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declarations.jl
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# Copyright (c) 2016: CSDP.jl contributors
#
# Use of this source code is governed by an MIT-style license that can be found
# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
export initsoln, easy_sdp
struct LoadingProblem
ptr::Ptr{Cvoid}
end
function allocate_loading_prob(
pC::Ref{blockmatrix},
block_dims::Vector{CSDP_INT},
num_constraints::Integer,
num_entries::Matrix{CSDP_INT},
printlevel::Integer,
)
ptr = allocate_loading_prob(
pC,
fptr(block_dims),
num_constraints,
pointer(num_entries),
printlevel,
)
return LoadingProblem(ptr)
end
free_loading_prob(problem::LoadingProblem) = free_loading_prob(problem.ptr)
function free_loaded_prob(
problem::LoadingProblem,
X::blockmatrix,
y::Vector{Cdouble},
Z::blockmatrix,
)
return free_loaded_prob(problem.ptr, X, fptr(y), Z)
end
function setconstant(problem::LoadingProblem, mat::Integer, ent::Cdouble)
return setconstant(problem.ptr, mat, ent)
end
function addentry(
problem::LoadingProblem,
mat::Integer,
blk::Integer,
indexi::Integer,
indexj::Integer,
ent::Cdouble,
allow_duplicates::Bool,
)
ret = addentry(problem.ptr, mat, blk, indexi, indexj, ent, allow_duplicates)
return !iszero(ret)
end
function loaded_initsoln(
problem::LoadingProblem,
num_constraints::Integer,
X::Ref{blockmatrix},
Z::Ref{blockmatrix},
)
y = loaded_initsoln(problem.ptr, X, Z)
return mywrap(y, num_constraints)
end
function initsoln(
C::BlockMatrix,
b::Vector{Cdouble},
As::Vector{constraintmatrix},
)
m = length(As)
X, y, Z =
initsoln(CSDP_INT(size(C, 1)), CSDP_INT(m), C.csdp, fptr(b), fptr(As))
return mywrap(X), mywrap(y, m), mywrap(Z)
end
function initsoln(
C::BlockMatrix,
b::Vector{Cdouble},
As::Vector{ConstraintMatrix},
)
return initsoln(C, b, [A.csdp for A in As])
end
function setupAs!(As::Vector{ConstraintMatrix}, C::BlockMatrix)
# See lib/easysdp.c
# Fills info in each ConstraintMatrix that couldn't be determined before
# since it needs info about block category (which is in C) and other constraints matrices
nblocks = length(C.blocks)
byblocks = fill(Ptr{sparseblock}(C_NULL), nblocks)
for constr in length(As):-1:1
A = As[constr]
@assert nblocks == length(A.jblocks)
for blk in 1:nblocks
jblock = A.jblocks[blk]
if jblock.csdp.numentries > 0.25 * jblock.csdp.blocksize &&
jblock.csdp.numentries > 15
jblock.csdp.issparse = 0
else
jblock.csdp.issparse = 1
end
if C.blocks[jblock.csdp.blocknum].blockcategory == DIAG
jblock.csdp.issparse = 1
end
jblock.csdp.nextbyblock = byblocks[blk]
byblocks[blk] = pointer_from_objref(jblock.csdp)
end
end
return byblocks
end
function sdp(
C::BlockMatrix,
b::Vector{Cdouble},
As::Vector{ConstraintMatrix},
X::BlockMatrix,
y::Vector{Cdouble},
Z::BlockMatrix,
params::Dict{Symbol},
)
return sdp(C, b, As, 0.0, X, y, Z, options(params)...)
end
function sdp(
C::BlockMatrix,
b::Vector{Cdouble},
As::Vector{ConstraintMatrix},
X::BlockMatrix,
y::Vector{Cdouble},
Z::BlockMatrix,
printlevel,
params,
)
return sdp(C, b, As, 0.0, X, y, Z, printlevel, params)
end
function sdp(
C::BlockMatrix,
b::Vector{Cdouble},
As::Vector{ConstraintMatrix},
co::Cdouble,
X::BlockMatrix,
y::Vector{Cdouble},
Z::BlockMatrix,
params::Dict{Symbol},
)
return sdp(C, b, As, co, X, y, Z, options(params)...)
end
function sdp(
C::BlockMatrix,
b::Vector{Cdouble},
As::Vector{ConstraintMatrix},
co::Cdouble,
X::BlockMatrix,
y::Vector{Cdouble},
Z::BlockMatrix,
printlevel,
params,
)
# I pass pointers pX, py and pZ to X, y and Z but only *pX, *py and *pZ are use in the code
# so no need to worry, they won't change :)
Xcsdp = X.csdp
ycsdp = fptr(y)
Zcsdp = Z.csdp
Ascsdp = map(A -> A.csdp, As)
n = CSDP_INT(size(C, 1))
k = CSDP_INT(length(As))
nd = sizeof(Cdouble) * (n + 1)
kd = sizeof(Cdouble) * (k + 1)
md = max(nd, kd)
ldam = (iseven(k) ? k + 1 : k)
ld = sizeof(Cdouble) * ldam * ldam
byblocks = setupAs!(As, C)
status, pobj, dobj = sdp(
n, # n::CSDP_INT
k, # k::CSDP_INT
C.csdp, # C::blockmatrix
fptr(b), # a::Ptr{Cdouble}
co, # constant_offset::Cdouble
fptr(Ascsdp), # constraints::Ptr{constraintmatrix}
fptr(byblocks),
Xcsdp, # X::blockmatrix
ycsdp, # y::Ptr{Cdouble}
Zcsdp, # Z::blockmatrix
pointer(Vector{Cdouble}(undef, md)), # workvec1::Ptr{Cdouble}
pointer(Vector{Cdouble}(undef, md)), # workvec2::Ptr{Cdouble}
pointer(Vector{Cdouble}(undef, md)), # workvec3::Ptr{Cdouble}
pointer(Vector{Cdouble}(undef, md)), # workvec4::Ptr{Cdouble}
pointer(Vector{Cdouble}(undef, md)), # workvec5::Ptr{Cdouble}
pointer(Vector{Cdouble}(undef, md)), # workvec6::Ptr{Cdouble}
pointer(Vector{Cdouble}(undef, md)), # workvec7::Ptr{Cdouble}
pointer(Vector{Cdouble}(undef, md)), # workvec8::Ptr{Cdouble}
pointer(Vector{Cdouble}(undef, md)), # diagO::Ptr{Cdouble}
pointer(Vector{Cdouble}(undef, kd)), # besty::Ptr{Cdouble}
pointer(Vector{Cdouble}(undef, ld)), # O::Ptr{Cdouble}
pointer(Vector{Cdouble}(undef, kd)), # rhs::Ptr{Cdouble}
pointer(Vector{Cdouble}(undef, kd)), # dy::Ptr{Cdouble}
pointer(Vector{Cdouble}(undef, kd)), # dy1::Ptr{Cdouble}
pointer(Vector{Cdouble}(undef, kd)), # Fp::Ptr{Cdouble}
CSDP_INT(printlevel), # printlevel::CSDP_INT
params,
) # parameters::paramstruc
# I can even assert that they won't change
@assert Xcsdp == X.csdp
@assert ycsdp == fptr(y)
@assert Zcsdp == Z.csdp
return status, pobj, dobj
end
function loaded_sdp(
problem::LoadingProblem,
X::Ref{blockmatrix},
y::Vector{Cdouble},
Z::Ref{blockmatrix},
params::Dict{Symbol},
)
return loaded_sdp(problem, 0.0, X, y, Z, options(params)...)
end
function loaded_sdp(
problem::LoadingProblem,
X::Ref{blockmatrix},
y::Vector{Cdouble},
Z::Ref{blockmatrix},
printlevel,
params,
)
return loaded_sdp(problem, 0.0, X, y, Z, printlevel, params)
end
function loaded_sdp(
problem::LoadingProblem,
co::Cdouble,
X::Ref{blockmatrix},
y::Vector{Cdouble},
Z::Ref{blockmatrix},
params::Dict{Symbol},
)
return loaded_sdp(problem, co, X, y, Z, options(params)...)
end
function loaded_sdp(
problem::LoadingProblem,
co::Cdouble,
X::Ref{blockmatrix},
y::Vector{Cdouble},
Z::Ref{blockmatrix},
printlevel,
params,
)
# I pass pointers py to X, y and Z but only *pX, *py and *pZ are
# used in the code so no need to worry, they won't change :)
ycsdp = Ref{Ptr{Cdouble}}(fptr(y))
status, pobj, dobj = loaded_sdp(
problem.ptr, # problem::Ptr{Cvoid}
co, # constant_offset::Cdouble
X, # pX::Ptr{blockmatrix}
ycsdp, # py::Ptr{Cdouble}
Z, # pZ::Ptr{blockmatrix}
CSDP_INT(printlevel), # printlevel::CSDP_INT
params,
) # parameters::paramstruc
# I can even assert that they won't change
@assert ycsdp[] == fptr(y)
return status, pobj, dobj
end
function parametrized_sdp(
C::BlockMatrix,
b::Vector{Cdouble},
As::Vector{ConstraintMatrix},
X::BlockMatrix,
y::Vector{Cdouble},
Z::BlockMatrix,
params::Dict{Symbol},
)
return parametrized_sdp(C, b, As, 0.0, X, y, Z, options(params)...)
end
function parametrized_sdp(
C::BlockMatrix,
b::Vector{Cdouble},
As::Vector{ConstraintMatrix},
X::BlockMatrix,
y::Vector{Cdouble},
Z::BlockMatrix,
printlevel,
params,
)
return parametrized_sdp(C, b, As, 0.0, X, y, Z, printlevel, params)
end
function parametrized_sdp(
C::BlockMatrix,
b::Vector{Cdouble},
As::Vector{ConstraintMatrix},
co::Cdouble,
X::BlockMatrix,
y::Vector{Cdouble},
Z::BlockMatrix,
params::Dict{Symbol},
)
return parametrized_sdp(C, b, As, co, X, y, Z, options(params)...)
end
function parametrized_sdp(
C::BlockMatrix,
b::Vector{Cdouble},
As::Vector{ConstraintMatrix},
co::Cdouble,
X::BlockMatrix,
y::Vector{Cdouble},
Z::BlockMatrix,
printlevel,
params,
)
# I pass pointers pX, py and pZ to X, y and Z but only *pX, *py and *pZ are
# used in the code so no need to worry, they won't change :)
Xcsdp = X.csdp
ycsdp = Ref{Ptr{Cdouble}}(fptr(y))
Zcsdp = Z.csdp
Ascsdp = map(A -> A.csdp, As)
status, pobj, dobj = parametrized_sdp(
CSDP_INT(size(C, 1)), # n::CSDP_INT
CSDP_INT(length(As)), # k::CSDP_INT
C.csdp, # C::blockmatrix
fptr(b), # a::Ptr{Cdouble}
fptr(Ascsdp), # constraints::Ptr{constraintmatrix}
co, # constant_offset::Cdouble
ptr(Xcsdp), # pX::Ptr{blockmatrix}
ycsdp, # py::Ptr{Cdouble}
ptr(Zcsdp), # pZ::Ptr{blockmatrix}
CSDP_INT(printlevel), # printlevel::CSDP_INT
params,
) # parameters::paramstruc
# I can even assert that they won't change
@assert Xcsdp == X.csdp
@assert ycsdp[] == fptr(y)
@assert Zcsdp == Z.csdp
return status, pobj, dobj
end
function easy_sdp(
C::BlockMatrix,
b::Vector{Cdouble},
As::Vector{constraintmatrix},
X::BlockMatrix,
y::Vector{Cdouble},
Z::BlockMatrix,
)
return easy_sdp(C, b, As, 0.0, X, y, Z)
end
function easy_sdp(
C::BlockMatrix,
b::Vector{Cdouble},
As::Vector{constraintmatrix},
co::Cdouble,
X::BlockMatrix,
y::Vector{Cdouble},
Z::BlockMatrix,
)
# I pass pointers pX, py and pZ to X, y and Z but only *pX, *py and *pZ are
# used in the code so no need to worry, they won't change :)
Xcsdp = X.csdp
ycsdp = Ref{Ptr{Cdouble}}(fptr(y))
Zcsdp = Z.csdp
status, pobj, dobj = easy_sdp(
CSDP_INT(size(C, 1)), # n::CSDP_INT
CSDP_INT(length(As)), # k::CSDP_INT
C.csdp, # C::blockmatrix
fptr(b), # a::Ptr{Cdouble}
fptr(As), # constraints::Ptr{constraintmatrix}
co, # constant_offset::Cdouble
ptr(Xcsdp), # pX::Ptr{blockmatrix}
ycsdp, # py::Ptr{Cdouble}
ptr(Zcsdp),
) # pZ::Ptr{blockmatrix}
# I can even assert that they won't change
@assert Xcsdp == X.csdp
@assert ycsdp[] == fptr(y)
@assert Zcsdp == Z.csdp
return status, pobj, dobj
end
function write_prob(
fname::String,
C::BlockMatrix,
b::Vector{Cdouble},
As::Vector{constraintmatrix},
)
return write_prob(
fname,
CSDP_INT(size(C, 1)),
CSDP_INT(length(As)),
C.csdp,
fptr(b),
fptr(As),
)
end
function write_sol(
fname::String,
X::BlockMatrix,
y::Vector{Cdouble},
Z::BlockMatrix,
)
return write_sol(
fname,
CSDP_INT(size(X, 1)),
CSDP_INT(length(y)),
X.csdp,
fptr(y),
Z.csdp,
)
end