pr_loqo.h

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00001 /*
00002  * This program is free software; you can redistribute it and/or modify
00003  * it under the terms of the GNU General Public License as published by
00004  * the Free Software Foundation; either version 3 of the License, or
00005  * (at your option) any later version.
00006  *
00007  * Purpose:     solves quadratic programming problem for pattern recognition
00008  *              for support vectors
00009  *
00010  * Written (W) 1997-1998 Alex J. Smola
00011  * Written (W) 1999-2009 Soeren Sonnenburg
00012  * Written (W) 1999-2008 Gunnar Raetsch
00013  * Copyright (C) 1997-2009 Fraunhofer Institute FIRST and Max-Planck-Society
00014  */
00015 
00016 namespace shogun
00017 {
00018 /* verbosity levels */
00019 
00020 #define QUIET 0
00021 #define STATUS 1
00022 #define FLOOD 2
00023 
00024 /* status outputs */
00025 
00026 #define STILL_RUNNING               0
00027 #define OPTIMAL_SOLUTION            1
00028 #define SUBOPTIMAL_SOLUTION         2
00029 #define ITERATION_LIMIT             3
00030 #define PRIMAL_INFEASIBLE           4
00031 #define DUAL_INFEASIBLE             5
00032 #define PRIMAL_AND_DUAL_INFEASIBLE  6
00033 #define INCONSISTENT                7
00034 #define PRIMAL_UNBOUNDED            8
00035 #define DUAL_UNBOUNDED              9
00036 #define TIME_LIMIT                  10
00037 
00038 /* 
00039  * solve the quadratic programming problem
00040  *
00041  * minimize   c' * x + 1/2 x' * H * x
00042  * subject to A*x = b
00043  *            l <= x <= u
00044  *
00045  *  for a documentation see R. Vanderbei, LOQO: an Interior Point Code
00046  *                          for Quadratic Programming
00047  */
00048 
00076 int32_t pr_loqo(
00077     int32_t n, int32_t m, float64_t c[], float64_t h_x[], float64_t a[],
00078     float64_t b[], float64_t l[], float64_t u[], float64_t primal[],
00079     float64_t dual[], int32_t verb, float64_t sigfig_max, int32_t counter_max,
00080     float64_t margin, float64_t bound, int32_t restart);
00081 }
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