84 void (*print_state)(libqp_state_T state))
123 if (fabs(b-atx)>1e-9)
125 printf(
"%f \ne %f\n",b,atx);
139 for( i=0; i < n; i++ )
144 for( j=0; j < n; j++ ) {
145 Nabla[j] += col_u[j]*x[i];
150 if( print_state != NULL)
153 for(i = 0; i < n; i++ )
154 state.QP += 0.5*(x[i]*Nabla[i]+x[i]*f[i]);
156 print_state( state );
165 state.exitflag = 100;
166 while( state.exitflag == 100 )
173 for(i = 0; i < n; i++ )
178 if(LB[i] < x[i] && x[i] < UB[i])
180 if( minF_up > F_i) { minF_up = F_i; u = i; }
181 if( maxF_low < F_i) { maxF_low = F_i; v = i; }
183 else if((a[i] > 0 && x[i] == LB[i]) || (a[i] < 0 && x[i] == UB[i]))
185 if( minF_up > F_i) { minF_up = F_i; u = i; }
187 else if((a[i] > 0 && x[i] == UB[i]) || (a[i] < 0 && x[i] == LB[i]))
189 if( maxF_low < F_i) { maxF_low = F_i; v = i; }
194 if( maxF_low - minF_up <= TolKKT )
203 { tau_lb = (LB[u]-x[u])*a[u]; tau_ub = (UB[u]-x[u])*a[u]; }
205 { tau_ub = (LB[u]-x[u])*a[u]; tau_lb = (UB[u]-x[u])*a[u]; }
208 { tau_lb =
LIBQP_MAX(tau_lb,(x[v]-UB[v])*a[v]); tau_ub =
LIBQP_MIN(tau_ub,(x[v]-LB[v])*a[v]); }
210 { tau_lb =
LIBQP_MAX(tau_lb,(x[v]-LB[v])*a[v]); tau_ub =
LIBQP_MIN(tau_ub,(x[v]-UB[v])*a[v]); }
212 tau = (Nabla[v]/a[v]-Nabla[u]/a[u])/
213 (diag_H[u]/(a[u]*a[u]) + diag_H[v]/(a[v]*a[v]) - 2*col_u[v]/(a[u]*a[v]));
221 for(i = 0; i < n; i++ )
222 Nabla[i] += col_u[i]*tau/a[u] - col_v[i]*tau/a[v];
226 if( state.nIter >= MaxIter )
229 if( print_state != NULL)
232 for(i = 0; i < n; i++ )
233 state.QP += 0.5*(x[i]*Nabla[i]+x[i]*f[i]);
235 print_state( state );
242 for(i = 0; i < n; i++ )
243 state.QP += 0.5*(x[i]*Nabla[i]+x[i]*f[i]);