void SimpleVector::axdzpy( double alpha, OoqpVector& xvec,
OoqpVector& zvec, OoqpVector& select )
{
assert( n == xvec.length() &&
n == zvec.length() );
SimpleVector & sxvec = dynamic_cast<SimpleVector &>(xvec);
double * x = sxvec.v;
SimpleVector & szvec = dynamic_cast<SimpleVector &>(zvec);
double * z = szvec.v;
SimpleVector & sselect = dynamic_cast<SimpleVector &>(select);
double * s = sselect.v;
int i;
if( alpha == 1.0 ) {
for( i = 0; i < n; i++ ) {
if( 0.0 != s[i] ) v[i] += x[i] / z[i];
}
} else if ( alpha == -1.0 ) {
for( i = 0; i < n; i++ ) {
if( 0.0 != s[i] ) v[i] -= x[i] / z[i];
}
} else {
for( i = 0; i < n; i++ ) {
if( 0.0 != s[i] ) v[i] += alpha * x[i] / z[i];
}
}
}
void SimpleVector::axzpy( double alpha, OoqpVector& xvec,
OoqpVector& zvec )
{
assert( n == xvec.length() &&
n == zvec.length() );
SimpleVector & sxvec = dynamic_cast<SimpleVector &>(xvec);
SimpleVector & szvec = dynamic_cast<SimpleVector &>(zvec);
double * x = sxvec.v;
double * z = szvec.v;
double * lx = x + n;
double * w = v;
if( alpha == 1.0 ) {
while( x < lx ) {
*w += *x * *z;
w++; x++; z++;
}
} else if ( alpha == -1 ) {
while( x < lx ) {
*w -= *x * *z;
w++; x++; z++;
}
} else {
while( x < lx ) {
*w += alpha * *x * *z;
w++; x++; z++;
}
}
}
void PetscVector::copyFrom( OoqpVector& v_in )
{
assert( n == v_in.length() );
if( v_in.isKindOf( kPetscVector ) ) {
PetscVector & pet = (PetscVector &) v_in;
int ierr = VecCopy( pet.pv, pv );
assert( ierr == 0);
} else if ( v_in.isKindOf( kSimpleVector ) ) {
SimpleVector & sv = (SimpleVector &) v_in;
this->copyFromArray( sv.elements() );
} else {
assert( 0 && "Can't copy from unknown OoqpVector type" );
}
}
double SimpleVector::dotProductWith( OoqpVector& vec )
{
assert( n == vec.length() );
SimpleVector & svec = dynamic_cast<SimpleVector &>(vec);
double * vvec = svec.v;
double dot1 = 0.0;
double dot2 = 0.0;
const int size = 8196;
int kmax = n / size;
int i = 0;
int k, imax;
for( k = 0; k < kmax; k++ ) {
imax = (k + 1) * 8196;
for( ; i < imax; i++ ) {
dot1 += v[i] * vvec[i];
}
dot2 += dot1;
dot1 = 0;
}
for( ; i < n; i++ ) {
dot1 += v[i] * vvec[i];
}
return dot2 + dot1;
}
void SimpleVector::axpy( double alpha, OoqpVector& vec )
{
assert( n == vec.length() );
SimpleVector & sv = dynamic_cast<SimpleVector &>(vec);
int one = 1;
daxpy_( &n, &alpha, sv.v, &one, v, &one );
}
void SimpleVector::componentMult( OoqpVector& vec )
{
assert( n == vec.length() );
SimpleVector & sv = dynamic_cast<SimpleVector &>(vec);
double * y = sv.v;
int i;
for( i = 0; i < n; i++ ) v[i] *= y[i];
}
void SimpleVector::axdzpy( double alpha, OoqpVector& xvec,
OoqpVector& zvec )
{
SimpleVector & sxvec = dynamic_cast<SimpleVector &>(xvec);
double * x = sxvec.v;
SimpleVector & szvec = dynamic_cast<SimpleVector &>(zvec);
double * z = szvec.v;
assert( n == xvec.length() &&
n == zvec.length() );
int i;
for( i = 0; i < n; i++ ) {
//if(x[i] > 0 && z[i] > 0)
v[i] += alpha * x[i] / z[i];
}
}
void SimpleVector::componentDiv ( OoqpVector& vec )
{
assert( n == vec.length() );
double * pv = v, *lv = v + n;
SimpleVector & sv = dynamic_cast<SimpleVector &>(vec);
double * y = sv.v;
for( ; pv < lv; pv++, y++ ) *pv /= *y;
}
void SimpleVector::addSomeConstants( double c, OoqpVector& select )
{
SimpleVector & sselect = dynamic_cast<SimpleVector &>(select);
double * map = sselect.v;
int i;
assert( n == select.length() );
for( i = 0; i < n; i++ ) {
if( map[i] ) v[i] += c;
}
}
void SimpleVector::selectNonZeros( OoqpVector& select )
{
SimpleVector & sselect = dynamic_cast<SimpleVector &>(select);
double * map = sselect.v;
assert( n == select.length() );
int i;
for( i = 0; i < n; i++ ) {
if( 0.0 == map[i] ) v[i] = 0.0;
}
}
void SimpleVector::divideSome( OoqpVector& div, OoqpVector& select )
{
if( n == 0 ) return;
SimpleVector & sselect = dynamic_cast<SimpleVector &>(select);
double * map = sselect.v;
SimpleVector & sdiv = dynamic_cast<SimpleVector &>(div);
double * q = sdiv.v;
assert( n == div.length() && n == select.length() );
double * lmap = map + n;
double * w = v;
while( map < lmap ) {
if( 0 != *map ) {
*w /= *q;
}
map++;
w++;
q++;
}
}
void DenseStorage::fromGetDiagonal( int idiag, OoqpVector& vec )
{
int k;
int extent = vec.length();
assert( idiag + extent <= n );
assert( idiag + extent <= m );
SimpleVector & sv = (SimpleVector &) vec;
for ( k = idiag; k < idiag + extent; k++ ) {
sv[k] = M[k][k];
}
}
int SimpleVector::somePositive( OoqpVector& select )
{
SimpleVector & sselect = dynamic_cast<SimpleVector &>(select);
double * map = sselect.v;
assert( n == select.length() );
int i;
for( i = 0; i < n; i++ ) {
if( 0.0 != map[i] && v[i] <= 0 ) {
cout << "Element " << i << " is nonpositive: " << v[i] << endl;
return 0;
}
}
return 1;
}
int SimpleVector::matchesNonZeroPattern( OoqpVector& select )
{
SimpleVector & sselect = dynamic_cast<SimpleVector &>(select);
double * map = sselect.v;
double * lmap = map + n;
assert( n == select.length() );
double *w = v;
while( map < lmap ) {
if( *map == 0.0 && *w != 0.0 ) return 0;
map++;
w++;
}
return 1;
}
void DenseStorage::setToDiagonal( OoqpVector& vec )
{
int i,k;
int extent = vec.length();
assert( extent <= n );
assert( extent <= m );
SimpleVector & sv = (SimpleVector &) vec;
for( i = 0; i < m; i++ ) {
for( k = 0; k < n; k++ ) {
M[i][k] = 0.0;
}
}
for ( k = 0; k < extent; k++ ) {
M[k][k] = sv[k];
}
}
double SimpleVector::stepbound(OoqpVector & pvec, double maxStep )
{
assert( n == pvec.length() );
SimpleVector & spvec = dynamic_cast<SimpleVector &>(pvec);
double * p = spvec.v;
double * w = v;
double bound = maxStep;
int i;
for( i = 0; i < n; i++ ) {
double temp = p[i];
if( w[i] >= 0 && temp < 0 ) {
temp = -w[i]/temp;
if( temp < bound ) {
bound = temp;
}
}
}
return bound;
}
double
SimpleVector::shiftedDotProductWith( double alpha, OoqpVector& mystep,
OoqpVector& yvec,
double beta, OoqpVector& ystep )
{
assert( n == mystep.length() &&
n == yvec .length() &&
n == ystep .length() );
SimpleVector & syvec = dynamic_cast<SimpleVector &>(yvec);
double * y = syvec.v;
SimpleVector & smystep = dynamic_cast<SimpleVector &>(mystep);
double * p = smystep.v;
SimpleVector & systep = dynamic_cast<SimpleVector &>(ystep);
double * q = systep.v;
double dot1 = 0.0;
double dot2 = 0.0;
const int size = 8196;
int kmax = n / size;
int i = 0;
int k, imax;
for( k = 0; k < kmax; k++ ) {
imax = (k + 1) * 8196;
for( ; i < imax; i++ ) {
dot1 += (v[i] + alpha * p[i]) * (y[i] + beta * q[i] );
}
dot2 += dot1;
dot1 = 0;
}
for( ; i < n; i++ ) {
dot1 += (v[i] + alpha * p[i]) * (y[i] + beta * q[i] );
}
return dot2 + dot1;
}
void SimpleVector::writefSomeToStream( ostream& out,
const char format[],
OoqpVector& select ) const
{
SimpleVector & sselect = dynamic_cast<SimpleVector &>(select);
double * s = 0;
if( select.length() > 0 ) {
s = sselect.v;
}
int i;
for( i = 0; i < n; i++ ) {
if( !s || s[i] != 0.0 ) {
int j = 0;
char c;
while( (c = format[j]) != 0 ) {
if( c != '%' ) {
out << c;
} else {
// Brain-dead variable substitution, but good enough for this
// simple case
if( 0 == strncmp( "{value}", &format[j + 1], 7 ) ) {
out << v[i];
j += 7;
} else if ( 0 == strncmp( "{index}", &format[j + 1], 7 ) ) {
out << i;
j += 7;
} else {
out << c;
}
}
j++;
}
out << endl;
}
}
}
void QpGenData::datarandom( OoqpVector & x, OoqpVector & y,
OoqpVector & z, OoqpVector & s )
{
double drand( double * );
double ix = 3074.20374;
OoqpVectorHandle xdual(la->newVector( nx ));
this->randomlyChooseBoundedVariables( x, *xdual,
*blx, *ixlow, *bux, *ixupp,
&ix, .25, .25, .25 );
{
// ofstream x_vec( "x" );
// x->writeToStream( x_vec );
// ofstream eta_vec( "xdual" );
// eta_vec.precision(16);
// xdual->writeToStream( eta_vec );
// ofstream blx_vec( "blx" );
// blx->writeToStream( blx_vec );
// ofstream bux_vec( "bux" );
// bux->writeToStream( bux_vec );
}
OoqpVectorHandle sprime(la->newVector( mz ));
this->randomlyChooseBoundedVariables( *sprime, z,
*bl, *iclow, *bu, *icupp,
&ix, .25, .25, .5 );
{
// ofstream z_vec( "z" );
// z_vec << z << endl;
}
{
Q->randomizePSD( &ix );
// ofstream Q_mat( "Q" );
// Q_mat << Q << endl;
}
{
A->randomize( -10.0, 10.0, &ix );
// ofstream A_mat( "A" );
// A_mat << A << endl;
}
{
C->randomize( -10.0, 10.0, &ix );
// ofstream C_mat( "C" );
// C_mat << C << endl;
}
y.randomize( -10.0, 10.0, &ix );
{
// ofstream y_vec( "y" );
// y_vec << y << endl;
}
// g = - Q x + A\T y + C\T z + xdual
g->copyFrom( *xdual );
Q->mult( 1.0, *g, -1.0, x );
A->transMult( 1.0, *g, 1.0, y );
C->transMult( 1.0, *g, 1.0, z );
// bA = A x
A->mult( 0.0, *bA, 1.0, x );
{
// ofstream bA_vec( "bA" );
// bA_vec << bA << endl;
}
// Have a randomly generated sprime.
// C x - s = 0. Let q + sprime = s, i.e. q = s - sprime.
// Compute s and temporarily store in q
C->mult( 0.0, s, 1.0, x );
// Now compute the real q = s - sprime
OoqpVectorHandle q(la->newVector( mz ));
q->copyFrom( s );
q->axpy( -1.0, *sprime );
// Adjust bl and bu appropriately
bl->axpy( 1.0, *q );
bu->axpy( 1.0, *q );
bl->selectNonZeros( *iclow );
bu->selectNonZeros( *icupp );
{
// ofstream bl_vec( "bl" );
// bl_vec << bl << endl;
// ofstream bu_vec( "bu" );
// bu_vec << bu << endl;
}
}
void QpGenData::getbA( OoqpVector& bout )
{
bout.copyFrom( *bA );
}
void SimpleVector::copyFrom( OoqpVector& vec )
{
assert( vec.length() == n );
vec.copyIntoArray( this->v );
}
void QpGenData::getg( OoqpVector& myG )
{
myG.copyFrom( *g );
}
void
QpGenData::randomlyChooseBoundedVariables( OoqpVector& x,
OoqpVector& dualx,
OoqpVector& xlow_,
OoqpVector& ixlow_,
OoqpVector& xupp_,
OoqpVector& ixupp_,
double * ix,
double percentLowerOnly,
double percentUpperOnly,
double percentBound )
{
int i;
double drand( double * );
// Initialize the upper and lower bounds on x
int n = x.length();
double * sxlow = new double[n];
double * sixlow = new double[n];
double * sxupp = new double[n];
double * sixupp = new double[n];
double * sx = new double[n];
double * sdualx = new double[n];
for( i = 0; i < n; i++ ) {
double r = drand(ix);
//cout << " r: " << r << " ";
if( r < percentLowerOnly ) {
//cout << "i= " << i << " Lower bound " << endl;
sixlow[i] = 1.0;
sxlow[i] = (drand(ix) - 0.5) * 3.0;
sixupp[i] = 0.0;
sxupp[i] = 0.0;
} else if ( r < percentLowerOnly + percentUpperOnly ) {
//cout << "i= " << i << " Upper bound " << endl;
sixlow[i] = 0.0;
sxlow[i] = 0.0;
sixupp[i] = 1.0;
sxupp[i] = (drand(ix) - 0.5) * 3.0;
} else if ( r < percentLowerOnly + percentUpperOnly
+ percentBound ) {
//cout << "i= " << i << " Two-sided bound " << endl;
sixlow[i] = 1.0;
sxlow[i] = (drand(ix) - 0.5) * 3.0;
sixupp[i] = 1.0;
sxupp[i] = sxlow[i] + drand(ix) * 10.0;
} else {
// it is free
//cout << "i= " << i << " Free " << endl;
sixlow[i] = 0.0;
sxlow[i] = 0.0;
sixupp[i] = 0.0;
sxupp[i] = 0.0;
}
}
xlow_. copyFromArray( sxlow );
ixlow_.copyFromArray( sixlow );
xupp_. copyFromArray( sxupp );
ixupp_.copyFromArray( sixupp );
for ( i = 0; i < n; i++ ) {
if( sixlow[i] == 0.0 && sixupp[i] == 0.0 ) {
// x[i] not bounded
sx[i] = 20.0 * drand(ix) - 10.0;
sdualx[i] = 0.0;
} else if ( sixlow[i] != 0.0 && sixupp[i] != 0.0 ) {
// x[i] is bounded above and below
double r = drand( ix );
if( r < 0.33 ) {
// x[i] is on its lower bound
sx[i] = sxlow[i];
sdualx[i] = 10.0 * drand( ix );
} else if ( r > .66 ) {
// x[i] is on its upper bound
sx[i] = sxupp[i];
sdualx[i] = -10.0 * drand( ix );
} else {
// x[i] is somewhere in between
double theta = .99 * drand( ix ) + .005;
sx[i] = (1 - theta) * sxlow[i] + theta * sxupp[i];
sdualx[i] = 0.0;
}
} else if ( sixlow[i] != 0.0 ) {
// x[i] is only bounded below
if( drand( ix ) < .33 ) {
// x[i] is on its lower bound
sx[i] = sxlow[i];
sdualx[i] = 10.0 * drand( ix );
} else {
// x[i] is somewhere above its lower bound
sx[i] = sxlow[i] + 0.005 + 10.0 * drand(ix);
sdualx[i] = 0.0;
}
} else { // x[i] only has an upper bound
if( drand(ix) > .66 ) {
// x[i] is on its upper bound
sx[i] = sxupp[i];
sdualx[i] = -10.0 * drand( ix );
} else {
// x[i] is somewhere below its upper bound
sx[i] = sxupp[i] - 0.005 - 10.0 * drand(ix);
sdualx[i] = 0.0;
}
} // end else x[i] only has an upper bound
} // end for ( i = 0; i < n; i++ )
x.copyFromArray( sx );
dualx.copyFromArray( sdualx );
delete [] sxlow;
delete [] sxupp;
delete [] sixlow;
delete [] sixupp;
delete [] sx;
delete [] sdualx;
}