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<a href="dualalg_8c.html">Go to the documentation of this file.</a><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001 <span class="preprocessor">#include "<a class="code" href="dsdp_8h.html" title="Internal data structure for the DSDP solver.">dsdp.h</a>"</span>
<a name="l00002"></a>00002 <span class="preprocessor">#include "<a class="code" href="dsdpsys_8h.html" title="Error handling, printing, and profiling.">dsdpsys.h</a>"</span>
<a name="l00008"></a>00008 <span class="keywordtype">int</span> <a class="code" href="dualalg_8c.html#aff5c9ba243804682fe3b317dc98e2552" title="DSDP barrier heuristic choses the smalles value of mu such that X>0.">DSDPChooseBarrierParameter</a>(<a class="code" href="structDSDP__C.html" title="Internal structures for the DSDP solver.">DSDP</a>,<span class="keywordtype">double</span>,<span class="keywordtype">double</span>*,<span class="keywordtype">double</span>*);
<a name="l00009"></a>00009 <span class="keywordtype">int</span> <a class="code" href="dualalg_8c.html#a9ebf24d9826d192879688033b391d22a" title="Used for Newton step, the merit function of this line search is the dual potential function...">DSDPYStepLineSearch</a>(<a class="code" href="structDSDP__C.html" title="Internal structures for the DSDP solver.">DSDP</a>,<span class="keywordtype">double</span>,<span class="keywordtype">double</span>,<a class="code" href="dsdpvec_8h.html#a421243d35437ad44ded3c1e34198e8e9" title="This object hold m+2 variables: a scaling of C, the y variables, and r.">DSDPVec</a>);
<a name="l00010"></a>00010 <span class="keywordtype">int</span> <a class="code" href="dualalg_8c.html#aa1ba256ca46d2edbab2553f8317da613" title="Used for centering steps, the merit function of this line search is the objective function plus the b...">DSDPYStepLineSearch2</a>(<a class="code" href="structDSDP__C.html" title="Internal structures for the DSDP solver.">DSDP</a>,<span class="keywordtype">double</span>,<span class="keywordtype">double</span>,<a class="code" href="dsdpvec_8h.html#a421243d35437ad44ded3c1e34198e8e9" title="This object hold m+2 variables: a scaling of C, the y variables, and r.">DSDPVec</a>);
<a name="l00011"></a>00011 <span class="keywordtype">int</span> <a class="code" href="dualalg_8c.html#af262352046fddd0988f0f5a59b008c6f" title="After 1 iteration, consider increasing the variable r.">DSDPResetY0</a>(<a class="code" href="structDSDP__C.html" title="Internal structures for the DSDP solver.">DSDP</a>);
<a name="l00012"></a>00012
<a name="l00013"></a>00013 <span class="preprocessor">#undef __FUNCT__</span>
<a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define __FUNCT__ "DSDPYStepLineSearch"</span>
<a name="l00015"></a>00015 <span class="preprocessor"></span>
<a name="l00024"></a><a class="code" href="dualalg_8c.html#a9ebf24d9826d192879688033b391d22a">00024</a> <span class="keywordtype">int</span> <a class="code" href="dualalg_8c.html#a9ebf24d9826d192879688033b391d22a" title="Used for Newton step, the merit function of this line search is the dual potential function...">DSDPYStepLineSearch</a>(<a class="code" href="structDSDP__C.html" title="Internal structures for the DSDP solver.">DSDP</a> dsdp, <span class="keywordtype">double</span> mutarget, <span class="keywordtype">double</span> dstep0, <a class="code" href="dsdpvec_8h.html#a421243d35437ad44ded3c1e34198e8e9" title="This object hold m+2 variables: a scaling of C, the y variables, and r.">DSDPVec</a> dy){
<a name="l00025"></a>00025 <span class="comment">/* The merit function is the dual potential function */</span>
<a name="l00026"></a>00026 <span class="keywordtype">int</span> info,attempt,maxattempts=30;
<a name="l00027"></a>00027 <span class="keywordtype">double</span> dstep,newpotential,logdet;
<a name="l00028"></a>00028 <span class="keywordtype">double</span> better=0.05, steptol=1e-8,maxmaxstep=0;
<a name="l00029"></a>00029 <a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65" title="Boolean variables.">DSDPTruth</a> psdefinite;
<a name="l00030"></a>00030 DSDPFunctionBegin;
<a name="l00031"></a>00031 info=<a class="code" href="dsdp_8h.html#acd9df2e3c28389c1a0c29ea05bcc73ee" title="Compute the maximum step length for the given step direction.">DSDPComputeMaxStepLength</a>(dsdp,dy,<a class="code" href="dsdpbasictypes_8h.html#ae47666e7e5d77002110e20ef9ebb634bab6fdf4f2eac3be74db4cdd12007f3cb0">DUAL_FACTOR</a>,&maxmaxstep);DSDPCHKERR(info);
<a name="l00032"></a>00032 info=<a class="code" href="dsdp_8h.html#ad744efbd87d4166f470ecae129535533" title="Compute the potential of the given point.">DSDPComputePotential</a>(dsdp,dsdp->y,dsdp->logdet,&dsdp->potential);DSDPCHKERR(info);
<a name="l00033"></a>00033 <span class="keywordflow">if</span> (dsdp->pnorm<0.5) better=0.0;
<a name="l00034"></a>00034 dstep=DSDPMin(dstep0,0.95*maxmaxstep);
<a name="l00035"></a>00035 <span class="keywordflow">if</span> (dstep * dsdp->pnorm > dsdp->maxtrustradius) dstep=dsdp->maxtrustradius/dsdp->pnorm;
<a name="l00036"></a>00036 DSDPLogInfo(0,8,<span class="stringliteral">"Full Dual StepLength %4.4e, %4.4e\n"</span>,maxmaxstep,dstep);
<a name="l00037"></a>00037 psdefinite=<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65a74385569aa7a59059a8847e2d39b754c">DSDP_FALSE</a>;
<a name="l00038"></a>00038 <span class="keywordflow">for</span> (psdefinite=<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65a74385569aa7a59059a8847e2d39b754c">DSDP_FALSE</a>,attempt=0; attempt<maxattempts && psdefinite==<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65a74385569aa7a59059a8847e2d39b754c">DSDP_FALSE</a>; attempt++){
<a name="l00039"></a>00039 info=<a class="code" href="dsdp_8h.html#a52e26571b924b453d5359a32fbcdb469" title="Update the Y variables.">DSDPComputeNewY</a>(dsdp,dstep,dsdp->ytemp);DSDPCHKERR(info);
<a name="l00040"></a>00040 info=<a class="code" href="dsdp_8h.html#a0866ec107b5c60afbec8a9bda9caa22d" title="Compute the dual variables S in each cone.">DSDPComputeSS</a>(dsdp,dsdp->ytemp,<a class="code" href="dsdpbasictypes_8h.html#ae47666e7e5d77002110e20ef9ebb634bab6fdf4f2eac3be74db4cdd12007f3cb0">DUAL_FACTOR</a>,&psdefinite);DSDPCHKERR(info);
<a name="l00041"></a>00041 <span class="keywordflow">if</span> (psdefinite==<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65ae6b2e53e51e94a5fa7204ceac78f824f">DSDP_TRUE</a>){
<a name="l00042"></a>00042 info=<a class="code" href="dsdp_8h.html#a365ab3f361a5bf6770a8276e7ea2be41" title="Compute the logarithmic barrier function for the dual varialbe S.">DSDPComputeLogSDeterminant</a>(dsdp,&logdet);DSDPCHKERR(info);
<a name="l00043"></a>00043 info=<a class="code" href="dsdp_8h.html#ad744efbd87d4166f470ecae129535533" title="Compute the potential of the given point.">DSDPComputePotential</a>(dsdp,dsdp->ytemp,logdet,&newpotential);DSDPCHKERR(info);
<a name="l00044"></a>00044 <span class="keywordflow">if</span> (newpotential>dsdp->potential-better && dstep > 0.001/dsdp->pnorm ){
<a name="l00045"></a>00045 DSDPLogInfo(0,2,<span class="stringliteral">"Not sufficient reduction. Reduce stepsize. Trust Radius: %4.4e\n"</span>,dstep*dsdp->pnorm);
<a name="l00046"></a>00046 psdefinite=<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65a74385569aa7a59059a8847e2d39b754c">DSDP_FALSE</a>; dstep=0.3*dstep;
<a name="l00047"></a>00047 }
<a name="l00048"></a>00048 } <span class="keywordflow">else</span> {
<a name="l00049"></a>00049 dstep=dstep/3.0;
<a name="l00050"></a>00050 DSDPLogInfo(0,2,<span class="stringliteral">"Dual Matrix not Positive Definite: Reduce step %4.4e"</span>,dstep);
<a name="l00051"></a>00051 }
<a name="l00052"></a>00052 <span class="keywordflow">if</span> (dstep*dsdp->pnorm < steptol && dstep < steptol) <span class="keywordflow">break</span>;
<a name="l00053"></a>00053 } <span class="comment">/* Hopefully, the initial step size works and only go through loop once */</span>
<a name="l00054"></a>00054 <span class="keywordflow">if</span> (psdefinite==<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65ae6b2e53e51e94a5fa7204ceac78f824f">DSDP_TRUE</a>){
<a name="l00055"></a>00055 info=<a class="code" href="dsdp_8h.html#afc317ccad82c19d57f4ffc60812749b5" title="Update the solver with these y variables.">DSDPSetY</a>(dsdp,dstep,logdet,dsdp->ytemp);DSDPCHKERR(info);
<a name="l00056"></a>00056 } <span class="keywordflow">else</span> {
<a name="l00057"></a>00057 info=<a class="code" href="dsdp_8h.html#afc317ccad82c19d57f4ffc60812749b5" title="Update the solver with these y variables.">DSDPSetY</a>(dsdp,0,dsdp->logdet,dsdp->y);DSDPCHKERR(info);
<a name="l00058"></a>00058 }
<a name="l00059"></a>00059 DSDPFunctionReturn(0);
<a name="l00060"></a>00060 }
<a name="l00061"></a>00061
<a name="l00062"></a>00062 <span class="preprocessor">#undef __FUNCT__</span>
<a name="l00063"></a>00063 <span class="preprocessor"></span><span class="preprocessor">#define __FUNCT__ "DSDPYStepLineSearch2"</span>
<a name="l00064"></a>00064 <span class="preprocessor"></span>
<a name="l00073"></a><a class="code" href="dualalg_8c.html#aa1ba256ca46d2edbab2553f8317da613">00073</a> <span class="keywordtype">int</span> <a class="code" href="dualalg_8c.html#aa1ba256ca46d2edbab2553f8317da613" title="Used for centering steps, the merit function of this line search is the objective function plus the b...">DSDPYStepLineSearch2</a>(<a class="code" href="structDSDP__C.html" title="Internal structures for the DSDP solver.">DSDP</a> dsdp, <span class="keywordtype">double</span> mutarget, <span class="keywordtype">double</span> dstep0, <a class="code" href="dsdpvec_8h.html#a421243d35437ad44ded3c1e34198e8e9" title="This object hold m+2 variables: a scaling of C, the y variables, and r.">DSDPVec</a> dy){
<a name="l00074"></a>00074 <span class="comment">/* The merit function is the objective (DD) plus the barrier function */</span>
<a name="l00075"></a>00075 <span class="comment">/* This line search is used in the corrector steps */</span>
<a name="l00076"></a>00076 <span class="keywordtype">int</span> info, attempt, maxattempts=10;
<a name="l00077"></a>00077 <span class="keywordtype">double</span> dstep,newpotential,bdotdy,oldpotential,logdet;
<a name="l00078"></a>00078 <span class="keywordtype">double</span> maxmaxstep=0,steptol=1e-6;
<a name="l00079"></a>00079 <span class="keywordtype">double</span> a,b;
<a name="l00080"></a>00080 <a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65" title="Boolean variables.">DSDPTruth</a> psdefinite;
<a name="l00081"></a>00081 DSDPFunctionBegin;
<a name="l00082"></a>00082 info=<a class="code" href="dsdp_8h.html#acd9df2e3c28389c1a0c29ea05bcc73ee" title="Compute the maximum step length for the given step direction.">DSDPComputeMaxStepLength</a>(dsdp,dy,<a class="code" href="dsdpbasictypes_8h.html#ae47666e7e5d77002110e20ef9ebb634bab6fdf4f2eac3be74db4cdd12007f3cb0">DUAL_FACTOR</a>,&maxmaxstep);DSDPCHKERR(info);
<a name="l00083"></a>00083 info=<a class="code" href="dsdp_8h.html#a021e787b6bab6efdc2fda0230dfe633c" title="Compute the objective function plus the barrier function.">DSDPComputePotential2</a>(dsdp,dsdp->y,mutarget, dsdp->logdet,&oldpotential);DSDPCHKERR(info);
<a name="l00084"></a>00084 info=DSDPVecDot(dsdp->rhs,dy,&bdotdy);DSDPCHKERR(info);
<a name="l00085"></a>00085 dstep=DSDPMin(dstep0,0.95*maxmaxstep);
<a name="l00086"></a>00086 <span class="keywordflow">if</span> (dstep * dsdp->pnorm > dsdp->maxtrustradius) dstep=dsdp->maxtrustradius/dsdp->pnorm;
<a name="l00087"></a>00087 DSDPLogInfo(0,8,<span class="stringliteral">"Full Dual StepLength %4.4e, %4.4e\n"</span>,maxmaxstep,dstep);
<a name="l00088"></a>00088 <span class="keywordflow">for</span> (psdefinite=<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65a74385569aa7a59059a8847e2d39b754c">DSDP_FALSE</a>,attempt=0; attempt<maxattempts && psdefinite==<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65a74385569aa7a59059a8847e2d39b754c">DSDP_FALSE</a>; attempt++){
<a name="l00089"></a>00089 <span class="keywordflow">if</span> (dstep < steptol) <span class="keywordflow">break</span>;
<a name="l00090"></a>00090 info=<a class="code" href="dsdp_8h.html#a52e26571b924b453d5359a32fbcdb469" title="Update the Y variables.">DSDPComputeNewY</a>(dsdp,dstep,dsdp->ytemp);DSDPCHKERR(info);
<a name="l00091"></a>00091 info=<a class="code" href="dsdp_8h.html#a0866ec107b5c60afbec8a9bda9caa22d" title="Compute the dual variables S in each cone.">DSDPComputeSS</a>(dsdp,dsdp->ytemp,<a class="code" href="dsdpbasictypes_8h.html#ae47666e7e5d77002110e20ef9ebb634bab6fdf4f2eac3be74db4cdd12007f3cb0">DUAL_FACTOR</a>,&psdefinite);DSDPCHKERR(info);
<a name="l00092"></a>00092 <span class="keywordflow">if</span> (psdefinite==<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65ae6b2e53e51e94a5fa7204ceac78f824f">DSDP_TRUE</a>){
<a name="l00093"></a>00093 info=<a class="code" href="dsdp_8h.html#a365ab3f361a5bf6770a8276e7ea2be41" title="Compute the logarithmic barrier function for the dual varialbe S.">DSDPComputeLogSDeterminant</a>(dsdp,&logdet);DSDPCHKERR(info);
<a name="l00094"></a>00094 info=<a class="code" href="dsdp_8h.html#a021e787b6bab6efdc2fda0230dfe633c" title="Compute the objective function plus the barrier function.">DSDPComputePotential2</a>(dsdp,dsdp->ytemp,mutarget,logdet,&newpotential);DSDPCHKERR(info);
<a name="l00095"></a>00095 b=bdotdy; a=2*(newpotential-oldpotential+bdotdy*dstep)/(dstep*dstep);
<a name="l00096"></a>00096 <span class="keywordflow">if</span> (newpotential>oldpotential-0.1*dstep*bdotdy ){
<a name="l00097"></a>00097 DSDPLogInfo(0,2,<span class="stringliteral">"Not sufficient reduction. Reduce stepsize. Step:: %4.4e\n"</span>,dstep);
<a name="l00098"></a>00098 psdefinite=<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65a74385569aa7a59059a8847e2d39b754c">DSDP_FALSE</a>;
<a name="l00099"></a>00099 <span class="keywordflow">if</span> (b/a<dstep && b/a>0){ dstep=b/a;} <span class="keywordflow">else</span> { dstep=dstep/2; }
<a name="l00100"></a>00100 }
<a name="l00101"></a>00101 } <span class="keywordflow">else</span> {
<a name="l00102"></a>00102 dstep=dstep/2.0;
<a name="l00103"></a>00103 DSDPLogInfo(0,2,<span class="stringliteral">"Dual Matrix not Positive Definite: Reduce step %4.4e"</span>,dstep);
<a name="l00104"></a>00104 }
<a name="l00105"></a>00105 } <span class="comment">/* Hopefully, the initial step size works and only go through loop once */</span>
<a name="l00106"></a>00106 <span class="keywordflow">if</span> (psdefinite==<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65ae6b2e53e51e94a5fa7204ceac78f824f">DSDP_TRUE</a> && dstep>=steptol){
<a name="l00107"></a>00107 info=<a class="code" href="dsdp_8h.html#afc317ccad82c19d57f4ffc60812749b5" title="Update the solver with these y variables.">DSDPSetY</a>(dsdp,dstep,logdet,dsdp->ytemp);DSDPCHKERR(info);
<a name="l00108"></a>00108 } <span class="keywordflow">else</span> {
<a name="l00109"></a>00109 info=<a class="code" href="dsdp_8h.html#afc317ccad82c19d57f4ffc60812749b5" title="Update the solver with these y variables.">DSDPSetY</a>(dsdp,0,dsdp->logdet,dsdp->y);DSDPCHKERR(info);
<a name="l00110"></a>00110 }
<a name="l00111"></a>00111 DSDPFunctionReturn(0);
<a name="l00112"></a>00112 }
<a name="l00113"></a>00113
<a name="l00114"></a>00114 <span class="preprocessor">#undef __FUNCT__</span>
<a name="l00115"></a>00115 <span class="preprocessor"></span><span class="preprocessor">#define __FUNCT__ "DSDPSolveDynmaicRho"</span>
<a name="l00116"></a>00116 <span class="preprocessor"></span>
<a name="l00121"></a><a class="code" href="dualalg_8c.html#afb23fdbc50bdf8a8121c2ed619a1a313">00121</a> <span class="keywordtype">int</span> <a class="code" href="dsdp_8h.html#a966c193bf736a9e5320f9ddc10e0d767" title="Apply dual-scaling algorithm.">DSDPSolveDynamicRho</a>(<a class="code" href="structDSDP__C.html" title="Internal structures for the DSDP solver.">DSDP</a> dsdp){
<a name="l00122"></a>00122
<a name="l00123"></a>00123 <span class="keywordtype">int</span> info,attempt,maxattempts;
<a name="l00124"></a>00124 <span class="keywordtype">double</span> dd1,dd2,mutarget,ppnorm;
<a name="l00125"></a>00125 <a class="code" href="dsdpbasictypes_8h.html#a2a68c4cccb1289043bf9b59a58f55b3a" title="There are many reasons to terminate the solver.">DSDPTerminationReason</a> reason;
<a name="l00126"></a>00126 <a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65" title="Boolean variables.">DSDPTruth</a> cg1;
<a name="l00127"></a>00127 <a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65" title="Boolean variables.">DSDPTruth</a> psdefinite;
<a name="l00128"></a>00128
<a name="l00129"></a>00129 DSDPFunctionBegin;
<a name="l00130"></a>00130
<a name="l00131"></a>00131 info=DSDPVecCopy(dsdp->y,dsdp->y0);DSDPCHKERR(info);
<a name="l00132"></a>00132 <span class="keywordflow">for</span> (dsdp->itnow=0; dsdp->itnow <= dsdp->maxiter+1 ; dsdp->itnow++){
<a name="l00133"></a>00133
<a name="l00134"></a>00134 <span class="comment">/* Check Convergence, and print information if desired */</span>
<a name="l00135"></a>00135 info=<a class="code" href="dsdp_8h.html#ab3333e00f0dc3e9baa879b6d32e46acb" title="Check for convergence and monitor solution.">DSDPCheckConvergence</a>(dsdp,&reason);DSDPCHKERR(info);
<a name="l00136"></a>00136 <span class="keywordflow">if</span> (reason != <a class="code" href="dsdpbasictypes_8h.html#a2a68c4cccb1289043bf9b59a58f55b3aa1eff5fd2a15ae3ba9ba57eb0db8db618">CONTINUE_ITERATING</a>){<span class="keywordflow">break</span>;}
<a name="l00137"></a>00137 <span class="keywordflow">if</span> (dsdp->mu0>0){dsdp->mutarget=DSDPMin(dsdp->mutarget,dsdp->mu0);}
<a name="l00138"></a>00138
<a name="l00139"></a>00139 <span class="comment">/* Compute the Gram matrix M and rhs */</span>
<a name="l00140"></a>00140 info=<a class="code" href="dsdp_8h.html#addddb60ed549d438c2a4a0782601094a" title="Compute the step direction by computing a linear system and solving it.">DSDPComputeDualStepDirections</a>(dsdp); DSDPCHKERR(info);
<a name="l00141"></a>00141 <span class="keywordflow">if</span> (dsdp->reason==<a class="code" href="dsdpbasictypes_8h.html#a2a68c4cccb1289043bf9b59a58f55b3aa00cee4470de06c0e859c051ec0374788">DSDP_INDEFINITE_SCHUR_MATRIX</a>){<span class="keywordflow">continue</span>;}
<a name="l00142"></a>00142
<a name="l00143"></a>00143 info=<a class="code" href="dsdp_8h.html#a8cb81d731067999f226e1999d3ddfa9e" title="Compute the step direction.">DSDPComputePDY</a>(dsdp,dsdp->mutarget,dsdp->dy,&dsdp->pnorm); DSDPCHKERR(info);
<a name="l00144"></a>00144
<a name="l00145"></a>00145 DSDPEventLogBegin(dsdp->ptime);
<a name="l00146"></a>00146 info=<a class="code" href="dsdp_8h.html#ac068c96b0701cef420a6ef074690acbd" title="Compute PY = Y - beta DY for use in computing X.">DSDPComputePY</a>(dsdp,1.0,dsdp->ytemp);DSDPCHKERR(info);
<a name="l00147"></a>00147 info=<a class="code" href="dsdp_8h.html#a0866ec107b5c60afbec8a9bda9caa22d" title="Compute the dual variables S in each cone.">DSDPComputeSS</a>(dsdp,dsdp->ytemp,<a class="code" href="dsdpbasictypes_8h.html#ae47666e7e5d77002110e20ef9ebb634baa8adedc328d310fc0bb1b04a9091bad1">PRIMAL_FACTOR</a>,&psdefinite);DSDPCHKERR(info);
<a name="l00148"></a>00148 <span class="keywordflow">if</span> (psdefinite==<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65ae6b2e53e51e94a5fa7204ceac78f824f">DSDP_TRUE</a>){
<a name="l00149"></a>00149 dsdp->pstep=1.0;
<a name="l00150"></a>00150 info=<a class="code" href="dsdp_8h.html#acd704d80e2686ff321f3a63bc3c3b63f" title="Save the current solution for later computation of X.">DSDPSaveYForX</a>(dsdp,dsdp->mutarget,dsdp->pstep);DSDPCHKERR(info);
<a name="l00151"></a>00151 } <span class="keywordflow">else</span> {
<a name="l00152"></a>00152 dsdp->pstep=0.0;
<a name="l00153"></a>00153 }
<a name="l00154"></a>00154
<a name="l00155"></a>00155 <span class="keywordflow">if</span> (dsdp->usefixedrho==<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65ae6b2e53e51e94a5fa7204ceac78f824f">DSDP_TRUE</a>){
<a name="l00156"></a>00156 dsdp->rho=dsdp->rhon*dsdp->np;
<a name="l00157"></a>00157 mutarget=(dsdp->ppobj-dsdp->ddobj)/(dsdp->rho);
<a name="l00158"></a>00158 dsdp->pstep=0.5;
<a name="l00159"></a>00159 } <span class="keywordflow">else</span> {
<a name="l00160"></a>00160 info = <a class="code" href="dualalg_8c.html#aff5c9ba243804682fe3b317dc98e2552" title="DSDP barrier heuristic choses the smalles value of mu such that X>0.">DSDPChooseBarrierParameter</a>(dsdp,dsdp->mutarget,&dsdp->pstep,&mutarget);DSDPCHKERR(info);
<a name="l00161"></a>00161 dsdp->rho=(dsdp->ppobj-dsdp->ddobj)/(mutarget);
<a name="l00162"></a>00162 }
<a name="l00163"></a>00163 DSDPEventLogEnd(dsdp->ptime);
<a name="l00164"></a>00164
<a name="l00165"></a>00165 DSDPLogInfo(0,6,<span class="stringliteral">"Current mu=%4.8e, Target X with mu=%4.8e, Rho: %8.4e, Primal Step Length: %4.8f, pnorm: %4.8e\n"</span>,dsdp->mu,mutarget,dsdp->rho/dsdp->np,dsdp->pstep, dsdp->pnorm);
<a name="l00166"></a>00166
<a name="l00167"></a>00167
<a name="l00168"></a>00168 <span class="comment">/* Take Dual Step */</span>
<a name="l00169"></a>00169 <span class="comment">/* Compute distance from chosen point on central path Pnorm */</span>
<a name="l00170"></a>00170 DSDPEventLogBegin(dsdp->dtime);
<a name="l00171"></a>00171 info=<a class="code" href="dsdp_8h.html#ab857999f0834880cea633350bd673f2e" title="Compute the step direction.">DSDPComputeDY</a>(dsdp,mutarget,dsdp->dy,&dsdp->pnorm); DSDPCHKERR(info);
<a name="l00172"></a>00172 <span class="keywordflow">if</span> (dsdp->pnorm<0.1){ mutarget/=10; info=<a class="code" href="dsdp_8h.html#ab857999f0834880cea633350bd673f2e" title="Compute the step direction.">DSDPComputeDY</a>(dsdp,mutarget,dsdp->dy,&dsdp->pnorm); DSDPCHKERR(info);}
<a name="l00173"></a>00173
<a name="l00174"></a>00174 info=<a class="code" href="dualalg_8c.html#a9ebf24d9826d192879688033b391d22a" title="Used for Newton step, the merit function of this line search is the dual potential function...">DSDPYStepLineSearch</a>(dsdp, mutarget, 1.0, dsdp->dy);DSDPCHKERR(info);
<a name="l00175"></a>00175 DSDPEventLogEnd(dsdp->dtime);
<a name="l00176"></a>00176
<a name="l00177"></a>00177 maxattempts=dsdp->reuseM;
<a name="l00178"></a>00178 <span class="keywordflow">if</span> (dsdp->dstep<1 && dsdp->rgap<1e-5) maxattempts=0;
<a name="l00179"></a>00179 <span class="keywordflow">if</span> (dsdp->dstep<1e-13) maxattempts=0;
<a name="l00180"></a>00180 <span class="keywordflow">if</span> (dsdp->rgap<1e-6) maxattempts=0;
<a name="l00181"></a>00181 <span class="keywordflow">if</span> (maxattempts>dsdp->reuseM) maxattempts=dsdp->reuseM;
<a name="l00182"></a>00182 <span class="keywordflow">for</span> (attempt=0;attempt<maxattempts;attempt++){
<a name="l00183"></a>00183 <span class="keywordtype">double</span> cgtol=1e-6;
<a name="l00184"></a>00184 <span class="keywordflow">if</span> (attempt>0 && dsdp->pnorm < 0.1) <span class="keywordflow">break</span>;
<a name="l00185"></a>00185 <span class="keywordflow">if</span> (attempt > 0 && dsdp->dstep<1e-4) <span class="keywordflow">break</span>;
<a name="l00186"></a>00186 <span class="keywordflow">if</span> (dsdp->rflag) <span class="keywordflow">break</span>;
<a name="l00187"></a>00187 DSDPEventLogBegin(dsdp->ctime);
<a name="l00188"></a>00188 DSDPLogInfo(0,2,<span class="stringliteral">"Reuse Matrix %d: Ddobj: %12.8e, Pnorm: %4.2f, Step: %4.2f\n"</span>,attempt,dsdp->ddobj,dsdp->pnorm,dsdp->dstep);
<a name="l00189"></a>00189 info=<a class="code" href="dsdp_8h.html#a4a52d63cd2860f6737c4c89409656866" title="Invert the S variables in each cone.">DSDPInvertS</a>(dsdp);DSDPCHKERR(info);
<a name="l00190"></a>00190 info=<a class="code" href="dsdp_8h.html#a1fefd0ba066603f3c6adff17b06583d4" title="Compute the gradient of the barrier for each cone.">DSDPComputeG</a>(dsdp,dsdp->rhstemp,dsdp->rhs1,dsdp->rhs2);DSDPCHKERR(info);
<a name="l00191"></a>00191 <span class="keywordflow">if</span> (dsdp->slestype==2 || dsdp->slestype==3){
<a name="l00192"></a>00192 <span class="keywordflow">if</span> (dsdp->rflag){info=<a class="code" href="dsdp_8h.html#a4e27e7414827a3737eb8a22456e0a9db" title="Apply CG to solve for the step directions.">DSDPCGSolve</a>(dsdp,dsdp->M,dsdp->rhs1,dsdp->dy1,cgtol,&cg1);DSDPCHKERR(info);}
<a name="l00193"></a>00193 info=<a class="code" href="dsdp_8h.html#a4e27e7414827a3737eb8a22456e0a9db" title="Apply CG to solve for the step directions.">DSDPCGSolve</a>(dsdp,dsdp->M,dsdp->rhs2,dsdp->dy2,cgtol,&cg1);DSDPCHKERR(info);
<a name="l00194"></a>00194 }
<a name="l00195"></a>00195 info=DSDPVecDot(dsdp->b,dsdp->dy1,&dd1);DSDPCHKERR(info);
<a name="l00196"></a>00196 info=DSDPVecDot(dsdp->b,dsdp->dy2,&dd2);DSDPCHKERR(info);
<a name="l00197"></a>00197 <span class="keywordflow">if</span> (dd1>0 && dd2>0){
<a name="l00198"></a>00198 mutarget=DSDPMin(mutarget,dd1/dd2*dsdp->schurmu);
<a name="l00199"></a>00199 }
<a name="l00200"></a>00200 mutarget=mutarget*(dsdp->np/(dsdp->np+sqrt(dsdp->np)));
<a name="l00201"></a>00201 info=<a class="code" href="dsdp_8h.html#ab857999f0834880cea633350bd673f2e" title="Compute the step direction.">DSDPComputeDY</a>(dsdp,mutarget,dsdp->dy, &ppnorm);DSDPCHKERR(info);
<a name="l00202"></a>00202 <span class="keywordflow">if</span> (ppnorm<=0){ DSDPEventLogEnd(dsdp->ctime); <span class="keywordflow">break</span>; }
<a name="l00203"></a>00203 dsdp->pnorm=ppnorm;
<a name="l00204"></a>00204 info=<a class="code" href="dualalg_8c.html#aa1ba256ca46d2edbab2553f8317da613" title="Used for centering steps, the merit function of this line search is the objective function plus the b...">DSDPYStepLineSearch2</a>(dsdp, mutarget, dsdp->dstep, dsdp->dy);DSDPCHKERR(info);
<a name="l00205"></a>00205 DSDPEventLogEnd(dsdp->ctime);
<a name="l00206"></a>00206 }
<a name="l00207"></a>00207 <span class="keywordflow">if</span> (attempt>0)dsdp->dstep=1.0;
<a name="l00208"></a>00208
<a name="l00209"></a>00209 dsdp->mutarget=DSDPMin(dsdp->mu,mutarget);
<a name="l00210"></a>00210
<a name="l00211"></a>00211 info=<a class="code" href="dsdp_8h.html#af433c52034d6fcfdafe637e66851808c" title="Get variable r.">DSDPGetRR</a>(dsdp,&dd1);DSDPCHKERR(info);
<a name="l00212"></a>00212 <span class="keywordflow">if</span> (dsdp->itnow==0 && dsdp->xmaker[0].pstep<1.0 && dd1> 0 && dsdp->pstep<1.0 && dsdp->goty0==<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65a74385569aa7a59059a8847e2d39b754c">DSDP_FALSE</a>){
<a name="l00213"></a>00213 info=<a class="code" href="dualalg_8c.html#af262352046fddd0988f0f5a59b008c6f" title="After 1 iteration, consider increasing the variable r.">DSDPResetY0</a>(dsdp);DSDPCHKERR(info); <span class="keywordflow">continue</span>;
<a name="l00214"></a>00214 dsdp->goty0=<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65a74385569aa7a59059a8847e2d39b754c">DSDP_FALSE</a>;
<a name="l00215"></a>00215 }
<a name="l00216"></a>00216
<a name="l00217"></a>00217 } <span class="comment">/* End of Dual Scaling Algorithm */</span>
<a name="l00218"></a>00218
<a name="l00219"></a>00219
<a name="l00220"></a>00220 DSDPFunctionReturn(0);
<a name="l00221"></a>00221 }
<a name="l00222"></a>00222
<a name="l00223"></a>00223
<a name="l00224"></a>00224
<a name="l00225"></a>00225 <span class="preprocessor">#undef __FUNCT__</span>
<a name="l00226"></a>00226 <span class="preprocessor"></span><span class="preprocessor">#define __FUNCT__ "DSDPChooseBarrierParameter"</span>
<a name="l00227"></a>00227 <span class="preprocessor"></span>
<a name="l00240"></a><a class="code" href="dualalg_8c.html#aff5c9ba243804682fe3b317dc98e2552">00240</a> <span class="keywordtype">int</span> <a class="code" href="dualalg_8c.html#aff5c9ba243804682fe3b317dc98e2552" title="DSDP barrier heuristic choses the smalles value of mu such that X>0.">DSDPChooseBarrierParameter</a>(<a class="code" href="structDSDP__C.html" title="Internal structures for the DSDP solver.">DSDP</a> dsdp, <span class="keywordtype">double</span> mutarget, <span class="keywordtype">double</span> *ppstep, <span class="keywordtype">double</span> *nextmutarget){
<a name="l00241"></a>00241 <span class="keywordtype">int</span> attempt,info,count=0;
<a name="l00242"></a>00242 <span class="keywordtype">double</span> pnorm,pstep=*ppstep,pmumin,mur, dmury1, mutarget2;
<a name="l00243"></a>00243 <a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65" title="Boolean variables.">DSDPTruth</a> psdefinite=<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65a74385569aa7a59059a8847e2d39b754c">DSDP_FALSE</a>;
<a name="l00244"></a>00244
<a name="l00245"></a>00245 DSDPFunctionBegin;
<a name="l00246"></a>00246
<a name="l00247"></a>00247 *nextmutarget=mutarget;
<a name="l00248"></a>00248 <span class="comment">/* Compute a feasible primal matrix with the smallest possible value of \mu */</span>
<a name="l00249"></a>00249 <span class="comment">/* Start by finding a psd feasible matrix */</span>
<a name="l00250"></a>00250 <span class="keywordflow">if</span> (*ppstep >=1){
<a name="l00251"></a>00251 pstep=1.0;
<a name="l00252"></a>00252 <span class="comment">/* PS should alread be formed and factored */</span>
<a name="l00253"></a>00253 } <span class="keywordflow">else</span> {
<a name="l00254"></a>00254 mur=-1.0/mutarget;
<a name="l00255"></a>00255 info=<a class="code" href="dsdp_8h.html#a8cb81d731067999f226e1999d3ddfa9e" title="Compute the step direction.">DSDPComputePDY</a>(dsdp,mutarget,dsdp->dy,&pnorm); DSDPCHKERR(info);
<a name="l00256"></a>00256 info=<a class="code" href="dsdp_8h.html#acd9df2e3c28389c1a0c29ea05bcc73ee" title="Compute the maximum step length for the given step direction.">DSDPComputeMaxStepLength</a>(dsdp,dsdp->dy,<a class="code" href="dsdpbasictypes_8h.html#ae47666e7e5d77002110e20ef9ebb634bab6fdf4f2eac3be74db4cdd12007f3cb0">DUAL_FACTOR</a>,&pstep);DSDPCHKERR(info);
<a name="l00257"></a>00257 <span class="comment">/* pstep=DSDPMin(0.97*pstep,1.0); */</span>
<a name="l00258"></a>00258 <span class="keywordflow">if</span> (pstep<1.0) {pstep=DSDPMin(0.97*pstep,1.0);} <span class="keywordflow">else</span> {pstep=DSDPMin(1.0*pstep,1.0);}
<a name="l00259"></a>00259 <span class="keywordflow">while</span> (psdefinite==<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65a74385569aa7a59059a8847e2d39b754c">DSDP_FALSE</a>){
<a name="l00260"></a>00260 <span class="keywordflow">if</span> (count > 2 && pstep <1e-8){pstep=0;<span class="keywordflow">break</span>;}
<a name="l00261"></a>00261 info=<a class="code" href="dsdp_8h.html#ac068c96b0701cef420a6ef074690acbd" title="Compute PY = Y - beta DY for use in computing X.">DSDPComputePY</a>(dsdp,pstep,dsdp->ytemp);DSDPCHKERR(info);
<a name="l00262"></a>00262 info=<a class="code" href="dsdp_8h.html#a0866ec107b5c60afbec8a9bda9caa22d" title="Compute the dual variables S in each cone.">DSDPComputeSS</a>(dsdp,dsdp->ytemp,<a class="code" href="dsdpbasictypes_8h.html#ae47666e7e5d77002110e20ef9ebb634baa8adedc328d310fc0bb1b04a9091bad1">PRIMAL_FACTOR</a>,&psdefinite);DSDPCHKERR(info);
<a name="l00263"></a>00263 <span class="keywordflow">if</span> (psdefinite==<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65a74385569aa7a59059a8847e2d39b754c">DSDP_FALSE</a>){
<a name="l00264"></a>00264 <span class="keywordflow">if</span> (count>1) pstep=0.5*pstep; <span class="keywordflow">else</span> pstep=0.97*pstep;
<a name="l00265"></a>00265 DSDPLogInfo(0,2,<span class="stringliteral">"Reducing pstep: %8.8e\n"</span>,pstep);
<a name="l00266"></a>00266 count++;
<a name="l00267"></a>00267 }
<a name="l00268"></a>00268 }
<a name="l00269"></a>00269 *ppstep=pstep;
<a name="l00270"></a>00270 <span class="keywordflow">if</span> (pstep > dsdp->xmaker[0].pstep || mutarget < dsdp->xmaker[0].mu * 1.0e-8){
<a name="l00271"></a>00271 info=<a class="code" href="dsdp_8h.html#acd704d80e2686ff321f3a63bc3c3b63f" title="Save the current solution for later computation of X.">DSDPSaveYForX</a>(dsdp,mutarget,pstep);DSDPCHKERR(info);
<a name="l00272"></a>00272 }
<a name="l00273"></a>00273 <span class="keywordflow">if</span> (pstep==0){
<a name="l00274"></a>00274 DSDPFunctionReturn(0);
<a name="l00275"></a>00275 }
<a name="l00276"></a>00276 }
<a name="l00277"></a>00277
<a name="l00278"></a>00278 <span class="comment">/* Now determine how much smaller of mu can be used */</span>
<a name="l00279"></a>00279 mur=pstep/mutarget;
<a name="l00280"></a>00280 info=<a class="code" href="dsdp_8h.html#abc6cd551af4104fb327a5a411908e303" title="Compute an affine step direction dy1.">DSDPComputePDY1</a>(dsdp,mur,dsdp->rhstemp); DSDPCHKERR(info);
<a name="l00281"></a>00281
<a name="l00282"></a>00282 <span class="comment">/* Smallest value of mu that gives a positive definite matrix */</span>
<a name="l00283"></a>00283 info=<a class="code" href="dsdp_8h.html#acd9df2e3c28389c1a0c29ea05bcc73ee" title="Compute the maximum step length for the given step direction.">DSDPComputeMaxStepLength</a>(dsdp,dsdp->rhstemp,<a class="code" href="dsdpbasictypes_8h.html#ae47666e7e5d77002110e20ef9ebb634baa8adedc328d310fc0bb1b04a9091bad1">PRIMAL_FACTOR</a>,&dmury1);DSDPCHKERR(info);
<a name="l00284"></a>00284 dmury1 = DSDPMin(1000,0.97*dmury1);
<a name="l00285"></a>00285
<a name="l00286"></a>00286 <span class="comment">/* We could test the point, My tests say its not necessary -- its good! */</span>
<a name="l00287"></a>00287 attempt=0;psdefinite=<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65a74385569aa7a59059a8847e2d39b754c">DSDP_FALSE</a>;
<a name="l00288"></a>00288 pmumin=mutarget / (1.0 + 1.0 * dmury1); <span class="comment">/* This should be positive definite */</span>
<a name="l00289"></a>00289 <span class="keywordflow">while</span> ( 0 && psdefinite==<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65a74385569aa7a59059a8847e2d39b754c">DSDP_FALSE</a>){
<a name="l00290"></a>00290 pmumin=mutarget / (1.0 + 1.0 * dmury1); <span class="comment">/* This should be positive definite */</span>
<a name="l00291"></a>00291 <span class="keywordflow">if</span> (attempt>2){pmumin=mutarget;}<span class="comment">/* We have actually factored this one. It is PSD. */</span>
<a name="l00292"></a>00292 info=<a class="code" href="dsdp_8h.html#a8cb81d731067999f226e1999d3ddfa9e" title="Compute the step direction.">DSDPComputePDY</a>(dsdp,pmumin,dsdp->dy,&pnorm); DSDPCHKERR(info);
<a name="l00293"></a>00293 info=<a class="code" href="dsdp_8h.html#ac068c96b0701cef420a6ef074690acbd" title="Compute PY = Y - beta DY for use in computing X.">DSDPComputePY</a>(dsdp,pstep,dsdp->ytemp); DSDPCHKERR(info);
<a name="l00294"></a>00294 info=<a class="code" href="dsdp_8h.html#a0866ec107b5c60afbec8a9bda9caa22d" title="Compute the dual variables S in each cone.">DSDPComputeSS</a>(dsdp,dsdp->ytemp,<a class="code" href="dsdpbasictypes_8h.html#ae47666e7e5d77002110e20ef9ebb634baa8adedc328d310fc0bb1b04a9091bad1">PRIMAL_FACTOR</a>,&psdefinite);DSDPCHKERR(info);
<a name="l00295"></a>00295 <span class="keywordflow">if</span> (psdefinite==<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65a74385569aa7a59059a8847e2d39b754c">DSDP_FALSE</a>){ dmury1*=0.9; <span class="comment">/* printf("NO GOOD \n"); */</span> }
<a name="l00296"></a>00296 <span class="keywordflow">else</span> { <span class="comment">/* printf("ITS GOOD \n"); */</span>}
<a name="l00297"></a>00297 attempt++;
<a name="l00298"></a>00298 DSDPLogInfo(0,2,<span class="stringliteral">"GOT X: Smallest Mu for feasible X: %4.4e.\n"</span>,pmumin);
<a name="l00299"></a>00299 }
<a name="l00300"></a>00300
<a name="l00301"></a>00301 DSDPLogInfo(0,6,<span class="stringliteral">"GOT X: Smallest Mu for feasible X: %4.4e \n"</span>,pmumin);
<a name="l00302"></a>00302
<a name="l00303"></a>00303 mutarget2=mutarget;
<a name="l00304"></a>00304 <span class="keywordflow">if</span> (dsdp->pstep==1){
<a name="l00305"></a>00305 mutarget2 = pmumin;
<a name="l00306"></a>00306 } <span class="keywordflow">else</span> {
<a name="l00307"></a>00307 <span class="comment">/* printf("PMUMIN: %4.4e MUTARGET: %4.4e \n",pmumin,dsdp->mutarget); */</span>
<a name="l00308"></a>00308 mutarget2 = mutarget;
<a name="l00309"></a>00309 mutarget2 = (pstep)*mutarget + (1.0-pstep)*dsdp->mu;
<a name="l00310"></a>00310 mutarget2 = (pstep)*pmumin + (1.0-pstep)*dsdp->mu;
<a name="l00311"></a>00311 }
<a name="l00312"></a>00312
<a name="l00313"></a>00313 mutarget2=DSDPMax(dsdp->mu/dsdp->rhon,mutarget2);
<a name="l00314"></a>00314 <span class="keywordflow">if</span> (dsdp->mu0>0){mutarget2=DSDPMin(mutarget2,dsdp->mu0);}
<a name="l00315"></a>00315
<a name="l00316"></a>00316 *nextmutarget=mutarget2;
<a name="l00317"></a>00317 DSDPFunctionReturn(0);
<a name="l00318"></a>00318 }
<a name="l00319"></a>00319
<a name="l00320"></a>00320 <span class="preprocessor">#undef __FUNCT__</span>
<a name="l00321"></a>00321 <span class="preprocessor"></span><span class="preprocessor">#define __FUNCT__ "DSDPResetY0"</span>
<a name="l00322"></a>00322 <span class="preprocessor"></span>
<a name="l00328"></a><a class="code" href="dualalg_8c.html#af262352046fddd0988f0f5a59b008c6f">00328</a> <span class="keywordtype">int</span> <a class="code" href="dualalg_8c.html#af262352046fddd0988f0f5a59b008c6f" title="After 1 iteration, consider increasing the variable r.">DSDPResetY0</a>(<a class="code" href="structDSDP__C.html" title="Internal structures for the DSDP solver.">DSDP</a> dsdp){
<a name="l00329"></a>00329 <span class="keywordtype">int</span> info;
<a name="l00330"></a>00330 <span class="keywordtype">double</span> r,rr,dd;
<a name="l00331"></a>00331 <a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65" title="Boolean variables.">DSDPTruth</a> psdefinite;
<a name="l00332"></a>00332 DSDPFunctionBegin;
<a name="l00333"></a>00333 info=<a class="code" href="dsdp_8h.html#ab857999f0834880cea633350bd673f2e" title="Compute the step direction.">DSDPComputeDY</a>(dsdp,dsdp->mutarget,dsdp->dy,&dsdp->pnorm); DSDPCHKERR(info);
<a name="l00334"></a>00334 info=DSDPVecCopy(dsdp->y0,dsdp->y);DSDPCHKERR(info);
<a name="l00335"></a>00335 info=<a class="code" href="dsdp_8h.html#af433c52034d6fcfdafe637e66851808c" title="Get variable r.">DSDPGetRR</a>(dsdp,&r);DSDPCHKERR(info);
<a name="l00336"></a>00336 rr=DSDPMax(r*10000,1e12);
<a name="l00337"></a>00337 info=<a class="code" href="dsdp_8h.html#a0f6f666ce8aa2c5a80a8ccfe105c6558" title="Set variable r.">DSDPSetRR</a>(dsdp,rr);DSDPCHKERR(info);
<a name="l00338"></a>00338 info=<a class="code" href="dsdp_8h.html#a0866ec107b5c60afbec8a9bda9caa22d" title="Compute the dual variables S in each cone.">DSDPComputeSS</a>(dsdp,dsdp->y,<a class="code" href="dsdpbasictypes_8h.html#ae47666e7e5d77002110e20ef9ebb634bab6fdf4f2eac3be74db4cdd12007f3cb0">DUAL_FACTOR</a>,&psdefinite);DSDPCHKERR(info);
<a name="l00339"></a>00339 info=<a class="code" href="dsdp_8h.html#a365ab3f361a5bf6770a8276e7ea2be41" title="Compute the logarithmic barrier function for the dual varialbe S.">DSDPComputeLogSDeterminant</a>(dsdp,&dsdp->logdet);DSDPCHKERR(info);
<a name="l00340"></a>00340 info=<a class="code" href="dsdp_8h.html#afc317ccad82c19d57f4ffc60812749b5" title="Update the solver with these y variables.">DSDPSetY</a>(dsdp,1.0,dsdp->logdet,dsdp->y);DSDPCHKERR(info);
<a name="l00341"></a>00341 info=DSDPVecGetR(dsdp->b,&dd);DSDPCHKERR(info);
<a name="l00342"></a>00342
<a name="l00343"></a>00343 dsdp->mutarget=fabs(rr*dd);
<a name="l00344"></a>00344 dsdp->mu=fabs(rr*dd);
<a name="l00345"></a>00345
<a name="l00346"></a>00346 <span class="comment">/* dsdp->par.mu0=mutarget; */</span>
<a name="l00347"></a>00347 dsdp->goty0=<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65ae6b2e53e51e94a5fa7204ceac78f824f">DSDP_TRUE</a>;
<a name="l00348"></a>00348 DSDPLogInfo(0,2,<span class="stringliteral">"Restart algorithm\n"</span>);
<a name="l00349"></a>00349 DSDPFunctionReturn(0);
<a name="l00350"></a>00350 }
<a name="l00351"></a>00351
<a name="l00352"></a>00352
<a name="l00368"></a>00368 <span class="preprocessor">#undef __FUNCT__</span>
<a name="l00369"></a>00369 <span class="preprocessor"></span><span class="preprocessor">#define __FUNCT__ "DSDPComputeDualStepDirections"</span>
<a name="l00370"></a><a class="code" href="dualalg_8c.html#a6dbdc2c2d1fd767b6076fc2f20f6ee09">00370</a> <span class="preprocessor"></span><span class="keywordtype">int</span> <a class="code" href="dsdp_8h.html#addddb60ed549d438c2a4a0782601094a" title="Compute the step direction by computing a linear system and solving it.">DSDPComputeDualStepDirections</a>(<a class="code" href="structDSDP__C.html" title="Internal structures for the DSDP solver.">DSDP</a> dsdp){
<a name="l00371"></a>00371 <span class="keywordtype">int</span> info,computem=1;
<a name="l00372"></a>00372 <span class="keywordtype">double</span> madd,ymax,cgtol=1e-7;
<a name="l00373"></a>00373 <a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65" title="Boolean variables.">DSDPTruth</a> cg1,cg2,psdefinite;
<a name="l00374"></a>00374 DSDPFunctionBegin;
<a name="l00375"></a>00375
<a name="l00376"></a>00376 <span class="keywordflow">if</span> (dsdp->itnow>30) dsdp->slestype=3;
<a name="l00377"></a>00377 <span class="keywordflow">if</span> (dsdp->rgap<1e-3) dsdp->slestype=3;
<a name="l00378"></a>00378 <span class="keywordflow">if</span> (dsdp->m<40) dsdp->slestype=3;
<a name="l00379"></a>00379 <span class="keywordflow">if</span> (0 && dsdp->itnow>20 && dsdp->m<500) dsdp->slestype=3;
<a name="l00380"></a>00380 info=<a class="code" href="group__DSDPSolution.html#gae2e8b2a5e1b71d699d753a045de95add" title="Copy the the infinity norm of the variables y.">DSDPGetMaxYElement</a>(dsdp,&ymax);DSDPCHKERR(info);
<a name="l00381"></a>00381 <span class="keywordflow">if</span> (dsdp->slestype==1){
<a name="l00382"></a>00382 cg1=<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65ae6b2e53e51e94a5fa7204ceac78f824f">DSDP_TRUE</a>; cg2=<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65ae6b2e53e51e94a5fa7204ceac78f824f">DSDP_TRUE</a>;
<a name="l00383"></a>00383 info=<a class="code" href="dsdp_8h.html#a4a52d63cd2860f6737c4c89409656866" title="Invert the S variables in each cone.">DSDPInvertS</a>(dsdp);DSDPCHKERR(info);
<a name="l00384"></a>00384 info=<a class="code" href="dsdp_8h.html#a1fefd0ba066603f3c6adff17b06583d4" title="Compute the gradient of the barrier for each cone.">DSDPComputeG</a>(dsdp,dsdp->rhstemp,dsdp->rhs1,dsdp->rhs2);DSDPCHKERR(info);
<a name="l00385"></a>00385 info=<a class="code" href="dsdp_8h.html#a4e27e7414827a3737eb8a22456e0a9db" title="Apply CG to solve for the step directions.">DSDPCGSolve</a>(dsdp,dsdp->M,dsdp->rhs1,dsdp->dy1,cgtol,&cg1);DSDPCHKERR(info);
<a name="l00386"></a>00386 <span class="keywordflow">if</span> (cg1==<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65ae6b2e53e51e94a5fa7204ceac78f824f">DSDP_TRUE</a>){info=<a class="code" href="dsdp_8h.html#a4e27e7414827a3737eb8a22456e0a9db" title="Apply CG to solve for the step directions.">DSDPCGSolve</a>(dsdp,dsdp->M,dsdp->rhs2,dsdp->dy2,cgtol,&cg2);DSDPCHKERR(info);}
<a name="l00387"></a>00387 <span class="keywordflow">if</span> (cg1==<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65a74385569aa7a59059a8847e2d39b754c">DSDP_FALSE</a> || cg2==<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65a74385569aa7a59059a8847e2d39b754c">DSDP_FALSE</a>) dsdp->slestype=2;
<a name="l00388"></a>00388 }
<a name="l00389"></a>00389 <span class="keywordflow">if</span> (dsdp->slestype==2){
<a name="l00390"></a>00390 cg1=<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65ae6b2e53e51e94a5fa7204ceac78f824f">DSDP_TRUE</a>; cg2=<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65ae6b2e53e51e94a5fa7204ceac78f824f">DSDP_TRUE</a>;
<a name="l00391"></a>00391 DSDPLogInfo(0,9,<span class="stringliteral">"Compute Hessian\n"</span>);
<a name="l00392"></a>00392 info=<a class="code" href="dsdp_8h.html#a4a52d63cd2860f6737c4c89409656866" title="Invert the S variables in each cone.">DSDPInvertS</a>(dsdp);DSDPCHKERR(info);
<a name="l00393"></a>00393 info=<a class="code" href="dsdp_8h.html#a2ceab284bd7f378ae4da0c3b01362d8b" title="Compute the Schur complement, or Gram, matrix for each cone.">DSDPComputeHessian</a>(dsdp,dsdp->M,dsdp->rhs1,dsdp->rhs2);DSDPCHKERR(info);
<a name="l00394"></a>00394 computem=0;
<a name="l00395"></a>00395 DSDPLogInfo(0,9,<span class="stringliteral">"Apply CG\n"</span>);
<a name="l00396"></a>00396 info=<a class="code" href="dsdp_8h.html#a4e27e7414827a3737eb8a22456e0a9db" title="Apply CG to solve for the step directions.">DSDPCGSolve</a>(dsdp,dsdp->M,dsdp->rhs1,dsdp->dy1,cgtol,&cg1);DSDPCHKERR(info);
<a name="l00397"></a>00397 <span class="keywordflow">if</span> (cg1==<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65ae6b2e53e51e94a5fa7204ceac78f824f">DSDP_TRUE</a>){info=<a class="code" href="dsdp_8h.html#a4e27e7414827a3737eb8a22456e0a9db" title="Apply CG to solve for the step directions.">DSDPCGSolve</a>(dsdp,dsdp->M,dsdp->rhs2,dsdp->dy2,cgtol,&cg2);DSDPCHKERR(info);}
<a name="l00398"></a>00398 <span class="keywordflow">if</span> (cg1==<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65a74385569aa7a59059a8847e2d39b754c">DSDP_FALSE</a> || cg2==<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65a74385569aa7a59059a8847e2d39b754c">DSDP_FALSE</a>) dsdp->slestype=3;
<a name="l00399"></a>00399
<a name="l00400"></a>00400 }
<a name="l00401"></a>00401 <span class="keywordflow">if</span> (dsdp->slestype==3){
<a name="l00402"></a>00402 DSDPLogInfo(0,9,<span class="stringliteral">"Factor Hessian\n"</span>);
<a name="l00403"></a>00403 psdefinite=<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65a74385569aa7a59059a8847e2d39b754c">DSDP_FALSE</a>;
<a name="l00404"></a>00404 <span class="keywordflow">if</span> (dsdp->Mshift < 1e-12 || dsdp->rgap<0.1 || dsdp->Mshift > 1e-6){
<a name="l00405"></a>00405 madd=dsdp->Mshift;
<a name="l00406"></a>00406 } <span class="keywordflow">else</span> {
<a name="l00407"></a>00407 madd=1e-13;
<a name="l00408"></a>00408 }
<a name="l00409"></a>00409 <span class="keywordflow">if</span> (computem){
<a name="l00410"></a>00410 info=<a class="code" href="dsdp_8h.html#a4a52d63cd2860f6737c4c89409656866" title="Invert the S variables in each cone.">DSDPInvertS</a>(dsdp);DSDPCHKERR(info);
<a name="l00411"></a>00411 }
<a name="l00412"></a>00412 <span class="keywordflow">while</span> (psdefinite==<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65a74385569aa7a59059a8847e2d39b754c">DSDP_FALSE</a>){
<a name="l00413"></a>00413 <span class="keywordflow">if</span> (0==1 && dsdp->Mshift>dsdp->maxschurshift){
<a name="l00414"></a>00414 info = <a class="code" href="group__DSDPConverge.html#ga1293e76a2fb57bd963713c3df7e88221" title="Monitor each iteration of the solver.">DSDPSetConvergenceFlag</a>(dsdp,<a class="code" href="dsdpbasictypes_8h.html#a2a68c4cccb1289043bf9b59a58f55b3aa00cee4470de06c0e859c051ec0374788">DSDP_INDEFINITE_SCHUR_MATRIX</a>); DSDPCHKERR(info);
<a name="l00415"></a>00415 <span class="keywordflow">break</span>;
<a name="l00416"></a>00416 }
<a name="l00417"></a>00417 <span class="keywordflow">if</span> (0 && dsdp->Mshift*ymax>dsdp->pinfeastol/10){
<a name="l00418"></a>00418 info = <a class="code" href="group__DSDPConverge.html#ga1293e76a2fb57bd963713c3df7e88221" title="Monitor each iteration of the solver.">DSDPSetConvergenceFlag</a>(dsdp,<a class="code" href="dsdpbasictypes_8h.html#a2a68c4cccb1289043bf9b59a58f55b3aa00cee4470de06c0e859c051ec0374788">DSDP_INDEFINITE_SCHUR_MATRIX</a>); DSDPCHKERR(info);
<a name="l00419"></a>00419 <span class="keywordflow">break</span>;
<a name="l00420"></a>00420 }
<a name="l00421"></a>00421 <span class="keywordflow">if</span> (madd*ymax>dsdp->pinfeastol*1000){
<a name="l00422"></a>00422 info = <a class="code" href="group__DSDPConverge.html#ga1293e76a2fb57bd963713c3df7e88221" title="Monitor each iteration of the solver.">DSDPSetConvergenceFlag</a>(dsdp,<a class="code" href="dsdpbasictypes_8h.html#a2a68c4cccb1289043bf9b59a58f55b3aa00cee4470de06c0e859c051ec0374788">DSDP_INDEFINITE_SCHUR_MATRIX</a>); DSDPCHKERR(info);
<a name="l00423"></a>00423 <span class="keywordflow">break</span>;
<a name="l00424"></a>00424 }
<a name="l00425"></a>00425 <span class="keywordflow">if</span> (computem){
<a name="l00426"></a>00426 info=<a class="code" href="dsdp_8h.html#a2ceab284bd7f378ae4da0c3b01362d8b" title="Compute the Schur complement, or Gram, matrix for each cone.">DSDPComputeHessian</a>(dsdp,dsdp->M,dsdp->rhs1,dsdp->rhs2);DSDPCHKERR(info);}
<a name="l00427"></a>00427 <span class="keywordflow">if</span> (0==1){info=<a class="code" href="dsdpschurmat_8c.html#ac2532ec3ba1a780409e4c22b599a4c4e" title="Print the matrix.">DSDPSchurMatView</a>(dsdp->M);DSDPCHKERR(info);}
<a name="l00428"></a>00428 info = <a class="code" href="dsdpschurmat_8c.html#ae641b4fb6efcb0794593d1719a7c3845" title="Add a scalar to each diagonal element of the matrix.">DSDPSchurMatShiftDiagonal</a>(dsdp->M,madd);DSDPCHKERR(info);
<a name="l00429"></a>00429 info = <a class="code" href="dsdpschurmat_8c.html#ab3c5bcf162b2e5923c5428cb1764ed57" title="Factor M.">DSDPSchurMatFactor</a>(dsdp->M,&psdefinite); DSDPCHKERR(info);
<a name="l00430"></a>00430 computem=1;
<a name="l00431"></a>00431 <span class="keywordflow">if</span> (psdefinite==<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65a74385569aa7a59059a8847e2d39b754c">DSDP_FALSE</a>){
<a name="l00432"></a>00432 madd=madd*4 + 1.0e-13;
<a name="l00433"></a>00433 }
<a name="l00434"></a>00434 }
<a name="l00435"></a>00435 dsdp->Mshift=madd;
<a name="l00436"></a>00436 <span class="keywordflow">if</span> (psdefinite==<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65ae6b2e53e51e94a5fa7204ceac78f824f">DSDP_TRUE</a>){
<a name="l00437"></a>00437 info=<a class="code" href="dsdp_8h.html#a4e27e7414827a3737eb8a22456e0a9db" title="Apply CG to solve for the step directions.">DSDPCGSolve</a>(dsdp,dsdp->M,dsdp->rhs1,dsdp->dy1,cgtol,&cg1);DSDPCHKERR(info);
<a name="l00438"></a>00438 info=<a class="code" href="dsdp_8h.html#a4e27e7414827a3737eb8a22456e0a9db" title="Apply CG to solve for the step directions.">DSDPCGSolve</a>(dsdp,dsdp->M,dsdp->rhs2,dsdp->dy2,cgtol,&cg2);DSDPCHKERR(info);
<a name="l00439"></a>00439 }
<a name="l00440"></a>00440 }
<a name="l00441"></a>00441
<a name="l00442"></a>00442 DSDPFunctionReturn(0);
<a name="l00443"></a>00443 }
<a name="l00444"></a>00444 <span class="preprocessor">#undef __FUNCT__</span>
<a name="l00445"></a>00445 <span class="preprocessor"></span><span class="preprocessor">#define __FUNCT__ "DSDPComputeDualStepDirections"</span>
<a name="l00446"></a>00446 <span class="preprocessor"></span><span class="keywordtype">int</span> DSDPRefineStepDirection(<a class="code" href="structDSDP__C.html" title="Internal structures for the DSDP solver.">DSDP</a> dsdp,<a class="code" href="dsdpvec_8h.html#a421243d35437ad44ded3c1e34198e8e9" title="This object hold m+2 variables: a scaling of C, the y variables, and r.">DSDPVec</a> rhs, <a class="code" href="dsdpvec_8h.html#a421243d35437ad44ded3c1e34198e8e9" title="This object hold m+2 variables: a scaling of C, the y variables, and r.">DSDPVec</a> dy){
<a name="l00447"></a>00447 <span class="keywordtype">int</span> info;
<a name="l00448"></a>00448 <span class="keywordtype">double</span> cgtol=1e-20;
<a name="l00449"></a>00449 <a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65" title="Boolean variables.">DSDPTruth</a> cg1;
<a name="l00450"></a>00450 DSDPFunctionBegin;
<a name="l00451"></a>00451
<a name="l00452"></a>00452 <span class="keywordflow">if</span> (dsdp->reason==<a class="code" href="dsdpbasictypes_8h.html#a2a68c4cccb1289043bf9b59a58f55b3aa00cee4470de06c0e859c051ec0374788">DSDP_INDEFINITE_SCHUR_MATRIX</a>){
<a name="l00453"></a>00453 } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (dsdp->reason==<a class="code" href="dsdpbasictypes_8h.html#a2a68c4cccb1289043bf9b59a58f55b3aaaae024f404b3e21b95c40583917f1c5f">DSDP_SMALL_STEPS</a>){
<a name="l00454"></a>00454 } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (dsdp->pstep<1){
<a name="l00455"></a>00455 } <span class="keywordflow">else</span> {
<a name="l00456"></a>00456 dsdp->slestype=4;
<a name="l00457"></a>00457 info=<a class="code" href="dsdp_8h.html#a4e27e7414827a3737eb8a22456e0a9db" title="Apply CG to solve for the step directions.">DSDPCGSolve</a>(dsdp,dsdp->M,rhs,dy,cgtol,&cg1);DSDPCHKERR(info);
<a name="l00458"></a>00458 dsdp->slestype=3;
<a name="l00459"></a>00459 }
<a name="l00460"></a>00460
<a name="l00461"></a>00461 DSDPFunctionReturn(0);
<a name="l00462"></a>00462 }
<a name="l00463"></a>00463
<a name="l00464"></a>00464 <span class="preprocessor">#include "<a class="code" href="dsdp5_8h.html" title="The API to DSDP for those applications using DSDP as a subroutine library.">dsdp5.h</a>"</span>
<a name="l00465"></a>00465
<a name="l00466"></a>00466
<a name="l00467"></a>00467 <span class="preprocessor">#undef __FUNCT__ </span>
<a name="l00468"></a>00468 <span class="preprocessor"></span><span class="preprocessor">#define __FUNCT__ "DSDPInitializeVariables"</span>
<a name="l00469"></a>00469 <span class="preprocessor"></span>
<a name="l00475"></a><a class="code" href="dualalg_8c.html#a4a04f9882a4b6604ecffceac4264b391">00475</a> <span class="keywordtype">int</span> <a class="code" href="dsdp_8h.html#ae27ce4d0697371c7cef4db8fedb7c37e" title="Initialize variables and factor S.">DSDPInitializeVariables</a>( <a class="code" href="structDSDP__C.html" title="Internal structures for the DSDP solver.">DSDP</a> dsdp ){
<a name="l00476"></a>00476
<a name="l00477"></a>00477 <span class="keywordtype">int</span> info;
<a name="l00478"></a>00478 <span class="keywordtype">double</span> r0,mutarget=dsdp->mutarget,penalty;
<a name="l00479"></a>00479 <a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65" title="Boolean variables.">DSDPTruth</a> psdefinite=<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65a74385569aa7a59059a8847e2d39b754c">DSDP_FALSE</a>;
<a name="l00480"></a>00480
<a name="l00481"></a>00481 DSDPFunctionBegin;
<a name="l00482"></a>00482 info=<a class="code" href="dsdp_8h.html#af433c52034d6fcfdafe637e66851808c" title="Get variable r.">DSDPGetRR</a>(dsdp,&r0);DSDPCHKERR(info);
<a name="l00483"></a>00483 dsdp->rho=dsdp->np*dsdp->rhon;
<a name="l00484"></a>00484 <span class="keywordflow">if</span> (r0>=0) { <span class="comment">/* Use the specified starting point */</span>
<a name="l00485"></a>00485 info=<a class="code" href="dsdp_8h.html#a7024b7b5dbbc5914d29e5ac7a1eba545" title="Compute the objective function (DD).">DSDPComputeObjective</a>(dsdp,dsdp->y,&dsdp->ddobj);DSDPCHKERR(info);
<a name="l00486"></a>00486 info=<a class="code" href="dsdp_8h.html#a0866ec107b5c60afbec8a9bda9caa22d" title="Compute the dual variables S in each cone.">DSDPComputeSS</a>(dsdp,dsdp->y,<a class="code" href="dsdpbasictypes_8h.html#ae47666e7e5d77002110e20ef9ebb634bab6fdf4f2eac3be74db4cdd12007f3cb0">DUAL_FACTOR</a>,&psdefinite);DSDPCHKERR(info);
<a name="l00487"></a>00487 <span class="keywordflow">if</span> (mutarget<0) mutarget=(dsdp->ppobj-dsdp->ddobj)/(dsdp->rho);
<a name="l00488"></a>00488 } <span class="keywordflow">else</span> {
<a name="l00489"></a>00489 info=DSDPGetPenalty(dsdp,&penalty);DSDPCHKERR(info);
<a name="l00490"></a>00490 r0=0.1/(1.0+dsdp->cnorm);
<a name="l00491"></a>00491 <span class="keywordflow">while</span> (psdefinite==<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65a74385569aa7a59059a8847e2d39b754c">DSDP_FALSE</a> ){
<a name="l00492"></a>00492 r0=r0*100;
<a name="l00493"></a>00493 DSDPLogInfo(0,9,<span class="stringliteral">"Set Initial R0 %4.2e\n"</span>,r0);
<a name="l00494"></a>00494 info=<a class="code" href="dsdp_8h.html#a0f6f666ce8aa2c5a80a8ccfe105c6558" title="Set variable r.">DSDPSetRR</a>(dsdp,r0);DSDPCHKERR(info);
<a name="l00495"></a>00495 info=<a class="code" href="dsdp_8h.html#a0866ec107b5c60afbec8a9bda9caa22d" title="Compute the dual variables S in each cone.">DSDPComputeSS</a>(dsdp,dsdp->y,<a class="code" href="dsdpbasictypes_8h.html#ae47666e7e5d77002110e20ef9ebb634bab6fdf4f2eac3be74db4cdd12007f3cb0">DUAL_FACTOR</a>,&psdefinite);DSDPCHKERR(info);
<a name="l00496"></a>00496 }
<a name="l00497"></a>00497 r0=r0*dsdp->np;
<a name="l00498"></a>00498 <span class="keywordflow">if</span> (dsdp->cnorm>0 && dsdp->anorm>0 && dsdp->cnorm/dsdp->anorm<1){ r0=r0/(dsdp->cnorm/dsdp->anorm);}
<a name="l00499"></a>00499 dsdp->mu=r0*penalty;
<a name="l00500"></a>00500 <span class="keywordflow">if</span> (mutarget<0){
<a name="l00501"></a>00501 mutarget=(dsdp->ppobj-dsdp->ddobj)/(dsdp->rho);
<a name="l00502"></a>00502 mutarget=(dsdp->ppobj-dsdp->ddobj)/(dsdp->np);
<a name="l00503"></a>00503 mutarget=r0*penalty;
<a name="l00504"></a>00504 }
<a name="l00505"></a>00505 DSDPLogInfo(0,9,<span class="stringliteral">"Set Initial R0 %4.2e\n"</span>,r0);
<a name="l00506"></a>00506 info=<a class="code" href="dsdp_8h.html#a0f6f666ce8aa2c5a80a8ccfe105c6558" title="Set variable r.">DSDPSetRR</a>(dsdp,r0);DSDPCHKERR(info);
<a name="l00507"></a>00507 info=<a class="code" href="dsdp_8h.html#a7024b7b5dbbc5914d29e5ac7a1eba545" title="Compute the objective function (DD).">DSDPComputeObjective</a>(dsdp,dsdp->y,&dsdp->ddobj);DSDPCHKERR(info);
<a name="l00508"></a>00508 info=<a class="code" href="dsdp_8h.html#a0866ec107b5c60afbec8a9bda9caa22d" title="Compute the dual variables S in each cone.">DSDPComputeSS</a>(dsdp,dsdp->y,<a class="code" href="dsdpbasictypes_8h.html#ae47666e7e5d77002110e20ef9ebb634bab6fdf4f2eac3be74db4cdd12007f3cb0">DUAL_FACTOR</a>,&psdefinite);DSDPCHKERR(info);
<a name="l00509"></a>00509 }
<a name="l00510"></a>00510 info=<a class="code" href="dsdp_8h.html#a7024b7b5dbbc5914d29e5ac7a1eba545" title="Compute the objective function (DD).">DSDPComputeObjective</a>(dsdp,dsdp->y,&dsdp->ddobj);DSDPCHKERR(info);
<a name="l00511"></a>00511 <span class="keywordflow">if</span> (psdefinite==<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65a74385569aa7a59059a8847e2d39b754c">DSDP_FALSE</a>){
<a name="l00512"></a>00512 info=<a class="code" href="group__DSDPConverge.html#ga1293e76a2fb57bd963713c3df7e88221" title="Monitor each iteration of the solver.">DSDPSetConvergenceFlag</a>(dsdp,<a class="code" href="dsdpbasictypes_8h.html#a2a68c4cccb1289043bf9b59a58f55b3aa7f8800e949dce9fa0f5e41b9bca69e02">DSDP_INFEASIBLE_START</a>);DSDPCHKERR(info);
<a name="l00513"></a>00513 } <span class="keywordflow">else</span> {
<a name="l00514"></a>00514 info=<a class="code" href="dsdp_8h.html#a365ab3f361a5bf6770a8276e7ea2be41" title="Compute the logarithmic barrier function for the dual varialbe S.">DSDPComputeLogSDeterminant</a>(dsdp,&dsdp->logdet);DSDPCHKERR(info);
<a name="l00515"></a>00515 info=<a class="code" href="dsdp_8h.html#ad744efbd87d4166f470ecae129535533" title="Compute the potential of the given point.">DSDPComputePotential</a>(dsdp,dsdp->y,dsdp->logdet,&dsdp->potential);DSDPCHKERR(info);
<a name="l00516"></a>00516 }
<a name="l00517"></a>00517 <span class="comment">/* Tough guess, as all these rules suggest */</span>
<a name="l00518"></a>00518 info=<a class="code" href="dsdp_8h.html#afc317ccad82c19d57f4ffc60812749b5" title="Update the solver with these y variables.">DSDPSetY</a>(dsdp,0,dsdp->logdet,dsdp->y);DSDPCHKERR(info);
<a name="l00519"></a>00519 info=<a class="code" href="dsdp_8h.html#acd704d80e2686ff321f3a63bc3c3b63f" title="Save the current solution for later computation of X.">DSDPSaveYForX</a>(dsdp,dsdp->xmaker[0].mu,0);DSDPCHKERR(info);
<a name="l00520"></a>00520 dsdp->mutarget=mutarget;
<a name="l00521"></a>00521 dsdp->pstep=0.0;
<a name="l00522"></a>00522 dsdp->pnorm=0;
<a name="l00523"></a>00523 <span class="comment">/* dsdp->par.mu0=mutarget; */</span>
<a name="l00524"></a>00524 DSDPFunctionReturn(0);
<a name="l00525"></a>00525 }
<a name="l00526"></a>00526
<a name="l00538"></a>00538 <span class="preprocessor">#undef __FUNCT__ </span>
<a name="l00539"></a>00539 <span class="preprocessor"></span><span class="preprocessor">#define __FUNCT__ "DSDPComputeAndFactorS"</span>
<a name="l00540"></a><a class="code" href="group__DSDPSolver.html#ga751ef8af8faeff2f298088cc875a35ac">00540</a> <span class="preprocessor"></span><span class="keywordtype">int</span> <a class="code" href="group__DSDPSolver.html#ga751ef8af8faeff2f298088cc875a35ac" title="Compute and factor the dual matrix variables.">DSDPComputeAndFactorS</a>(<a class="code" href="structDSDP__C.html" title="Internal structures for the DSDP solver.">DSDP</a> dsdp,<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65" title="Boolean variables.">DSDPTruth</a> *psdefinite){
<a name="l00541"></a>00541 <span class="keywordtype">int</span> info;
<a name="l00542"></a>00542 DSDPFunctionBegin;
<a name="l00543"></a>00543 info=<a class="code" href="dsdp_8h.html#a0866ec107b5c60afbec8a9bda9caa22d" title="Compute the dual variables S in each cone.">DSDPComputeSS</a>(dsdp,dsdp->y,<a class="code" href="dsdpbasictypes_8h.html#ae47666e7e5d77002110e20ef9ebb634bab6fdf4f2eac3be74db4cdd12007f3cb0">DUAL_FACTOR</a>,psdefinite);DSDPCHKERR(info);
<a name="l00544"></a>00544 DSDPFunctionReturn(0);
<a name="l00545"></a>00545 }
</pre></div></div>
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