412 lines
11 KiB
C++
412 lines
11 KiB
C++
/* -------------------------------------------------------------
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This file is a component of SDPA
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Copyright (C) 2004-2013 SDPA Project
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This program is free software; you can redistribute it and/or modify
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it under the terms of the GNU General Public License as published by
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the Free Software Foundation; either version 2 of the License, or
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(at your option) any later version.
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This program is distributed in the hope that it will be useful,
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but WITHOUT ANY WARRANTY; without even the implied warranty of
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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GNU General Public License for more details.
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You should have received a copy of the GNU General Public License
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along with this program; if not, write to the Free Software
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Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
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------------------------------------------------------------- */
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// Here is the start of ``example1.cpp''
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#include <cstdio>
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#include <cstdlib>
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#include <sdpa_call.h>
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/*
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*Example 2:
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*mDim = 5, nBLOCK = 3, {2,3,-2}
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5 = mDIM
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3 = nBLOCK
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2 3 -2 = bLOCKsTRUCT
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{1.1, -10, 6.6 , 19 , 4.1}
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{
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{ { -1.4, -3.2 },
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{ -3.2,-28 } }
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{ { 15, -12, 2.1 },
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{-12, 16, -3.8 },
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{ 2.1, -3.8, 15 } }
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{ 1.8, -4.0 }
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}
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{
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{ { 0.5, 5.2 },
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{ 5.2, -5.3 } }
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{ { 7.8, -2.4, 6.0 },
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{ -2.4, 4.2, 6.5 },
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{ 6.0, 6.5, 2.1 } }
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{ -4.5, -3.5 }
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}
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{
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{ { 1.7, 7.0 },
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{ 7.0, -9.3 } }
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{ {-1.9, -0.9, -1.3 },
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{-0.9, -0.8, -2.1 },
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{-1.3, -2.1, 4.0 } }
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{-0.2, -3.7 }
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}
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{
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{ { 6.3, -7.5 },
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{-7.5, -3.3 } }
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{ { 0.2, 8.8, 5.4 },
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{ 8.8, 3.4, -0.4 },
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{ 5.4, -0.4, 7.5 } }
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{-3.3, -4.0 }
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}
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{
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{ { -2.4, -2.5 },
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{ -2.5, -2.9 } }
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{ { 3.4, -3.2, -4.5 },
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{ -3.2, 3.0, -4.8 },
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{ -4.5, -4.8, 3.6 } }
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{ 4.8 , 9.7 }
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}
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{
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{ { -6.5, -5.4 },
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{ -5.4, -6.6 } }
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{ { 6.7, -7.2, -3.6 },
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{ -7.2, 7.3, -3.0 },
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{ -3.6, -3.0, -1.4 } }
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{ 6.1, -1.5 }
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}
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*/
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void printVector(double* ele, int dim, char* printFormat,
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FILE* fpout);
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void printMatrix(double* ele, int dim, char* printFormat,
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FILE* fpout);
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void printDimacsError(double dimacs_error[7],char* printFormat,
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FILE* fpout);
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int main ()
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{
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SDPA::printSDPAVersion(stdout);
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SDPA Problem1;
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Problem1.setDisplay(stdout);
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// All parameteres are renewed
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Problem1.setParameterType(SDPA::PARAMETER_DEFAULT);
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// Problem1.printParameters(stdout);
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int mDIM = 5;
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int nBlock = 3;
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Problem1.inputConstraintNumber(mDIM);
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Problem1.inputBlockNumber(nBlock);
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// bLOCKsTRUCT :: 2(SDP) 3(SDP) -2(LP)
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Problem1.inputBlockSize(1,2);
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Problem1.inputBlockSize(2,3);
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Problem1.inputBlockSize(3,-2);
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Problem1.inputBlockType(1,SDPA::SDP);
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Problem1.inputBlockType(2,SDPA::SDP);
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Problem1.inputBlockType(3,SDPA::LP);
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Problem1.initializeUpperTriangleSpace();
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//cVECT = {1.1, -10, 6.6 , 19 , 4.1}
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Problem1.inputCVec(1,1.1);
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Problem1.inputCVec(2,-10);
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Problem1.inputCVec(3,6.6);
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Problem1.inputCVec(4,19);
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Problem1.inputCVec(5,4.1);
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// --------- Input F_0 --------------------
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// 1st block
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// { { -1.4, -3.2},
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// { -3.2, -28} }
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Problem1.inputElement(0, 1, 1, 1, -1.4);
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Problem1.inputElement(0, 1, 1, 2, -3.2);
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Problem1.inputElement(0, 1, 2, 2, -28);
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// 2nd block
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// { { 15, -12, 2.1 },
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// {-12, 16, -3.8 },
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// { 2.1, -3.8, 15 } }
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Problem1.inputElement(0, 2, 1, 1, 15);
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Problem1.inputElement(0, 2, 1, 2, -12);
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Problem1.inputElement(0, 2, 1, 3, 2.1);
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Problem1.inputElement(0, 2, 2, 2, 16);
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Problem1.inputElement(0, 2, 2, 3,-3.8);
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Problem1.inputElement(0, 2, 3, 3, 15);
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// 3rd block
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// { 1.8, -4.0 }
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Problem1.inputElement(0, 3, 1, 1, 1.8);
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Problem1.inputElement(0, 3, 2, 2,-4.0);
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// --------- Input F_1 --------------------
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// 1st block
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// { { 0.5, 5.2},
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// { 5.2, -5.3} }
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Problem1.inputElement(1, 1, 1, 1, 0.5);
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Problem1.inputElement(1, 1, 1, 2, 5.2);
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Problem1.inputElement(1, 1, 2, 2,-5.3);
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// 2nd block
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// { { 7.8, -2.4, 6.0 },
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// {-2.4, 4.2, 6.5 },
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// { 6.0, 6.5, 2.1 } }
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Problem1.inputElement(1, 2, 1, 1, 7.8);
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Problem1.inputElement(1, 2, 1, 2,-2.4);
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Problem1.inputElement(1, 2, 1, 3, 6.0);
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Problem1.inputElement(1, 2, 2, 2, 4.2);
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Problem1.inputElement(1, 2, 2, 3, 6.5);
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Problem1.inputElement(1, 2, 3, 3, 2.1);
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// 3rd block
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// { -4.5, -3.5 }
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Problem1.inputElement(1, 3, 1, 1, -4.5);
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Problem1.inputElement(1, 3, 2, 2, -3.5);
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// --------- Input F_2 --------------------
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// 1st block
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// { { 1.7, 7.0},
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// { 7.0,-9.3} }
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Problem1.inputElement(2, 1, 1, 1, 1.7);
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Problem1.inputElement(2, 1, 1, 2, 7.0);
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Problem1.inputElement(2, 1, 2, 2, -9.3);
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// 2nd block
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// { {-1.9, -0.9, -1.3 },
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// {-0.9, -0.8, -2.1 },
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// {-1.3, -2.1, 4.0 } }
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Problem1.inputElement(2, 2, 1, 1, -1.9);
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Problem1.inputElement(2, 2, 1, 2, -0.9);
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Problem1.inputElement(2, 2, 1, 3, -1.3);
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Problem1.inputElement(2, 2, 2, 2, -0.8);
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Problem1.inputElement(2, 2, 2, 3, -2.1);
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Problem1.inputElement(2, 2, 3, 3, 4.0);
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// 3rd block
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// { -0.2, -3.7 }
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Problem1.inputElement(2, 3, 1, 1, -0.2);
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Problem1.inputElement(2, 3, 2, 2, -3.7);
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// --------- Input F_3 --------------------
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// 1st block
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// { { 6.3, -7.5},
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// { -7.5, -3.3} }
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Problem1.inputElement(3, 1, 1, 1, 6.3);
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Problem1.inputElement(3, 1, 1, 2, -7.5);
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Problem1.inputElement(3, 1, 2, 2, -3.3);
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// 2nd block
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// { { 0.2, 8.8, 5.4 },
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// { 8.8, 3.4, -0.4 },
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// { 5.4, -0.4, 7.5 } }
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Problem1.inputElement(3, 2, 1, 1, 0.2);
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Problem1.inputElement(3, 2, 1, 2, 8.8);
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Problem1.inputElement(3, 2, 1, 3, 5.4);
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Problem1.inputElement(3, 2, 2, 2, 3.4);
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Problem1.inputElement(3, 2, 2, 3, -0.4);
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Problem1.inputElement(3, 2, 3, 3, 7.5);
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// 3rd block
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// { -3.3, -4.0 }
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Problem1.inputElement(3, 3, 1, 1, -3.3);
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Problem1.inputElement(3, 3, 2, 2, -4.0);
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// --------- Input F_4 --------------------
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// 1st block
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// { { -2.4, -2.5},
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// { -2.5, -2.9} }
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Problem1.inputElement(4, 1, 1, 1, -2.4);
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Problem1.inputElement(4, 1, 1, 2, -2.5);
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Problem1.inputElement(4, 1, 2, 2, -2.9);
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// 2nd block
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// { { 3.4, -3.2, -4.5 },
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// { -3.2, 3.0, -4.8 },
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// { -4.5, -4.8, 3.6 } }
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Problem1.inputElement(4, 2, 1, 1, 3.4);
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Problem1.inputElement(4, 2, 1, 2, -3.2);
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Problem1.inputElement(4, 2, 1, 3, -4.5);
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Problem1.inputElement(4, 2, 2, 2, 3.0);
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Problem1.inputElement(4, 2, 2, 3, -4.8);
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Problem1.inputElement(4, 2, 3, 3, 3.6);
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// 3rd block
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// { 4.8, 9.7 }
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Problem1.inputElement(4, 3, 1, 1, 4.8);
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Problem1.inputElement(4, 3, 2, 2, 9.7);
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// --------- Input F_5 --------------------
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// 1st block
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// { { -6.5, -5.4},
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// { -5.4, -6.6} }
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Problem1.inputElement(5, 1, 1, 1, -6.5);
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Problem1.inputElement(5, 1, 1, 2, -5.4);
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Problem1.inputElement(5, 1, 2, 2, -6.6);
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// 2nd block
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// { { 6.7, -7.2, -3.6 },
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// { -7.2, 7.3, -3.0 },
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// { -3.6, -3.0, -1.4 } }
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Problem1.inputElement(5, 2, 1, 1, 6.7);
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Problem1.inputElement(5, 2, 1, 2, -7.2);
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Problem1.inputElement(5, 2, 1, 3, -3.6);
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Problem1.inputElement(5, 2, 2, 2, 7.3);
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Problem1.inputElement(5, 2, 2, 3, -3.0);
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Problem1.inputElement(5, 2, 3, 3, -1.4);
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// 3rd block
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// { 6.1, -1.5 }
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Problem1.inputElement(5, 3, 1, 1, 6.1);
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Problem1.inputElement(5, 3, 2, 2,-1.5);
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Problem1.initializeUpperTriangle();
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Problem1.initializeSolve();
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// if necessary, dump input data and initial point
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// Problem1.writeInputSparse((char*)"tmp.dat-s",(char*)"%+8.3e");
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// Problem1.writeInitSparse((char*)"tmp.ini-s",(char*)"%+8.3e");
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Problem1.solve();
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fprintf(stdout, "\nStop iteration = %d\n",
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Problem1.getIteration());
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char phase_string[30];
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Problem1.getPhaseString(phase_string);
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fprintf(stdout, "Phase = %s\n", phase_string);
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fprintf(stdout, "objValPrimal = %+10.6e\n",
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Problem1.getPrimalObj());
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fprintf(stdout, "objValDual = %+10.6e\n",
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Problem1.getDualObj());
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fprintf(stdout, "p. feas. error = %+10.6e\n",
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Problem1.getPrimalError());
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fprintf(stdout, "d. feas. error = %+10.6e\n\n",
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Problem1.getDualError());
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fprintf(stdout, "xVec = \n");
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// Problem1.printResultXVec();
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printVector(Problem1.getResultXVec(),
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Problem1.getConstraintNumber(), (char*)"%+8.3e",
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stdout);
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fprintf(stdout, "xMat = \n");
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// Problem1.printResultXMat();
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for (int l=0; l<Problem1.getBlockNumber(); ++l) {
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if (Problem1.getBlockType(l+1) == SDPA::SDP) {
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printMatrix(Problem1.getResultXMat(l+1),
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Problem1.getBlockSize(l+1), (char*)"%+8.3e",
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stdout);
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}
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else if (Problem1.getBlockType(l+1) == SDPA::SOCP) {
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printf("current version does not support SOCP\n");
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}
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if (Problem1.getBlockType(l+1) == SDPA::LP) {
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printVector(Problem1.getResultXMat(l+1),
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Problem1.getBlockSize(l+1), (char*)"%+8.3e",
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stdout);
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}
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}
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fprintf(stdout, "yMat = \n");
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// Problem1.printResultYMat();
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for (int l=0; l<Problem1.getBlockNumber(); ++l) {
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if (Problem1.getBlockType(l+1) == SDPA::SDP) {
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printMatrix(Problem1.getResultYMat(l+1),
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Problem1.getBlockSize(l+1), (char*)"%+8.3e",
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stdout);
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}
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else if (Problem1.getBlockType(l+1) == SDPA::SOCP) {
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printf("current version does not support SOCP\n");
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}
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if (Problem1.getBlockType(l+1) == SDPA::LP) {
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printVector(Problem1.getResultYMat(l+1),
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Problem1.getBlockSize(l+1), (char*)"%+8.3e",
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stdout);
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}
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}
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double dimacs_error[7];
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Problem1.getDimacsError(dimacs_error);
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printDimacsError(dimacs_error,(char*)"%+8.3e",stdout);
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// Problem1.printComputationTime(stdout);
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Problem1.finalize();
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exit(0);
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};
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void printVector(double* ele, int dim, char* printFormat, FILE* fpout)
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{
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fprintf(fpout,"[ ");
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for (int k=0; k<dim-1; ++k) {
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fprintf(fpout,printFormat,ele[k]);
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fprintf(fpout," ");
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}
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fprintf(fpout,printFormat,ele[dim-1]);
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fprintf(fpout,"]; \n");
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}
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void printMatrix(double* ele, int dim, char* printFormat, FILE* fpout)
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{
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fprintf(fpout,"[\n");
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for (int i=0; i<dim; ++i) {
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fprintf(fpout,"[ ");
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for (int j=0; j<dim-1; ++j) {
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fprintf(fpout,printFormat,ele[i+dim*j]);
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fprintf(fpout," ");
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}
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fprintf(fpout,printFormat,ele[i+dim*(dim-1)]);
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fprintf(fpout,"]; \n");
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}
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fprintf(fpout,"]; \n");
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}
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void printDimacsError(double dimacs_error[7],char* printFormat,
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FILE* fpout)
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{
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fprintf(fpout, "\n");
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fprintf(fpout, "* DIMACS_ERRORS * \n");
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fprintf(fpout, "err1 = ");
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fprintf(fpout, printFormat, dimacs_error[1]);
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fprintf(fpout, " [||Ax-b|| / (1+||b||_1)]\n");
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fprintf(fpout, "err2 = ");
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fprintf(fpout, printFormat, dimacs_error[2]);
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fprintf(fpout, " [max(0, -lambda(x)/(1+||b||_1))]\n");
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fprintf(fpout, "err3 = ");
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fprintf(fpout, printFormat, dimacs_error[3]);
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fprintf(fpout, " [||A^Ty + z - c || / (1+||c||_1)]\n");
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fprintf(fpout, "err4 = ");
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fprintf(fpout, printFormat, dimacs_error[4]);
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fprintf(fpout, " [max(0, -lambda(z)/(1+||c||_1))]\n");
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fprintf(fpout, "err5 = ");
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fprintf(fpout, printFormat, dimacs_error[5]);
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fprintf(fpout, " [(<c,x> - <b,y>) / (1 + |<c,x>| + |<b,y>|)]\n");
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fprintf(fpout, "err6 = ");
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fprintf(fpout, printFormat, dimacs_error[6]);
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fprintf(fpout, " [<x,z> / (1 + |<c,x>| + |<b,y>|)]\n");
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fprintf(fpout, "\n");
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}
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