<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd"> <html xmlns="http://www.w3.org/1999/xhtml"> <head> <meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/> <title>DSDP: src/solver/dsdprescone.c Source File</title> <link href="tabs.css" rel="stylesheet" type="text/css"/> <link href="doxygen.css" rel="stylesheet" type="text/css"/> </head> <body> <!-- Generated by Doxygen 1.7.4 --> <div id="top"> <div id="titlearea"> <table cellspacing="0" cellpadding="0"> <tbody> <tr style="height: 56px;"> <td style="padding-left: 0.5em;"> <div id="projectname">DSDP</div> </td> </tr> </tbody> </table> </div> <div id="navrow1" class="tabs"> <ul class="tablist"> <li><a href="index.html"><span>Main Page</span></a></li> <li><a href="pages.html"><span>Related Pages</span></a></li> <li><a href="modules.html"><span>Modules</span></a></li> <li><a href="annotated.html"><span>Data Structures</span></a></li> <li class="current"><a href="files.html"><span>Files</span></a></li> <li><a href="dirs.html"><span>Directories</span></a></li> </ul> </div> <div id="navrow2" class="tabs2"> <ul class="tablist"> <li><a href="files.html"><span>File List</span></a></li> <li><a href="globals.html"><span>Globals</span></a></li> </ul> </div> <div id="nav-path" class="navpath"> <ul> <li class="navelem"><a class="el" href="dir_23046874d7fed141927c769a66d8e3a5.html">src</a> </li> <li class="navelem"><a class="el" href="dir_03c647d51c93e018646ff83aa2eeb169.html">solver</a> </li> </ul> </div> </div> <div class="header"> <div class="headertitle"> <div class="title">dsdprescone.c</div> </div> </div> <div class="contents"> <a href="dsdprescone_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="dsdpcone__impl_8h.html" title="Implementations of a cone (SDP,LP,...) must provide a structure of function pointers.">dsdpcone_impl.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="l00003"></a>00003 <span class="preprocessor">#include "<a class="code" href="dsdpbasictypes_8h.html" title="Solver, solution types, termination codes,.">dsdpbasictypes.h</a>"</span> <a name="l00009"></a>00009 <span class="keyword">struct </span>RDCone{ <a name="l00010"></a>00010 <span class="keywordtype">double</span> primalr,dualr,x,logr; <a name="l00011"></a>00011 DSDPPenalty UsePenalty; <a name="l00012"></a>00012 <a class="code" href="structDSDP__C.html" title="Internal structures for the DSDP solver.">DSDP</a> dsdp; <span class="comment">/* Really only need the Penalty flag, which is here. */</span> <a name="l00013"></a>00013 }; <a name="l00014"></a>00014 <a name="l00015"></a>00015 <span class="keyword">typedef</span> <span class="keyword">struct </span>RDCone RCone; <a name="l00016"></a>00016 <a name="l00017"></a>00017 <span class="preprocessor">#undef __FUNCT__ </span> <a name="l00018"></a>00018 <span class="preprocessor"></span><span class="preprocessor">#define __FUNCT__ "DSDPRHessian"</span> <a name="l00019"></a>00019 <span class="preprocessor"></span><span class="keyword">static</span> <span class="keywordtype">int</span> DSDPRHessian( <span class="keywordtype">void</span> *dspcone, <span class="keywordtype">double</span> mu, <a class="code" href="structDSDPSchurMat__C.html" title="Schur complement matrix whose solution is the Newton direction.">DSDPSchurMat</a> M, <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> vrhs1, <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> vrhs2){ <a name="l00020"></a>00020 RCone *K=(RCone*)dspcone; <a name="l00021"></a>00021 <span class="keywordtype">int</span> info,m; <a name="l00022"></a>00022 <span class="keywordtype">double</span> rr,sr,rssr; <a name="l00023"></a>00023 DSDPFunctionBegin; <a name="l00024"></a>00024 <span class="keywordflow">if</span> (K->dualr ){ <a name="l00025"></a>00025 info=DSDPVecGetSize(vrhs2,&m);DSDPCHKERR(info); <a name="l00026"></a>00026 info=<a class="code" href="dsdpschurmat_8h.html#aa882207cc05ef20b3ee13203d38d39ef" title="Determine with the cone should compute this diagonal element of M and RHS.">DSDPSchurMatVariableCompute</a>(M,m-1,&rr);DSDPCHKERR(info); <a name="l00027"></a>00027 <span class="keywordflow">if</span> (rr){ <a name="l00028"></a>00028 sr=-mu*rr/(K->dualr); <a name="l00029"></a>00029 rssr=mu*rr/(K->dualr*K->dualr); <a name="l00030"></a>00030 info=DSDPVecAddR(vrhs2,sr);DSDPCHKERR(info); <a name="l00031"></a>00031 info=<a class="code" href="dsdpschurmat_8h.html#ae445255840bfecf632d7b6d0fd5042b8" title="Determine with the cone should compute this diagonal element of M and RHS.">DSDPSchurMatAddDiagonalElement</a>(M,m-1,rssr);DSDPCHKERR(info); <a name="l00032"></a>00032 } <a name="l00033"></a>00033 } <a name="l00034"></a>00034 DSDPFunctionReturn(0); <a name="l00035"></a>00035 } <a name="l00036"></a>00036 <a name="l00037"></a>00037 <a name="l00038"></a>00038 <span class="preprocessor">#undef __FUNCT__ </span> <a name="l00039"></a>00039 <span class="preprocessor"></span><span class="preprocessor">#define __FUNCT__ "DSDPRHS"</span> <a name="l00040"></a>00040 <span class="preprocessor"></span><span class="keyword">static</span> <span class="keywordtype">int</span> DSDPRHS( <span class="keywordtype">void</span> *dspcone, <span class="keywordtype">double</span> mu, <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> vrow,<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> vrhs1,<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> vrhs2){ <a name="l00041"></a>00041 RCone *K=(RCone*)dspcone; <a name="l00042"></a>00042 <span class="keywordtype">int</span> info; <a name="l00043"></a>00043 <span class="keywordtype">double</span> rr,sr; <a name="l00044"></a>00044 DSDPFunctionBegin; <a name="l00045"></a>00045 <span class="keywordflow">if</span> (K->dualr ){ <a name="l00046"></a>00046 sr=-mu/(K->dualr); <a name="l00047"></a>00047 info=DSDPVecGetR(vrow,&rr);DSDPCHKERR(info); <a name="l00048"></a>00048 info=DSDPVecAddR(vrhs2,rr*sr);DSDPCHKERR(info); <a name="l00049"></a>00049 } <a name="l00050"></a>00050 DSDPFunctionReturn(0); <a name="l00051"></a>00051 } <a name="l00052"></a>00052 <a name="l00053"></a>00053 <a name="l00054"></a>00054 <span class="preprocessor">#undef __FUNCT__ </span> <a name="l00055"></a>00055 <span class="preprocessor"></span><span class="preprocessor">#define __FUNCT__ "DSDPSetupRCone"</span> <a name="l00056"></a>00056 <span class="preprocessor"></span><span class="keyword">static</span> <span class="keywordtype">int</span> DSDPSetupRCone(<span class="keywordtype">void</span>* dspcone,<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> y){ <a name="l00057"></a>00057 DSDPFunctionBegin; <a name="l00058"></a>00058 DSDPFunctionReturn(0); <a name="l00059"></a>00059 } <a name="l00060"></a>00060 <a name="l00061"></a>00061 <span class="preprocessor">#undef __FUNCT__ </span> <a name="l00062"></a>00062 <span class="preprocessor"></span><span class="preprocessor">#define __FUNCT__ "DSDPSetupRCone2"</span> <a name="l00063"></a>00063 <span class="preprocessor"></span><span class="keyword">static</span> <span class="keywordtype">int</span> DSDPSetupRCone2(<span class="keywordtype">void</span>* dspcone, <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> y, <a class="code" href="structDSDPSchurMat__C.html" title="Schur complement matrix whose solution is the Newton direction.">DSDPSchurMat</a> M){ <a name="l00064"></a>00064 DSDPFunctionBegin; <a name="l00065"></a>00065 DSDPFunctionReturn(0); <a name="l00066"></a>00066 } <a name="l00067"></a>00067 <a name="l00068"></a>00068 <a name="l00069"></a>00069 <span class="preprocessor">#undef __FUNCT__ </span> <a name="l00070"></a>00070 <span class="preprocessor"></span><span class="preprocessor">#define __FUNCT__ "DSDPDestroyRCone"</span> <a name="l00071"></a>00071 <span class="preprocessor"></span><span class="keyword">static</span> <span class="keywordtype">int</span> DSDPDestroyRCone(<span class="keywordtype">void</span>* dspcone){ <a name="l00072"></a>00072 <span class="keywordtype">int</span> info; <a name="l00073"></a>00073 DSDPFunctionBegin; <a name="l00074"></a>00074 DSDPFREE(&dspcone,&info);DSDPCHKERR(info); <a name="l00075"></a>00075 DSDPFunctionReturn(0); <a name="l00076"></a>00076 } <a name="l00077"></a>00077 <a name="l00078"></a>00078 <a name="l00079"></a>00079 <span class="preprocessor">#undef __FUNCT__ </span> <a name="l00080"></a>00080 <span class="preprocessor"></span><span class="preprocessor">#define __FUNCT__ "DSDPRSize"</span> <a name="l00081"></a>00081 <span class="preprocessor"></span><span class="keyword">static</span> <span class="keywordtype">int</span> DSDPRSize(<span class="keywordtype">void</span>*dspcone,<span class="keywordtype">double</span> *n){ <a name="l00082"></a>00082 RCone *K=(RCone*)dspcone; <a name="l00083"></a>00083 DSDPFunctionBegin; <a name="l00084"></a>00084 <span class="keywordflow">if</span> (K->dualr){*n=1;} <a name="l00085"></a>00085 <span class="keywordflow">else</span> {*n=0;} <a name="l00086"></a>00086 DSDPFunctionReturn(0); <a name="l00087"></a>00087 } <a name="l00088"></a>00088 <a name="l00089"></a>00089 <span class="preprocessor">#undef __FUNCT__ </span> <a name="l00090"></a>00090 <span class="preprocessor"></span><span class="preprocessor">#define __FUNCT__ "DSDPRSparsity"</span> <a name="l00091"></a>00091 <span class="preprocessor"></span><span class="keyword">static</span> <span class="keywordtype">int</span> DSDPRSparsity(<span class="keywordtype">void</span>*dspcone,<span class="keywordtype">int</span> row, <span class="keywordtype">int</span> *tnnz, <span class="keywordtype">int</span> rnnz[], <span class="keywordtype">int</span> m){ <a name="l00092"></a>00092 DSDPFunctionBegin; <a name="l00093"></a>00093 *tnnz=0; <a name="l00094"></a>00094 DSDPFunctionReturn(0); <a name="l00095"></a>00095 } <a name="l00096"></a>00096 <a name="l00097"></a>00097 <a name="l00098"></a>00098 <span class="preprocessor">#undef __FUNCT__</span> <a name="l00099"></a>00099 <span class="preprocessor"></span><span class="preprocessor">#define __FUNCT__ "DSDPComputeRS"</span> <a name="l00100"></a>00100 <span class="preprocessor"></span><span class="keyword">static</span> <span class="keywordtype">int</span> DSDPComputeRS(<span class="keywordtype">void</span> *dspcone, <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> Y, <a class="code" href="dsdpbasictypes_8h.html#ae47666e7e5d77002110e20ef9ebb634b" title="DSDP requires two instances of the data structures S.">DSDPDualFactorMatrix</a> flag, <a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65" title="Boolean variables.">DSDPTruth</a> *ispsdefinite){ <a name="l00101"></a>00101 RCone *K=(RCone*)dspcone; <a name="l00102"></a>00102 <span class="keywordtype">int</span> info; <a name="l00103"></a>00103 <span class="keywordtype">double</span> rbeta; <a name="l00104"></a>00104 DSDPFunctionBegin; <a name="l00105"></a>00105 info=DSDPVecGetR(Y,&rbeta); DSDPCHKERR(info); <a name="l00106"></a>00106 <span class="keywordflow">if</span> (K->UsePenalty==DSDPAlways){ <a name="l00107"></a>00107 <span class="keywordflow">if</span> (rbeta<0){ *ispsdefinite=<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65ae6b2e53e51e94a5fa7204ceac78f824f">DSDP_TRUE</a>; } <span class="keywordflow">else</span> { *ispsdefinite=<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65a74385569aa7a59059a8847e2d39b754c">DSDP_FALSE</a>;} <a name="l00108"></a>00108 } <span class="keywordflow">else</span> { <a name="l00109"></a>00109 <span class="keywordflow">if</span> (rbeta>0) rbeta=0; <a name="l00110"></a>00110 *ispsdefinite=<a class="code" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65ae6b2e53e51e94a5fa7204ceac78f824f">DSDP_TRUE</a>; <a name="l00111"></a>00111 } <a name="l00112"></a>00112 <span class="keywordflow">if</span> (flag==<a class="code" href="dsdpbasictypes_8h.html#ae47666e7e5d77002110e20ef9ebb634bab6fdf4f2eac3be74db4cdd12007f3cb0">DUAL_FACTOR</a>){ K->dualr=rbeta; } <span class="keywordflow">else</span> { K->primalr=rbeta;} <a name="l00113"></a>00113 DSDPFunctionReturn(0); <a name="l00114"></a>00114 } <a name="l00115"></a>00115 <span class="preprocessor">#undef __FUNCT__</span> <a name="l00116"></a>00116 <span class="preprocessor"></span><span class="preprocessor">#define __FUNCT__ "DSDPInvertRS"</span> <a name="l00117"></a>00117 <span class="preprocessor"></span><span class="keyword">static</span> <span class="keywordtype">int</span> DSDPInvertRS(<span class="keywordtype">void</span> *dspcone){ <a name="l00118"></a>00118 DSDPFunctionBegin; <a name="l00119"></a>00119 DSDPFunctionReturn(0); <a name="l00120"></a>00120 } <a name="l00121"></a>00121 <a name="l00122"></a>00122 <a name="l00123"></a>00123 <a name="l00124"></a>00124 <span class="preprocessor">#undef __FUNCT__</span> <a name="l00125"></a>00125 <span class="preprocessor"></span><span class="preprocessor">#define __FUNCT__ "DSDPComputeRStepLength"</span> <a name="l00126"></a>00126 <span class="preprocessor"></span><span class="keyword">static</span> <span class="keywordtype">int</span> DSDPComputeRStepLength(<span class="keywordtype">void</span> *dspcone, <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 class="code" href="dsdpbasictypes_8h.html#ae47666e7e5d77002110e20ef9ebb634b" title="DSDP requires two instances of the data structures S.">DSDPDualFactorMatrix</a> flag, <span class="keywordtype">double</span> *maxsteplength){ <a name="l00127"></a>00127 RCone *K=(RCone*)dspcone; <a name="l00128"></a>00128 <span class="keywordtype">double</span> r,rbeta,msteplength=1.0e100,rt=1.0e30; <a name="l00129"></a>00129 <span class="keywordtype">int</span> info; <a name="l00130"></a>00130 DSDPFunctionBegin; <a name="l00131"></a>00131 <a name="l00132"></a>00132 info=DSDPVecGetR(DY,&rbeta); DSDPCHKERR(info); <a name="l00133"></a>00133 <span class="keywordflow">if</span> (flag==<a class="code" href="dsdpbasictypes_8h.html#ae47666e7e5d77002110e20ef9ebb634bab6fdf4f2eac3be74db4cdd12007f3cb0">DUAL_FACTOR</a>){ r=K->dualr; } <span class="keywordflow">else</span> { r=K->primalr;} <a name="l00134"></a>00134 <span class="keywordflow">if</span> (r * rbeta<0) rt=-r/rbeta; <a name="l00135"></a>00135 <a name="l00136"></a>00136 <span class="keywordflow">if</span> (K->UsePenalty==DSDPAlways){msteplength=rt;} <a name="l00137"></a>00137 <span class="keywordflow">else</span> <span class="keywordflow">if</span> (flag==<a class="code" href="dsdpbasictypes_8h.html#ae47666e7e5d77002110e20ef9ebb634baa8adedc328d310fc0bb1b04a9091bad1">PRIMAL_FACTOR</a>){ msteplength=rt;} <a name="l00138"></a>00138 <span class="keywordflow">else</span> <span class="keywordflow">if</span> (flag==<a class="code" href="dsdpbasictypes_8h.html#ae47666e7e5d77002110e20ef9ebb634bab6fdf4f2eac3be74db4cdd12007f3cb0">DUAL_FACTOR</a>){msteplength=rt/0.94;} <a name="l00139"></a>00139 <a name="l00140"></a>00140 *maxsteplength=msteplength; <a name="l00141"></a>00141 DSDPFunctionReturn(0); <a name="l00142"></a>00142 } <a name="l00143"></a>00143 <a name="l00144"></a>00144 <span class="preprocessor">#undef __FUNCT__ </span> <a name="l00145"></a>00145 <span class="preprocessor"></span><span class="preprocessor">#define __FUNCT__ "DSDPRX"</span> <a name="l00146"></a>00146 <span class="preprocessor"></span><span class="keyword">static</span> <span class="keywordtype">int</span> DSDPRX( <span class="keywordtype">void</span> *dspcone, <span class="keywordtype">double</span> mu, <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> y, <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 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> AX,<span class="keywordtype">double</span> *tracexs){ <a name="l00147"></a>00147 RCone *K=(RCone*)dspcone; <a name="l00148"></a>00148 <span class="keywordtype">int</span> info; <a name="l00149"></a>00149 <span class="keywordtype">double</span> rr,dr,trxs,r=K->dualr; <a name="l00150"></a>00150 DSDPFunctionBegin; <a name="l00151"></a>00151 <a name="l00152"></a>00152 info=DSDPVecGetR(y,&rr); DSDPCHKERR(info); <a name="l00153"></a>00153 info=DSDPVecGetR(dy,&dr); DSDPCHKERR(info); <a name="l00154"></a>00154 <span class="keywordflow">if</span> (K->dualr){ <a name="l00155"></a>00155 r=-1.0/rr; <a name="l00156"></a>00156 K->x=mu*(r-r*dr*r); <a name="l00157"></a>00157 trxs=K->x/r; <a name="l00158"></a>00158 DSDPLogInfo(0,2,<span class="stringliteral">"RESIDUAL X (Minimum Penalty Parameter): %4.4e, Trace(XS): %4.4e\n"</span>,K->x,trxs); <a name="l00159"></a>00159 <span class="comment">/* *tracexs=trxs */</span> <a name="l00160"></a>00160 } <span class="keywordflow">else</span> { <a name="l00161"></a>00161 K->x=0.0; <a name="l00162"></a>00162 } <a name="l00163"></a>00163 DSDPFunctionReturn(0); <a name="l00164"></a>00164 } <a name="l00165"></a>00165 <a name="l00166"></a>00166 <span class="preprocessor">#undef __FUNCT__ </span> <a name="l00167"></a>00167 <span class="preprocessor"></span><span class="preprocessor">#define __FUNCT__ "DSDPSetX"</span> <a name="l00168"></a>00168 <span class="preprocessor"></span><span class="keyword">static</span> <span class="keywordtype">int</span> DSDPSetX( <span class="keywordtype">void</span> *dspcone, <span class="keywordtype">double</span> mu, <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> y, <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="l00169"></a>00169 RCone *K=(RCone*)dspcone; <a name="l00170"></a>00170 <span class="keywordtype">int</span> info; <a name="l00171"></a>00171 <span class="keywordtype">double</span> rr,dr,trxs,r; <a name="l00172"></a>00172 DSDPFunctionBegin; <a name="l00173"></a>00173 <a name="l00174"></a>00174 info=DSDPVecGetR(y,&rr); DSDPCHKERR(info); <a name="l00175"></a>00175 info=DSDPVecGetR(dy,&dr); DSDPCHKERR(info); <a name="l00176"></a>00176 <span class="keywordflow">if</span> (rr){ <a name="l00177"></a>00177 r=-1.0/rr; <a name="l00178"></a>00178 K->x=mu*(r-r*dr*r); <a name="l00179"></a>00179 trxs=K->x/r; <a name="l00180"></a>00180 DSDPLogInfo(0,2,<span class="stringliteral">"RESIDUAL X (Minimum Penalty Parameter): %4.4e, Trace(XS): %4.4e\n"</span>,K->x,trxs); <a name="l00181"></a>00181 <span class="comment">/* *tracexs=trxs */</span> <a name="l00182"></a>00182 } <span class="keywordflow">else</span> { <a name="l00183"></a>00183 K->x=0.0; <a name="l00184"></a>00184 } <a name="l00185"></a>00185 DSDPFunctionReturn(0); <a name="l00186"></a>00186 } <a name="l00187"></a>00187 <a name="l00188"></a>00188 <span class="preprocessor">#undef __FUNCT__</span> <a name="l00189"></a>00189 <span class="preprocessor"></span><span class="preprocessor">#define __FUNCT__ "DSDPComputeRLog"</span> <a name="l00190"></a>00190 <span class="preprocessor"></span><span class="keyword">static</span> <span class="keywordtype">int</span> DSDPComputeRLog(<span class="keywordtype">void</span> *dspcone, <span class="keywordtype">double</span> *logobj, <span class="keywordtype">double</span> *logdet){ <a name="l00191"></a>00191 RCone *K=(RCone*)dspcone; <a name="l00192"></a>00192 DSDPFunctionBegin; <a name="l00193"></a>00193 *logdet=K->logr; <a name="l00194"></a>00194 *logobj=0; <a name="l00195"></a>00195 <span class="keywordflow">if</span> (K->dualr<0){ <a name="l00196"></a>00196 *logdet=log(-K->dualr); <a name="l00197"></a>00197 K->logr=log(-K->dualr); <a name="l00198"></a>00198 } <a name="l00199"></a>00199 DSDPFunctionReturn(0); <a name="l00200"></a>00200 } <a name="l00201"></a>00201 <a name="l00202"></a>00202 <span class="preprocessor">#undef __FUNCT__</span> <a name="l00203"></a>00203 <span class="preprocessor"></span><span class="preprocessor">#define __FUNCT__ "DSDPRANorm2"</span> <a name="l00204"></a>00204 <span class="preprocessor"></span><span class="keyword">static</span> <span class="keywordtype">int</span> DSDPRANorm2(<span class="keywordtype">void</span> *dspcone,<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> Anorm2){ <a name="l00205"></a>00205 DSDPFunctionBegin; <a name="l00206"></a>00206 DSDPFunctionReturn(0); <a name="l00207"></a>00207 } <a name="l00208"></a>00208 <a name="l00209"></a>00209 <span class="preprocessor">#undef __FUNCT__</span> <a name="l00210"></a>00210 <span class="preprocessor"></span><span class="preprocessor">#define __FUNCT__ "DSDPRMultiplyAdd"</span> <a name="l00211"></a>00211 <span class="preprocessor"></span><span class="keyword">static</span> <span class="keywordtype">int</span> DSDPRMultiplyAdd(<span class="keywordtype">void</span> *dspcone,<span class="keywordtype">double</span> mu,<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> vrow,<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> vin,<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> vout){ <a name="l00212"></a>00212 RCone *K=(RCone*)dspcone; <a name="l00213"></a>00213 <span class="keywordtype">int</span> info; <a name="l00214"></a>00214 <span class="keywordtype">double</span> v1,v2,rssr; <a name="l00215"></a>00215 DSDPFunctionBegin; <a name="l00216"></a>00216 <span class="keywordflow">if</span> (K->dualr){ <a name="l00217"></a>00217 info=DSDPVecGetR(vrow,&v1);DSDPCHKERR(info); <a name="l00218"></a>00218 info=DSDPVecGetR(vin,&v2);DSDPCHKERR(info); <a name="l00219"></a>00219 rssr=v1*v2*mu/(K->dualr*K->dualr); <a name="l00220"></a>00220 info=DSDPVecAddR(vout,rssr);DSDPCHKERR(info); <a name="l00221"></a>00221 } <a name="l00222"></a>00222 DSDPFunctionReturn(0); <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__ "DSDPRMonitor"</span> <a name="l00227"></a>00227 <span class="preprocessor"></span><span class="keyword">static</span> <span class="keywordtype">int</span> DSDPRMonitor( <span class="keywordtype">void</span> *dspcone, <span class="keywordtype">int</span> tag){ <a name="l00228"></a>00228 DSDPFunctionBegin; <a name="l00229"></a>00229 DSDPFunctionReturn(0); <a name="l00230"></a>00230 } <a name="l00231"></a>00231 <a name="l00232"></a>00232 <span class="keyword">static</span> <span class="keyword">struct </span>DSDPCone_Ops kops; <a name="l00233"></a>00233 <span class="keyword">static</span> <span class="keyword">const</span> <span class="keywordtype">char</span>* matname=<span class="stringliteral">"R Cone"</span>; <a name="l00234"></a>00234 <a name="l00235"></a>00235 <span class="preprocessor">#undef __FUNCT__</span> <a name="l00236"></a>00236 <span class="preprocessor"></span><span class="preprocessor">#define __FUNCT__ "RConeOperationsInitialize"</span> <a name="l00237"></a>00237 <span class="preprocessor"></span><span class="keyword">static</span> <span class="keywordtype">int</span> RConeOperationsInitialize(<span class="keyword">struct</span> DSDPCone_Ops* coneops){ <a name="l00238"></a>00238 <span class="keywordtype">int</span> info; <a name="l00239"></a>00239 <span class="keywordflow">if</span> (coneops==NULL) <span class="keywordflow">return</span> 0; <a name="l00240"></a>00240 info=<a class="code" href="dsdpcone_8c.html#ad1e12a500997ab2be6b7e24536017e95" title="Initialize the function pointers to 0.">DSDPConeOpsInitialize</a>(coneops); DSDPCHKERR(info); <a name="l00241"></a>00241 coneops->conehessian=DSDPRHessian; <a name="l00242"></a>00242 coneops->conesetup=DSDPSetupRCone; <a name="l00243"></a>00243 coneops->conesetup2=DSDPSetupRCone2; <a name="l00244"></a>00244 coneops->conedestroy=DSDPDestroyRCone; <a name="l00245"></a>00245 coneops->conecomputes=DSDPComputeRS; <a name="l00246"></a>00246 coneops->coneinverts=DSDPInvertRS; <a name="l00247"></a>00247 coneops->conesetxmaker=DSDPSetX; <a name="l00248"></a>00248 coneops->conecomputex=DSDPRX; <a name="l00249"></a>00249 coneops->conerhs=DSDPRHS; <a name="l00250"></a>00250 coneops->conemaxsteplength=DSDPComputeRStepLength; <a name="l00251"></a>00251 coneops->conelogpotential=DSDPComputeRLog; <a name="l00252"></a>00252 coneops->conesize=DSDPRSize; <a name="l00253"></a>00253 coneops->conesparsity=DSDPRSparsity; <a name="l00254"></a>00254 coneops->coneanorm2=DSDPRANorm2; <a name="l00255"></a>00255 coneops->conemonitor=DSDPRMonitor; <a name="l00256"></a>00256 coneops->conehmultiplyadd=DSDPRMultiplyAdd; <a name="l00257"></a>00257 coneops->id=19; <a name="l00258"></a>00258 coneops->name=matname; <a name="l00259"></a>00259 <span class="keywordflow">return</span> 0; <a name="l00260"></a>00260 } <a name="l00261"></a>00261 <a name="l00262"></a>00262 <span class="comment">/*</span> <a name="l00263"></a>00263 <span class="comment">\fn int RConeSetType(RCone *rcone, DSDPPenalty UsePenalty);</span> <a name="l00264"></a>00264 <span class="comment">\brief Set penalty type.</span> <a name="l00265"></a>00265 <span class="comment"></span> <a name="l00266"></a>00266 <span class="comment">\param dsdp the solver</span> <a name="l00267"></a>00267 <span class="comment">\param UsePenalty true or false</span> <a name="l00268"></a>00268 <span class="comment">*/</span> <a name="l00269"></a>00269 <span class="preprocessor">#undef __FUNCT__</span> <a name="l00270"></a>00270 <span class="preprocessor"></span><span class="preprocessor">#define __FUNCT__ "RConeSetType"</span> <a name="l00271"></a>00271 <span class="preprocessor"></span><span class="keywordtype">int</span> RConeSetType(RCone *rcone, DSDPPenalty UsePenalty){ <a name="l00272"></a>00272 DSDPFunctionBegin; <a name="l00273"></a>00273 rcone->UsePenalty=UsePenalty; <a name="l00274"></a>00274 DSDPFunctionReturn(0); <a name="l00275"></a>00275 } <a name="l00276"></a>00276 <span class="comment">/*</span> <a name="l00277"></a>00277 <span class="comment">\fn int RConeGetRX(RCone *rcone, double *rx);</span> <a name="l00278"></a>00278 <span class="comment">\brief Get slack of trace of matrix</span> <a name="l00279"></a>00279 <span class="comment"></span> <a name="l00280"></a>00280 <span class="comment">\param rcone cone</span> <a name="l00281"></a>00281 <span class="comment">\param rx dual of r.</span> <a name="l00282"></a>00282 <span class="comment">Accurate only when r > 0.</span> <a name="l00283"></a>00283 <span class="comment"></span> <a name="l00284"></a>00284 <span class="comment">*/</span> <a name="l00285"></a>00285 <span class="preprocessor">#undef __FUNCT__</span> <a name="l00286"></a>00286 <span class="preprocessor"></span><span class="preprocessor">#define __FUNCT__ "RConeGetRX"</span> <a name="l00287"></a>00287 <span class="preprocessor"></span><span class="keywordtype">int</span> RConeGetRX(RCone *rcone, <span class="keywordtype">double</span> *xtrace){ <a name="l00288"></a>00288 DSDPFunctionBegin; <a name="l00289"></a>00289 *xtrace=rcone->x; <a name="l00290"></a>00290 DSDPFunctionReturn(0); <a name="l00291"></a>00291 } <a name="l00292"></a>00292 <a name="l00300"></a>00300 <span class="preprocessor">#undef __FUNCT__</span> <a name="l00301"></a>00301 <span class="preprocessor"></span><span class="preprocessor">#define __FUNCT__ "DSDPAddRCone"</span> <a name="l00302"></a><a class="code" href="dsdprescone_8c.html#afebbfe005081dc3efdad71414b838cdf">00302</a> <span class="preprocessor"></span><span class="keywordtype">int</span> <a class="code" href="dsdprescone_8c.html#afebbfe005081dc3efdad71414b838cdf" title="A separate cone specifies that r must be nonnegative.">DSDPAddRCone</a>(<a class="code" href="structDSDP__C.html" title="Internal structures for the DSDP solver.">DSDP</a> dsdp, RCone **rrcone){ <a name="l00303"></a>00303 RCone *rcone; <a name="l00304"></a>00304 DSDPPenalty UsePenalty=DSDPInfeasible; <a name="l00305"></a>00305 <span class="keywordtype">int</span> info; <a name="l00306"></a>00306 DSDPFunctionBegin; <a name="l00307"></a>00307 info=RConeOperationsInitialize(&kops); DSDPCHKERR(info); <a name="l00308"></a>00308 DSDPCALLOC1(&rcone,RCone,&info); DSDPCHKERR(info); <a name="l00309"></a>00309 info=RConeSetType(rcone,UsePenalty); DSDPCHKERR(info); <a name="l00310"></a>00310 rcone->dsdp=dsdp; <a name="l00311"></a>00311 rcone->logr=0; <a name="l00312"></a>00312 *rrcone=rcone; <a name="l00313"></a>00313 info=<a class="code" href="dsdpcone__impl_8h.html#ae305676af8ca6fb9340d129b392c0f4d" title="Apply DSDP to a conic structure.">DSDPAddCone</a>(dsdp,&kops,(<span class="keywordtype">void</span>*)rcone); DSDPCHKERR(info); <a name="l00314"></a>00314 DSDPFunctionReturn(0); <a name="l00315"></a>00315 } <a name="l00316"></a>00316 </pre></div></div> </div> <hr class="footer"/><address class="footer"><small>Generated on Wed Jun 8 2011 for DSDP by  <a href="http://www.doxygen.org/index.html"> <img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.7.4 </small></address> </body> </html>