void SPxSolver::qualBoundViolation(
Real& maxviol, Real& sumviol) const
{
maxviol = 0.0;
sumviol = 0.0;
DVector solu( nCols() );
getPrimal( solu );
for( int col = 0; col < nCols(); ++col )
{
assert( lower( col ) <= upper( col ));
Real viol = 0.0;
if (solu[col] < lower( col ))
viol = spxAbs( solu[col] - lower( col ));
else
if (solu[col] > upper( col ))
viol = spxAbs( solu[col] - upper( col ));
if (viol > maxviol)
maxviol = viol;
sumviol += viol;
}
}
void SPxSolver::qualSlackViolation(Real& maxviol, Real& sumviol) const
{
maxviol = 0.0;
sumviol = 0.0;
DVector solu( nCols() );
DVector slacks( nRows() );
getPrimal( solu );
getSlacks( slacks );
for( int row = 0; row < nRows(); ++row )
{
const SVector& rowvec = rowVector( row );
Real val = 0.0;
for( int col = 0; col < rowvec.size(); ++col )
val += rowvec.value( col ) * solu[rowvec.index( col )];
Real viol = spxAbs(val - slacks[row]);
if (viol > maxviol)
maxviol = viol;
sumviol += viol;
}
}
void SPxSolver::qualConstraintViolation(Real& maxviol, Real& sumviol) const
{
maxviol = 0.0;
sumviol = 0.0;
DVector solu( nCols() );
getPrimal( solu );
for( int row = 0; row < nRows(); ++row )
{
const SVector& rowvec = rowVector( row );
Real val = 0.0;
for( int col = 0; col < rowvec.size(); ++col )
val += rowvec.value( col ) * solu[rowvec.index( col )];
Real viol = 0.0;
assert(lhs( row ) <= rhs( row ));
if (val < lhs( row ))
viol = spxAbs(val - lhs( row ));
else
if (val > rhs( row ))
viol = spxAbs(val - rhs( row ));
if (viol > maxviol)
maxviol = viol;
sumviol += viol;
}
}
Residuals(const Problem& problem, const Omega& omega, const Psi& psi)
: normOfC{problem.c.norm()},
normOfB{problem.b.norm()},
AXPlusS{problem.A * omega.x + psi.s},
ATransposeY{problem.A.transpose() * omega.y},
cTransposeX{problem.c.transpose() * omega.x},
bTranspoesY{problem.b.transpose() * omega.y},
primal{getPrimal(problem, omega, psi)},
dual{getDual(problem, omega)},
primalDualGap{getGap(problem, omega)},
unbounded{cTransposeX < 0 ? AXPlusS.norm() * normOfC / -cTransposeX
: NAN},
infeasible{bTranspoesY < 0 ? ATransposeY.norm() * normOfB / -bTranspoesY
: NAN} {}