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QProblemB.cpp
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QProblemB.cpp
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/*
* This file is part of qpOASES.
*
* qpOASES -- An Implementation of the Online Active Set Strategy.
* Copyright (C) 2007-2017 by Hans Joachim Ferreau, Andreas Potschka,
* Christian Kirches et al. All rights reserved.
*
* qpOASES is free software; you can redistribute it and/or
* modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation; either
* version 2.1 of the License, or (at your option) any later version.
*
* qpOASES is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.
* See the GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with qpOASES; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA
*
*/
/**
* \file src/QProblemB.cpp
* \author Hans Joachim Ferreau, Andreas Potschka, Christian Kirches
* \version 3.2
* \date 2007-2017
*
* Implementation of the QProblemB class which is able to use the newly
* developed online active set strategy for parametric quadratic programming.
*/
#include <qpOASES/QProblemB.hpp>
#include <qpOASES/LapackBlasReplacement.hpp>
BEGIN_NAMESPACE_QPOASES
/*****************************************************************************
* P U B L I C *
*****************************************************************************/
/*
* Q P r o b l e m B
*/
QProblemB::QProblemB( )
{
/* print copyright notice */
if (options.printLevel != PL_NONE)
printCopyrightNotice( );
/* reset global message handler */
getGlobalMessageHandler( )->reset( );
freeHessian = BT_FALSE;
H = 0;
g = 0;
lb = 0;
ub = 0;
R = 0;
haveCholesky = BT_FALSE;
x = 0;
y = 0;
tau = 0.0;
hessianType = HST_UNKNOWN;
regVal = 0.0;
infeasible = BT_FALSE;
unbounded = BT_FALSE;
status = QPS_NOTINITIALISED;
count = 0;
ramp0 = options.initialRamping;
ramp1 = options.finalRamping;
rampOffset = 0;
delta_xFR_TMP = 0;
setPrintLevel( options.printLevel );
}
/*
* Q P r o b l e m B
*/
QProblemB::QProblemB( int_t _nV, HessianType _hessianType, BooleanType allocDenseMats )
{
int_t i;
/* print copyright notice */
if (options.printLevel != PL_NONE)
printCopyrightNotice( );
/* consistency check */
if ( _nV <= 0 )
{
_nV = 1;
THROWERROR( RET_INVALID_ARGUMENTS );
}
/* reset global message handler */
getGlobalMessageHandler( )->reset( );
freeHessian = BT_FALSE;
H = 0;
g = new real_t[_nV];
for( i=0; i<_nV; ++i ) g[i] = 0.0;
lb = new real_t[_nV];
for( i=0; i<_nV; ++i ) lb[i] = 0.0;
ub = new real_t[_nV];
for( i=0; i<_nV; ++i ) ub[i] = 0.0;
bounds.init( _nV );
if ( allocDenseMats == BT_TRUE )
{
R = new real_t[_nV*_nV];
for( i=0; i<_nV*_nV; ++i ) R[i] = 0.0;
}
else R = 0;
haveCholesky = BT_FALSE;
x = new real_t[_nV];
for( i=0; i<_nV; ++i ) x[i] = 0.0;
y = new real_t[_nV];
for( i=0; i<_nV; ++i ) y[i] = 0.0;
tau = 0.0;
hessianType = _hessianType;
regVal = 0.0;
infeasible = BT_FALSE;
unbounded = BT_FALSE;
status = QPS_NOTINITIALISED;
count = 0;
ramp0 = options.initialRamping;
ramp1 = options.finalRamping;
rampOffset = 0;
delta_xFR_TMP = new real_t[_nV];
setPrintLevel( options.printLevel );
flipper.init( (uint_t)_nV );
}
/*
* Q P r o b l e m B
*/
QProblemB::QProblemB( const QProblemB& rhs )
{
freeHessian = BT_FALSE;
H = 0;
copy( rhs );
}
/*
* ~ Q P r o b l e m B
*/
QProblemB::~QProblemB( )
{
clear( );
/* reset global message handler */
getGlobalMessageHandler( )->reset( );
}
/*
* o p e r a t o r =
*/
QProblemB& QProblemB::operator=( const QProblemB& rhs )
{
if ( this != &rhs )
{
clear( );
copy( rhs );
}
return *this;
}
/*
* r e s e t
*/
returnValue QProblemB::reset( )
{
int_t i;
int_t nV = getNV( );
if ( nV == 0 )
return THROWERROR( RET_QPOBJECT_NOT_SETUP );
/* 1) Reset bounds. */
bounds.init( nV );
/* 2) Reset Cholesky decomposition. */
if ( R!=0 )
for( i=0; i<nV*nV; ++i )
R[i] = 0.0;
haveCholesky = BT_FALSE;
/* 3) Reset steplength and status flags. */
tau = 0.0;
hessianType = HST_UNKNOWN;
regVal = 0.0;
infeasible = BT_FALSE;
unbounded = BT_FALSE;
status = QPS_NOTINITIALISED;
ramp0 = options.initialRamping;
ramp1 = options.finalRamping;
rampOffset = 0;
/* 4) Reset flipper object */
flipper.init( (uint_t)nV );
return SUCCESSFUL_RETURN;
}
/*
* i n i t
*/
returnValue QProblemB::init( SymmetricMatrix *_H, const real_t* const _g,
const real_t* const _lb, const real_t* const _ub,
int_t& nWSR, real_t* const cputime,
const real_t* const xOpt, const real_t* const yOpt,
const Bounds* const guessedBounds,
const real_t* const _R
)
{
int_t i;
int_t nV = getNV( );
if ( nV == 0 )
return THROWERROR( RET_QPOBJECT_NOT_SETUP );
/* 1) Consistency checks. */
if ( isInitialised( ) == BT_TRUE )
{
THROWWARNING( RET_QP_ALREADY_INITIALISED );
reset( );
}
if ( guessedBounds != 0 )
{
for( i=0; i<nV; ++i )
{
if ( guessedBounds->getStatus( i ) == ST_UNDEFINED )
return THROWERROR( RET_INVALID_ARGUMENTS );
}
}
/* exclude this possibility in order to avoid inconsistencies */
if ( ( xOpt == 0 ) && ( yOpt != 0 ) && ( guessedBounds != 0 ) )
return THROWERROR( RET_INVALID_ARGUMENTS );
if ( ( _R != 0 ) && ( ( xOpt != 0 ) || ( yOpt != 0 ) || ( guessedBounds != 0 ) ) )
return THROWERROR( RET_NO_CHOLESKY_WITH_INITIAL_GUESS );
/* 2) Setup QP data. */
if ( setupQPdata( _H,_g,_lb,_ub ) != SUCCESSFUL_RETURN )
return THROWERROR( RET_INVALID_ARGUMENTS );
/* 3) Call to main initialisation routine. */
return solveInitialQP( xOpt,yOpt,guessedBounds,_R, nWSR,cputime );
}
/*
* i n i t
*/
returnValue QProblemB::init( const real_t* const _H, const real_t* const _g,
const real_t* const _lb, const real_t* const _ub,
int_t& nWSR, real_t* const cputime,
const real_t* const xOpt, const real_t* const yOpt,
const Bounds* const guessedBounds,
const real_t* const _R
)
{
int_t i;
int_t nV = getNV( );
if ( nV == 0 )
return THROWERROR( RET_QPOBJECT_NOT_SETUP );
/* 1) Consistency checks. */
if ( isInitialised( ) == BT_TRUE )
{
THROWWARNING( RET_QP_ALREADY_INITIALISED );
reset( );
}
if ( guessedBounds != 0 )
{
for( i=0; i<nV; ++i )
{
if ( guessedBounds->getStatus( i ) == ST_UNDEFINED )
return THROWERROR( RET_INVALID_ARGUMENTS );
}
}
/* exclude this possibility in order to avoid inconsistencies */
if ( ( xOpt == 0 ) && ( yOpt != 0 ) && ( guessedBounds != 0 ) )
return THROWERROR( RET_INVALID_ARGUMENTS );
if ( ( _R != 0 ) && ( ( xOpt != 0 ) || ( yOpt != 0 ) || ( guessedBounds != 0 ) ) )
return THROWERROR( RET_NO_CHOLESKY_WITH_INITIAL_GUESS );
/* 2) Setup QP data. */
if ( setupQPdata( _H,_g,_lb,_ub ) != SUCCESSFUL_RETURN )
return THROWERROR( RET_INVALID_ARGUMENTS );
/* 3) Call to main initialisation routine. */
return solveInitialQP( xOpt,yOpt,guessedBounds,_R, nWSR,cputime );
}
/*
* i n i t
*/
returnValue QProblemB::init( const char* const H_file, const char* const g_file,
const char* const lb_file, const char* const ub_file,
int_t& nWSR, real_t* const cputime,
const real_t* const xOpt, const real_t* const yOpt,
const Bounds* const guessedBounds,
const char* const R_file
)
{
int_t i;
int_t nV = getNV( );
if ( nV == 0 )
return THROWERROR( RET_QPOBJECT_NOT_SETUP );
/* 1) Consistency checks. */
if ( isInitialised( ) == BT_TRUE )
{
THROWWARNING( RET_QP_ALREADY_INITIALISED );
reset( );
}
if ( guessedBounds != 0 )
{
for( i=0; i<nV; ++i )
{
if ( guessedBounds->getStatus( i ) == ST_UNDEFINED )
return THROWERROR( RET_INVALID_ARGUMENTS );
}
}
/* exclude this possibility in order to avoid inconsistencies */
if ( ( xOpt == 0 ) && ( yOpt != 0 ) && ( guessedBounds != 0 ) )
return THROWERROR( RET_INVALID_ARGUMENTS );
if ( ( R_file != 0 ) && ( ( xOpt != 0 ) || ( yOpt != 0 ) || ( guessedBounds != 0 ) ) )
return THROWERROR( RET_NO_CHOLESKY_WITH_INITIAL_GUESS );
/* 2) Setup QP data from files. */
if ( setupQPdataFromFile( H_file,g_file,lb_file,ub_file ) != SUCCESSFUL_RETURN )
return THROWERROR( RET_UNABLE_TO_READ_FILE );
if ( R_file == 0 )
{
/* 3) Call to main initialisation routine. */
return solveInitialQP( xOpt,yOpt,guessedBounds,0, nWSR,cputime );
}
else
{
/* Also read Cholesky factor from file and store it directly into R [thus... */
returnValue returnvalue = readFromFile( R, nV,nV, R_file );
if ( returnvalue != SUCCESSFUL_RETURN )
return THROWWARNING( returnvalue );
/* 3) Call to main initialisation routine. ...passing R here!] */
return solveInitialQP( xOpt,yOpt,guessedBounds,R, nWSR,cputime );
}
}
/*
* h o t s t a r t
*/
returnValue QProblemB::hotstart( const real_t* const g_new,
const real_t* const lb_new, const real_t* const ub_new,
int_t& nWSR, real_t* const cputime,
const Bounds* const guessedBounds
)
{
int_t i, nActiveFar;
int_t nV = getNV ();
real_t starttime = 0.0;
real_t auxTime = 0.0;
if ( nV == 0 )
return THROWERROR( RET_QPOBJECT_NOT_SETUP );
/* Possibly update working set according to guess for working set of bounds. */
if ( guessedBounds != 0 )
{
if ( cputime != 0 )
starttime = getCPUtime( );
if ( setupAuxiliaryQP( guessedBounds ) != SUCCESSFUL_RETURN )
return THROWERROR( RET_SETUP_AUXILIARYQP_FAILED );
status = QPS_AUXILIARYQPSOLVED;
/* Allow only remaining CPU time for usual hotstart. */
if ( cputime != 0 )
{
auxTime = getCPUtime( ) - starttime;
*cputime -= auxTime;
}
}
returnValue returnvalue = SUCCESSFUL_RETURN;
/* Simple check for consistency of bounds */
if ( areBoundsConsistent( lb_new,ub_new ) != SUCCESSFUL_RETURN )
return setInfeasibilityFlag(returnvalue,BT_TRUE);
++count;
int_t nWSR_max = nWSR;
int_t nWSR_performed = 0;
real_t cputime_remaining = INFTY;
real_t cputime_needed = 0.0;
real_t farbound = options.initialFarBounds;
if ( haveCholesky == BT_FALSE )
{
returnvalue = setupInitialCholesky( );
if (returnvalue != SUCCESSFUL_RETURN)
return THROWERROR(returnvalue);
}
BooleanType isFirstCall = BT_TRUE;
if ( options.enableFarBounds == BT_FALSE )
{
/* Automatically call standard solveQP if regularisation is not active. */
returnvalue = solveRegularisedQP( g_new,lb_new,ub_new,
nWSR,cputime,0,
isFirstCall
);
}
else
{
real_t *ub_new_far = new real_t[nV];
real_t *lb_new_far = new real_t[nV];
/* possibly extend initial far bounds to largest bound/constraint data */
if (ub_new)
for (i = 0; i < nV; i++)
if ((ub_new[i] < INFTY) && (ub_new[i] > farbound)) farbound = ub_new[i];
if (lb_new)
for (i = 0; i < nV; i++)
if ((lb_new[i] > -INFTY) && (lb_new[i] < -farbound)) farbound = -lb_new[i];
updateFarBounds( farbound,nV,
lb_new,lb_new_far, ub_new,ub_new_far
);
for ( ;; )
{
nWSR = nWSR_max;
if ( cputime != 0 )
cputime_remaining = *cputime - cputime_needed;
/* Automatically call standard solveQP if regularisation is not active. */
returnvalue = solveRegularisedQP( g_new,lb_new_far,ub_new_far,
nWSR,&cputime_remaining,nWSR_performed,
isFirstCall
);
nWSR_performed = nWSR;
cputime_needed += cputime_remaining;
isFirstCall = BT_FALSE;
/* Check for active far-bounds and move them away */
nActiveFar = 0;
farbound *= options.growFarBounds;
if ( infeasible == BT_TRUE )
{
if ( farbound >= INFTY )
{
returnvalue = RET_HOTSTART_STOPPED_INFEASIBILITY;
goto farewell;
}
updateFarBounds( farbound,nV,
lb_new,lb_new_far, ub_new,ub_new_far
);
}
else if ( status == QPS_SOLVED )
{
real_t tol = farbound/options.growFarBounds * options.boundTolerance;
nActiveFar = 0;
for ( i=0; i<nV; ++i )
{
if ( ( ( lb_new == 0 ) || ( lb_new_far[i] > lb_new[i] ) ) && ( getAbs ( lb_new_far[i] - x[i] ) < tol ) )
++nActiveFar;
if ( ( ( ub_new == 0 ) || ( ub_new_far[i] < ub_new[i] ) ) && ( getAbs ( ub_new_far[i] - x[i] ) < tol ) )
++nActiveFar;
}
if ( nActiveFar == 0 )
break;
status = QPS_HOMOTOPYQPSOLVED;
if ( farbound >= INFTY )
{
unbounded = BT_TRUE;
returnvalue = RET_HOTSTART_STOPPED_UNBOUNDEDNESS;
goto farewell;
}
updateFarBounds( farbound,nV,
lb_new,lb_new_far, ub_new,ub_new_far
);
}
else
{
/* some other error when solving QP */
break;
}
/* advance ramp offset to avoid Ramping cycles */
rampOffset++;
}
farewell:
/* add time to setup auxiliary QP */
if ( cputime != 0 )
*cputime = cputime_needed + auxTime;
delete[] lb_new_far; delete[] ub_new_far;
}
return ( returnvalue != SUCCESSFUL_RETURN ) ? THROWERROR( returnvalue ) : returnvalue;
}
/*
* h o t s t a r t
*/
returnValue QProblemB::hotstart( const char* const g_file,
const char* const lb_file, const char* const ub_file,
int_t& nWSR, real_t* const cputime,
const Bounds* const guessedBounds
)
{
int_t nV = getNV( );
if ( nV == 0 )
return THROWERROR( RET_QPOBJECT_NOT_SETUP );
/* consistency check */
if ( g_file == 0 )
return THROWERROR( RET_INVALID_ARGUMENTS );
/* 1) Allocate memory (if bounds exist). */
real_t* g_new = new real_t[nV];
real_t* lb_new = ( lb_file != 0 ) ? new real_t[nV] : 0;
real_t* ub_new = ( ub_file != 0 ) ? new real_t[nV] : 0;
/* 2) Load new QP vectors from file. */
returnValue returnvalue;
returnvalue = loadQPvectorsFromFile( g_file,lb_file,ub_file,
g_new,lb_new,ub_new
);
if ( returnvalue != SUCCESSFUL_RETURN )
{
if ( ub_file != 0 )
delete[] ub_new;
if ( lb_file != 0 )
delete[] lb_new;
delete[] g_new;
return THROWERROR( RET_UNABLE_TO_READ_FILE );
}
/* 3) Actually perform hotstart. */
returnvalue = hotstart( g_new,lb_new,ub_new,
nWSR,cputime,
guessedBounds
);
/* 4) Free memory. */
if ( ub_file != 0 )
delete[] ub_new;
if ( lb_file != 0 )
delete[] lb_new;
delete[] g_new;
return returnvalue;
}
/*
* g e t W o r k i n g S e t
*/
returnValue QProblemB::getWorkingSet( real_t* workingSet )
{
return getWorkingSetBounds( workingSet );
}
/*
* g e t W o r k i n g S e t B o u n d s
*/
returnValue QProblemB::getWorkingSetBounds( real_t* workingSetB )
{
int_t i;
int_t nV = this->getNV();
if ( workingSetB == 0 )
return THROWERROR( RET_INVALID_ARGUMENTS );
for ( i=0; i<nV; ++i )
{
switch ( bounds.getStatus(i) )
{
case ST_LOWER: workingSetB[i] = -1.0; break;
case ST_UPPER: workingSetB[i] = +1.0; break;
default: workingSetB[i] = 0.0; break;
}
}
return SUCCESSFUL_RETURN;
}
/*
* g e t W o r k i n g S e t C o n s t r a i n t s
*/
returnValue QProblemB::getWorkingSetConstraints( real_t* workingSetC )
{
if ( workingSetC == 0 )
return THROWERROR( RET_INVALID_ARGUMENTS );
else
return SUCCESSFUL_RETURN;
}
/*
* g e t N Z
*/
int_t QProblemB::getNZ( ) const
{
/* if no constraints are present: nZ=nFR */
return getNFR( );
}
/*
* g e t O b j V a l
*/
real_t QProblemB::getObjVal( ) const
{
real_t objVal;
/* calculated optimal objective function value
* only if current QP has been solved */
if ( ( getStatus( ) == QPS_AUXILIARYQPSOLVED ) ||
( getStatus( ) == QPS_HOMOTOPYQPSOLVED ) ||
( getStatus( ) == QPS_SOLVED ) )
{
objVal = getObjVal( x );
}
else
{
objVal = INFTY;
}
return objVal;
}
/*
* g e t O b j V a l
*/
real_t QProblemB::getObjVal( const real_t* const _x ) const
{
int_t i;
int_t nV = getNV( );
if ( nV == 0 )
return 0.0;
real_t objVal = 0.0;
for( i=0; i<nV; ++i )
objVal += _x[i]*g[i];
switch ( hessianType )
{
case HST_ZERO:
break;
case HST_IDENTITY:
for( i=0; i<nV; ++i )
objVal += 0.5*_x[i]*_x[i];
break;
default:
real_t *Hx = new real_t[nV];
H->times(1, 1.0, _x, nV, 0.0, Hx, nV);
for( i=0; i<nV; ++i )
objVal += 0.5*_x[i]*Hx[i];
delete[] Hx;
break;
}
/* When using regularisation, the objective function value
* needs to be modified as follows:
* objVal = objVal - 0.5*_x*(Hmod-H)*_x - _x'*(gMod-g)
* = objVal - 0.5*_x*eps*_x * - _x'*(-eps*_x)
* = objVal + 0.5*_x*eps*_x */
if ( usingRegularisation( ) == BT_TRUE )
{
for( i=0; i<nV; ++i )
objVal += 0.5*_x[i]*regVal*_x[i];
}
return objVal;
}
/*
* g e t P r i m a l S o l u t i o n
*/
returnValue QProblemB::getPrimalSolution( real_t* const xOpt ) const
{
int_t i;
/* return optimal primal solution vector
* only if current QP has been solved */
if ( ( getStatus( ) == QPS_AUXILIARYQPSOLVED ) ||
( getStatus( ) == QPS_HOMOTOPYQPSOLVED ) ||
( getStatus( ) == QPS_SOLVED ) )
{
for( i=0; i<getNV( ); ++i )
xOpt[i] = x[i];
return SUCCESSFUL_RETURN;
}
else
{
return RET_QP_NOT_SOLVED;
}
}
/*
* g e t D u a l S o l u t i o n
*/
returnValue QProblemB::getDualSolution( real_t* const yOpt ) const
{
int_t i;
for( i=0; i<getNV( ); ++i )
yOpt[i] = y[i];
/* return optimal dual solution vector
* only if current QP has been solved */
if ( ( getStatus( ) == QPS_AUXILIARYQPSOLVED ) ||
( getStatus( ) == QPS_HOMOTOPYQPSOLVED ) ||
( getStatus( ) == QPS_SOLVED ) )
{
return SUCCESSFUL_RETURN;
}
else
{
return RET_QP_NOT_SOLVED;
}
}
/*
* s e t P r i n t L e v e l
*/
returnValue QProblemB::setPrintLevel( PrintLevel _printLevel )
{
#ifndef __SUPPRESSANYOUTPUT__
#ifndef __MATLAB__
if ( ( options.printLevel == PL_HIGH ) && ( options.printLevel != _printLevel ) )
THROWINFO( RET_PRINTLEVEL_CHANGED );
#endif /* __MATLAB__ */
options.printLevel = _printLevel;
#else
options.printLevel = PL_NONE;
#endif /* __SUPPRESSANYOUTPUT__ */
/* update message handler preferences */
switch ( options.printLevel )
{
case PL_NONE:
getGlobalMessageHandler( )->setErrorVisibilityStatus( VS_HIDDEN );
getGlobalMessageHandler( )->setWarningVisibilityStatus( VS_HIDDEN );
getGlobalMessageHandler( )->setInfoVisibilityStatus( VS_HIDDEN );
break;
case PL_TABULAR:
case PL_LOW:
getGlobalMessageHandler( )->setErrorVisibilityStatus( VS_VISIBLE );
getGlobalMessageHandler( )->setWarningVisibilityStatus( VS_HIDDEN );
getGlobalMessageHandler( )->setInfoVisibilityStatus( VS_HIDDEN );
break;
case PL_DEBUG_ITER:
case PL_MEDIUM:
getGlobalMessageHandler( )->setErrorVisibilityStatus( VS_VISIBLE );
getGlobalMessageHandler( )->setWarningVisibilityStatus( VS_VISIBLE );
getGlobalMessageHandler( )->setInfoVisibilityStatus( VS_HIDDEN );
break;
default: /* PL_HIGH */
getGlobalMessageHandler( )->setErrorVisibilityStatus( VS_VISIBLE );
getGlobalMessageHandler( )->setWarningVisibilityStatus( VS_VISIBLE );
getGlobalMessageHandler( )->setInfoVisibilityStatus( VS_VISIBLE );
break;
}
return SUCCESSFUL_RETURN;
}
/*
* p r i n t P r o p e r t i e s
*/
returnValue QProblemB::printProperties( )
{
#ifndef __SUPPRESSANYOUTPUT__
/* Do not print properties if print level is set to none! */
if ( options.printLevel == PL_NONE )
return SUCCESSFUL_RETURN;
char myPrintfString[MAX_STRING_LENGTH];
myPrintf( "\n################# qpOASES -- QP PROPERTIES #################\n" );
myPrintf( "\n" );
/* 1) Variables properties. */
snprintf( myPrintfString,MAX_STRING_LENGTH, "Number of Variables: %4.1d\n",(int)getNV( ) );
myPrintf( myPrintfString );
if ( bounds.hasNoLower( ) == BT_TRUE )
myPrintf( "Variables are not bounded from below.\n" );
else
myPrintf( "Variables are bounded from below.\n" );
if ( bounds.hasNoUpper( ) == BT_TRUE )
myPrintf( "Variables are not bounded from above.\n" );
else
myPrintf( "Variables are bounded from above.\n" );
myPrintf( "\n" );
/* 2) Further properties. */
switch ( hessianType )
{
case HST_ZERO:
myPrintf( "Hessian is zero matrix (i.e. actually an LP is solved).\n" );
break;
case HST_IDENTITY:
myPrintf( "Hessian is identity matrix.\n" );
break;
case HST_POSDEF:
myPrintf( "Hessian matrix is (strictly) positive definite.\n" );
break;
case HST_POSDEF_NULLSPACE:
myPrintf( "Hessian matrix is positive definite on null space of active constraints.\n" );
break;
case HST_SEMIDEF:
myPrintf( "Hessian matrix is positive semi-definite.\n" );
break;
case HST_INDEF:
myPrintf( "Hessian matrix is indefinite.\n" );
break;
default:
myPrintf( "Hessian matrix has unknown type.\n" );
break;
}
if ( infeasible == BT_TRUE )
myPrintf( "QP was found to be infeasible.\n" );
else
myPrintf( "QP seems to be feasible.\n" );
if ( unbounded == BT_TRUE )
myPrintf( "QP was found to be unbounded from below.\n" );
else
myPrintf( "QP seems to be bounded from below.\n" );
myPrintf( "\n" );
/* 3) QP object properties. */
switch ( status )
{
case QPS_NOTINITIALISED:
myPrintf( "Status of QP object: freshly instantiated or reset.\n" );
break;
case QPS_PREPARINGAUXILIARYQP:
myPrintf( "Status of QP object: an auxiliary QP is currently setup.\n" );
break;
case QPS_AUXILIARYQPSOLVED:
myPrintf( "Status of QP object: an auxilary QP was solved.\n" );
break;
case QPS_PERFORMINGHOMOTOPY:
myPrintf( "Status of QP object: a homotopy step is performed.\n" );
break;
case QPS_HOMOTOPYQPSOLVED:
myPrintf( "Status of QP object: an intermediate QP along the homotopy path was solved.\n" );
break;
case QPS_SOLVED:
myPrintf( "Status of QP object: solution of the actual QP was found.\n" );
break;
}
switch ( options.printLevel )
{
case PL_DEBUG_ITER:
myPrintf( "Print level of QP object is set to display a tabular output for debugging.\n" );
break;
case PL_TABULAR:
myPrintf( "Print level of QP object is set to display a tabular output.\n" );
break;
case PL_LOW:
myPrintf( "Print level of QP object is low, i.e. only error are printed.\n" );
break;
case PL_MEDIUM:
myPrintf( "Print level of QP object is medium, i.e. error and warnings are printed.\n" );
break;
case PL_HIGH:
myPrintf( "Print level of QP object is high, i.e. all available output is printed.\n" );
break;
default:
break;
}