CSparseCholeskyInternal::CSparseCholeskyInternal(const Sparsity& sparsity, int nrhs) :
LinearSolverInternal(sparsity, nrhs) {
L_ = 0;
S_ = 0;
casadi_assert_message(sparsity.issymmetric(),
"CSparseCholeskyInternal: supplied sparsity must be symmetric, got "
<< sparsity.dimString() << ".");
}
// Constructor
SdpSolverInternal::SdpSolverInternal(const std::vector<Sparsity> &st) : st_(st) {
addOption("calc_p", OT_BOOLEAN, true,
"Indicate if the P-part of primal solution should be allocated and calculated. "
"You may want to avoid calculating this variable for problems with n large, "
"as is always dense (m x m).");
addOption("calc_dual", OT_BOOLEAN, true, "Indicate if dual should be allocated and calculated. "
"You may want to avoid calculating this variable for problems with n large, "
"as is always dense (m x m).");
addOption("print_problem", OT_BOOLEAN, false, "Print out problem statement for debugging.");
casadi_assert_message(st_.size()==SDP_STRUCT_NUM, "Problem structure mismatch");
const Sparsity& A = st_[SDP_STRUCT_A];
const Sparsity& G = st_[SDP_STRUCT_G];
const Sparsity& F = st_[SDP_STRUCT_F];
casadi_assert_message(G==G.transpose(), "SdpSolverInternal: Supplied G sparsity must "
"symmetric but got " << G.dimString());
m_ = G.size1();
nc_ = A.size1();
n_ = A.size2();
casadi_assert_message(F.size1()==m_, "SdpSolverInternal: Supplied F sparsity: number of rows ("
<< F.size1() << ") must match m (" << m_ << ")");
casadi_assert_message(F.size2()%n_==0, "SdpSolverInternal: Supplied F sparsity: "
"number of columns (" << F.size2()
<< ") must be an integer multiple of n (" << n_
<< "), but got remainder " << F.size2()%n_);
// Input arguments
setNumInputs(SDP_SOLVER_NUM_IN);
input(SDP_SOLVER_G) = DMatrix(G, 0);
input(SDP_SOLVER_F) = DMatrix(F, 0);
input(SDP_SOLVER_A) = DMatrix(A, 0);
input(SDP_SOLVER_C) = DMatrix::zeros(n_);
input(SDP_SOLVER_LBX) = -DMatrix::inf(n_);
input(SDP_SOLVER_UBX) = DMatrix::inf(n_);
input(SDP_SOLVER_LBA) = -DMatrix::inf(nc_);
input(SDP_SOLVER_UBA) = DMatrix::inf(nc_);
for (int i=0;i<n_;i++) {
Sparsity s = input(SDP_SOLVER_F)(ALL, Slice(i*m_, (i+1)*m_)).sparsity();
casadi_assert_message(s==s.transpose(),
"SdpSolverInternal: Each supplied Fi must be symmetric. "
"But got " << s.dimString() << " for i = " << i << ".");
}
input_.scheme = SCHEME_SDPInput;
output_.scheme = SCHEME_SDPOutput;
}
