void SqicInterface::init() {
// Call the init method of the base class
Conic::init();
if (is_init_) sqicDestroy();
inf_ = 1.0e+20;
// Allocate data structures for SQIC
bl_.resize(n_+nc_+1, 0);
bu_.resize(n_+nc_+1, 0);
x_.resize(n_+nc_+1, 0);
hs_.resize(n_+nc_+1, 0);
hEtype_.resize(n_+nc_+1, 0);
pi_.resize(nc_+1, 0);
rc_.resize(n_+nc_+1, 0);
locH_ = st_[QP_STRUCT_H].colind();
indH_ = st_[QP_STRUCT_H].row();
// Fortran indices are one-based
for (int i=0;i<indH_.size();++i) indH_[i]+=1;
for (int i=0;i<locH_.size();++i) locH_[i]+=1;
// Sparsity of augmented linear constraint matrix
Sparsity A_ = vertcat(st_[QP_STRUCT_A], Sparsity::dense(1, n_));
locA_ = A_.colind();
indA_ = A_.row();
// Fortran indices are one-based
for (int i=0;i<indA_.size();++i) indA_[i]+=1;
for (int i=0;i<locA_.size();++i) locA_[i]+=1;
// helper functions for augmented linear constraint matrix
MX a = MX::sym("A", st_[QP_STRUCT_A]);
MX g = MX::sym("g", n_);
std::vector<MX> ins;
ins.push_back(a);
ins.push_back(g);
formatA_ = Function("formatA", ins, vertcat(a, g.T()));
// Set objective row of augmented linear constraints
bu_[n_+nc_] = inf_;
bl_[n_+nc_] = -inf_;
is_init_ = true;
int n = n_;
int m = nc_+1;
int nnzA=formatA_.size_out(0);
int nnzH=input(CONIC_H).size();
std::fill(hEtype_.begin()+n_, hEtype_.end(), 3);
sqic(&m , &n, &nnzA, &indA_[0], &locA_[0], &formatA_.output().nonzeros()[0], &bl_[0], &bu_[0],
&hEtype_[0], &hs_[0], &x_[0], &pi_[0], &rc_[0], &nnzH, &indH_[0], &locH_[0],
&input(CONIC_H).nonzeros()[0]);
}
int main(int argc, char *argv[])
{
int n = 15;
int m = 18;
std::vector<double> bl(n+m);
std::vector<double> bu(n+m);
double inf = 1.0e+20;
std::fill(bl.begin(), bl.begin()+n, 0);
std::fill(bu.begin(), bu.begin()+n, inf);
// http://apmonitor.com/wiki/uploads/Apps/hs118.apm
// LBX
bl[0] = 8.0;
bu[0] = 21.0;
bl[1] = 43.0;
bu[1] = 57.0;
bl[2] = 3.0;
bu[2] = 16.0;
bu[3] = 90.0;
bu[4] = 120.0;
bu[5] = 60.0;
bu[6] = 90.0;
bu[7] = 120.0;
bu[8] = 60.0;
bu[9] = 90.0;
bu[10] = 120.0;
bu[11] = 60.0;
bu[12] = 90.0;
bu[13] = 120.0;
bu[14] = 60.0;
//
std::fill(bl.begin()+n, bl.begin()+n+m, 0);
std::fill(bu.begin()+n, bu.begin()+n+m, inf);
//iObj = 18 means the linear objective is row 18 in valA(*).
//The objective row is free.
int iObj = 17;
bl[n+iObj] = -inf;
// LBG
bl[n+0] = -7.0;
bu[n+0] = 6.0;
bl[n+1] = -7.0;
bu[n+1] = 6.0;
bl[n+2] = -7.0;
bu[n+2] = 6.0;
bl[n+3] = -7.0;
bu[n+3] = 6.0;
bl[n+4] = -7.0;
bu[n+4] = 7.0;
bl[n+5] = -7.0;
bu[n+5] = 7.0;
bl[n+6] = -7.0;
bu[n+6] = 7.0;
bl[n+7] = -7.0;
bu[n+7] = 7.0;
bl[n+8] = -7.0;
bu[n+8] = 6.0;
bl[n+9] = -7.0;
bu[n+9] = 6.0;
bl[n+10] = -7.0;
bu[n+10] = 6.0;
bl[n+11] = -7.0;
bu[n+11] = 6.0;
bl[n+12] = 60.0;
bl[n+13] = 50.0;
bl[n+14] = 70.0;
bl[n+15] = 85.0;
bl[n+16] = 100.0;
std::vector<double> x0(n);
x0[ 0] = 20.0;
x0[ 1] = 55.0;
x0[ 2] = 15.0;
x0[ 3] = 20.0;
x0[ 4] = 60.0;
x0[ 5] = 20.0;
x0[ 6] = 20.0;
x0[ 7] = 60.0;
x0[ 8] = 20.0;
x0[9] = 20.0;
x0[10] = 60.0;
x0[11] = 20.0;
x0[12] = 20.0;
x0[13] = 60.0;
x0[14] = 20.0;
sqic(&m , &n, &bl[0], &bu[0]);
return 0;
}
