qpalm.h File Reference

QPALM main solver API. More...

#include "constants.h"
#include "global_opts.h"
#include "iteration.h"
#include "lin_alg.h"
#include "linesearch.h"
#include "newton.h"
#include "nonconvex.h"
#include "scaling.h"
#include "solver_interface.h"
#include "termination.h"
#include "types.h"
#include "util.h"
#include "validate.h"

Go to the source code of this file.

Functions
Main solver API
void	qpalm_set_default_settings (QPALMSettings *settings)
	Set default settings from constants.h file. More...
QPALMWorkspace *	qpalm_setup (const QPALMData *data, const QPALMSettings *settings)
	Initialize QPALM solver allocating memory. More...
void	qpalm_warm_start (QPALMWorkspace *work, c_float *x_warm_start, c_float *y_warm_start)
	Warm start workspace variables x, x_0, x_prev, Ax, Qx, y and sigma. More...
void	qpalm_solve (QPALMWorkspace *work)
	Solve the quadratic program. More...
void	qpalm_update_settings (QPALMWorkspace *work, const QPALMSettings *settings)
	Update the settings to the new settings. More...
void	qpalm_update_bounds (QPALMWorkspace *work, const c_float *bmin, const c_float *bmax)
	Update the lower and upper bounds. More...
void	qpalm_update_q (QPALMWorkspace *work, const c_float *q)
	Update the linear part of the cost. More...
void	qpalm_cleanup (QPALMWorkspace *work)
	Cleanup the workspace by deallocating memory. More...

Detailed Description

QPALM main solver API.

Author

Ben Hermans

This file contains the main functions that can be called by the user. The user can load the default settings, setup the workspace with data and settings, warm_start the primal and dual variables, run the solver, update the settings, bounds and linear part of the cost, and finally cleanup the workspace afterwards.

Function Documentation

qpalm_cleanup()

void qpalm_cleanup

(

QPALMWorkspace *

work

)

Cleanup the workspace by deallocating memory.

This function should be the called after the user is done using QPALM.

Parameters

work

Workspace

qpalm_set_default_settings()

void qpalm_set_default_settings

(

QPALMSettings *

settings

)

Set default settings from constants.h file.

Assumes settings are already allocated in memory.

Parameters

settings

Settings structure

qpalm_setup()

QPALMWorkspace* qpalm_setup	(	const QPALMData *	data,
		const QPALMSettings *	settings
	)

Initialize QPALM solver allocating memory.

All the inputs must be already allocated in memory before calling.

It performs:

• data and settings validation
• problem data scaling

Parameters

data	Problem data
settings	Solver settings

Returns

Solver environment

qpalm_solve()

void qpalm_solve

(

QPALMWorkspace *

work

)

Solve the quadratic program.

The final solver information is stored in the work->info structure.

The solution is stored in the work->solution structure.

If the problem is primal infeasible, the certificate is stored in work->delta_y.

If the problem is dual infeasible, the certificate is stored in work->delta_x.

Parameters

work

Workspace

NB Implementation detail: store Einv*Ax and Einv*z in temp_2m. The infinity norm of that vector is equal to the maximum of the infinity norms of Einv*Ax and Einv*z.

qpalm_update_bounds()

void qpalm_update_bounds	(	QPALMWorkspace *	work,
		const c_float *	bmin,
		const c_float *	bmax
	)

Update the lower and upper bounds.

Use NULL to indicate that one of the bounds does not change.

Parameters

work	Workspace
bmin	New lower bounds
bmax	New upper bounds

qpalm_update_q()

void qpalm_update_q	(	QPALMWorkspace *	work,
		const c_float *	q
	)

Update the linear part of the cost.

This causes an update of the cost scaling factor as well.

Parameters

work	Workspace
q	Linear part of the objective

qpalm_update_settings()

void qpalm_update_settings	(	QPALMWorkspace *	work,
		const QPALMSettings *	settings
	)

Update the settings to the new settings.

Warning

Decreasing settings->scaling is not allowed. Increasing it is possible.

Parameters

work	Workspace
settings	New settings

qpalm_warm_start()

void qpalm_warm_start	(	QPALMWorkspace *	work,
		c_float *	x_warm_start,
		c_float *	y_warm_start
	)

Warm start workspace variables x, x_0, x_prev, Ax, Qx, y and sigma.

If x_warm_start or y_warm_start is given as NULL, then the related variables will be initialized to 0. This function also initializes the penalty parameters sigma and the matrix Asqrtsigma.

Parameters

work	Workspace
x_warm_start	Warm start for the primal variables
y_warm_start	Warm start for the dual variables