pr_loqo.h

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/*
 * 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.
 *
 * Purpose:     solves quadratic programming problem for pattern recognition
 *              for support vectors
 *
 * Written (W) 1997-1998 Alex J. Smola
 * Written (W) 1999-2009 Soeren Sonnenburg
 * Written (W) 1999-2008 Gunnar Raetsch
 * Copyright (C) 1997-2009 Fraunhofer Institute FIRST and Max-Planck-Society
 */

namespace shogun
{
/* verbosity levels */

#define QUIET 0
#define STATUS 1
#define FLOOD 2

/* status outputs */

#define STILL_RUNNING               0
#define OPTIMAL_SOLUTION            1
#define SUBOPTIMAL_SOLUTION         2
#define ITERATION_LIMIT             3
#define PRIMAL_INFEASIBLE           4
#define DUAL_INFEASIBLE             5
#define PRIMAL_AND_DUAL_INFEASIBLE  6
#define INCONSISTENT                7
#define PRIMAL_UNBOUNDED            8
#define DUAL_UNBOUNDED              9
#define TIME_LIMIT                  10

/*
 * solve the quadratic programming problem
 *
 * minimize   c' * x + 1/2 x' * H * x
 * subject to A*x = b
 *            l <= x <= u
 *
 *  for a documentation see R. Vanderbei, LOQO: an Interior Point Code
 *                          for Quadratic Programming
 */

int32_t pr_loqo(
    int32_t n, int32_t m, float64_t c[], float64_t h_x[], float64_t a[],
    float64_t b[], float64_t l[], float64_t u[], float64_t primal[],
    float64_t dual[], int32_t verb, float64_t sigfig_max, int32_t counter_max,
    float64_t margin, float64_t bound, int32_t restart);
}