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mp_format_converter.h
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mp_format_converter.h
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//
// Created by kazem on 4/25/19.
//
#ifndef PARS_QP_FORMAT_CONVERTER_H
#define PARS_QP_FORMAT_CONVERTER_H
#include <iostream>
#include <algorithm>
#include "smp_format.h"
namespace format {
/*
* if a < b return 1
*/
inline int is_smaller(double a, double b,
double tol = std::numeric_limits<double>::min()) {
if (a - b < tol)
return 1;
return 0;
}
struct constraint {
int idx_no;
double coef; //multiply coef with this number
constraint() : idx_no(-1), coef(.0) {}
};
struct IEForm{
Description desc;
CSC *A, *C;
CSC *AT, *CT;
Dense *b, *d, *q;
Dense *duals, *primals;
CSC *H, *H_general;
double fixed;
double optimal_obj;
IEForm():b(NULLPNTR),d(NULLPNTR),q(NULLPNTR),A(NULLPNTR),AT(NULLPNTR),
C(NULLPNTR),CT(NULLPNTR),H(NULLPNTR),fixed(0),optimal_obj(0),
duals(NULLPNTR),primals(NULLPNTR),H_general(NULLPNTR){}
IEForm(const IEForm *ief){
A = sym_lib::copy_sparse(ief->A);
C = sym_lib::copy_sparse(ief->C);
AT = sym_lib::copy_sparse(ief->AT);
CT = sym_lib::copy_sparse(ief->CT);
H = sym_lib::copy_sparse(ief->H);
H_general = sym_lib::copy_sparse(ief->H_general);
b = sym_lib::copy_dense(ief->b);
d = sym_lib::copy_dense(ief->d);
q = sym_lib::copy_dense(ief->q);
primals = sym_lib::copy_dense(ief->primals);
duals = sym_lib::copy_dense(ief->duals);
optimal_obj = ief->optimal_obj;
fixed = ief->fixed;
}
~IEForm(){
delete A;
delete C;
delete AT;
delete CT;
delete b;
delete d;
delete q;
delete H;
delete H_general;
delete duals;
delete primals;
}
bool equality_check(const IEForm* ief, bool is_out = false){
auto infinity_two_vector = [](Dense *v1, Dense *v2){
if(!v1 && v2)
return !v2->is_finite();
else if(v1 && !v2)
return !v1->is_finite();
return sym_lib::are_equal(v1, v2);
};
bool h_c = sym_lib::are_equal(H, ief->H);
auto a_c = sym_lib::are_equal(A, ief->A);
auto c_c = sym_lib::are_equal(C, ief->C);
auto b_c = infinity_two_vector(b, ief->b);
auto d_c = infinity_two_vector(d, ief->d);
auto q_c = infinity_two_vector(q, ief->q);
bool pr_c = true, du_c = true, ob_c = true;
if(is_out){
pr_c = sym_lib::are_equal(primals, ief->primals);
du_c = sym_lib::are_equal(duals, ief->duals);
ob_c = is_equal(optimal_obj, ief->optimal_obj);
}
return h_c && a_c && c_c && d_c && q_c &&
b_c && b_c && pr_c && du_c && ob_c;
}
int get_num_var(){ return H ? H->m : 0;}
int get_num_eqc(){ return A ? A->m : 0;}
int get_num_ineqc(){ return C ? C->m : 0;}
void print(){
print_csc(H->m, H->n, H->p, H->i, H->x);
print_csc(A->m, A->n, A->p, A->i, A->x);
print_csc(C->m, C->n, C->p, C->i, C->x);
print_dense(d->row,d->col,d->lda,d->a);
}
};
IEForm *load_ie(std::string quad_name, std::string linear_name,
std::string eq_name, std::string eql_name,
std::string ineq_name, std::string ineql_name){
auto *ie = new IEForm;
load_mtx_csc_real(quad_name, ie->H);
load_mtx_array_real(linear_name, ie->q);
load_mtx_array_real(eql_name, ie->b);
load_mtx_csc_real(eq_name, ie->A);
load_mtx_csc_real(ineq_name, ie->C);
load_mtx_array_real(ineql_name, ie->d);
ie->H_general = sym_lib::make_full(ie->H);
return ie;
}
struct BoundedForm{
Description desc;
Dense *l;
Dense *u;
Dense *q;
CSC *A, *AT;
CSC *H, *H_general;
Dense *duals, *primals;
double fixed;
double optimal_obj;
BoundedForm():l(NULLPNTR),u(NULLPNTR),q(NULLPNTR),A(NULLPNTR),AT(NULLPNTR),
H(NULLPNTR),fixed(0),duals(NULLPNTR),primals(NULLPNTR),
optimal_obj(0), H_general(NULLPNTR){}
BoundedForm(const BoundedForm *bf){
A = sym_lib::copy_sparse(bf->A);
AT = sym_lib::copy_sparse(bf->AT);
H = sym_lib::copy_sparse(bf->H);
H_general = sym_lib::copy_sparse(bf->H_general);
l = sym_lib::copy_dense(bf->l);
u = sym_lib::copy_dense(bf->u);
q = sym_lib::copy_dense(bf->q);
fixed = bf->fixed;
primals = sym_lib::copy_dense(bf->primals);
duals = sym_lib::copy_dense(bf->duals);
optimal_obj = bf->optimal_obj;
}
~BoundedForm(){
delete A;
delete AT;
delete l;
delete u;
delete q;
delete H;
delete H_general;
delete duals;
delete primals;
}
bool equality_check(const BoundedForm* bf, bool is_out = false){
auto infinity_two_vector = [](Dense *v1, Dense *v2){
if(!v1 && v2)
return !v2->is_finite();
else if(v1 && !v2)
return !v1->is_finite();
return sym_lib::are_equal(v1, v2);
};
bool h_c = sym_lib::are_equal(H, bf->H);
auto a_c = sym_lib::are_equal(A, bf->A);
auto l_c = infinity_two_vector(l, bf->l);
auto u_c = infinity_two_vector(u, bf->u);
auto q_c = infinity_two_vector(q, bf->q);
bool p_c = true, d_c = true, o_c = true;
if(is_out){
p_c = sym_lib::are_equal(primals, bf->primals);
d_c = sym_lib::are_equal(duals, bf->duals);
o_c = is_equal(optimal_obj, bf->optimal_obj);
}
return h_c && a_c && l_c && u_c && q_c &&
p_c && d_c && o_c;
}
};
BoundedForm *load_bounded(std::string quad_name, std::string linear_name,
std::string l_name, std::string constraint_name, std::string u_name){
auto *bf = new BoundedForm;
load_mtx_csc_real(quad_name, bf->H);
load_mtx_array_real(linear_name, bf->q);
load_mtx_array_real(l_name, bf->l);
load_mtx_csc_real(constraint_name, bf->A);
load_mtx_array_real(u_name, bf->u);
bf->H_general = sym_lib::make_full(bf->H);
return bf;
}
// for converting smp to ie
bool find_inequalities_by_bounds(Dense *ld, Dense *ud, CSC *A, CSC *AT,
IEForm* ie_out){
if(!A){
ie_out->b = ie_out->d = NULLPNTR;
ie_out->A = ie_out->AT = ie_out->C = ie_out->CT = NULLPNTR;
return true;
}
bool A_is_transposed = false;
if(!AT){
AT = sym_lib::transpose_general(A);
A_is_transposed = true;
}
int num_eq = 0, nnz_eq=0;
int num_ineq = 0, nnz_ineq=0;
auto *AT_eq = new CSC;
auto *AT_ineq = new CSC;
std::vector<int> eq_idx;
std::vector<constraint *> ineq_dx;
int h_dim = A->n;
int n_const = A->m;
int *col_cnt_A_eq = new int[h_dim]();
int *col_cnt_A_ineq = new int[h_dim]();
double *a_eq, *a_ineq;
double *l = ld ? ld->a : new double[n_const];
double *u = ud ? ud->a : new double[n_const];
if(!ld)
std::fill_n(l, n_const, MIN_DBL);
if(!ud)
std::fill_n(l, n_const, MAX_DBL);
//ie_out->b = new Dense(2*n_const,1,1);; a_eq = ie_out->b->a;
ie_out->d = new Dense(2*n_const,1,1);; a_ineq = ie_out->d->a;
ie_out->AT = AT_eq;
ie_out->CT = AT_ineq;
for (int i = 0; i < A->m; ++i) {
l[i] = std::abs(l[i]) < 1e-14 ? 0 : l[i];
u[i] = std::abs(u[i]) < 1e-14 ? 0 : u[i];
// Invalid constraint
if ((is_equal(l[i], MIN_DBL) && is_equal(u[i], MAX_DBL)) ||
(is_equal(l[i], MAX_DBL) && is_equal(u[i], MAX_DBL)) ||
(is_equal(l[i], MIN_DBL) && is_equal(u[i], MIN_DBL))) {
continue;
}
if (is_equal(l[i], u[i])) {//eq
a_eq[num_eq] = l[i];
num_eq++;
nnz_eq += (AT->p[i + 1] - AT->p[i]);
eq_idx.push_back(i);
for (int j = AT->p[i]; j < AT->p[i + 1]; ++j) {
col_cnt_A_eq[AT->i[j]]++;
}
} else { // ineq
constraint *c_csnt = new constraint;
c_csnt->idx_no = i;
if (is_equal(l[i], MIN_DBL)) {//one constraint Ax<=b
a_ineq[num_ineq] = u[i];
num_ineq++;
nnz_ineq += (AT->p[i + 1] - AT->p[i]);
c_csnt->coef = 1;
ineq_dx.push_back(c_csnt);
for (int j = AT->p[i]; j < AT->p[i + 1]; ++j) {
col_cnt_A_ineq[AT->i[j]]++;
}
} else if (is_equal(u[i], MAX_DBL)) {//one constraint Ax>=b ==> Ax <= -b
a_ineq[num_ineq] = -l[i];
num_ineq++;
nnz_ineq += (AT->p[i + 1] - AT->p[i]);
c_csnt->coef = -1;
ineq_dx.push_back(c_csnt);
for (int j = AT->p[i]; j < AT->p[i + 1]; ++j) {
col_cnt_A_ineq[AT->i[j]]++;
}
} else {//two constraints
a_ineq[num_ineq] = u[i];
a_ineq[num_ineq + 1] = -l[i];
num_ineq += 2;
nnz_ineq += 2 * (AT->p[i + 1] - AT->p[i]);
c_csnt->coef = 1;
ineq_dx.push_back(c_csnt);
constraint *c_csnt_2 = new constraint;
c_csnt_2->idx_no = i;
c_csnt_2->coef = -1;
ineq_dx.push_back(c_csnt_2);
for (int j = AT->p[i]; j < AT->p[i + 1]; ++j) {
col_cnt_A_ineq[AT->i[j]] += 2;
}
}
}
}
assert(num_ineq <= 2 * A->m);
assert(num_eq == 0); // all equalities assumed to be sperated
/// building the equality constraint matrix
/*if(num_eq > 0) {
AT_eq->m = h_dim;
AT_eq->n = num_eq;
AT_eq->p = new int[num_eq + 1];
AT_eq->i = new int[nnz_eq];
AT_eq->x = new double[nnz_eq];
assert(eq_idx.size() == num_eq);
AT_eq->p[0] = 0;
for (int ll = 0; ll < eq_idx.size(); ++ll) {
int cur_idx = eq_idx[ll];
int nnz_cur_row = AT->p[cur_idx + 1] - AT->p[cur_idx];
AT_eq->p[ll + 1] = AT_eq->p[ll] + nnz_cur_row;
for (int ii = AT_eq->p[ll], jj = AT->p[cur_idx];
ii < AT_eq->p[ll + 1]; ++ii, ++jj) {
AT_eq->i[ii] = AT->i[jj];
AT_eq->x[ii] = AT->x[jj];
}
}
ie_out->b->row = num_eq;
ie_out->A = sym_lib::transpose_general(AT_eq);
}else{
delete ie_out->b;
ie_out->b = NULLPNTR;
delete AT_eq;
ie_out->A = ie_out->AT = NULLPNTR;
}*/
//building the ineq constraint matrix
if(num_ineq>0){
AT_ineq->m = h_dim;
AT_ineq->n = num_ineq;
AT_ineq->p = new int[num_ineq + 1];
AT_ineq->i = new int[nnz_ineq];
AT_ineq->x = new double[nnz_ineq];
assert(ineq_dx.size() == num_ineq);
AT_ineq->p[0] = 0;
for (int ll = 0; ll < ineq_dx.size(); ++ll) {
int cur_idx = ineq_dx[ll]->idx_no;
double cur_coef = ineq_dx[ll]->coef;
int nnz_cur_row = AT->p[cur_idx + 1] - AT->p[cur_idx];
AT_ineq->p[ll + 1] = AT_ineq->p[ll] + nnz_cur_row;
for (int ii = AT_ineq->p[ll], jj = AT->p[cur_idx];
ii < AT_ineq->p[ll + 1]; ++ii, ++jj) {
AT_ineq->i[ii] = AT->i[jj];
AT_ineq->x[ii] = cur_coef * AT->x[jj];
}
}
AT_ineq->nnz = AT_ineq->p[num_ineq];
ie_out->C = sym_lib::transpose_general(AT_ineq);
ie_out->d->row = num_ineq;
} else{
delete ie_out->d;
ie_out->d = NULLPNTR;
delete AT_ineq;
ie_out->C = ie_out->CT = NULLPNTR;
}
eq_idx.clear();
for (int ii = 0; ii < ineq_dx.size(); ++ii) {
delete ineq_dx[ii];
}
if(!ld)
delete []l;
if(!ud)
delete []u;
delete[]col_cnt_A_ineq;
delete[]col_cnt_A_eq;
if(A_is_transposed)
delete AT;
return true;
}
/// Used for converting bounded to SMP
/// \param ld
/// \param ud
/// \param A
/// \param AT
/// \param smp_out
/// \return
bool find_smp_inequalities_by_bounds(Dense *ld, Dense *ud, CSC *A,
CSC *AT, SMP* smp_out){
if(!A){
smp_out->b_ = smp_out->l_ = smp_out->u_ = NULLPNTR;
smp_out->A_ = smp_out->AT_ = smp_out->C_ = smp_out->CT_ = NULLPNTR;
return true;
}
bool A_is_transposed = false;
if(!AT){
AT = sym_lib::transpose_general(A);
A_is_transposed = true;
}
int num_eq = 0, nnz_eq=0;
int num_ineq = 0, nnz_ineq=0;
auto *AT_eq = new CSC;
auto *AT_ineq = new CSC;
std::vector<int> eq_idx;
std::vector<constraint *> ineq_dx;
int h_dim = A->n;
int n_const = A->m;
int *col_cnt_A_eq = new int[h_dim]();
int *col_cnt_A_ineq = new int[h_dim]();
double *a_eq;
double *l_ineq;
double *u_ineq;
double *l = ld ? ld->a : new double[n_const];
double *u = ud ? ud->a : new double[n_const];
if(!ld)
std::fill_n(l, n_const, MIN_DBL);
if(!ud)
std::fill_n(l, n_const, MAX_DBL);
smp_out->b_ = new Dense(n_const,1,1); a_eq = smp_out->b_->a;
smp_out->l_ = new Dense(n_const,1,1); l_ineq = smp_out->l_->a;
smp_out->u_ = new Dense(n_const,1,1); u_ineq = smp_out->u_->a;
smp_out->CT_ = AT_ineq;
for (int i = 0; i < A->m; ++i) {
if ((is_equal(l[i], MIN_DBL) && is_equal(u[i], MAX_DBL)) ||
(is_equal(l[i], MAX_DBL) && is_equal(u[i], MAX_DBL)) ||
(is_equal(l[i], MIN_DBL) && is_equal(u[i], MIN_DBL))) {
continue;
}
if (is_equal(l[i], u[i])) {//eq
a_eq[num_eq] = l[i];
num_eq++;
nnz_eq += (AT->p[i + 1] - AT->p[i]);
eq_idx.push_back(i);
for (int j = AT->p[i]; j < AT->p[i + 1]; ++j) {
col_cnt_A_eq[AT->i[j]]++;
}
} else { // ineq
auto *c_csnt = new constraint;
c_csnt->idx_no = i;
l_ineq[num_ineq] = l[i];
u_ineq[num_ineq] = u[i];
num_ineq++;
nnz_ineq += (AT->p[i + 1] - AT->p[i]);
c_csnt->coef = 1;
ineq_dx.push_back(c_csnt);
for (int j = AT->p[i]; j < AT->p[i + 1]; ++j) {
col_cnt_A_ineq[AT->i[j]]++;
}
}
}
assert(num_ineq <= A->m);
assert(num_eq <= A->m);
/// building the equality constraint matrix
if(num_eq > 0){
AT_eq->m = h_dim;
AT_eq->n = num_eq;
AT_eq->p = new int[num_eq + 1];
AT_eq->i = new int[nnz_eq];
AT_eq->x = new double[nnz_eq];
assert(eq_idx.size() == num_eq);
AT_eq->p[0] = 0;
for (int ll = 0; ll < eq_idx.size(); ++ll) {
int cur_idx = eq_idx[ll];
int nnz_cur_row = AT->p[cur_idx + 1] - AT->p[cur_idx];
AT_eq->p[ll + 1] = AT_eq->p[ll] + nnz_cur_row;
for (int ii = AT_eq->p[ll], jj = AT->p[cur_idx];
ii < AT_eq->p[ll + 1]; ++ii, ++jj) {
AT_eq->i[ii] = AT->i[jj];
AT_eq->x[ii] = AT->x[jj];
}
}
smp_out->b_->row = num_eq;
AT_eq->nnz = nnz_eq;
assert(AT_eq->p[num_eq] == nnz_eq);
smp_out->AT_ = AT_eq;
smp_out->A_ = sym_lib::transpose_general(AT_eq);
} else{
delete smp_out->b_;
delete AT_eq;
smp_out->AT_ = smp_out->A_ = NULLPNTR;
smp_out->b_ = NULLPNTR;
}
///building the ineq constraint matrix
if(num_ineq >0){
AT_ineq->m = h_dim;
AT_ineq->n = num_ineq;
AT_ineq->p = new int[num_ineq + 1];
AT_ineq->i = new int[nnz_ineq];
AT_ineq->x = new double[nnz_ineq];
assert(ineq_dx.size() == num_ineq);
AT_ineq->p[0] = 0;
for (int ll = 0; ll < ineq_dx.size(); ++ll) {
int cur_idx = ineq_dx[ll]->idx_no;
double cur_coef = ineq_dx[ll]->coef;
int nnz_cur_row = AT->p[cur_idx + 1] - AT->p[cur_idx];
AT_ineq->p[ll + 1] = AT_ineq->p[ll] + nnz_cur_row;
for (int ii = AT_ineq->p[ll], jj = AT->p[cur_idx];
ii < AT_ineq->p[ll + 1]; ++ii, ++jj) {
AT_ineq->i[ii] = AT->i[jj];
AT_ineq->x[ii] = cur_coef * AT->x[jj];
}
}
AT_ineq->nnz = AT_ineq->p[num_ineq];
smp_out->C_ = sym_lib::transpose_general(AT_ineq);
smp_out->l_->row = smp_out->u_->row = num_ineq;
} else{
delete smp_out->l_;
delete smp_out->u_;
delete AT_ineq;
smp_out->CT_ = smp_out->C_ = NULLPNTR;
smp_out->l_ = smp_out->u_ = NULLPNTR;
}
eq_idx.clear();
for (int ii = 0; ii < ineq_dx.size(); ++ii) {
delete ineq_dx[ii];
}
if(!ld)
delete []l;
if(!ud)
delete []u;
delete[]col_cnt_A_ineq;
delete[]col_cnt_A_eq;
if(A_is_transposed)
delete AT;
return true;
}
struct QPFormatConverter {
std::string problem_name;
std::string desc_;
// Bounded format l <= A <= u
bool bounded_converted;
BoundedForm *bf_;
double *l;
double *u;
CSC *A, *AT;
CSC *H_full;
// Inequality/Equality (IE) format
bool ie_converted;
IEForm *ief_;
CSC *A_eq, *A_ineq;
CSC *AT_eq, *AT_ineq;
double *a_eq, *a_ineq;
CSC *H;
// for QL testing
bool dense_converted;
int ql_wanted;
double *AB_d, *ab_eqineq, *H_d;
double *A_d, *B_d;
// SMP format
bool smp_converted;
format::SMP *smp_;
// linear term
double *q; // common in all formats
int mode; //0: IE format given, 1: bounded given, 2: ? 3: ?
double min_dbl, max_dbl;
int num_eq, num_ineq;
int nnz_eq, nnz_ineq;
QPFormatConverter():smp_converted(false), ie_converted(false),
bounded_converted(false), dense_converted(false), smp_(NULLPNTR),
ief_(NULLPNTR), bf_(NULLPNTR),
l(NULLPNTR), u(NULLPNTR), A(NULLPNTR), AT(NULLPNTR), H_full(NULLPNTR),
A_eq(NULLPNTR), A_ineq(NULLPNTR), AT_eq(NULLPNTR), AT_ineq(NULLPNTR),
a_eq(NULLPNTR), a_ineq(NULLPNTR), H(NULLPNTR), AB_d(NULLPNTR), ab_eqineq(NULLPNTR),
H_d(NULLPNTR), A_d(NULLPNTR), B_d(NULLPNTR), q(NULLPNTR){
mode = 0;
max_dbl = MAX_DBL;//std::numeric_limits<double >::max();
min_dbl = -MAX_DBL;//std::numeric_limits<double >::min();
num_eq = 0;
num_ineq = 0;
nnz_eq = 0;
nnz_ineq = 0;
problem_name = "noname";
ql_wanted = 0;
A_d = B_d = NULL;
}
QPFormatConverter(CSC *H_full_in, double *q_in, CSC *A_in, double *l_in, double *u_in) :
H_full(H_full_in), q(q_in), A(A_in), l(l_in), u(u_in) {
mode = 1;
max_dbl = MAX_DBL;//std::numeric_limits<double >::max();
min_dbl = -MAX_DBL;//std::numeric_limits<double >::min();
num_eq = 0;
num_ineq = 0;
nnz_eq = 0;
nnz_ineq = 0;
problem_name = "noname";
ql_wanted = 0;
A_d = B_d = NULL;
}
explicit QPFormatConverter(BoundedForm *bf):QPFormatConverter(){
if(bf){
bf_ = new BoundedForm(bf);
bounded_converted = true;
}
}
explicit QPFormatConverter(IEForm *ief):QPFormatConverter(){
if(ief){
ief_ = new IEForm(ief);
ie_converted = true;
}
}
explicit QPFormatConverter(SMP *smp):QPFormatConverter(){
if(smp){
smp_ = new SMP(smp);
smp_converted = true;
}
}
~QPFormatConverter() {
delete smp_;
delete bf_;
delete ief_;
}
bool smp_to_ie(){
if(ie_converted)
return true;
if(!smp_converted)
return false;
ief_ = new IEForm;
ief_->desc = smp_->desc_struct_;
problem_name = ief_->desc.name_;
ief_->H = sym_lib::copy_sparse(smp_->H_);
ief_->q = sym_lib::copy_dense(smp_->q_);
ief_->fixed = smp_->r_;
ief_->b = sym_lib::copy_dense(smp_->b_);
ief_->A = sym_lib::copy_sparse(smp_->A_);
ief_->AT = sym_lib::transpose_general(ief_->A);
if(!smp_->l_){ //no specific conversion is required, almost there
ief_->C = sym_lib::copy_sparse(smp_->C_);
ief_->d = sym_lib::copy_dense(smp_->u_);
ief_->CT = sym_lib::transpose_general(ief_->C);
} else{// converting lower bound to upperbound
find_inequalities_by_bounds(smp_->l_, smp_->u_, smp_->C_,ief_->CT, ief_);
}
// To avoid null pointer needed for the benchmark
if(!ief_->A){
ief_->A = new CSC(0, num_var(),0, false,GENERAL);
}
if(!ief_->C){
ief_->C = new CSC(0, num_var(),0, false,GENERAL);
}
ief_->H_general = sym_lib::make_full(ief_->H);
ie_converted = true;
return true;
}
bool ie_to_smp(){
if(smp_converted)// smp is already there.
return true;
if(!ie_converted) //ie is neither loaded nor converted
return false;
int num_vars = ief_->H->n;
smp_ = new SMP("");
smp_->desc_struct_=ief_->desc;
smp_->desc_=smp_->desc_struct_.get_desc();
problem_name = smp_->desc_struct_.name_;
//smp_->H_ = sym_lib::copy_sparse(ief_->H);
smp_->H_ = sym_lib::make_half(ief_->H->n,ief_->H->p,
ief_->H->i, ief_->H->x,true);
smp_->H_->stype = LOWER;
smp_->q_ = sym_lib::copy_dense(ief_->q);
smp_->r_ = ief_->fixed;
smp_->A_ = sym_lib::copy_sparse(ief_->A);
smp_->A_->stype = GENERAL;
smp_->b_ = sym_lib::copy_dense(ief_->b);
smp_->l_ = NULLPNTR;
smp_->C_ = sym_lib::copy_sparse(ief_->C);
smp_->C_->stype = GENERAL;
smp_->u_ = sym_lib::copy_dense(ief_->d);
smp_converted = true;
return true;
}
bool bounded_to_smp(){
if(smp_converted)// smp is already there.
return true;
if(!bounded_converted) //bounded is neither loaded nor converted
return false;
smp_ = new SMP("");
smp_->desc_struct_=bf_->desc;
smp_->desc_=smp_->desc_struct_.get_desc();
problem_name = smp_->desc_struct_.name_;
//smp_->H_ = sym_lib::copy_sparse(bf_->H);
smp_->H_ = sym_lib::make_half(bf_->H->n,bf_->H->p,
bf_->H->i, bf_->H->x,true);
smp_->H_->stype = LOWER;
smp_->q_ = sym_lib::copy_dense(bf_->q);
smp_->r_ = bf_->fixed;
find_smp_inequalities_by_bounds(bf_->l, bf_->u, bf_->A, bf_->AT, smp_);
smp_->A_->stype = GENERAL;
return true;
}
bool smp_to_bounded(){
if(bounded_converted)// bounded is already there.
return true;
if(!smp_converted) //smp is neither loaded nor converted
return false;
int num_vars = smp_->H_->n;
int n_eq = smp_->A_ ? smp_->A_->m : 0;
int n_ineq = smp_->C_ ? smp_->C_->m : 0;
bf_ = new BoundedForm;
bf_->desc = smp_->desc_struct_;
bf_->H = sym_lib::copy_sparse(smp_->H_);
bf_->H->stype = LOWER;
bf_->H_general = sym_lib::make_full(bf_->H);
bf_->q = sym_lib::copy_dense(smp_->q_);
bf_->fixed = smp_->r_;
bf_->A = sym_lib::concatenate_two_CSC(smp_->A_, smp_->C_);
bf_->A->stype=GENERAL;
if((!smp_->l_ && smp_->u_) || (smp_->l_ && !smp_->u_)){
if(!smp_->l_){
auto *d = new Dense(smp_->u_->row, 1, 1, min_dbl);
bf_->l = sym_lib::concatenate_two_dense(smp_->b_,d);
bf_->u = sym_lib::concatenate_two_dense(smp_->b_,smp_->u_);
delete d;
}
if(!smp_->u_){
auto *d = new Dense(smp_->l_->row, 1, 1, max_dbl);
bf_->l = sym_lib::concatenate_two_dense(smp_->b_,smp_->l_);
bf_->u = sym_lib::concatenate_two_dense(smp_->b_,d);
delete d;
}
}else{
bf_->l = sym_lib::concatenate_two_dense(smp_->b_,smp_->l_);
bf_->u = sym_lib::concatenate_two_dense(smp_->b_,smp_->u_);
}
//bf_->l = sym_lib::copy_dense(smp_->l_);
// To avoid null pointer for benchmark
if(!bf_->l && bf_->A) bf_->l = new Dense(bf_->A->m, 1, 1, min_dbl);
if(!bf_->u && bf_->A) bf_->u = new Dense(bf_->A->m, 1, 1, max_dbl);
if(!bf_->A)
bf_->A = new CSC(0, num_var(),0, false,GENERAL);
bounded_converted = true;
return true;
}
bool load_smp(const std::string& smp_file){
if(smp_converted)
return false;
smp_ = new SMP(smp_file);
if(smp_->load()){
smp_converted = true;
return true;
}
return false;
}
size_t num_ineq_constraints(){
if(smp_converted)
return smp_->C_ ? smp_->C_->m : 0;
if(ie_converted)
return ief_->C ? ief_->C->m : 0;
if(bounded_converted){
bounded_to_smp();
return smp_->C_ ? smp_->C_->m : 0;
}
return 0;
}
size_t num_var(){
if(smp_converted)
return smp_->H_ ? smp_->H_->m : 0;
if(ie_converted)
return ief_->H ? ief_->H->m : 0;
if(bounded_converted){
return bf_->H ? bf_->H->m : 0;
}
return 0;
}
void print_log() {
std::setprecision(20);
if (ief_) {
std::cout << ief_->desc.name_ << "," << ief_->get_num_var() << "," << ief_->H->nnz << ",";
std::cout << ief_->get_num_eqc() << "," << (ief_->A ? ief_->A->nnz : 0) <<
"," << ief_->get_num_ineqc() << ",";
std::cout << (ief_->C ? ief_->C->nnz : 0) << ",";
}
}
/*int read_IE_format(std::string hessian_file,
std::string linear_file,
std::string eq_file,
std::string eq_file_u,
std::string ineq_file,
std::string ineq_file_u) {
problem_name = linear_file;
H = new CSC;
CSC *H_tmp = new CSC;
A_eq = new CSC;
A_ineq = new CSC;
AT_eq = new CSC;
AT_ineq = new CSC;
if (!readMatrix(hessian_file, H_tmp->ncol, H_tmp->nzmax, H_tmp->p,
H_tmp->i, H_tmp->x))
return 0;
//print_csc("HH\n ",H_tmp->ncol,H_tmp->p,H_tmp->i,H_tmp->x);
bool is_expanded = expandMatrix(H_tmp->ncol, H_tmp->nzmax, H_tmp->p,
H_tmp->i, H_tmp->x,
H->nzmax, H->p,
H->i, H->x);
if (is_expanded) {
//H has the expanded version already.
H->ncol = H->nrow = H_tmp->ncol;
allocateAC(H_tmp, 0, 0, 0, FALSE);
} else {
H->x = H_tmp->x;
H->p = H_tmp->p;
H->i = H_tmp->i;
H->nzmax = H_tmp->nzmax;
H->ncol = H->nrow = H_tmp->ncol;
}
H->nzmax = H->p[H->ncol];
H->stype = -1;
H->packed = 1;
//TODO: if it is full symmetric, make it half
*//* CSC *lower_H = computeLowerTriangular(H);
if(lower_H){
allocateAC(H_tmp,0,0,0,FALSE);
H->ncol = H->nrow = lower_H->ncol;
H->x = lower_H->x;
H->p = lower_H->p;
H->i = lower_H->i;
H->nzmax = lower_H->nzmax;
}*//*
if (eq_file != "none") {
if (!readMatrix_rect(eq_file, A_eq->nrow, A_eq->ncol, A_eq->nzmax,
A_eq->p, A_eq->i, A_eq->x))
return 0;
if (A_eq->nrow > 0) {
A_eq->nzmax = A_eq->p[A_eq->ncol];
num_eq = A_eq->nrow;
a_eq = new double[A_eq->nrow];
read_vector(eq_file_u, A_eq->nrow, a_eq);
transpose_unsym(A_eq->nrow, A_eq->ncol, A_eq->p, A_eq->i,
A_eq->x, AT_eq->nrow, AT_eq->ncol, AT_eq->p, AT_eq->i,
AT_eq->x);
} else {
A_eq->nzmax = A_eq->nrow = A_eq->ncol = 0;
A_eq->p = A_eq->i = NULL;
A_eq->x = a_eq = NULL;
num_eq = 0;
}
} else {
A_eq->nzmax = A_eq->nrow = A_eq->ncol = 0;
A_eq->p = A_eq->i = NULL;
A_eq->x = a_eq = NULL;
num_eq = 0;
}
if (ineq_file != "none") {
if (!readMatrix_rect(ineq_file, A_ineq->nrow, A_ineq->ncol, A_ineq->nzmax,
A_ineq->p, A_ineq->i, A_ineq->x))
return 0;
if (A_ineq->nrow > 0) {
A_ineq->nzmax = A_ineq->p[A_ineq->ncol];
num_ineq = A_ineq->nrow;
a_ineq = new double[A_ineq->nrow];
read_vector(ineq_file_u, A_ineq->nrow, a_ineq);
transpose_unsym(A_ineq->nrow, A_ineq->ncol, A_ineq->p, A_ineq->i,
A_ineq->x, AT_ineq->nrow, AT_ineq->ncol, AT_ineq->p,
AT_ineq->i, AT_ineq->x);
} else {
A_ineq->nzmax = A_ineq->nrow = A_ineq->ncol = 0;
A_ineq->p = A_ineq->i = NULL;
A_ineq->x = a_ineq = NULL;
num_ineq = 0;
}
} else {
A_ineq->nzmax = A_ineq->nrow = A_ineq->ncol = 0;
A_ineq->p = A_ineq->i = NULL;
A_ineq->x = a_ineq = NULL;
num_ineq = 0;
}
q = new double[H->ncol];
read_vector(linear_file, H->ncol, q);
mode = 0;
delete H_tmp;
return 1;
}
int read_bounded_format(std::string hessian_file,
std::string linear_file,
std::string ineq_file_l,
std::string ineq_file,
std::string ineq_file_u) {
problem_name = linear_file;
H_full = new CSC;
CSC *H_tmp = new CSC;
A = new CSC;
if (!readMatrix(hessian_file, H_tmp->ncol, H_tmp->nzmax, H_tmp->p,
H_tmp->i, H_tmp->x))
return 0;
//print_csc("HH\n ",H_tmp->ncol,H_tmp->p,H_tmp->i,H_tmp->x);
bool is_expanded = expandMatrix(H_tmp->ncol, H_tmp->nzmax, H_tmp->p,
H_tmp->i, H_tmp->x,
H_full->nzmax, H_full->p,
H_full->i, H_full->x);
if (is_expanded) {
H_full->ncol = H_full->nrow = H_tmp->ncol;
allocateAC(H_tmp, 0, 0, 0, FALSE);
} else {
H_full->x = H_tmp->x;
H_full->p = H_tmp->p;
H_full->i = H_tmp->i;
H_full->nzmax = H_tmp->nzmax;
H_full->ncol = H_full->nrow = H_tmp->ncol;
delete H_tmp;
}
if (!readMatrix_rect(ineq_file, A->nrow, A->ncol, A->nzmax, A->p, A->i, A->x))
return 0;
H_full->nzmax = H_full->p[H_full->ncol];
A->nzmax = A->p[A->ncol];
q = new double[H_full->ncol];
read_vector(linear_file, H_full->ncol, q);
l = new double[A->nrow];
read_vector(ineq_file_l, A->nrow, l);
u = new double[A->nrow];
read_vector(ineq_file_u, A->nrow, u);
mode = 3;
return 1;
}
int print_bounded_format() {
print_csc("\nObjective function: \n", H_full->ncol, H_full->p, H_full->i,
H_full->x);
print_csc("\nConstraint matrix: \n", A->ncol, A->p, A->i, A->x);
print_vec("\nLower bounds: \n", 0, A->nrow, l);
print_vec("\nUpper bounds: \n", 0, A->nrow, u);
}
int B2IE() {
if (mode != 1 && mode != 3)
return 0;
// Objective function
H = new CSC;
make_lower(H_full->ncol, H_full->nzmax, H_full->p, H_full->i, H_full->x,
H->ncol, H->nzmax, H->p, H->i, H->x);
// Constraints
AT = new CSC;
transpose_unsym(A->nrow, A->ncol, A->p, A->i, A->x, AT->nrow, AT->ncol,
AT->p, AT->i, AT->x);
//print_csc("\nAT: \n",AT->ncol,AT->p,AT->i,AT->x);
A_eq = new CSC;
A_ineq = new CSC;
AT_eq = new CSC;
AT_ineq = new CSC;
std::vector<int> eq_idx;
std::vector<constraint *> ineq_dx;
int h_dim = H_full->ncol;
int *col_cnt_A_eq = new int[h_dim]();
int *col_cnt_A_ineq = new int[h_dim]();
a_eq = new double[2 * A->nrow];//FIXME: allocate it smarter
a_ineq = new double[2 * A->nrow];
for (int i = 0; i < A->nrow; ++i) {
*//* l[i] = std::abs(l[i]) < 1e-14 ? 0 : l[i];
u[i] = std::abs(u[i]) < 1e-14 ? 0 : u[i];*//*
// Invalid constraint
if ((is_equal(l[i], min_dbl) && is_equal(u[i], max_dbl)) ||
(is_equal(l[i], max_dbl) && is_equal(u[i], max_dbl)) ||
(is_equal(l[i], min_dbl) && is_equal(u[i], min_dbl))) {
continue;
}
if (is_equal(l[i], u[i])) {//eq
a_eq[num_eq] = l[i];
num_eq++;
nnz_eq += (AT->p[i + 1] - AT->p[i]);
eq_idx.push_back(i);
for (int j = AT->p[i]; j < AT->p[i + 1]; ++j) {
col_cnt_A_eq[AT->i[j]]++;