/*
* g e t K k t V i o l a t i o n S B
*/
returnValue qpOASES_getKktViolationSB( int nV,
const real_t* const H, const real_t* const g,
const real_t* const lb, const real_t* const ub,
const real_t* const x, const real_t* const y,
real_t* const _stat, real_t* const feas, real_t* const cmpl
)
{
return qpOASES_getKktViolation( nV,0,
H,g,0,lb,ub,0,0,
x,y,
_stat,feas,cmpl
);
}
/*
* 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;
}
