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#include "debug.hh"
#include "const.hh"
#include "qlp.hh"
#include "choleski.hh"
void
Mixed_qp::add_equality_cons(Vector , double )
{
assert(false);
}
void
Mixed_qp::add_fixed_var(int i, Real r)
{
eq_cons.add(i);
eq_consrhs.add(r);
}
void
Ineq_constrained_qp::add_inequality_cons(Vector c, double r)
{
cons.add(c);
consrhs.add(r);
}
Ineq_constrained_qp::Ineq_constrained_qp(int novars):
quad(novars),
lin(novars)
{
}
void
Ineq_constrained_qp::OK() const
{
#ifndef NDEBUG
assert(cons.sz() == consrhs.sz());
Matrix Qdif= quad - quad.transposed();
assert(Qdif.norm()/quad.norm() < EPS);
#endif
}
Real
Ineq_constrained_qp::eval (Vector v)
{
return v * quad * v + lin * v + const_term;
}
/*
eliminate appropriate variables, until we have a Ineq_constrained_qp
then solve that.
PRE
cons should be ascending
*/
Vector
Mixed_qp::solve(Vector start) const
{
print();
Ineq_constrained_qp pure(*this);
for (int i= eq_cons.sz()-1; i>=0; i--) {
pure.eliminate_var(eq_cons[i], eq_consrhs[i]);
start.del(eq_cons[i]);
}
Vector sol = pure.solve(start);
for (int i= 0; i < eq_cons.sz(); i++) {
sol.insert( eq_consrhs[i],eq_cons[i]);
}
return sol;
}
/*
assume x(idx) == value, and adjust constraints, lin and quad accordingly
*/
void
Ineq_constrained_qp::eliminate_var(int idx, Real value)
{
Vector row(quad.row(idx));
row*= value;
quad.delete_row(idx);
quad.delete_column(idx);
lin.del(idx);
row.del(idx);
lin +=row ;
for (int i=0; i < cons.sz(); i++) {
consrhs[i] -= cons[i](idx) *value;
cons[i].del(idx);
}
}
Mixed_qp::Mixed_qp(int n)
: Ineq_constrained_qp(n)
{
}
void
Mixed_qp::OK() const
{
#ifndef NDEBUG
Ineq_constrained_qp::OK();
assert(eq_consrhs.sz() == eq_cons.sz());
#endif
}
void
Ineq_constrained_qp::print() const
{
#ifndef NPRINT
mtor << "Quad " << quad;
mtor << "lin " << lin <<"\n";
for (int i=0; i < cons.sz(); i++) {
mtor << "constraint["<<i<<"]: " << cons[i] << " >= " << consrhs[i];
mtor << "\n";
}
#endif
}
void
Mixed_qp::print() const
{
#ifndef NPRINT
Ineq_constrained_qp::print();
for (int i=0; i < eq_cons.sz(); i++) {
mtor << "eq cons "<<i<<": x["<<eq_cons[i]<<"] == " << eq_consrhs[i]<<"\n";
}
#endif
}
void
Ineq_constrained_qp::assert_solution(Vector sol) const
{
svec<int> binding;
for (int i=0; i < cons.sz(); i++) {
Real R=cons[i] * sol- consrhs[i];
assert(R> -EPS);
if (R < EPS)
binding.add(i);
}
// KKT check...
// todo
}
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