overhauled physics engine

2023-01-21 18:43:21 +01:00
parent 3c7346cf7b
commit 2208ab438a
164 changed files with 22606 additions and 928 deletions
@@ -0,0 +1,256 @@
+/* -------------------------------------------------------------
+
+This file is a component of SDPA
+Copyright (C) 2004-2013 SDPA Project
+
+This program is free software; you can redistribute it and/or modify
+it under the terms of the GNU General Public License as published by
+the Free Software Foundation; either version 2 of the License, or
+(at your option) any later version.
+
+This program is distributed in the hope that it will be useful,
+but WITHOUT ANY WARRANTY; without even the implied warranty of
+MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+GNU General Public License for more details.
+
+You should have received a copy of the GNU General Public License
+along with this program; if not, write to the Free Software
+Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307 USA
+
+------------------------------------------------------------- */
+/*--------------------------------------------------
+  sdpa_call.h
+--------------------------------------------------*/
+
+/***************************************************
+   In this header file,
+   Do NOT use 'using namespace sdpa;'.
+   Otherwise, if users define their OWN 'sdpa' namespace,
+   it would be trouble.
+***************************************************/
+
+
+#ifndef __sdpa_call_h__
+#define __sdpa_call_h__
+
+#include <sdpa_right.h>
+#include <sdpa_newton.h>
+#include <sdpa_chordal.h>
+#include <sdpa_parts.h>
+#include <sdpa_struct.h>  
+#include <cstdio>
+#include <vector>
+#include <algorithm>  
+
+/*  The class list is generated by the following command
+  $ grep class *.h | grep -v \; | grep -v SDPA | tr ':' ' ' | \
+    awk '{print $2 " " $3 ";"}' 
+*/
+
+namespace sdpa {
+  class BlockStruct;
+  class Chordal;
+  class Solutions;
+  class InputData;
+  class Residuals;
+  class IO;
+  class Lal;
+  class Newton;
+  class ComputeTime;
+  class Parameter;
+  class StepLength;
+  class DirectionParameter;
+  class Switch;
+  class AverageComplementarity;
+  class RatioInitResCurrentRes;
+  class SolveInfo;
+  class Phase;
+  class Vector;
+  class BlockVector;
+  class SparseMatrix;
+  class DenseMatrix;
+  class SparseLinearSpace;
+  class DenseLinearSpace;
+  class Time;
+
+  class LIJV
+  {
+  public:
+    int SDPl,LPl,i,j;
+    double value;
+  };
+};
+
+class SDPA
+{
+public:
+
+  enum PhaseType {noINFO, pFEAS,dFEAS,pdFEAS,pdINF,
+		  pFEAS_dINF,pINF_dFEAS,pdOPT,pUNBD,dUNBD};
+  enum ParameterType {PARAMETER_DEFAULT,
+                      PARAMETER_UNSTABLE_BUT_FAST,
+                      PARAMETER_STABLE_BUT_SLOW};
+  
+  enum ConeType {SDP, SOCP, LP};
+  // SOCP is not implemented in the current version.
+
+  enum SparseType {AUTO, SPARSE, DENSE};
+  // SparseType is only for compatiblity with SDPA7
+  // In SDPA-C, this always must be SPARSE.
+  // enum SparseType {AUTO, SPARSE, DENSE};
+  // when AUTO is set, the type is analyzed by the file extenstion.
+
+  SDPA();
+  ~SDPA();
+
+  void setParameterType(ParameterType type = PARAMETER_DEFAULT);
+  void setParameterMaxIteration(int maxIteration);
+  void setParameterEpsilonStar (double epsilonStar);
+  void setParameterLambdaStar  (double lambdaStar);
+  void setParameterOmegaStar   (double omegaStar);
+  void setParameterLowerBound  (double lowerBound);
+  void setParameterUpperBound  (double upperBound);
+  void setParameterBetaStar    (double betaStar);
+  void setParameterBetaBar     (double betaBar);
+  void setParameterGammaStar   (double gammaStar);
+  void setParameterEpsilonDash (double epsilonDash);
+
+  void setParameterPrintXVec(char* xPrint);
+  void setParameterPrintXMat(char* XPrint);
+  void setParameterPrintYMat(char* YPrint);
+  void setParameterPrintInformation(char* infPrint);
+
+  void setDisplay(FILE* Display  = stdout);
+  void setResultFile(FILE* fpout = stdout);
+
+  void setNumThreads(int NumThreads=0);
+
+  ParameterType getParameterType();
+  int    getParameterMaxIteration();
+  double getParameterEpsilonStar ();
+  double getParameterLambdaStar  ();
+  double getParameterOmegaStar   ();
+  double getParameterLowerBound  ();
+  double getParameterUpperBound  ();
+  double getParameterBetaStar    ();
+  double getParameterBetaBar     ();
+  double getParameterGammaStar   ();
+  double getParameterEpsilonDash ();
+
+  char* getParameterPrintXVec();
+  char* getParameterPrintXMat();
+  char* getParameterPrintYMat();
+  char* getParameterPrintInformation();
+
+  FILE* getDisplay();
+  FILE* getResultFile();
+  bool getInitPoint();
+  
+  int getNumThreads();
+  
+  void inputConstraintNumber(int m);
+  void inputBlockNumber(int nBlock);
+  void inputBlockSize(int l, int size);
+  void inputBlockType(int l, ConeType coneType);
+  void inputCVec(int k, double value);
+  void inputElement(int k, int l, int i, int j, double value,
+		    bool inputCheck = false);
+  void inputInitXVec(int k, double value);
+  void inputInitXMat(int l, int i, int j, double value);
+  void inputInitYMat(int l, int i, int j, double value);
+
+  void initializeUpperTriangleSpace();
+  void initializeUpperTriangle(bool inputTwiceCheck = false);
+  void initializeSolve();
+  
+  void solve();
+
+  double* getResultXVec();
+  double* getResultXMat(int l);
+  double* getResultYMat(int l);
+  double getPrimalObj();
+  double getDualObj();
+  double getPrimalError();
+  double getDualError();
+  double getDigits();
+  int    getIteration();
+  double getMu();
+  double getDualityGap();
+  PhaseType getPhaseValue();
+  void   getPhaseString(char* str);
+  double getSolveTime();
+
+  int      getConstraintNumber();
+  int      getBlockNumber();
+  int      getBlockSize(int l);
+  ConeType getBlockType(int l);
+  
+  void getDimacsError(double* DimacsError);
+  void printDimacsError(double* DimacsError, char* printFormat,
+			FILE* fp = stdout);
+  
+  void printResultXVec(FILE* fp = stdout);
+  void printResultXMat(FILE* fp = stdout);
+  void printResultYMat(FILE* fp = stdout);
+  void printComputationTime(FILE* fp = stdout);
+  void printParameters(FILE* fp = stdout);
+
+  bool judgeDimacsAvailability(); // for only SDPA-C
+  
+  static void printSDPAVersion(FILE* fp = stdout);
+
+  void readInput(char* filename, FILE* fpout = NULL);
+  void readParameter(char* filename, FILE* fpout = NULL);
+  void writeInputSparse(char* filename, char* printFormat);
+  void writeInitSparse(char* filename, char* printFormat);
+  
+  void finalize();
+  void copyCurrentToInit();
+
+  // setKappa is for only SDPA developers
+  void setKappa(double KAPPA);
+
+  // // for debugging, private is replaced by public
+  // public:
+private:
+  double KAPPA;
+  int  m;
+  int  nBlock;
+  FILE* Display;
+  FILE* fpout;
+  bool isInitPoint;
+  ParameterType typeParameter;
+
+  int pIteration;
+
+  sdpa::ComputeTime            com;
+  sdpa::Parameter              param;
+  sdpa::BlockStruct            bs;
+  sdpa::InputData              inputData;
+  sdpa::Newton                 newton;
+  sdpa::Chordal                chordal;
+  sdpa::Solutions              currentPt;
+  sdpa::DenseLinearSpace       initPt_xMat;
+  sdpa::DenseLinearSpace       initPt_zMat;
+  sdpa::Residuals              currentRes;
+  sdpa::StepLength             alpha;
+  sdpa::DirectionParameter     beta;
+  sdpa::Switch                 reduction;
+  sdpa::AverageComplementarity mu;
+  sdpa::RatioInitResCurrentRes theta;
+  sdpa::SolveInfo              solveInfo;
+  sdpa::Phase                  phase;
+
+
+  // temporary space to store
+  // upper trianguler part non-zeros.
+  vector<sdpa::LIJV*> * NonZeroElements;
+  void printNonZeroElements(FILE* fpout = stdout);
+  void checkNonZeroElements();
+  void setNonZeroBlockStruct();
+  void setNonZeroElements();
+
+  void printDimacsEasy(FILE* fpout = stdout); // heavy but for each iteration
+};
+
+#endif // __sdpa_call_h__