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Diffstat (limited to 'xs/src/igl/mosek/mosek_quadprog.h')
| -rw-r--r-- | xs/src/igl/mosek/mosek_quadprog.h | 145 |
1 files changed, 0 insertions, 145 deletions
diff --git a/xs/src/igl/mosek/mosek_quadprog.h b/xs/src/igl/mosek/mosek_quadprog.h deleted file mode 100644 index 38343318a..000000000 --- a/xs/src/igl/mosek/mosek_quadprog.h +++ /dev/null @@ -1,145 +0,0 @@ -// This file is part of libigl, a simple c++ geometry processing library. -// -// Copyright (C) 2013 Alec Jacobson <alecjacobson@gmail.com> -// -// This Source Code Form is subject to the terms of the Mozilla Public License -// v. 2.0. If a copy of the MPL was not distributed with this file, You can -// obtain one at http://mozilla.org/MPL/2.0/. -#ifndef IGL_MOSEK_MOSEK_QUADPROG_H -#define IGL_MOSEK_MOSEK_QUADPROG_H -#include "../igl_inline.h" -#include <vector> -#include <map> -#include <mosek.h> - - -#define EIGEN_YES_I_KNOW_SPARSE_MODULE_IS_NOT_STABLE_YET -#include <Eigen/Dense> -#include <Eigen/Sparse> - -namespace igl -{ - namespace mosek - { - struct MosekData - { - // Integer parameters - std::map<MSKiparame,int> intparam; - // Double parameters - std::map<MSKdparame,double> douparam; - // Default values - IGL_INLINE MosekData(); - }; - // Solve a convex quadratic optimization problem with linear and constant - // bounds, that is: - // - // Minimize: ½ * xT * Q⁰ * x + cT * x + cf - // - // Subject to: lc ≤ Ax ≤ uc - // lx ≤ x ≤ ux - // - // where we are trying to find the optimal vector of values x. - // - // Note: Q⁰ must be symmetric and the ½ is a convention of MOSEK - // - // Note: Because of how MOSEK accepts different parts of the system, Q - // should be stored in IJV (aka Coordinate) format and should only include - // entries in the lower triangle. A should be stored in Column compressed - // (aka Harwell Boeing) format. As described: - // http://netlib.org/linalg/html_templates/node92.html - // or - // http://en.wikipedia.org/wiki/Sparse_matrix - // #Compressed_sparse_column_.28CSC_or_CCS.29 - // - // - // Templates: - // Index type for index variables - // Scalar type for floating point variables (gets cast to double?) - // Input: - // n number of variables, i.e. size of x - // Qi vector of qnnz row indices of non-zeros in LOWER TRIANGLE ONLY of - // Q⁰ - // Qj vector of qnnz column indices of non-zeros in LOWER TRIANGLE ONLY - // of Q⁰ - // Qv vector of qnnz values of non-zeros in LOWER TRIANGLE ONLY of Q⁰, - // such that: - // - // Q⁰(Qi[k],Qj[k]) = Qv[k] for k ∈ [0,Qnnz-1], where Qnnz is the - // - // number of non-zeros in Q⁰ - // c (optional) vector of n values of c, transpose of coefficient row - // vector of linear terms, EMPTY means c == 0 - // cf (ignored) value of constant term in objective, 0 means cf == 0, so - // optional only in the sense that it is mandatory - // m number of constraints, therefore also number of rows in linear - // constraint coefficient matrix A, and in linear constraint bound - // vectors lc and uc - // Av vector of non-zero values of A, in column compressed order - // Ari vector of row indices corresponding to non-zero values of A, - // Acp vector of indices into Ari and Av of the first entry for each - // column of A, size(Acp) = (# columns of A) + 1 = n + 1 - // lc vector of m linear constraint lower bounds - // uc vector of m linear constraint upper bounds - // lx vector of n constant lower bounds - // ux vector of n constant upper bounds - // Output: - // x vector of size n to hold output of optimization - // Return: - // true only if optimization was successful with no errors - // - // Note: All indices are 0-based - // - template <typename Index, typename Scalar> - IGL_INLINE bool mosek_quadprog( - const Index n, - /* mosek won't allow this to be const*/ std::vector<Index> & Qi, - /* mosek won't allow this to be const*/ std::vector<Index> & Qj, - /* mosek won't allow this to be const*/ std::vector<Scalar> & Qv, - const std::vector<Scalar> & c, - const Scalar cf, - const Index m, - /* mosek won't allow this to be const*/ std::vector<Scalar> & Av, - /* mosek won't allow this to be const*/ std::vector<Index> & Ari, - const std::vector<Index> & Acp, - const std::vector<Scalar> & lc, - const std::vector<Scalar> & uc, - const std::vector<Scalar> & lx, - const std::vector<Scalar> & ux, - MosekData & mosek_data, - std::vector<Scalar> & x); - // Wrapper with Eigen elements - // - // Inputs: - // Q n by n square quadratic coefficients matrix **only lower triangle - // is used**. - // c n-long vector of linear coefficients - // cf constant coefficient - // A m by n square linear coefficienst matrix of inequality constraints - // lc m-long vector of lower bounds for linear inequality constraints - // uc m-long vector of upper bounds for linear inequality constraints - // lx n-long vector of lower bounds - // ux n-long vector of upper bounds - // mosek_data parameters struct - // Outputs: - // x n-long solution vector - // Returns true only if optimization finishes without error - // - IGL_INLINE bool mosek_quadprog( - const Eigen::SparseMatrix<double> & Q, - const Eigen::VectorXd & c, - const double cf, - const Eigen::SparseMatrix<double> & A, - const Eigen::VectorXd & lc, - const Eigen::VectorXd & uc, - const Eigen::VectorXd & lx, - const Eigen::VectorXd & ux, - MosekData & mosek_data, - Eigen::VectorXd & x); - } -} - -#ifndef IGL_STATIC_LIBRARY -# include "mosek_quadprog.cpp" -#endif - -#endif |