void QPInstanceCON( QPInstance* _THIS,
int _nV,
int _nC,
HessianType _hessianType,
BooleanType _isSimplyBounded
)
{
if ( _nV > NVMAX )
{
myMexErrMsgTxt( "ERROR (qpOASES_e): Too many primal variables (try increasing QPOASES_NVMAX)!" );
return;
}
if ( _nC > NCMAX )
{
myMexErrMsgTxt( "ERROR (qpOASES_e): Too many constraints (try increasing QPOASES_NCMAX)!" );
return;
}
_THIS->handle = QPInstance_nexthandle;
if ( _nC > 0 )
_THIS->isSimplyBounded = BT_FALSE;
else
_THIS->isSimplyBounded = _isSimplyBounded;
if ( _THIS->isSimplyBounded == BT_FALSE )
QProblemCON( &(_THIS->sqp),_nV,_nC,_hessianType );
else
QProblemBCON( &(_THIS->qpb),_nV,_hessianType );
}
/** Example for qpOASES main function using the QProblem class. */
int main( )
{
USING_NAMESPACE_QPOASES
/* Setup data of first QP. */
real_t H[2*2] = { 1.0, 0.0, 0.0, 0.5 };
real_t A[1*2] = { 1.0, 1.0 };
real_t g[2] = { 1.5, 1.0 };
real_t lb[2] = { 0.5, -2.0 };
real_t ub[2] = { 5.0, 2.0 };
real_t lbA[1] = { -1.0 };
real_t ubA[1] = { 2.0 };
/* Setup data of second QP. */
real_t g_new[2] = { 1.0, 1.5 };
real_t lb_new[2] = { 0.0, -1.0 };
real_t ub_new[2] = { 5.0, -0.5 };
real_t lbA_new[1] = { -2.0 };
real_t ubA_new[1] = { 1.0 };
/* Setting up QProblem object. */
static Options options;
static QProblem example;
int nWSR;
real_t xOpt[2];
real_t yOpt[2+1];
QProblemCON( &example,2,1,HST_UNKNOWN );
Options_setToDefault( &options );
QProblem_setOptions( &example,options );
/* Solve first QP. */
nWSR = 10;
QProblem_init( &example,H,g,A,lb,ub,lbA,ubA, &nWSR,0 );
/* Get and print solution of first QP. */
QProblem_getPrimalSolution( &example,xOpt );
QProblem_getDualSolution( &example,yOpt );
printf( "\nxOpt = [ %e, %e ]; yOpt = [ %e, %e, %e ]; objVal = %e\n\n",
xOpt[0],xOpt[1],yOpt[0],yOpt[1],yOpt[2], QProblem_getObjVal( &example ) );
/* Solve second QP. */
nWSR = 10;
QProblem_hotstart( &example,g_new,lb_new,ub_new,lbA_new,ubA_new, &nWSR,0 );
/* Get and print solution of second QP. */
QProblem_getPrimalSolution( &example,xOpt );
QProblem_getDualSolution( &example,yOpt );
printf( "\nxOpt = [ %e, %e ]; yOpt = [ %e, %e, %e ]; objVal = %e\n\n",
xOpt[0],xOpt[1],yOpt[0],yOpt[1],yOpt[2], QProblem_getObjVal( &example ) );
QProblem_printOptions( &example );
/*QProblem_printProperties( &example );*/
return 0;
}
/** Example for qpOASES main function using the QProblem class. */
double qpOASES(double* H,
double* g,
double* A,
double* lb,
double* ub,
double* lbA,
double* ubA,
double* xOpt,
double* yOpt,
int nV,
int nC
)
{
USING_NAMESPACE_QPOASES
/* Setting up QProblem object. */
static Options options;
static QProblem example;
int nWSR;
//double xOpt[nV];
double fval;
QProblemCON( &example, nV, nC, HST_UNKNOWN );
Options_setToDefault( &options );
QProblem_setOptions( &example,options );
/* Solve QP. */
nWSR = 10000;
QProblem_init( &example,H,g,A,lb,ub,lbA,ubA,&nWSR,0 );
/* Get and print solution of first QP. */
QProblem_getPrimalSolution( &example,xOpt );
QProblem_getDualSolution( &example,yOpt );
//for(int i = 0; i < nV; i++) {
// printf("%d %e\n", i+1, xOpt[i]);
//}
fval = QProblem_getObjVal( &example );
//printf("%e\n", fval);
return fval;
}
/*
* s o l v e O Q P b e n c h m a r k
*/
returnValue solveOQPbenchmark( int nQP, int nV, int nC, int nEC,
real_t* _H, const real_t* const g, real_t* _A,
const real_t* const lb, const real_t* const ub,
const real_t* const lbA, const real_t* const ubA,
BooleanType isSparse, BooleanType useHotstarts,
const Options* options, int maxAllowedNWSR,
real_t* maxNWSR, real_t* avgNWSR, real_t* maxCPUtime, real_t* avgCPUtime,
real_t* maxStationarity, real_t* maxFeasibility, real_t* maxComplementarity
)
{
int k;
myStatic QProblem qp;
returnValue returnvalue;
/* I) SETUP AUXILIARY VARIABLES: */
/* 1) Keep nWSR and store current and maximum number of
* working set recalculations in temporary variables */
int nWSRcur;
real_t CPUtimeLimit = *maxCPUtime;
real_t CPUtimeCur = CPUtimeLimit;
real_t stat, feas, cmpl;
/* 2) Pointers to data of current QP ... */
const real_t* gCur;
const real_t* lbCur;
const real_t* ubCur;
const real_t* lbACur;
const real_t* ubACur;
/* 3) Vectors for solution obtained by qpOASES. */
myStatic real_t x[NVMAX];
myStatic real_t y[NVMAX+NCMAX];
/* 4) Prepare matrix objects */
DenseMatrix *H, *A;
myStatic DenseMatrix HH, AA;
DenseMatrixCON( &HH, nV, nV, nV, _H );
DenseMatrixCON( &AA, nC, nV, nV, _A );
H = &HH;
A = &AA;
*maxNWSR = 0;
*avgNWSR = 0;
*maxCPUtime = 0.0;
*avgCPUtime = 0.0;
*maxStationarity = 0.0;
*maxFeasibility = 0.0;
*maxComplementarity = 0.0;
/*DenseMatrix_print( H );*/
/* II) SETUP QPROBLEM OBJECT */
QProblemCON( &qp,nV,nC,HST_UNKNOWN );
QProblem_setOptions( &qp,*options );
/*QProblem_setPrintLevel( &qp,PL_LOW );*/
/* QProblem_printOptions( &qp ); */
/* III) RUN BENCHMARK SEQUENCE: */
for( k=0; k<nQP; ++k )
{
/* 1) Update pointers to current QP data. */
gCur = &( g[k*nV] );
lbCur = &( lb[k*nV] );
ubCur = &( ub[k*nV] );
lbACur = &( lbA[k*nC] );
ubACur = &( ubA[k*nC] );
/* 2) Set nWSR and maximum CPU time. */
nWSRcur = maxAllowedNWSR;
CPUtimeCur = CPUtimeLimit;
/* 3) Solve current QP. */
if ( ( k == 0 ) || ( useHotstarts == BT_FALSE ) )
{
/* initialise */
returnvalue = QProblem_initM( &qp, H,gCur,A,lbCur,ubCur,lbACur,ubACur, &nWSRcur,&CPUtimeCur );
if ( ( returnvalue != SUCCESSFUL_RETURN ) && ( returnvalue != RET_MAX_NWSR_REACHED ) )
return THROWERROR( returnvalue );
}
else
{
/* hotstart */
returnvalue = QProblem_hotstart( &qp, gCur,lbCur,ubCur,lbACur,ubACur, &nWSRcur,&CPUtimeCur );
if ( ( returnvalue != SUCCESSFUL_RETURN ) && ( returnvalue != RET_MAX_NWSR_REACHED ) )
return THROWERROR( returnvalue );
}
/* 4) Obtain solution vectors and objective function value */
QProblem_getPrimalSolution( &qp,x );
QProblem_getDualSolution( &qp,y );
/* 5) Compute KKT residuals */
qpOASES_getKktViolation( nV,nC, _H,gCur,_A,lbCur,ubCur,lbACur,ubACur, x,y, &stat,&feas,&cmpl );
/* 6) Update maximum values. */
if ( nWSRcur > *maxNWSR )
*maxNWSR = nWSRcur;
if (stat > *maxStationarity) *maxStationarity = stat;
if (feas > *maxFeasibility) *maxFeasibility = feas;
if (cmpl > *maxComplementarity) *maxComplementarity = cmpl;
if ( CPUtimeCur > *maxCPUtime )
*maxCPUtime = CPUtimeCur;
*avgNWSR += nWSRcur;
*avgCPUtime += CPUtimeCur;
}
*avgNWSR /= nQP;
*avgCPUtime /= ((double)nQP);
return SUCCESSFUL_RETURN;
}
