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Diffstat (limited to 'thirdparty/linux/include/coin/ecos_bb.h')
| -rw-r--r-- | thirdparty/linux/include/coin/ecos_bb.h | 204 |
1 files changed, 204 insertions, 0 deletions
diff --git a/thirdparty/linux/include/coin/ecos_bb.h b/thirdparty/linux/include/coin/ecos_bb.h new file mode 100644 index 0000000..aec8743 --- /dev/null +++ b/thirdparty/linux/include/coin/ecos_bb.h @@ -0,0 +1,204 @@ +/* + * ECOS - Embedded Conic Solver. + * Copyright (C) 2012-2015 A. Domahidi [domahidi@embotech.com], + * Automatic Control Lab, ETH Zurich & embotech GmbH, Zurich, Switzerland. + * + * 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 3 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, see <http://www.gnu.org/licenses/>. + */ + + +/* + * The branch and bound module is (c) Han Wang, Stanford University, + * [hanwang2@stanford.edu] + */ + +#ifndef __ecos_bb_H__ +#define __ecos_bb_H__ + +#include "ecos.h" +#include "spla.h" +#include "glblopts.h" + +/* Print verbosity */ +#define MI_PRINTLEVEL (1) + +/* ecos_bb configuration settings */ +#define MI_ABS_EPS (1E-6) +#define MI_REL_EPS (1E-3) +#define MI_MAXITER (1000) +#define MI_INT_TOL (FTOL_INACC) + +/* Flags */ +#define MI_SOLVED_NON_BRANCHABLE (3) +#define MI_SOLVED_BRANCHABLE (2) +#define MI_NOT_SOLVED (1) +#define MI_FREE (0) + +#define MI_ONE (1) +#define MI_ZERO (0) +#define MI_STAR (-1) + +/*** Exit flags ***/ +/*ECOS_BB found optimal solution*/ +#define MI_OPTIMAL_SOLN (ECOS_OPTIMAL) +/*ECOS_BB proved problem is infeasible*/ +#define MI_INFEASIBLE (ECOS_PINF) +/*ECOS_BB proved problem is unbounded*/ +#define MI_UNBOUNDED (ECOS_DINF) +/*ECOS_BB hit maximum iterations but a feasible solution was found and the best seen feasible solution was returned*/ +#define MI_MAXITER_FEASIBLE_SOLN (ECOS_OPTIMAL + ECOS_INACC_OFFSET) +/*ECOS_BB hit maximum iterations without finding a feasible solution*/ +#define MI_MAXITER_NO_SOLN (ECOS_PINF + ECOS_INACC_OFFSET) +/*ECOS_BB hit maximum iterations without finding a feasible solution that was unbounded*/ +#define MI_MAXITER_UNBOUNDED (ECOS_DINF + ECOS_INACC_OFFSET) + +/* Max integer and all smaller integer representable by single precision */ +#define MAX_FLOAT_INT (8388608) + +/* define INFINITY and isinf for MSFT */ +#ifdef _MSC_VER +#include "float.h" +#define INFINITY (DBL_MAX+DBL_MAX) +/* this will also return true if x is nan, but we don't check that anyway */ +#define isinf(x) (!_finite(x)) +#endif + +#ifdef __cplusplus +extern "C" { +#endif + +typedef struct settings_bb{ + idxint maxit; /* maximum number of iterations */ + idxint verbose; /* verbosity bool for PRINTLEVEL < 3 */ + pfloat abs_tol_gap; /* termination criteria |U-L| */ + pfloat rel_tol_gap; /* termination criteria for |U-L|/|L| < 3 */ + pfloat integer_tol; /* integer rounding tolerance */ +} settings_bb; + +typedef struct node { + char status; + pfloat L; + pfloat U; + idxint split_idx; + pfloat split_val; +} node; + +/* Wrapper for mixed integer module */ +typedef struct ecos_bb_pwork{ + /* Mixed integer data */ + idxint num_bool_vars; + idxint num_int_vars; + + node* nodes; + char* bool_node_ids; + pfloat* int_node_ids; + + idxint* bool_vars_idx; + idxint* int_vars_idx; + + /* ECOS data */ + pwork* ecos_prob; + + /* Modified pointers to ecos internals */ + /* Use these to edit or reset the h variables */ + spmat* A; + spmat* G; + pfloat* c; + pfloat* b; + pfloat* h; + + /* best iterate seen so far */ + /* variables */ + pfloat* x; /* primal variables */ + pfloat* y; /* multipliers for equality constaints */ + pfloat* z; /* multipliers for conic inequalities */ + pfloat* s; /* slacks for conic inequalities */ + pfloat kap; /* kappa (homogeneous embedding) */ + pfloat tau; /* tau (homogeneous embedding) */ + stats* info; /* info of best iterate */ + pfloat global_U; + pfloat global_L; + + /* Tmp data */ + char* tmp_bool_node_id; + pfloat* tmp_int_node_id; + idxint iter; + + /* Stored pointers to prevent memory leaks */ + pfloat* Gpr_new; + idxint* Gjc_new; + idxint* Gir_new; + pfloat* h_new; + + /* settings struct */ + settings* ecos_stgs; + settings_bb* stgs; + idxint default_settings; + +} ecos_bb_pwork; + +ecos_bb_pwork* ECOS_BB_setup( + idxint n, idxint m, idxint p, + idxint l, idxint ncones, idxint* q, idxint nex, + pfloat* Gpr, idxint* Gjc, idxint* Gir, + pfloat* Apr, idxint* Ajc, idxint* Air, + pfloat* c, pfloat* h, pfloat* b, + idxint num_bool_vars, idxint* bool_vars_idx, + idxint num_int_vars, idxint* int_vars_idx, + settings_bb* stgs); + +idxint ECOS_BB_solve(ecos_bb_pwork* prob); + +void ECOS_BB_cleanup(ecos_bb_pwork* prob, idxint num_vars_keep); + +void updateDataEntry_h(ecos_bb_pwork* w, idxint idx, pfloat value); + +void updateDataEntry_c(ecos_bb_pwork* w, idxint idx, pfloat value); + +settings_bb* get_default_ECOS_BB_settings(); + +/* Calculate the offset into the node_id array */ +static inline char* get_bool_node_id(idxint idx, ecos_bb_pwork* prob){ + return &prob->bool_node_ids[prob->num_bool_vars * idx]; +} + +static inline pfloat* get_int_node_id(idxint idx, ecos_bb_pwork* prob){ + return &prob->int_node_ids[prob->num_int_vars * idx * 2]; +} + +static inline pfloat abs_2(pfloat number){ + return number < 0.0 ? -number : number; +} + +static inline pfloat pfloat_round(pfloat number){ + return (number >= 0) ? (int)(number + 0.5) : (int)(number - 0.5); +} + +static inline pfloat pfloat_ceil(pfloat number, pfloat integer_tol){ + return (pfloat) (number < 0 ? (int) number : (int) (number+(1-integer_tol)) ); +} + +static inline pfloat pfloat_floor(pfloat number, pfloat integer_tol){ + return (pfloat) (number < 0 ? (int) (number-(1-integer_tol)) : (int) number); +} + +static inline idxint float_eqls(pfloat a, pfloat b, pfloat integer_tol){ + return abs_2(a - b) < integer_tol; +} + +#ifdef __cplusplus +} +#endif + +#endif |