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dsdp5.h File Reference


Detailed Description

The API to DSDP for those applications using DSDP as a subroutine library.

Definition in file dsdp5.h.

#include "dsdpbasictypes.h"
#include "dsdpsys.h"

Go to the source code of this file.

Defines

#define __DSDP_INTERFACE_H
#define DSDPGetDualObjective   DSDPGetDDObj
#define DSDPGetInitialBarrierParameter   DSDPGetBarrierParameter
#define DSDPGetPrimalObjective   DSDPGetPPObj
#define DSDPSetInitialBarrierParameter   DSDPSetBarrierParameter

Typedefs

typedef struct BCone_CBCone
 The BCone object points to lower and upper bounds on the variable y in (D).
typedef struct LPCone_CLPCone
 The LPCone object points to blocks of data that specify linear scalar inequality constraints.
typedef struct SDPCone_CSDPCone
 The SDPCone object points to blocks of data that specify semidefinite matrix inequalities.

Functions

int BConeAllocateBounds (BCone, int)
 Set a surplus variable in constraint in (P).
int BConeCopyX (BCone, double[], double[], int)
 Copy the variables into arrays.
int BConeScaleBarrier (BCone, double)
int BConeSetLowerBound (BCone, int, double)
 Set a lower bound on a variable y.
int BConeSetPSlackVariable (BCone, int)
 Set a slack variable to a constraint in (P).
int BConeSetPSurplusVariable (BCone, int)
 Set a surplus variable in constraint in (P).
int BConeSetUpperBound (BCone, int, double)
 Set an upper bound on a variable y.
int BConeSetXArray (BCone, double[], int)
int BConeView (BCone)
int DSDPAddObjectiveConstant (DSDP, double)
 Add a constant to the objective.
int DSDPBoundDualVariables (DSDP, double, double)
int DSDPComputeAndFactorS (DSDP, DSDPTruth *)
 Compute and factor the dual matrix variables.
int DSDPComputeMinimumXEigenvalue (DSDP, double *)
int DSDPComputeX (DSDP)
 Compute the X variables.
int DSDPCopyB (DSDP, double[], int)
 Copies the variables b from solver into an array.
int DSDPCreate (int, DSDP *)
 Create a DSDP solver. FIRST DSDP routine!
int DSDPCreateBCone (DSDP, BCone *)
 Create a new cone that represents bounds on the y variables.
int DSDPCreateLPCone (DSDP, LPCone *)
 Create a new object for linear programs and scalar inequalities.
int DSDPCreateSDPCone (DSDP, int, SDPCone *)
int DSDPDestroy (DSDP)
 Free the internal data structures of the solver and the cones associated with it.
int DSDPGetBarrierParameter (DSDP, double *)
 Copy the current barrier parameter.
int DSDPGetDataNorms (DSDP, double[3])
 Copy the norms of the data C, A, and b into an array.
int DSDPGetDDObjective (DSDP, double *)
 Copy the objective value (DD).
int DSDPGetDimension (DSDP, double *)
 Copy the dimension of the cones, or the number of constraints in (D).
int DSDPGetDObjective (DSDP, double *)
 Copy the objective value (D).
int DSDPGetDualBound (DSDP, double *)
 Get the termination parameter.
int DSDPGetDualityGap (DSDP, double *)
 Copy the difference between the objective values.
int DSDPGetDYMakeX (DSDP, double[], int)
 Copies the variables dy used to construct X into an array.
int DSDPGetFinalErrors (DSDP, double[6])
 Copy six different error measurements into an array.
int DSDPGetFixedYX (DSDP, int, double *)
int DSDPGetGapHistory (DSDP, double[], int)
 Copy a history of the duality gap into an array.
int DSDPGetGapTolerance (DSDP, double *)
 Get the termination tolerance.
int DSDPGetIts (DSDP, int *)
 Copy the current iteration number.
int DSDPGetMaxIts (DSDP, int *)
 Copy the maximum number of iterations from the solver.
int DSDPGetMaxTrustRadius (DSDP, double *)
 Copy the current radius of the trust region.
int DSDPGetMuMakeX (DSDP, double *)
 Copies the value of mu used to construct X.
int DSDPGetNumberOfVariables (DSDP, int *)
 Copy the number of variables y.
int DSDPGetPenalty (DSDP, double *)
int DSDPGetPenaltyParameter (DSDP, double *)
 Copy the penalty parameter Gamma.
int DSDPGetPInfeasibility (DSDP, double *)
 Copy the infeasibility in (P).
int DSDPGetPnorm (DSDP, double *)
 Copy the proximity of the solution to the central path.
int DSDPGetPNormTolerance (DSDP, double *)
 Get the termination tolerance.
int DSDPGetPObjective (DSDP, double *)
 Copy the objective value (P).
int DSDPGetPotential (DSDP, double *)
 Copy the potential of the current solution.
int DSDPGetPotentialParameter (DSDP, double *)
 Copy the potential parameter.
int DSDPGetPPObjective (DSDP, double *)
 Copy the objective value (PP).
int DSDPGetPTolerance (DSDP, double *)
 Copy the feasibility tolerance.
int DSDPGetR (DSDP, double *)
 Copy the infeasibility in (D), or the variable r in (DD).
int DSDPGetReuseMatrix (DSDP, int *)
 Copy this parameter.
int DSDPGetRHistory (DSDP, double[], int)
 Copy a history of the infeasibility in (D) into an array.
int DSDPGetRTolerance (DSDP, double *)
 Copy the maximum infeasibility allowed (D).
int DSDPGetScale (DSDP, double *)
 Copy the internal scaling factor from the solver.
int DSDPGetSolutionType (DSDP, DSDPSolutionType *)
 Solutions can be bounded, infeasible, or unbounded.
int DSDPGetStepLengths (DSDP, double *, double *)
 Copy the step sizes in the current iteration.
int DSDPGetStepTolerance (DSDP, double *)
 Get the current tolerance.
int DSDPGetTraceX (DSDP dsdp, double *)
 Copy the trace of the variables X in (P).
int DSDPGetY (DSDP, double[], int)
 Copies the variables y into an array.
int DSDPGetYBounds (DSDP, double *, double *)
 Copy the bounds on the variables y.
int DSDPGetYMakeX (DSDP, double[], int)
 Copies the variables y used to construct X into an array.
int DSDPGetYMaxNorm (DSDP, double *)
 Copy the the infinity norm of the variables y.
int DSDPPrintData (DSDP, SDPCone, LPCone)
 Print data in SDPA format to a file named "output.sdpa".
int DSDPPrintLogInfo (int)
int DSDPPrintOptions ()
 Print runtime options;.
int DSDPPrintSolution (FILE *, DSDP, SDPCone, LPCone)
 Print solution in SDPA format.
int DSDPReadOptions (DSDP, char[])
 Read DSDP parameters from a file.
int DSDPReuseMatrix (DSDP, int)
 Reuse the Hessian of the barrier function multiple times at each DSDP iteration.
int DSDPSetBarrierParameter (DSDP, double)
 Set the current barrier parameter.
int DSDPSetDestroyRoutine (DSDP, int(*)(void *), void *)
 Set a routine that will be called during DSDPDestroy().
int DSDPSetDualBound (DSDP, double)
 Terminate the solver if the objective value in (DD) is greater than this tolerance.
int DSDPSetDualLowerBound (DSDP, double)
int DSDPSetDualObjective (DSDP, int, double)
 Set the objective vector b in (D).
int DSDPSetFileMonitor (DSDP, int)
int DSDPSetFixedVariable (DSDP, int, double)
 Fix variable y to exact value.
int DSDPSetFixedVariables (DSDP, double[], double[], double[], int)
 Fix variable y to exact values.
int DSDPSetGapTolerance (DSDP, double)
 Terminate the solver when the relative duality gap is less than this tolerance.
int DSDPSetMaxIts (DSDP, int)
 Terminate the solver after this number of iterations.
int DSDPSetMaxTrustRadius (DSDP, double)
 Set a maximum trust radius on the step direction.
int DSDPSetMonitor (DSDP, int(*)(DSDP, void *), void *)
 Monitor each iteration of the solver.
int DSDPSetOptions (DSDP, char *[], int)
 Read command line arguments to set options in DSDP.
int DSDPSetPenaltyParameter (DSDP, double)
 Set the penalty parameter Gamma.
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.
int DSDPSetPotentialParameter (DSDP, double)
 Set the potential parameter.
int DSDPSetPTolerance (DSDP, double)
 Classify (P) as feasible only if the infeasibility is less than this tolerance.
int DSDPSetR0 (DSDP, double)
 Set an initial value for the variable r in (DD).
int DSDPSetRTolerance (DSDP, double)
 Classify (D) as feasible only if the variable r is less than this tolerance.
int DSDPSetScale (DSDP, double)
 Set the internal scaling factor.
int DSDPSetStandardMonitor (DSDP, int)
 Print at every kth iteration.
int DSDPSetStepTolerance (DSDP, double)
 Terminate the solver if the step length in (DD) is below this tolerance.
int DSDPSetup (DSDP)
 Set up data structures in the solver and the cones associated with it.
int DSDPSetY0 (DSDP, int, double)
 Set the initial values of variables y in (D).
int DSDPSetYBounds (DSDP, double, double)
 Bound the variables y.
int DSDPSetZBar (DSDP, double)
 Set an upper bound on the objective value at the solution.
int DSDPSolve (DSDP)
 Apply DSDP to the problem.
int DSDPStopReason (DSDP, DSDPTerminationReason *)
 Copy the reason why the solver terminated.
int DSDPUseDynamicRho (DSDP, int)
 Use a dynamic strategy to choose parameter rho.
int DSDPUseLAPACKForSchur (DSDP, int)
int DSDPUsePenalty (DSDP, int)
 Use penalty parameter to enforce feasibility.
int DSDPView (DSDP)
 Print many of the parameters currently set in DSDP.
int LPConeCopyS (LPCone, double[], int)
 Copy the variables s into the spedified array.
int LPConeGetData (LPCone, int, double[], int)
 Get one column (or row) of the LP data.
int LPConeGetDimension (LPCone, int *)
 Get the dimension is the number of variables x, which equals the number of slack variables s.
int LPConeGetSArray (LPCone, double *[], int *)
int LPConeGetXArray (LPCone, double *[], int *)
 Get the array used to store the x variables.
int LPConeScaleBarrier (LPCone, double)
int LPConeSetData (LPCone, int, const int[], const int[], const double[])
 Set data into the LP cone.
int LPConeSetData2 (LPCone, int, const int[], const int[], const double[])
 Set data A and into the LP cone.
int LPConeView (LPCone lpcone)
 Print the data in the LP cone to the screen.
int LPConeView2 (LPCone lpcone)
 Print the data in the LP cone to the screen.
int SDPConeAddADenseVecMat (SDPCone, int, int, int, double, double[], int)
 Add a matrix $A_{i,j}$ in a dense format.
int SDPConeAddADotX (SDPCone, int, double, double[], int, double[], int)
 Compute the inner products of a dense matrix X with the data matrices.
int SDPConeAddARankOneMat (SDPCone, int, int, int, double, int, const int[], const double[], int)
 Add data matrix $A_{i,j}= alpha * v * v^T $ where v is a sparse vector.
int SDPConeAddASparseVecMat (SDPCone, int, int, int, double, int, const int[], const double[], int)
 Add data matrix $A_{i,j}$ in a sparse format.
int SDPConeAddConstantMat (SDPCone, int, int, int, double)
 Add a matrix $A_{i,j}$ whose elements are all the same.
int SDPConeAddDenseVecMat (SDPCone, int, int, int, double[], int)
int SDPConeAddIdentity (SDPCone, int, int, int, double)
 Add a matrix $A_{i,j}$ that is a multiple of the identity matrix.
int SDPConeAddSparseVecMat (SDPCone, int, int, int, int, const int[], const double[], int)
int SDPConeAddXVAV (SDPCone, int, double[], int, double[], int)
 Compute $ v^T A_{i,j} v $ for i = 0 through m.
int SDPConeCheckData (SDPCone)
 Check the matrix operations on a data matrix;.
int SDPConeCheckStorageFormat (SDPCone, int, char)
 Check validity of parameters.
int SDPConeComputeS (SDPCone, int, double, double[], int, double, int, double[], int)
 Compute the dual matrix S.
int SDPConeComputeX (SDPCone, int, int, double[], int)
 Compute the matrix X.
int SDPConeComputeXV (SDPCone, int, int *)
 Compute a factor V such that $ V V^T= X $.
int SDPConeGetBlockSize (SDPCone, int, int *)
 Get the dimension of one block in the semidefinite cone.
int SDPConeGetNumberOfBlocks (SDPCone, int *)
 Get the number of blocks in the semidefinite cone.
int SDPConeGetStorageFormat (SDPCone, int, char *)
 Get the storage format for the block.
int SDPConeGetXArray (SDPCone, int, double *[], int *)
 After applying the solver, set a pointer to the array in the object with the solution X.
int SDPConeMatrixView (SDPCone, int)
 Print the dense array to the screen.
int SDPConeRemoveDataMatrix (SDPCone, int, int)
 Remove the data matrix $A_{i,j}$ from the cone.
int SDPConeRestoreXArray (SDPCone, int, double *[], int *)
 Restore the dense array and set these pointers to null.
int SDPConeScaleBarrier (SDPCone, int, double)
int SDPConeSetADenseVecMat (SDPCone, int, int, int, double, double[], int)
 Set a matrix $A_{i,j}$ in a dense format.
int SDPConeSetARankOneMat (SDPCone, int, int, int, double, int, const int[], const double[], int)
 Set data matrix $A_{i,j}= alpha * v * v^T $ where v is a sparse vector.
int SDPConeSetASparseVecMat (SDPCone, int, int, int, double, int, const int[], const double[], int)
 Set data matrix $A_{i,j}$ in a sparse format.
int SDPConeSetBlockSize (SDPCone, int, int)
 Set the dimension of one block in the semidefinite cone.
int SDPConeSetConstantMat (SDPCone, int, int, int, double)
 Set a matrix $A_{i,j}$ whose elements are all the same.
int SDPConeSetDenseVecMat (SDPCone, int, int, int, double[], int)
int SDPConeSetIdentity (SDPCone, int, int, int, double)
 Set a matrix $A_{i,j}$ to be a multiple of the identity matrix.
int SDPConeSetLanczosIterations (SDPCone, int)
int SDPConeSetSparseVecMat (SDPCone, int, int, int, int, const int[], const double[], int)
int SDPConeSetSparsity (SDPCone, int, int)
 Set the number of nonzero matrices in a block of the semidefinite cone.
int SDPConeSetStorageFormat (SDPCone, int, char)
 Set the dense storage format of a block in the semidefinite cone.
int SDPConeSetXArray (SDPCone, int, int, double[], int)
 Provide an array for the SDPCone object can use to store dense matrices.
int SDPConeSetXMat (SDPCone, int, int)
 Create X matrix.
int SDPConeSetZeroMat (SDPCone, int, int, int)
 Set a matrix $A_{i,j}$ whose elements are all equal zero.
int SDPConeUseFullSymmetricFormat (SDPCone, int)
 Use full symmetric format for the dense array.
int SDPConeUseLAPACKForDualMatrix (SDPCone, int)
int SDPConeUsePackedFormat (SDPCone, int)
 Use packed symmetric format for the dense array.
int SDPConeView (SDPCone)
 Print the SDPCone to the screen;.
int SDPConeView2 (SDPCone)
 Print the SDP cone to the screen in a second way.
int SDPConeView3 (SDPCone)
 Print the SDP cone to the screen in a third way.
int SDPConeViewDataMatrix (SDPCone, int, int)
 Print a data matrix to the screen.
int SDPConeViewX (SDPCone, int, int, double[], int)
 Print a dense array X to the screen.
int SDPConeXVMultiply (SDPCone, int, double[], double[], int)
 Multiply an array by a factor V such that $ V V^T= X $.

Variables

FILE * dsdpoutputfile


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