1 /* -------------------------------------------------------------
2
3 This file is a component of SDPA
4 Copyright (C) 2004-2012 SDPA Project
5
6 This program is free software; you can redistribute it and/or modify
7 it under the terms of the GNU General Public License as published by
8 the Free Software Foundation; either version 2 of the License, or
9 (at your option) any later version.
10
11 This program is distributed in the hope that it will be useful,
12 but WITHOUT ANY WARRANTY; without even the implied warranty of
13 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
14 GNU General Public License for more details.
15
16 You should have received a copy of the GNU General Public License
17 along with this program; if not, write to the Free Software
18 Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
19
20 ------------------------------------------------------------- */
21 // Here is the start of ``example3.cpp''
22
23 #include <cstdio>
24 #include <cstdlib>
25 #include <sdpa_call.h>
26
27 /*
28 example1.dat:
29
30 "Example 1: mDim = 3, nBLOCK = 1, {2}"
31 3 = mDIM
32 1 = nBLOCK
33 2 = bLOCKsTRUCT
34 {48, -8, 20}
35 { {-11, 0}, { 0, 23} }
36 { { 10, 4}, { 4, 0} }
37 { { 0, 0}, { 0, -8} }
38 { { 0, -8}, {-8, -2} }
39
40 example1.ini:
41 {0.0, -4.0, 0.0}
42 { {11.0, 0.0}, {0.0, 9.0} }
43 { {5.9, -1.375}, {-1.375, 1.0} }
44
45 */
46
47 void printVector(double* ele, int dim, char* printFormat,
48 FILE* fpout);
49 void printMatrix(double* ele, int dim, char* printFormat,
50 FILE* fpout);
51 void printDimacsError(double dimacs_error[7],char* printFormat,
52 FILE* fpout);
53
main()54 int main ()
55 {
56 SDPA::printSDPAVersion(stdout);
57 SDPA Problem1;
58 Problem1.setDisplay(stdout);
59
60 // All parameteres are renewed
61 Problem1.setParameterType(SDPA::PARAMETER_DEFAULT);
62
63 // If necessary, each parameter can be set independently
64
65 // Problem1.setParameterMaxIteration(100);
66 // Problem1.setParameterEpsilonStar(1.0e-7);
67 // Problem1.setParameterLambdaStar(1.0e+2);
68 // Problem1.setParameterOmegaStar(2.0);
69 // Problem1.setParameterLowerBound(-1.0e+5);
70 // Problem1.setParameterUppwerBound(1.0e+5);
71 // Problem1.setParameterBetaStar(0.1);
72 // Problem1.setParameterBetaBar(0.2);
73 // Problem1.setParameterGammaStar(0.9);
74 // Problem1.setParameterEpsilonDash(1.0e-7);
75 // Problem1.setParameterPrintXVec((char*)"%+8.3e" );
76 // Problem1.setParameterPrintXMat((char*)"%+8.3e" );
77 // Problem1.setParameterPrintYMat((char*)"%+8.3e" );
78 // Problem1.setParameterPrintInformation((char*)"%+10.16e");
79
80 Problem1.printParameters(stdout);
81
82 int mDIM = 3;
83 int nBlock = 1;
84 Problem1.inputConstraintNumber(mDIM);
85 Problem1.inputBlockNumber(nBlock);
86 Problem1.inputBlockSize(1,2);
87 Problem1.inputBlockType(1,SDPA::SDP);
88
89 Problem1.initializeUpperTriangleSpace();
90
91 Problem1.inputCVec(1,48);
92 Problem1.inputCVec(2,-8);
93 Problem1.inputCVec(3,20);
94
95 Problem1.inputElement(0, 1, 1, 1, -11);
96 Problem1.inputElement(0, 1, 2, 2, 23);
97
98 Problem1.inputElement(1, 1, 1, 1, 10);
99 Problem1.inputElement(1, 1, 1, 2, 4);
100
101 Problem1.inputElement(2, 1, 2, 2, -8);
102
103 Problem1.inputElement(3, 1, 1, 2, -8);
104 Problem1.inputElement(3, 1, 2, 2, -2);
105
106 Problem1.initializeUpperTriangle();
107
108 Problem1.setInitPoint(true);
109
110 Problem1.inputInitXVec(1, 0.0);
111 Problem1.inputInitXVec(2,-4.0);
112 Problem1.inputInitXVec(3, 0.0);
113
114 Problem1.inputInitXMat(1,1,1, 11.0);
115 Problem1.inputInitXMat(1,2,2, 9.0);
116
117 Problem1.inputInitYMat(1,1,1, 5.9);
118 Problem1.inputInitYMat(1,1,2, -1.375);
119 Problem1.inputInitYMat(1,2,2, 1.0);
120
121 Problem1.initializeSolve();
122
123 // if necessary, dump input data and initial point
124 // Problem1.writeInputSparse((char*)"tmp.dat-s",(char*)"%+8.3e");
125 // Problem1.writeInitSparse((char*)"tmp.ini-s",(char*)"%+8.3e");
126
127 Problem1.solve();
128
129 fprintf(stdout, "\nStop iteration = %d\n",
130 Problem1.getIteration());
131 char phase_string[30];
132 Problem1.getPhaseString(phase_string);
133 fprintf(stdout, "Phase = %s\n", phase_string);
134 fprintf(stdout, "objValPrimal = %+10.6e\n",
135 Problem1.getPrimalObj());
136 fprintf(stdout, "objValDual = %+10.6e\n",
137 Problem1.getDualObj());
138 fprintf(stdout, "p. feas. error = %+10.6e\n",
139 Problem1.getPrimalError());
140 fprintf(stdout, "d. feas. error = %+10.6e\n\n",
141 Problem1.getDualError());
142
143
144 fprintf(stdout, "xVec = \n");
145 // Problem1.printResultXVec();
146 printVector(Problem1.getResultXVec(),
147 Problem1.getConstraintNumber(), (char*)"%+8.3e",
148 stdout);
149
150 fprintf(stdout, "xMat = \n");
151 // Problem1.printResultXMat();
152 for (int l=0; l<Problem1.getBlockNumber(); ++l) {
153 if (Problem1.getBlockType(l+1) == SDPA::SDP) {
154 printMatrix(Problem1.getResultXMat(l+1),
155 Problem1.getBlockSize(l+1), (char*)"%+8.3e",
156 stdout);
157 }
158 else if (Problem1.getBlockType(l+1) == SDPA::SOCP) {
159 printf("current version does not support SOCP\n");
160 }
161 if (Problem1.getBlockType(l+1) == SDPA::LP) {
162 printVector(Problem1.getResultXMat(l+1),
163 Problem1.getBlockSize(l+1), (char*)"%+8.3e",
164 stdout);
165 }
166 }
167
168 fprintf(stdout, "yMat = \n");
169 // Problem1.printResultYMat();
170 for (int l=0; l<Problem1.getBlockNumber(); ++l) {
171 if (Problem1.getBlockType(l+1) == SDPA::SDP) {
172 printMatrix(Problem1.getResultYMat(l+1),
173 Problem1.getBlockSize(l+1), (char*)"%+8.3e",
174 stdout);
175 }
176 else if (Problem1.getBlockType(l+1) == SDPA::SOCP) {
177 printf("current version does not support SOCP\n");
178 }
179 if (Problem1.getBlockType(l+1) == SDPA::LP) {
180 printVector(Problem1.getResultYMat(l+1),
181 Problem1.getBlockSize(l+1), (char*)"%+8.3e",
182 stdout);
183 }
184 }
185
186 double dimacs_error[7];
187 Problem1.getDimacsError(dimacs_error);
188 printDimacsError(dimacs_error,(char*)"%+8.3e",stdout);
189
190 // Problem1.printComputationTime(stdout);
191
192 Problem1.terminate();
193 exit(0);
194 };
195
printVector(double * ele,int dim,char * printFormat,FILE * fpout)196 void printVector(double* ele, int dim, char* printFormat, FILE* fpout)
197 {
198 fprintf(fpout,"[ ");
199 for (int k=0; k<dim-1; ++k) {
200 fprintf(fpout,printFormat,ele[k]);
201 fprintf(fpout," ");
202 }
203 fprintf(fpout,printFormat,ele[dim-1]);
204 fprintf(fpout,"]; \n");
205 }
206
printMatrix(double * ele,int dim,char * printFormat,FILE * fpout)207 void printMatrix(double* ele, int dim, char* printFormat, FILE* fpout)
208 {
209 fprintf(fpout,"[\n");
210 for (int i=0; i<dim; ++i) {
211 fprintf(fpout,"[ ");
212 for (int j=0; j<dim-1; ++j) {
213 fprintf(fpout,printFormat,ele[i+dim*j]);
214 fprintf(fpout," ");
215 }
216 fprintf(fpout,printFormat,ele[i+dim*(dim-1)]);
217 fprintf(fpout,"]; \n");
218 }
219 fprintf(fpout,"]; \n");
220 }
221
printDimacsError(double dimacs_error[7],char * printFormat,FILE * fpout)222 void printDimacsError(double dimacs_error[7],char* printFormat,
223 FILE* fpout)
224 {
225 fprintf(fpout, "\n");
226 fprintf(fpout, "* DIMACS_ERRORS * \n");
227 fprintf(fpout, "err1 = ");
228 fprintf(fpout, printFormat, dimacs_error[1]);
229 fprintf(fpout, " [||Ax-b|| / (1+||b||_1)]\n");
230 fprintf(fpout, "err2 = ");
231 fprintf(fpout, printFormat, dimacs_error[2]);
232 fprintf(fpout, " [max(0, -lambda(x)/(1+||b||_1))]\n");
233 fprintf(fpout, "err3 = ");
234 fprintf(fpout, printFormat, dimacs_error[3]);
235 fprintf(fpout, " [||A^Ty + z - c || / (1+||c||_1)]\n");
236 fprintf(fpout, "err4 = ");
237 fprintf(fpout, printFormat, dimacs_error[4]);
238 fprintf(fpout, " [max(0, -lambda(z)/(1+||c||_1))]\n");
239 fprintf(fpout, "err5 = ");
240 fprintf(fpout, printFormat, dimacs_error[5]);
241 fprintf(fpout, " [(<c,x> - <b,y>) / (1 + |<c,x>| + |<b,y>|)]\n");
242 fprintf(fpout, "err6 = ");
243 fprintf(fpout, printFormat, dimacs_error[6]);
244 fprintf(fpout, " [<x,z> / (1 + |<c,x>| + |<b,y>|)]\n");
245 fprintf(fpout, "\n");
246 }
247
248