int main(int argc, char **argv) {
FILE * fp;
Cone * k;
Data * d;
Work * w;
Sol * sol;
Info info = { 0 };
scs_int i;
if (openFile(argc, argv, 1, DEMO_PATH, &fp) < 0)
return -1;
k = scs_calloc(1, sizeof(Cone));
d = scs_calloc(1, sizeof(Data));
sol = scs_calloc(1, sizeof(Sol));
if (readInData(fp, d, k) == -1) {
printf("Error reading in data, aborting.\n");
return -1;
}
fclose(fp);
scs_printf("solve once using scs\n");
scs(d, k, sol, &info);
if (TEST_WARM_START) {
scs_printf("solve %i times with warm-start and (if applicable) factorization caching.\n", NUM_TRIALS);
/* warm starts stored in Sol */
w = scs_init(d, k, &info);
if (w) {
for (i = 0; i < NUM_TRIALS; i++) {
/* perturb b and c */
perturbVector(d->b, d->m);
perturbVector(d->c, d->n);
d->stgs->warm_start = 1;
d->stgs->cg_rate = 4;
scs_solve(w, d, k, sol, &info);
d->stgs->warm_start = 0;
d->stgs->cg_rate = 2;
scs_solve(w, d, k, sol, &info);
}
}
scs_printf("finished\n");
scs_finish(w);
}
freeData(d, k);
freeSol(sol);
return 0;
}
/* C = compressed-column form of a triplet matrix T */
cs *SCS(cs_compress)(const cs *T) {
scs_int m, n, nz, p, k, *Cp, *Ci, *w, *Ti, *Tj;
scs_float *Cx, *Tx;
cs *C;
m = T->m;
n = T->n;
Ti = T->i;
Tj = T->p;
Tx = T->x;
nz = T->nz;
C = SCS(cs_spalloc)(m, n, nz, Tx != SCS_NULL, 0); /* allocate result */
w = (scs_int *)scs_calloc(n, sizeof(scs_int)); /* get workspace */
if (!C || !w) {
return (cs_done(C, w, SCS_NULL, 0));
} /* out of memory */
Cp = C->p;
Ci = C->i;
Cx = C->x;
for (k = 0; k < nz; k++) w[Tj[k]]++; /* column counts */
SCS(cs_cumsum)(Cp, w, n); /* column pointers */
for (k = 0; k < nz; k++) {
Ci[p = w[Tj[k]]++] = Ti[k]; /* A(i,j) is the pth entry in C */
if (Cx) {
Cx[p] = Tx[k];
}
}
return (cs_done(C, w, SCS_NULL, 1)); /* success; free w and return C */
}
static int getConeFloatArr(char *key, scs_float **varr, scs_int *vsize,
PyObject *cone) {
/* get cone['key'] */
scs_int i, n = 0;
scs_float *q = SCS_NULL;
PyObject *obj = PyDict_GetItemString(cone, key);
if (obj) {
if (PyList_Check(obj)) {
n = (scs_int)PyList_Size(obj);
q = scs_calloc(n, sizeof(scs_float));
for (i = 0; i < n; ++i) {
PyObject *qi = PyList_GetItem(obj, i);
q[i] = (scs_float)PyFloat_AsDouble(qi);
}
} else if (PyInt_Check(obj) || PyLong_Check(obj) ||
PyFloat_Check(obj)) {
n = 1;
q = scs_malloc(sizeof(scs_float));
q[0] = (scs_float)PyFloat_AsDouble(obj);
} else {
return printErr(key);
}
if (PyErr_Occurred()) {
/* potentially could have been triggered before */
return printErr(key);
}
}
*vsize = n;
*varr = q;
return 0;
}
Priv * initPriv(const AMatrix * A, const Settings * stgs) {
Priv * p = scs_calloc(1, sizeof(Priv));
p->p = scs_malloc((A->n) * sizeof(scs_float));
p->r = scs_malloc((A->n) * sizeof(scs_float));
p->Gp = scs_malloc((A->n) * sizeof(scs_float));
p->tmp = scs_malloc((A->m) * sizeof(scs_float));
/* memory for A transpose */
p->At = scs_malloc(sizeof(AMatrix));
p->At->m = A->n;
p->At->n = A->m;
p->At->i = scs_malloc((A->p[A->n]) * sizeof(scs_int));
p->At->p = scs_malloc((A->m + 1) * sizeof(scs_int));
p->At->x = scs_malloc((A->p[A->n]) * sizeof(scs_float));
transpose(A, p);
/* preconditioner memory */
p->z = scs_malloc((A->n) * sizeof(scs_float));
p->M = scs_malloc((A->n) * sizeof(scs_float));
getPreconditioner(A, stgs, p);
totalSolveTime = 0;
totCgIts = 0;
if (!p->p || !p->r || !p->Gp || !p->tmp || !p->At || !p->At->i || !p->At->p || !p->At->x) {
freePriv(p);
return NULL;
}
return p;
}
static Work * initWork(Data *d, Cone * k) {
Work * w = scs_calloc(1, sizeof(Work));
idxint l = d->n + d->m + 1;
if (d->VERBOSE) {
printInitHeader(d, w, k);
}
if (!w) {
scs_printf("ERROR: allocating work failure\n");
return NULL;
}
/* allocate workspace: */
w->u = scs_malloc(l * sizeof(pfloat));
w->v = scs_malloc(l * sizeof(pfloat));
w->u_t = scs_malloc(l * sizeof(pfloat));
w->u_prev = scs_malloc(l * sizeof(pfloat));
w->h = scs_malloc((l - 1) * sizeof(pfloat));
w->g = scs_malloc((l - 1) * sizeof(pfloat));
w->pr = scs_malloc(d->m * sizeof(pfloat));
w->dr = scs_malloc(d->n * sizeof(pfloat));
if (!w->u || !w->v || !w->u_t || !w->u_prev || !w->h || !w->g || !w->pr || !w->dr) {
scs_printf("ERROR: work memory allocation failure\n");
scs_finish(d, w);
return NULL;
}
if (d->NORMALIZE) {
normalizeA(d, w, k);
#ifdef EXTRAVERBOSE
printArray(w->D, d->m, "D");
scs_printf("norm D = %4f\n", calcNorm(w->D, d->m));
printArray(w->E, d->n, "E");
scs_printf("norm E = %4f\n", calcNorm(w->E, d->n));
#endif
} else {
w->D = NULL;
w->E = NULL;
}
if (initCone(k) < 0) {
scs_printf("ERROR: initCone failure\n");
scs_finish(d, w);
return NULL;
}
w->p = initPriv(d);
if (!w->p) {
scs_printf("ERROR: initPriv failure\n");
scs_finish(d, w);
return NULL;
}
return w;
}
cs *SCS(cs_spalloc)(scs_int m, scs_int n, scs_int nzmax, scs_int values,
scs_int triplet) {
cs *A = (cs *)scs_calloc(1, sizeof(cs)); /* allocate the cs struct */
if (!A) {
return (SCS_NULL);
} /* out of memory */
A->m = m; /* define dimensions and nzmax */
A->n = n;
A->nzmax = nzmax = MAX(nzmax, 1);
A->nz = triplet ? 0 : -1; /* allocate triplet or comp.col */
A->p = (scs_int *)scs_malloc((triplet ? nzmax : n + 1) * sizeof(scs_int));
A->i = (scs_int *)scs_malloc(nzmax * sizeof(scs_int));
A->x = values ? (scs_float *)scs_malloc(nzmax * sizeof(scs_float)) : SCS_NULL;
return ((!A->p || !A->i || (values && !A->x)) ? SCS(cs_spfree)(A) : A);
}
/* gets warm starts from warm dict, doesn't destroy input warm start data */
static scs_int getWarmStart(char * key, scs_float ** x, scs_int l, PyObject * warm) {
PyArrayObject *x0 = (PyArrayObject *) PyDict_GetItemString(warm, key);
*x = scs_calloc(l, sizeof(scs_float));
if (x0) {
if (!PyArray_ISFLOAT(x0) || PyArray_NDIM(x0) != 1 || PyArray_DIM(x0, 0) != l) {
PySys_WriteStderr("Error parsing warm-start input\n");
return 0;
} else {
PyArrayObject * px0 = getContiguous(x0, getFloatType());
memcpy(*x, (scs_float *) PyArray_DATA(px0), l * sizeof(scs_float));
Py_DECREF(px0);
return 1;
}
}
return 0;
}
cs *SCS(cs_symperm)(const cs *A, const scs_int *pinv, scs_int values) {
scs_int i, j, p, q, i2, j2, n, *Ap, *Ai, *Cp, *Ci, *w;
scs_float *Cx, *Ax;
cs *C;
n = A->n;
Ap = A->p;
Ai = A->i;
Ax = A->x;
C = SCS(cs_spalloc)(n, n, Ap[n], values && (Ax != SCS_NULL),
0); /* alloc result*/
w = (scs_int *)scs_calloc(n, sizeof(scs_int)); /* get workspace */
if (!C || !w) {
return (cs_done(C, w, SCS_NULL, 0));
} /* out of memory */
Cp = C->p;
Ci = C->i;
Cx = C->x;
for (j = 0; j < n; j++) /* count entries in each column of C */
{
j2 = pinv ? pinv[j] : j; /* column j of A is column j2 of C */
for (p = Ap[j]; p < Ap[j + 1]; p++) {
i = Ai[p];
if (i > j) {
continue;
} /* skip lower triangular part of A */
i2 = pinv ? pinv[i] : i; /* row i of A is row i2 of C */
w[MAX(i2, j2)]++; /* column count of C */
}
}
SCS(cs_cumsum)(Cp, w, n); /* compute column pointers of C */
for (j = 0; j < n; j++) {
j2 = pinv ? pinv[j] : j; /* column j of A is column j2 of C */
for (p = Ap[j]; p < Ap[j + 1]; p++) {
i = Ai[p];
if (i > j) {
continue;
} /* skip lower triangular part of A*/
i2 = pinv ? pinv[i] : i; /* row i of A is row i2 of C */
Ci[q = w[MAX(i2, j2)]++] = MIN(i2, j2);
if (Cx) {
Cx[q] = Ax[p];
}
}
}
return (cs_done(C, w, SCS_NULL, 1)); /* success; free workspace, return C */
}
Priv * initPriv(const AMatrix * A, const Settings * stgs) {
Priv * p = scs_calloc(1, sizeof(Priv));
scs_int n_plus_m = A->n + A->m;
p->P = scs_malloc(sizeof(scs_int) * n_plus_m);
p->L = scs_malloc(sizeof(cs));
p->bp = scs_malloc(n_plus_m * sizeof(scs_float));
p->L->m = n_plus_m;
p->L->n = n_plus_m;
p->L->nz = -1;
if (factorize(A, stgs, p) < 0) {
freePriv(p);
return NULL;
}
totalSolveTime = 0.0;
return p;
}
ScsLinSysWork *SCS(init_lin_sys_work)(const ScsMatrix *A,
const ScsSettings *stgs) {
ScsLinSysWork *p = (ScsLinSysWork *)scs_calloc(1, sizeof(ScsLinSysWork));
scs_int n_plus_m = A->n + A->m;
p->P = (scs_int *)scs_malloc(sizeof(scs_int) * n_plus_m);
p->L = (cs *)scs_malloc(sizeof(cs));
p->bp = (scs_float *)scs_malloc(n_plus_m * sizeof(scs_float));
p->L->m = n_plus_m;
p->L->n = n_plus_m;
p->L->nz = -1;
if (factorize(A, stgs, p) < 0) {
SCS(free_lin_sys_work)(p);
return SCS_NULL;
}
p->total_solve_time = 0.0;
return p;
}
static void transpose(const AMatrix * A, Priv * p) {
scs_int * Ci = p->At->i;
scs_int * Cp = p->At->p;
scs_float * Cx = p->At->x;
scs_int m = A->m;
scs_int n = A->n;
scs_int * Ap = A->p;
scs_int * Ai = A->i;
scs_float * Ax = A->x;
scs_int i, j, q, *z, c1, c2;
#if EXTRAVERBOSE > 0
timer transposeTimer;
scs_printf("transposing A\n");
tic(&transposeTimer);
#endif
z = scs_calloc(m, sizeof(scs_int));
for (i = 0; i < Ap[n]; i++)
z[Ai[i]]++; /* row counts */
cs_cumsum(Cp, z, m); /* row pointers */
for (j = 0; j < n; j++) {
c1 = Ap[j];
c2 = Ap[j + 1];
for (i = c1; i < c2; i++) {
q = z[Ai[i]];
Ci[q] = j; /* place A(i,j) as entry C(j,i) */
Cx[q] = Ax[i];
z[Ai[i]]++;
}
}
scs_free(z);
#if EXTRAVERBOSE > 0
scs_printf("finished transposing A, time: %1.2es\n", tocq(&transposeTimer) / 1e3);
#endif
}
SEXP scsr(SEXP data, SEXP cone, SEXP params) {
scs_int len, num_protected = 0;
SEXP ret, retnames, infor, xr, yr, sr;
/* allocate memory */
Data *d = scs_malloc(sizeof(Data));
Cone *k = scs_malloc(sizeof(Cone));
Settings *stgs = scs_malloc(sizeof(Settings));
AMatrix *A = scs_malloc(sizeof(AMatrix));
Info *info = scs_calloc(1, sizeof(Info));
Sol *sol = scs_calloc(1, sizeof(Sol));
d->b = getFloatVectorFromList(data, "b", &len);
d->c = getFloatVectorFromList(data, "c", &len);
d->n = getIntFromListWithDefault(data, "n", 0);
d->m = getIntFromListWithDefault(data, "m", 0);
A->m = d->m;
A->n = d->n;
A->x = getFloatVectorFromList(data, "Ax", &len);
A->i = getIntVectorFromList(data, "Ai", &len);
A->p = getIntVectorFromList(data, "Ap", &len);
d->A = A;
stgs->max_iters = getIntFromListWithDefault(params, "max_iters", MAX_ITERS);
stgs->normalize = getIntFromListWithDefault(params, "normalize", NORMALIZE);
stgs->verbose = getIntFromListWithDefault(params, "verbose", VERBOSE);
stgs->cg_rate = getFloatFromListWithDefault(params, "cg_rate", CG_RATE);
stgs->scale = getFloatFromListWithDefault(params, "scale", SCALE);
stgs->rho_x = getFloatFromListWithDefault(params, "rho_x", RHO_X);
stgs->alpha = getFloatFromListWithDefault(params, "alpha", ALPHA);
stgs->eps = getFloatFromListWithDefault(params, "eps", EPS);
/* TODO add warm starting */
stgs->warm_start =
getIntFromListWithDefault(params, "warm_start", WARM_START);
d->stgs = stgs;
k->f = getIntFromListWithDefault(cone, "f", 0);
k->l = getIntFromListWithDefault(cone, "l", 0);
k->ep = getIntFromListWithDefault(cone, "ep", 0);
k->ed = getIntFromListWithDefault(cone, "ed", 0);
k->q = getIntVectorFromList(cone, "q", &(k->qsize));
k->s = getIntVectorFromList(cone, "s", &(k->ssize));
k->p = getFloatVectorFromList(cone, "p", &(k->psize));
/* solve! */
scs(d, k, sol, info);
infor = populateInfoR(info, &num_protected);
PROTECT(ret = NEW_LIST(4));
num_protected++;
PROTECT(retnames = NEW_CHARACTER(4));
num_protected++;
SET_NAMES(ret, retnames);
xr = floatVec2R(d->n, sol->x);
num_protected++;
yr = floatVec2R(d->m, sol->y);
num_protected++;
sr = floatVec2R(d->m, sol->s);
num_protected++;
SET_STRING_ELT(retnames, 0, mkChar("x"));
SET_VECTOR_ELT(ret, 0, xr);
SET_STRING_ELT(retnames, 1, mkChar("y"));
SET_VECTOR_ELT(ret, 1, yr);
SET_STRING_ELT(retnames, 2, mkChar("s"));
SET_VECTOR_ELT(ret, 2, sr);
SET_STRING_ELT(retnames, 3, mkChar("info"));
SET_VECTOR_ELT(ret, 3, infor);
/* free memory */
scs_free(info);
scs_free(d);
scs_free(k);
scs_free(stgs);
scs_free(A);
freeSol(sol);
UNPROTECT(num_protected);
return ret;
}
/* wrapper for calloc */
static void *cs_calloc(scs_int n, scs_int size) {
return (scs_calloc(n, size));
}
static PyObject *csolve(PyObject *self, PyObject *args, PyObject *kwargs) {
/* data structures for arguments */
PyArrayObject *Ax, *Ai, *Ap, *c, *b;
PyObject *cone, *warm = SCS_NULL;
PyObject *verbose = SCS_NULL;
PyObject *normalize = SCS_NULL;
/* get the typenum for the primitive scs_int and scs_float types */
int scs_intType = getIntType();
int scs_floatType = getFloatType();
struct ScsPyData ps = {
SCS_NULL, SCS_NULL, SCS_NULL, SCS_NULL, SCS_NULL,
};
/* scs data structures */
Data *d = scs_calloc(1, sizeof(Data));
Cone *k = scs_calloc(1, sizeof(Cone));
AMatrix *A;
Sol sol = {0};
Info info;
char *kwlist[] = {"shape", "Ax", "Ai", "Ap", "b",
"c", "cone", "warm", "verbose", "normalize",
"max_iters", "scale", "eps", "cg_rate", "alpha",
"rho_x", SCS_NULL};
/* parse the arguments and ensure they are the correct type */
#ifdef DLONG
#ifdef FLOAT
char *argparse_string = "(ll)O!O!O!O!O!O!|O!O!O!lfffff";
char *outarg_string = "{s:l,s:l,s:f,s:f,s:f,s:f,s:f,s:f,s:f,s:f,s:f,s:s}";
#else
char *argparse_string = "(ll)O!O!O!O!O!O!|O!O!O!lddddd";
char *outarg_string = "{s:l,s:l,s:d,s:d,s:d,s:d,s:d,s:d,s:d,s:d,s:d,s:s}";
#endif
#else
#ifdef FLOAT
char *argparse_string = "(ii)O!O!O!O!O!O!|O!O!O!ifffff";
char *outarg_string = "{s:i,s:i,s:f,s:f,s:f,s:f,s:f,s:f,s:f,s:f,s:f,s:s}";
#else
char *argparse_string = "(ii)O!O!O!O!O!O!|O!O!O!iddddd";
char *outarg_string = "{s:i,s:i,s:d,s:d,s:d,s:d,s:d,s:d,s:d,s:d,s:d,s:s}";
#endif
#endif
npy_intp veclen[1];
PyObject *x, *y, *s, *returnDict, *infoDict;
d->stgs = scs_malloc(sizeof(Settings));
/* set defaults */
setDefaultSettings(d);
if (!PyArg_ParseTupleAndKeywords(
args, kwargs, argparse_string, kwlist, &(d->m), &(d->n),
&PyArray_Type, &Ax, &PyArray_Type, &Ai, &PyArray_Type, &Ap,
&PyArray_Type, &b, &PyArray_Type, &c, &PyDict_Type, &cone,
&PyDict_Type, &warm, &PyBool_Type, &verbose, &PyBool_Type,
&normalize, &(d->stgs->max_iters), &(d->stgs->scale),
&(d->stgs->eps), &(d->stgs->cg_rate), &(d->stgs->alpha),
&(d->stgs->rho_x))) {
PySys_WriteStderr("error parsing inputs\n");
return SCS_NULL;
}
if (d->m < 0) {
PyErr_SetString(PyExc_ValueError, "m must be a positive integer");
return SCS_NULL;
}
if (d->n < 0) {
PyErr_SetString(PyExc_ValueError, "n must be a positive integer");
return SCS_NULL;
}
/* set A */
if (!PyArray_ISFLOAT(Ax) || PyArray_NDIM(Ax) != 1) {
return finishWithErr(d, k, &ps, "Ax must be a numpy array of floats");
}
if (!PyArray_ISINTEGER(Ai) || PyArray_NDIM(Ai) != 1) {
return finishWithErr(d, k, &ps, "Ai must be a numpy array of ints");
}
if (!PyArray_ISINTEGER(Ap) || PyArray_NDIM(Ap) != 1) {
return finishWithErr(d, k, &ps, "Ap must be a numpy array of ints");
}
ps.Ax = getContiguous(Ax, scs_floatType);
ps.Ai = getContiguous(Ai, scs_intType);
ps.Ap = getContiguous(Ap, scs_intType);
A = scs_malloc(sizeof(AMatrix));
A->n = d->n;
A->m = d->m;
A->x = (scs_float *)PyArray_DATA(ps.Ax);
A->i = (scs_int *)PyArray_DATA(ps.Ai);
A->p = (scs_int *)PyArray_DATA(ps.Ap);
d->A = A;
/*d->Anz = d->Ap[d->n]; */
/*d->Anz = PyArray_DIM(Ai,0); */
/* set c */
if (!PyArray_ISFLOAT(c) || PyArray_NDIM(c) != 1) {
return finishWithErr(
d, k, &ps, "c must be a dense numpy array with one dimension");
}
if (PyArray_DIM(c, 0) != d->n) {
return finishWithErr(d, k, &ps, "c has incompatible dimension with A");
}
ps.c = getContiguous(c, scs_floatType);
d->c = (scs_float *)PyArray_DATA(ps.c);
/* set b */
if (!PyArray_ISFLOAT(b) || PyArray_NDIM(b) != 1) {
return finishWithErr(
d, k, &ps, "b must be a dense numpy array with one dimension");
}
if (PyArray_DIM(b, 0) != d->m) {
return finishWithErr(d, k, &ps, "b has incompatible dimension with A");
}
ps.b = getContiguous(b, scs_floatType);
d->b = (scs_float *)PyArray_DATA(ps.b);
if (getPosIntParam("f", &(k->f), 0, cone) < 0) {
return finishWithErr(d, k, &ps, "failed to parse cone field f");
}
if (getPosIntParam("l", &(k->l), 0, cone) < 0) {
return finishWithErr(d, k, &ps, "failed to parse cone field l");
}
if (getConeArrDim("q", &(k->q), &(k->qsize), cone) < 0) {
return finishWithErr(d, k, &ps, "failed to parse cone field q");
}
if (getConeArrDim("s", &(k->s), &(k->ssize), cone) < 0) {
return finishWithErr(d, k, &ps, "failed to parse cone field s");
}
if (getConeFloatArr("p", &(k->p), &(k->psize), cone) < 0) {
return finishWithErr(d, k, &ps, "failed to parse cone field p");
}
if (getPosIntParam("ep", &(k->ep), 0, cone) < 0) {
return finishWithErr(d, k, &ps, "failed to parse cone field ep");
}
if (getPosIntParam("ed", &(k->ed), 0, cone) < 0) {
return finishWithErr(d, k, &ps, "failed to parse cone field ed");
}
d->stgs->verbose = verbose ? (scs_int)PyObject_IsTrue(verbose) : VERBOSE;
d->stgs->normalize =
normalize ? (scs_int)PyObject_IsTrue(normalize) : NORMALIZE;
if (d->stgs->max_iters < 0) {
return finishWithErr(d, k, &ps, "max_iters must be positive");
}
if (d->stgs->scale < 0) {
return finishWithErr(d, k, &ps, "scale must be positive");
}
if (d->stgs->eps < 0) {
return finishWithErr(d, k, &ps, "eps must be positive");
}
if (d->stgs->cg_rate < 0) {
return finishWithErr(d, k, &ps, "cg_rate must be positive");
}
if (d->stgs->alpha < 0) {
return finishWithErr(d, k, &ps, "alpha must be positive");
}
if (d->stgs->rho_x < 0) {
return finishWithErr(d, k, &ps, "rho_x must be positive");
}
/* parse warm start if set */
d->stgs->warm_start = WARM_START;
if (warm) {
d->stgs->warm_start = getWarmStart("x", &(sol.x), d->n, warm);
d->stgs->warm_start |= getWarmStart("y", &(sol.y), d->m, warm);
d->stgs->warm_start |= getWarmStart("s", &(sol.s), d->m, warm);
}
Py_BEGIN_ALLOW_THREADS
/* Solve! */
scs(d, k, &sol, &info);
Py_END_ALLOW_THREADS
/* create output (all data is *deep copied*) */
/* x */
/* matrix *x; */
/* if(!(x = Matrix_New(n,1,DOUBLE))) */
/* return PyErr_NoMemory(); */
/* memcpy(MAT_BUFD(x), mywork->x, n*sizeof(scs_float)); */
veclen[0] = d->n;
x = PyArray_SimpleNewFromData(1, veclen, scs_floatType, sol.x);
PyArray_ENABLEFLAGS((PyArrayObject *)x, NPY_ARRAY_OWNDATA);
/* y */
/* matrix *y; */
/* if(!(y = Matrix_New(p,1,DOUBLE))) */
/* return PyErr_NoMemory(); */
/* memcpy(MAT_BUFD(y), mywork->y, p*sizeof(scs_float)); */
veclen[0] = d->m;
y = PyArray_SimpleNewFromData(1, veclen, scs_floatType, sol.y);
PyArray_ENABLEFLAGS((PyArrayObject *)y, NPY_ARRAY_OWNDATA);
/* s */
/* matrix *s; */
/* if(!(s = Matrix_New(m,1,DOUBLE))) */
/* return PyErr_NoMemory(); */
/* memcpy(MAT_BUFD(s), mywork->s, m*sizeof(scs_float)); */
veclen[0] = d->m;
s = PyArray_SimpleNewFromData(1, veclen, scs_floatType, sol.s);
PyArray_ENABLEFLAGS((PyArrayObject *)s, NPY_ARRAY_OWNDATA);
infoDict = Py_BuildValue(
outarg_string, "statusVal", (scs_int)info.statusVal, "iter",
(scs_int)info.iter, "pobj", (scs_float)info.pobj, "dobj",
(scs_float)info.dobj, "resPri", (scs_float)info.resPri, "resDual",
(scs_float)info.resDual, "relGap", (scs_float)info.relGap, "resInfeas",
(scs_float)info.resInfeas, "resUnbdd", (scs_float)info.resUnbdd,
"solveTime", (scs_float)(info.solveTime), "setupTime",
(scs_float)(info.setupTime), "status", info.status);
returnDict = Py_BuildValue("{s:O,s:O,s:O,s:O}", "x", x, "y", y, "s", s,
"info", infoDict);
/* give up ownership to the return dictionary */
Py_DECREF(x);
Py_DECREF(y);
Py_DECREF(s);
Py_DECREF(infoDict);
/* no longer need pointers to arrays that held primitives */
freePyData(d, k, &ps);
return returnDict;
}
int main(int argc, char **argv) {
scs_int n, m, col_nnz, nnz, i, q_total, q_num_rows, max_q;
Cone * k;
Data * d;
Sol * sol, * opt_sol;
Info info = { 0 };
scs_float p_f, p_l;
int seed = 0;
/* default parameters */
p_f = 0.1;
p_l = 0.3;
seed = time(SCS_NULL);
switch (argc) {
case 5:
seed = atoi(argv[4]);
/* no break */
case 4:
p_f = atof(argv[2]);
p_l = atof(argv[3]);
/* no break */
case 2:
n = atoi(argv[1]);
break;
default:
scs_printf("usage:\t%s n p_f p_l s\n"
"\tcreates an SOCP with n variables where p_f fraction of rows correspond\n"
"\tto equality constraints, p_l fraction of rows correspond to LP constraints,\n"
"\tand the remaining percentage of rows are involved in second-order\n"
"\tcone constraints. the random number generator is seeded with s.\n"
"\tnote that p_f + p_l should be less than or equal to 1, and that\n"
"\tp_f should be less than .33, since that corresponds to as many equality\n"
"\tconstraints as variables.\n", argv[0]);
scs_printf("\nusage:\t%s n p_f p_l\n"
"\tdefaults the seed to the system time\n", argv[0]);
scs_printf("\nusage:\t%s n\n"
"\tdefaults to using p_f = 0.1 and p_l = 0.3\n", argv[0]);
return 0;
}
srand(seed);
scs_printf("seed : %i\n", seed);
k = scs_calloc(1, sizeof(Cone));
d = scs_calloc(1, sizeof(Data));
d->stgs = scs_calloc(1, sizeof(Settings));
sol = scs_calloc(1, sizeof(Sol));
opt_sol = scs_calloc(1, sizeof(Sol));
m = 3 * n;
col_nnz = (int) ceil(sqrt(n));
nnz = n * col_nnz;
max_q = (scs_int) ceil(3 * n / log(3 * n));
if (p_f + p_l > 1.0) {
printf("error: p_f + p_l > 1.0!\n");
return 1;
}
k->f = (scs_int) floor(3 * n * p_f);
k->l = (scs_int) floor(3 * n * p_l);
k->qsize = 0;
q_num_rows = 3 * n - k->f - k->l;
k->q = scs_malloc(q_num_rows * sizeof(scs_int));
while (q_num_rows > max_q) {
int size;
size = (rand() % max_q) + 1;
k->q[k->qsize] = size;
k->qsize++;
q_num_rows -= size;
}
if (q_num_rows > 0) {
k->q[k->qsize] = q_num_rows;
k->qsize++;
}
q_total = 0;
for (i = 0; i < k->qsize; i++) {
q_total += k->q[i];
}
k->s = SCS_NULL;
k->ssize = 0;
k->ep = 0;
k->ed = 0;
scs_printf("\nA is %ld by %ld, with %ld nonzeros per column.\n", (long) m, (long) n, (long) col_nnz);
scs_printf("A has %ld nonzeros (%f%% dense).\n", (long) nnz, 100 * (scs_float) col_nnz / m);
scs_printf("Nonzeros of A take %f GB of storage.\n", ((scs_float) nnz * sizeof(scs_float)) / POWF(2, 30));
scs_printf("Row idxs of A take %f GB of storage.\n", ((scs_float) nnz * sizeof(scs_int)) / POWF(2, 30));
scs_printf("Col ptrs of A take %f GB of storage.\n\n", ((scs_float) n * sizeof(scs_int)) / POWF(2, 30));
printf("Cone information:\n");
printf("Zero cone rows: %ld\n", (long) k->f);
printf("LP cone rows: %ld\n", (long) k->l);
printf("Number of second-order cones: %ld, covering %ld rows, with sizes\n[", (long) k->qsize, (long) q_total);
for (i = 0; i < k->qsize; i++) {
printf("%ld, ", (long) k->q[i]);
}
printf("]\n");
printf("Number of rows covered is %ld out of %ld.\n\n", (long) (q_total + k->f + k->l), (long) m);
/* set up SCS structures */
d->m = m;
d->n = n;
genRandomProbData(nnz, col_nnz, d, k, opt_sol);
setDefaultSettings(d);
scs_printf("true pri opt = %4f\n", innerProd(d->c, opt_sol->x, d->n));
scs_printf("true dua opt = %4f\n", -innerProd(d->b, opt_sol->y, d->m));
/* solve! */
scs(d, k, sol, &info);
scs_printf("true pri opt = %4f\n", innerProd(d->c, opt_sol->x, d->n));
scs_printf("true dua opt = %4f\n", -innerProd(d->b, opt_sol->y, d->m));
if (sol->x) { scs_printf("scs pri obj= %4f\n", innerProd(d->c, sol->x, d->n)); }
if (sol->y) { scs_printf("scs dua obj = %4f\n", -innerProd(d->b, sol->y, d->m)); }
freeData(d, k);
freeSol(sol);
freeSol(opt_sol);
return 0;
}
