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qrecipe.cpp
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qrecipe.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 examples/qrecipe.cpp
* \author Andreas Potschka
* \version 3.2
* \date 2007-2017
*
* QRECIPE example from the CUTEr test set with sparse matrices.
*/
#include <qpOASES.hpp>
#include "qrecipe_data.hpp"
int main( )
{
USING_NAMESPACE_QPOASES
long i;
int_t nWSR;
real_t err, tic, toc;
real_t *x1 = new real_t[180];
real_t *y1 = new real_t[271];
real_t *x2 = new real_t[180];
real_t *y2 = new real_t[271];
/* create sparse matrices */
SymSparseMat *H = new SymSparseMat(180, 180, H_ri, H_cp, H_val);
SparseMatrix *A = new SparseMatrix(91, 180, A_ri, A_cp, A_val);
H->createDiagInfo();
real_t* H_full = H->full();
real_t* A_full = A->full();
SymDenseMat *Hd = new SymDenseMat(180,180,180,H_full);
DenseMatrix *Ad = new DenseMatrix(91,180,180,A_full);
/* solve with dense matrices */
nWSR = 1000;
QProblem qrecipeD(180, 91);
tic = getCPUtime();
qrecipeD.init(Hd, g, Ad, lb, ub, lbA, ubA, nWSR, 0);
toc = getCPUtime();
qrecipeD.getPrimalSolution(x1);
qrecipeD.getDualSolution(y1);
fprintf(stdFile, "Solved dense problem in %d iterations, %.3f seconds.\n", (int)nWSR, toc-tic);
/* solve with sparse matrices */
nWSR = 1000;
QProblem qrecipeS(180, 91);
tic = getCPUtime();
qrecipeS.init(H, g, A, lb, ub, lbA, ubA, nWSR, 0);
toc = getCPUtime();
qrecipeS.getPrimalSolution(x2);
qrecipeS.getDualSolution(y2);
fprintf(stdFile, "Solved sparse problem in %d iterations, %.3f seconds.\n", (int)nWSR, toc-tic);
/* check distance of solutions */
err = 0.0;
for (i = 0; i < 180; i++)
if (getAbs(x1[i] - x2[i]) > err)
err = getAbs(x1[i] - x2[i]);
fprintf(stdFile, "Primal error: %9.2e\n", err);
err = 0.0;
for (i = 0; i < 271; i++)
if (getAbs(y1[i] - y2[i]) > err)
err = getAbs(y1[i] - y2[i]);
fprintf(stdFile, "Dual error: %9.2e (might not be unique)\n", err);
delete H;
delete A;
delete[] H_full;
delete[] A_full;
delete Hd;
delete Ad;
delete[] y2;
delete[] x2;
delete[] y1;
delete[] x1;
return 0;
}
/*
* end of file
*/