DSDP
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The API to DSDP for those applications using DSDP as a subroutine library. More...
Go to the source code of this file.
Typedefs | |
typedef struct BCone_C * | BCone |
The BCone object points to lower and upper bounds on the variable y in (D). More... | |
typedef struct LPCone_C * | LPCone |
The LPCone object points to blocks of data that specify linear scalar inequality constraints. More... | |
typedef struct SDPCone_C * | SDPCone |
The SDPCone object points to blocks of data that specify semidefinite matrix inequalities. More... | |
Functions | |
int | BConeAllocateBounds (BCone, int) |
Set a surplus variable in constraint in (P). More... | |
int | BConeCopyX (BCone, double[], double[], int) |
Copy the variables into arrays. More... | |
int | BConeSetLowerBound (BCone, int, double) |
Set a lower bound on a variable y. More... | |
int | BConeSetPSlackVariable (BCone, int) |
Set a slack variable to a constraint in (P). More... | |
int | BConeSetPSurplusVariable (BCone, int) |
Set a surplus variable in constraint in (P). More... | |
int | BConeSetUpperBound (BCone, int, double) |
Set an upper bound on a variable y. More... | |
int | DSDPAddObjectiveConstant (DSDP, double) |
Add a constant to the objective. More... | |
int | DSDPComputeAndFactorS (DSDP, DSDPTruth *) |
Compute and factor the dual matrix variables. More... | |
int | DSDPComputeX (DSDP) |
Compute the X variables. More... | |
int | DSDPCopyB (DSDP, double[], int) |
Copies the variables b from solver into an array. More... | |
int | DSDPCreate (int, DSDP *) |
Create a DSDP solver. FIRST DSDP routine! More... | |
int | DSDPCreateBCone (DSDP, BCone *) |
Create a new cone that represents bounds on the y variables. More... | |
int | DSDPCreateLPCone (DSDP, LPCone *) |
Create a new object for linear programs and scalar inequalities. More... | |
int | DSDPDestroy (DSDP) |
Free the internal data structures of the solver and the cones associated with it. More... | |
int | DSDPGetBarrierParameter (DSDP, double *) |
Copy the current barrier parameter. More... | |
int | DSDPGetDataNorms (DSDP, double[3]) |
Copy the norms of the data C, A, and b into an array. More... | |
int | DSDPGetDDObjective (DSDP, double *) |
Copy the objective value (DD). More... | |
int | DSDPGetDimension (DSDP, double *) |
Copy the dimension of the cones, or the number of constraints in (D). More... | |
int | DSDPGetDObjective (DSDP, double *) |
Copy the objective value (D). More... | |
int | DSDPGetDualBound (DSDP, double *) |
Get the termination parameter. More... | |
int | DSDPGetDualityGap (DSDP, double *) |
Copy the difference between the objective values. More... | |
int | DSDPGetDYMakeX (DSDP, double[], int) |
Copies the variables dy used to construct X into an array. More... | |
int | DSDPGetFinalErrors (DSDP, double[6]) |
Copy six different error measurements into an array. More... | |
int | DSDPGetGapHistory (DSDP, double[], int) |
Copy a history of the duality gap into an array. More... | |
int | DSDPGetGapTolerance (DSDP, double *) |
Get the termination tolerance. More... | |
int | DSDPGetIts (DSDP, int *) |
Copy the current iteration number. More... | |
int | DSDPGetMaxIts (DSDP, int *) |
Copy the maximum number of iterations from the solver. More... | |
int | DSDPGetMaxTrustRadius (DSDP, double *) |
Copy the current radius of the trust region. More... | |
int | DSDPGetMuMakeX (DSDP, double *) |
Copies the value of mu used to construct X. More... | |
int | DSDPGetNumberOfVariables (DSDP, int *) |
Copy the number of variables y. More... | |
int | DSDPGetPenaltyParameter (DSDP, double *) |
Copy the penalty parameter Gamma. More... | |
int | DSDPGetPInfeasibility (DSDP, double *) |
Copy the infeasibility in (P). More... | |
int | DSDPGetPnorm (DSDP, double *) |
Copy the proximity of the solution to the central path. More... | |
int | DSDPGetPNormTolerance (DSDP, double *) |
Get the termination tolerance. More... | |
int | DSDPGetPObjective (DSDP, double *) |
Copy the objective value (P). More... | |
int | DSDPGetPotential (DSDP, double *) |
Copy the potential of the current solution. More... | |
int | DSDPGetPotentialParameter (DSDP, double *) |
Copy the potential parameter. More... | |
int | DSDPGetPPObjective (DSDP, double *) |
Copy the objective value (PP). More... | |
int | DSDPGetPTolerance (DSDP, double *) |
Copy the feasibility tolerance. More... | |
int | DSDPGetR (DSDP, double *) |
Copy the infeasibility in (D), or the variable r in (DD). More... | |
int | DSDPGetReuseMatrix (DSDP, int *) |
Copy this parameter. More... | |
int | DSDPGetRHistory (DSDP, double[], int) |
Copy a history of the infeasibility in (D) into an array. More... | |
int | DSDPGetRTolerance (DSDP, double *) |
Copy the maximum infeasibility allowed (D). More... | |
int | DSDPGetScale (DSDP, double *) |
Copy the internal scaling factor from the solver. More... | |
int | DSDPGetSolutionType (DSDP, DSDPSolutionType *) |
Solutions can be bounded, infeasible, or unbounded. More... | |
int | DSDPGetStepLengths (DSDP, double *, double *) |
Copy the step sizes in the current iteration. More... | |
int | DSDPGetStepTolerance (DSDP, double *) |
Get the current tolerance. More... | |
int | DSDPGetTraceX (DSDP dsdp, double *) |
Copy the trace of the variables X in (P). More... | |
int | DSDPGetY (DSDP, double[], int) |
Copies the variables y into an array. More... | |
int | DSDPGetYBounds (DSDP, double *, double *) |
Copy the bounds on the variables y. More... | |
int | DSDPGetYMakeX (DSDP, double[], int) |
Copies the variables y used to construct X into an array. More... | |
int | DSDPGetYMaxNorm (DSDP, double *) |
Copy the the infinity norm of the variables y. More... | |
int | DSDPPrintData (DSDP, SDPCone, LPCone) |
Print data in SDPA format to a file named "output.sdpa". More... | |
int | DSDPPrintOptions () |
Print runtime options;. More... | |
int | DSDPPrintSolution (FILE *, DSDP, SDPCone, LPCone) |
Print solution in SDPA format. More... | |
int | DSDPReadOptions (DSDP, char[]) |
Read DSDP parameters from a file. More... | |
int | DSDPReuseMatrix (DSDP, int) |
Reuse the Hessian of the barrier function multiple times at each DSDP iteration. More... | |
int | DSDPSetBarrierParameter (DSDP, double) |
Set the current barrier parameter. More... | |
int | DSDPSetDualBound (DSDP, double) |
Terminate the solver if the objective value in (DD) is greater than this tolerance. More... | |
int | DSDPSetDualObjective (DSDP, int, double) |
Set the objective vector b in (D). More... | |
int | DSDPSetFixedVariable (DSDP, int, double) |
Fix variable y to exact value. More... | |
int | DSDPSetFixedVariables (DSDP, double[], double[], double[], int) |
Fix variable y to exact values. More... | |
int | DSDPSetGapTolerance (DSDP, double) |
Terminate the solver when the relative duality gap is less than this tolerance. More... | |
int | DSDPSetMaxIts (DSDP, int) |
Terminate the solver after this number of iterations. More... | |
int | DSDPSetMaxTrustRadius (DSDP, double) |
Set a maximum trust radius on the step direction. More... | |
int | DSDPSetOptions (DSDP, char *[], int) |
Read command line arguments to set options in DSDP. More... | |
int | DSDPSetPenaltyParameter (DSDP, double) |
Set the penalty parameter Gamma. More... | |
int | DSDPSetPNormTolerance (DSDP, double) |
Terminate the solver when the relative duality gap is suffiently small and the PNorm is less than this quantity. Smaller values imply the final solution will be nearer to the central path. More... | |
int | DSDPSetPotentialParameter (DSDP, double) |
Set the potential parameter. More... | |
int | DSDPSetPTolerance (DSDP, double) |
Classify (P) as feasible only if the infeasibility is less than this tolerance. More... | |
int | DSDPSetR0 (DSDP, double) |
Set an initial value for the variable r in (DD) More... | |
int | DSDPSetRTolerance (DSDP, double) |
Classify (D) as feasible only if the variable r is less than this tolerance. More... | |
int | DSDPSetScale (DSDP, double) |
Set the internal scaling factor. More... | |
int | DSDPSetStandardMonitor (DSDP, int) |
Print at every kth iteration. More... | |
int | DSDPSetStepTolerance (DSDP, double) |
Terminate the solver if the step length in (DD) is below this tolerance. More... | |
int | DSDPSetup (DSDP) |
Set up data structures in the solver and the cones associated with it. More... | |
int | DSDPSetY0 (DSDP, int, double) |
Set the initial values of variables y in (D). More... | |
int | DSDPSetYBounds (DSDP, double, double) |
Bound the variables y. More... | |
int | DSDPSetZBar (DSDP, double) |
Set an upper bound on the objective value at the solution. More... | |
int | DSDPSolve (DSDP) |
Apply DSDP to the problem. More... | |
int | DSDPStopReason (DSDP, DSDPTerminationReason *) |
Copy the reason why the solver terminated. More... | |
int | DSDPUseDynamicRho (DSDP, int) |
Use a dynamic strategy to choose parameter rho. More... | |
int | DSDPUsePenalty (DSDP, int) |
Use penalty parameter to enforce feasibility. More... | |
int | DSDPView (DSDP) |
Print many of the parameters currently set in DSDP. More... | |
int | LPConeCopyS (LPCone, double[], int) |
Copy the variables s into the spedified array. More... | |
int | LPConeGetData (LPCone, int, double[], int) |
Get one column (or row) of the LP data. More... | |
int | LPConeGetDimension (LPCone, int *) |
Get the dimension is the number of variables x, which equals the number of slack variables s. More... | |
int | LPConeGetXArray (LPCone, double *[], int *) |
Get the array used to store the x variables. More... | |
int | LPConeSetData (LPCone, int, const int[], const int[], const double[]) |
Set data into the LP cone. More... | |
int | LPConeSetData2 (LPCone, int, const int[], const int[], const double[]) |
Set data A and into the LP cone. More... | |
int | LPConeView (LPCone lpcone) |
Print the data in the LP cone to the screen. More... | |
int | LPConeView2 (LPCone lpcone) |
Print the data in the LP cone to the screen. More... | |
int | SDPConeAddADenseVecMat (SDPCone, int, int, int, double, double[], int) |
Add a matrix ![]() | |
int | SDPConeAddADotX (SDPCone, int, double, double[], int, double[], int) |
Compute the inner products of a dense matrix X with the data matrices. More... | |
int | SDPConeAddARankOneMat (SDPCone, int, int, int, double, int, const int[], const double[], int) |
Add data matrix ![]() | |
int | SDPConeAddASparseVecMat (SDPCone, int, int, int, double, int, const int[], const double[], int) |
Add data matrix ![]() | |
int | SDPConeAddConstantMat (SDPCone, int, int, int, double) |
Add a matrix ![]() | |
int | SDPConeAddIdentity (SDPCone, int, int, int, double) |
Add a matrix ![]() | |
int | SDPConeAddXVAV (SDPCone, int, double[], int, double[], int) |
Compute ![]() | |
int | SDPConeCheckData (SDPCone) |
Check the matrix operations on a data matrix;. More... | |
int | SDPConeCheckStorageFormat (SDPCone, int, char) |
Check validity of parameters. More... | |
int | SDPConeComputeS (SDPCone, int, double, double[], int, double, int, double[], int) |
Compute the dual matrix S. More... | |
int | SDPConeComputeX (SDPCone, int, int, double[], int) |
Compute the matrix X. More... | |
int | SDPConeComputeXV (SDPCone, int, int *) |
Compute a factor V such that ![]() | |
int | SDPConeGetBlockSize (SDPCone, int, int *) |
Get the dimension of one block in the semidefinite cone. More... | |
int | SDPConeGetNumberOfBlocks (SDPCone, int *) |
Get the number of blocks in the semidefinite cone. More... | |
int | SDPConeGetStorageFormat (SDPCone, int, char *) |
Get the storage format for the block. More... | |
int | SDPConeGetXArray (SDPCone, int, double *[], int *) |
After applying the solver, set a pointer to the array in the object with the solution X. More... | |
int | SDPConeMatrixView (SDPCone, int) |
Print the dense array to the screen. More... | |
int | SDPConeRemoveDataMatrix (SDPCone, int, int) |
Remove the data matrix ![]() | |
int | SDPConeRestoreXArray (SDPCone, int, double *[], int *) |
Restore the dense array and set these pointers to null. More... | |
int | SDPConeSetADenseVecMat (SDPCone, int, int, int, double, double[], int) |
Set a matrix ![]() | |
int | SDPConeSetARankOneMat (SDPCone, int, int, int, double, int, const int[], const double[], int) |
Set data matrix ![]() | |
int | SDPConeSetASparseVecMat (SDPCone, int, int, int, double, int, const int[], const double[], int) |
Set data matrix ![]() | |
int | SDPConeSetBlockSize (SDPCone, int, int) |
Set the dimension of one block in the semidefinite cone. More... | |
int | SDPConeSetConstantMat (SDPCone, int, int, int, double) |
Set a matrix ![]() | |
int | SDPConeSetIdentity (SDPCone, int, int, int, double) |
Set a matrix ![]() | |
int | SDPConeSetSparsity (SDPCone, int, int) |
Set the number of nonzero matrices in a block of the semidefinite cone. More... | |
int | SDPConeSetStorageFormat (SDPCone, int, char) |
Set the dense storage format of a block in the semidefinite cone. More... | |
int | SDPConeSetXArray (SDPCone, int, int, double[], int) |
Provide an array for the SDPCone object can use to store dense matrices. More... | |
int | SDPConeSetXMat (SDPCone, int, int) |
Create X matrix. More... | |
int | SDPConeSetZeroMat (SDPCone, int, int, int) |
Set a matrix ![]() | |
int | SDPConeUseFullSymmetricFormat (SDPCone, int) |
Use full symmetric format for the dense array. More... | |
int | SDPConeUsePackedFormat (SDPCone, int) |
Use packed symmetric format for the dense array. More... | |
int | SDPConeView (SDPCone) |
Print the SDPCone to the screen;. More... | |
int | SDPConeView2 (SDPCone) |
Print the SDP cone to the screen in a second way. More... | |
int | SDPConeView3 (SDPCone) |
Print the SDP cone to the screen in a third way. More... | |
int | SDPConeViewDataMatrix (SDPCone, int, int) |
Print a data matrix to the screen. More... | |
int | SDPConeViewX (SDPCone, int, int, double[], int) |
Print a dense array X to the screen. More... | |
int | SDPConeXVMultiply (SDPCone, int, double[], double[], int) |
Multiply an array by a factor V such that ![]() | |
The API to DSDP for those applications using DSDP as a subroutine library.
Definition in file dsdp5.h.
struct BCone_C * BCone |
struct LPCone_C * LPCone |
int LPConeGetData | ( | LPCone | lpcone, |
int | vari, | ||
double | vv[], | ||
int | n | ||
) |
int SDPConeCheckStorageFormat | ( | SDPCone | sdpcone, |
int | blockj, | ||
char | format | ||
) |
Check validity of parameters.
sdpcone | SDP cone |
blockj | block number |
format | such as packed symmetric or upper full symmetric |
Definition at line 101 of file dsdpadddata.c.
Referenced by SDPConeAddDataMatrix(), and SDPConeSetRMatrix().
int SDPConeSetXMat | ( | SDPCone | sdpcone, |
int | blockj, | ||
int | n | ||
) |
Create X matrix.
sdpcone | SDP cone |
blockj | block number j from 0 to nblocks |
n | dimension of the matrix |
Definition at line 247 of file dsdpadddata.c.
int SDPConeView | ( | SDPCone | sdpcone | ) |
Print the SDPCone to the screen;.
sdpcone | the cone |
Definition at line 617 of file dsdpadddata.c.