictor += TimeCal(MEHROTRA_PREDICTOR_START1, MEHROTRA_PREDICTOR_END1); TimeStart(STEP_PRE_START1); alpha.MehrotraPredictor(inputData, currentPt, phase, newton, work, com); // rMessage("alpha predictor = "); alpha.display(); TimeStart(STEP_PRE_END1); com.StepPredictor += TimeCal(STEP_PRE_START1,STEP_PRE_END1); // rMessage("alphaStar = " << param.alphaStar); // Mehrotra's Corrector // rMessage(" Corrector "); TimeStart(CORRECTOR_START1); beta.MehrotraCorrector(phase,alpha,currentPt, newton,mu,param); // rMessage("beta corrector = " << beta.value); #if 1 // 2007/08/29 kazuhide nakata // add stopping criteria: objValPrimal < ObjValDual // if ((pIteration > 10) && if (phase.value == SolveInfo::pdFEAS && ( beta.value> 5.0 || solveInfo.objValPrimal < solveInfo.objValDual)){ break; } #endif newton.Mehrotra(Newton::CORRECTOR, inputData, currentPt, currentRes, mu, beta, reduction, phase,work,com); // rMessage("currentPt = "); currentPt.display(); // rMessage("newton corrector = "); newton.display(); TimeEnd(CORRECTOR_END1); com.Corrector += TimeCal(CORRECTOR_START1, CORRECTOR_END1); TimeStart(CORRECTOR_STEP_START1); alpha.MehrotraCorrector(inputData, currentPt, phase, reduction, newton, mu, theta, work, param, com); // rMessage("alpha corrector = "); alpha.display(); TimeEnd(CORRECTOR_STEP_END1); com.StepCorrector += TimeCal(CORRECTOR_STEP_START1, CORRECTOR_STEP_END1); // the end of Corrector IO::printOneIteration(pIteration, mu, theta, solveInfo, alpha, beta, fpOut, Display); if (currentPt.update(alpha,newton,work,com)==false) { // if step length is too short, // we finish algorithm rMessage("cannot move: step length is too short"); // memo by kazuhide nakata // StepLength::MehrotraCorrector // thetaMax*mu.initial -> thetamax*thetaMax*mu.initial break; } // rMessage("currentPt = "); currentPt.display(); // rMessage("updated"); theta.update(reduction,alpha); mu.update(currentPt); currentRes.update(m,inputData, currentPt, com); theta.update_exact(initRes,currentRes); if (isInitFile) { solveInfo.update(inputData, initPt_xMat, initPt_zMat, currentPt, currentRes, mu, theta, param); } else { solveInfo.update(param.lambdaStar,inputData, currentPt, currentRes, mu, theta, param); } // 2007/09/18 kazuhide nakata // print information of ObjVal, residual, gap, complementarity // solveInfo.check(inputData, currentPt, // currentRes, mu, theta, param); pIteration++; } // end of MAIN_LOOP TimeEnd(MAIN_LOOP_END1); com.MainLoop = TimeCal(MAIN_LOOP_START1, MAIN_LOOP_END1); currentRes.compute(m,inputData,currentPt); TimeEnd(TOTAL_TIME_END1); com.TotalTime = TimeCal(TOTAL_TIME_START1, TOTAL_TIME_END1); #if REVERSE_PRIMAL_DUAL phase.reverse(); #endif #if 1 IO::printLastInfo(pIteration, mu, theta, solveInfo, alpha, beta, currentRes, phase, currentPt, com.TotalTime, nBlock, blockStruct, blockType, blockNumber, inputData, work, com, param, fpOut, Display); #else IO::printLastInfo(pIteration, mu, theta, solveInfo, alpha, beta, currentRes, phase, currentPt, com.TotalTime, inputData, work, com, param, fpOut, Display); #endif // com.display(fpOut); DeleteArray(SDP_blockStruct); DeleteArray(blockStruct); DeleteArray(blockType); DeleteArray(blockNumber); fprintf(Display, " main loop time = %.6f\n",com.MainLoop); fprintf(fpOut, " main loop time = %.6f\n",com.MainLoop); fprintf(Display, " total time = %.6f\n",com.TotalTime); fprintf(fpOut, " total time = %.6f\n",com.TotalTime); #if 0 fprintf(Display, "file check time = %.6f\n",com.FileCheck); fprintf(fpOut, " file check time = %.6f\n",com.FileCheck); fprintf(Display, "file change time = %.6f\n",com.FileChange); fprintf(fpOut, " file change time = %.6f\n",com.FileChange); #endif fprintf(Display, "file read time = %.6f\n",com.FileRead); fprintf(fpOut, " file read time = %.6f\n",com.FileRead); fclose(fpOut); #if 0 rMessage("memory release"); currentRes.terminate(); initRes.terminate(); currentPt.terminate(); initPt_xMat.terminate(); initPt_zMat.terminate(); newton.terminate(); work.terminate(); inputData.terminate(); com.~ComputeTime(); param.~Parameter(); alpha.~StepLength(); beta.~DirectionParameter(); reduction.~Switch(); mu.~AverageComplementarity(); theta.~RatioInitResCurrentRes(); solveInfo.~SolveInfo(); phase.~Phase(); #endif return true; }