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sdpa_io.cpp
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sdpa_io.cpp
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/* -------------------------------------------------------------
This file is a component of SDPA
Copyright (C) 2004 SDPA Project
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 2 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, write to the Free Software
Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
------------------------------------------------------------- */
#define DIMACS_PRINT 0
#define MESSAGEBUFFER 512
#include <sdpa_io.h>
#include <vector>
#include <algorithm>
namespace sdpa {
// 2008/02/27 kazuhide nakata
#if 0 // not use
void IO::read(FILE* fpData, int m,
int SDP_nBlock,int* SDP_blockStruct,
int SOCP_nBlock,int* SOCP_blockStruct,
int LP_nBlock,
int nBlock, int* blockStruct, int* blockType, int* blockNumber,
InputData& inputData, bool isDataSparse)
{
inputData.initialize_bVec(m);
read(fpData,inputData.b);
long position = ftell(fpData);
// C,A must be accessed "twice".
// count numbers of elements of C and A
int* SDP_CNonZeroCount = NULL;
SDP_CNonZeroCount = new int[SDP_nBlock];
if (SDP_CNonZeroCount==NULL) {
rError("Memory exhausted about blockStruct");
}
int* SDP_ANonZeroCount = NULL;
SDP_ANonZeroCount = new int[m*SDP_nBlock];
if (SDP_ANonZeroCount==NULL) {
rError("Memory exhausted about blockStruct");
}
// count numbers of elements of C and A
int* SOCP_CNonZeroCount = NULL;
SOCP_CNonZeroCount = new int[SOCP_nBlock];
if (SOCP_CNonZeroCount==NULL) {
rError("Memory exhausted about blockStruct");
}
int* SOCP_ANonZeroCount = NULL;
SOCP_ANonZeroCount = new int[m*SOCP_nBlock];
if (SOCP_ANonZeroCount==NULL) {
rError("Memory exhausted about blockStruct");
}
// count numbers of elements of C and A
bool* LP_CNonZeroCount = NULL;
LP_CNonZeroCount = new bool[LP_nBlock];
if (LP_CNonZeroCount==NULL) {
rError("Memory exhausted about blockStruct");
}
bool* LP_ANonZeroCount = NULL;
LP_ANonZeroCount = new bool[m*LP_nBlock];
if (LP_ANonZeroCount==NULL) {
rError("Memory exhausted about blockStruct");
}
// initialize C and A
read(fpData,m,
SDP_nBlock, SDP_blockStruct, SDP_CNonZeroCount, SDP_ANonZeroCount,
SOCP_nBlock, SOCP_blockStruct, SOCP_CNonZeroCount, SOCP_ANonZeroCount,
LP_nBlock, LP_CNonZeroCount, LP_ANonZeroCount,
nBlock, blockStruct, blockType, blockNumber,
isDataSparse);
// rMessage(" C and A count over");
inputData.initialize_CMat(SDP_nBlock, SDP_blockStruct,
SDP_CNonZeroCount,
SOCP_nBlock, SOCP_blockStruct,
SOCP_CNonZeroCount,
LP_nBlock, LP_CNonZeroCount);
inputData.initialize_AMat(m,SDP_nBlock, SDP_blockStruct,
SDP_ANonZeroCount,
SOCP_nBlock, SOCP_blockStruct,
SOCP_ANonZeroCount,
LP_nBlock, LP_ANonZeroCount);
delete[] SDP_CNonZeroCount;
SDP_CNonZeroCount = NULL;
delete[] SDP_ANonZeroCount;
SDP_ANonZeroCount = NULL;
delete[] SOCP_CNonZeroCount;
SOCP_CNonZeroCount = NULL;
delete[] SOCP_ANonZeroCount;
SOCP_ANonZeroCount = NULL;
delete[] LP_CNonZeroCount;
LP_CNonZeroCount = NULL;
delete[] LP_ANonZeroCount;
LP_ANonZeroCount = NULL;
// rMessage(" C and A initialize over");
read(fpData, inputData, m,
SDP_nBlock, SDP_blockStruct,
SOCP_nBlock, SOCP_blockStruct,
LP_nBlock,
nBlock, blockStruct, blockType, blockNumber,
position, isDataSparse);
// rMessage(" C and A have been read");
}
#endif
void IO::read(FILE *fpData, FILE *fpout, int &m, char *str) {
while (true) {
volatile int dummy = 0; // for gcc-3.3 bug
fgets(str, lengthOfString, fpData);
if (str[0] == '*' || str[0] == '"') {
fprintf(fpout, "%s", str);
} else {
sscanf(str, "%d", &m);
break;
}
}
}
void IO::read(FILE *fpData, int &nBlock) { fscanf(fpData, "%d", &nBlock); }
void IO::read(FILE *fpData, int nBlock, int *blockStruct) {
for (int l = 0; l < nBlock; ++l) {
fscanf(fpData, "%*[^0-9+-]%d", &blockStruct[l]);
}
}
void IO::read(FILE *fpData, Vector &b) {
for (int k = 0; k < b.nDim; ++k) {
gmp_fscanf(fpData, "%*[^0-9+-]%Fe", &b.ele[k]);
}
}
void IO::read(FILE *fpData, DenseLinearSpace &xMat, Vector &yVec, DenseLinearSpace &zMat, bool inputSparse) {
// read initial point
int SDP_nBlock = xMat.SDP_nBlock;
int SOCP_nBlock = xMat.SOCP_nBlock;
int LP_nBlock = xMat.LP_nBlock;
// yVec is opposite sign
for (int k = 0; k < yVec.nDim; ++k) {
mpf_class tmp;
gmp_fscanf(fpData, "%*[^0-9+-]%Fe", &tmp);
yVec.ele[k] = -tmp;
// rMessage("yVec.ele[" << k << "] = " << tmp);
}
if (inputSparse) {
// sparse case , zMat , xMat in this order
int i, j, l, target;
mpf_class value;
while (true) {
if (fscanf(fpData, "%*[^0-9+-]%d", &target) <= 0) {
break;
}
if (fscanf(fpData, "%*[^0-9+-]%d", &l) <= 0) {
break;
}
if (fscanf(fpData, "%*[^0-9+-]%d", &i) <= 0) {
break;
}
if (fscanf(fpData, "%*[^0-9+-]%d", &j) <= 0) {
break;
}
if (gmp_fscanf(fpData, "%*[^0-9+-]%Fe", &value) <= 0) {
break;
}
#if 0
rMessage("target = " << target
<< ": l " << l
<< ": i " << i
<< ": j " << j
<< ": value " <<value);
#endif
if (l <= SDP_nBlock) {
// SDP part
if (target == 1) {
zMat.setElement_SDP(l - 1, i - 1, j - 1, value);
} else {
xMat.setElement_SDP(l - 1, i - 1, j - 1, value);
}
} else if (l <= SDP_nBlock + SOCP_nBlock) {
// SOCP part
rError("io:: current version does not support SOCP");
int ll = l - SDP_nBlock;
if (target == 1) {
zMat.setElement_SOCP(ll - 1, i - 1, j - 1, value);
} else {
xMat.setElement_SOCP(ll - 1, i - 1, j - 1, value);
}
} else {
// LP part
if (i != j) {
rError("io:: LP part 3rd elemtn != 4th elemnt");
}
if (target == 1) {
zMat.setElement_LP(i - 1, value);
} else {
xMat.setElement_LP(i - 1, value);
}
}
} // end of 'while (true)'
} else {
// dense case , zMat , xMat in this order
// for SDP
for (int l = 0; l < SDP_nBlock; ++l) {
int size = zMat.SDP_block[l].nRow;
for (int i = 0; i < size; ++i) {
for (int j = 0; j < size; ++j) {
mpf_class tmp;
gmp_fscanf(fpData, "%*[^0-9+-]%Fe", &tmp);
if (i <= j && tmp != 0.0) {
zMat.setElement_SDP(l, i, j, tmp);
}
}
}
}
// for SOCP
for (int l = 0; l < SOCP_nBlock; ++l) {
rError("io:: current version does not support SOCP");
}
// for LP
for (int j = 0; j < LP_nBlock; ++j) {
mpf_class tmp;
gmp_fscanf(fpData, "%*[^0-9+-]%Fe", &tmp);
if (tmp != 0.0) {
zMat.setElement_LP(j, tmp);
}
}
// for SDP
for (int l = 0; l < SDP_nBlock; ++l) {
int size = xMat.SDP_block[l].nRow;
for (int i = 0; i < size; ++i) {
for (int j = 0; j < size; ++j) {
mpf_class tmp;
gmp_fscanf(fpData, "%*[^0-9+-]%Fe", &tmp);
if (i <= j && tmp != 0.0) {
xMat.setElement_SDP(l, i, j, tmp);
}
}
}
}
// for SOCP
for (int l = 0; l < SOCP_nBlock; ++l) {
rError("io:: current version does not support SOCP");
}
// for LP
for (int j = 0; j < LP_nBlock; ++j) {
mpf_class tmp;
gmp_fscanf(fpData, "%*[^0-9+-]%Fe", &tmp);
if (tmp != 0.0) {
xMat.setElement_LP(j, tmp);
}
}
} // end of 'if (inputSparse)'
}
// 2008/02/27 kazuhide nakata
// not use
void IO::read(FILE *fpData, InputData &inputData, int m, int SDP_nBlock, int *SDP_blockStruct, int SOCP_nBlock, int *SOCP_blockStruct, int LP_nBlock, int nBlock, int *blockStruct, int *blockType, int *blockNumber, long position, bool isDataSparse)
{
// in Sparse, read C,A[k]
// seed the positon of C in the fpData
fseek(fpData, position, 0);
if (isDataSparse) {
int i, j, k, l;
mpf_class value;
while (true) {
if (fscanf(fpData, "%*[^0-9+-]%d", &k) <= 0) {
break;
}
if (fscanf(fpData, "%*[^0-9+-]%d", &l) <= 0) {
break;
}
if (fscanf(fpData, "%*[^0-9+-]%d", &i) <= 0) {
break;
}
if (fscanf(fpData, "%*[^0-9+-]%d", &j) <= 0) {
break;
}
if (gmp_fscanf(fpData, "%*[^0-9+-]%Fe", &value) <= 0) {
break;
}
#if 0
rMessage("input k:" << k <<
" l:" << l <<
" i:" << i <<
" j:" << j);
#endif
if (blockType[l - 1] == 1) { // SDP part
int l2 = blockNumber[l - 1];
if (k == 0) {
inputData.C.setElement_SDP(l2, i - 1, j - 1, -value);
} else {
inputData.A[k - 1].setElement_SDP(l2, i - 1, j - 1, value);
}
} else if (blockType[l - 1] == 2) { // SOCP part
rError("io:: current version does not support SOCP");
int l2 = blockNumber[l - 1];
if (k == 0) {
inputData.C.setElement_SOCP(l2, i - 1, j - 1, -value);
} else {
inputData.A[k - 1].setElement_SOCP(l2, i - 1, j - 1, value);
}
} else if (blockType[l - 1] == 3) { // LP part
if (i != j) {
rError("io:: LP part 3rd elemtn != 4th elemnt");
}
if (k == 0) {
inputData.C.setElement_LP(blockNumber[l - 1] + i - 1, -value);
} else {
inputData.A[k - 1].setElement_LP(blockNumber[l - 1] + i - 1, value);
}
} else {
rError("io::read not valid blockType");
}
}
} else { // dense
// k==0
for (int l2 = 0; l2 < nBlock; ++l2) {
if (blockType[l2] == 1) { // SDP part
int l = blockNumber[l2];
int size = SDP_blockStruct[l];
for (int i = 0; i < size; ++i) {
for (int j = 0; j < size; ++j) {
mpf_class tmp;
gmp_fscanf(fpData, "%*[^0-9+-]%Fe", &tmp);
if (i <= j && tmp != 0.0) {
inputData.C.setElement_SDP(l, i, j, -tmp);
}
}
}
} else if (blockType[l2] == 2) { // SOCP part
rError("io:: current version does not support SOCP");
} else if (blockType[l2] == 3) { // LP part
for (int j = 0; j < blockStruct[l2]; ++j) {
mpf_class tmp;
gmp_fscanf(fpData, "%*[^0-9+-]%Fe", &tmp);
if (tmp != 0.0) {
inputData.C.setElement_LP(blockNumber[l2] + j, -tmp);
}
}
} else {
rError("io::read not valid blockType");
}
}
// k > 0
for (int k = 0; k < m; ++k) {
for (int l2 = 0; l2 < nBlock; ++l2) {
if (blockType[l2] == 1) { // SDP part
int l = blockNumber[l2];
int size = SDP_blockStruct[l];
for (int i = 0; i < size; ++i) {
for (int j = 0; j < size; ++j) {
mpf_class tmp;
gmp_fscanf(fpData, "%*[^0-9+-]%Fe", &tmp);
if (i <= j && tmp != 0.0) {
inputData.A[k].setElement_SDP(l, i, j, tmp);
}
}
}
} else if (blockType[l2] == 2) { // SOCP part
rError("io:: current version does not support SOCP");
} else if (blockType[l2] == 3) { // LP part
for (int j = 0; j < blockStruct[l2]; ++j) {
mpf_class tmp;
gmp_fscanf(fpData, "%*[^0-9+-]%Fe", &tmp);
if (tmp != 0.0) {
inputData.A[k].setElement_LP(blockNumber[l2] + j, tmp);
}
}
} else {
rError("io::read not valid blockType");
}
}
} // for k
} // end of 'if (isDataSparse)'
}
// 2008/02/27 kazuhide nakata
// without LP_ANonZeroCount
#if 1
void IO::read(FILE *fpData, int m, int SDP_nBlock, int *SDP_blockStruct, int SOCP_nBlock, int *SOCP_blockStruct, int LP_nBlock, int nBlock, int *blockStruct, int *blockType, int *blockNumber, InputData &inputData, bool isDataSparse) {
inputData.initialize_bVec(m);
read(fpData, inputData.b);
long position = ftell(fpData);
// C,A must be accessed "mpf_class".
// initialize block struct of C and A
setBlockStruct(fpData, inputData, m, SDP_nBlock, SDP_blockStruct, SOCP_nBlock, SOCP_blockStruct, LP_nBlock, nBlock, blockStruct, blockType, blockNumber, position, isDataSparse);
// rMessage(" C and A initialize over");
setElement(fpData, inputData, m, SDP_nBlock, SDP_blockStruct, SOCP_nBlock, SOCP_blockStruct, LP_nBlock, nBlock, blockStruct, blockType, blockNumber, position, isDataSparse);
// rMessage(" C and A have been read");
}
#endif
// 2008/02/27 kazuhide nakata
// without LP_ANonZeroCount
void IO::setBlockStruct(FILE *fpData, InputData &inputData, int m, int SDP_nBlock, int *SDP_blockStruct, int SOCP_nBlock, int *SOCP_blockStruct, int LP_nBlock, int nBlock, int *blockStruct, int *blockType, int *blockNumber, long position, bool isDataSparse) {
// seed the positon of C in the fpData
fseek(fpData, position, 0);
vector<int> *SDP_index = NULL;
SDP_index = new vector<int>[m + 1];
vector<int> *SOCP_index = NULL;
SOCP_index = new vector<int>[m + 1];
vector<int> *LP_index = NULL;
LP_index = new vector<int>[m + 1];
// for SDP
int SDP_sp_nBlock;
int *SDP_sp_index = NULL;
int *SDP_sp_blockStruct = NULL;
int *SDP_sp_NonZeroNumber = NULL;
SDP_sp_index = new int[SDP_nBlock];
SDP_sp_blockStruct = new int[SDP_nBlock];
SDP_sp_NonZeroNumber = new int[SDP_nBlock];
// for SOCP
int SOCP_sp_nBlock;
int *SOCP_sp_blockStruct;
int *SOCP_sp_index;
int *SOCP_sp_NonZeroNumber;
// for LP
int LP_sp_nBlock;
int *LP_sp_index;
LP_sp_index = new int[LP_nBlock];
if (isDataSparse) {
int i, j, k, l;
mpf_class value;
while (true) {
if (fscanf(fpData, "%*[^0-9+-]%d", &k) <= 0) {
break;
}
if (fscanf(fpData, "%*[^0-9+-]%d", &l) <= 0) {
break;
}
if (fscanf(fpData, "%*[^0-9+-]%d", &i) <= 0) {
break;
}
if (fscanf(fpData, "%*[^0-9+-]%d", &j) <= 0) {
break;
}
if (gmp_fscanf(fpData, "%*[^0-9+-]%Fe", &value) <= 0) {
break;
}
if (blockType[l - 1] == 1) { // SDP part
int l2 = blockNumber[l - 1];
SDP_index[k].push_back(l2);
} else if (blockType[l - 1] == 2) { // SOCP part
rError("io:: current version does not support SOCP");
int l2 = blockNumber[l - 1];
;
SOCP_index[k].push_back(l2);
} else if (blockType[l - 1] == 3) { // LP part
if (i != j) {
printf("invalid data file k:%d, l:%d, i:%d, j:%d, ", k, l, i, j);
gmp_printf("value:%9.1Felf\n", value.get_mpf_t());
rError("IO::initializeLinearSpace");
}
int l2 = blockNumber[l - 1];
LP_index[k].push_back(l2 + i - 1);
} else {
rError("io::read not valid blockType");
}
} // end of 'while (true)'
} else { // isDataSparse == false
// k==0
for (int l2 = 0; l2 < nBlock; ++l2) {
if (blockType[l2] == 1) { // SDP part
int l = blockNumber[l2];
int size = SDP_blockStruct[l];
for (int i = 0; i < size; ++i) {
for (int j = 0; j < size; ++j) {
mpf_class tmp;
gmp_fscanf(fpData, "%*[^0-9+-]%Fe", &tmp);
if (i <= j && tmp != 0.0) {
SDP_index[0].push_back(l);
}
}
}
} else if (blockType[l2] == 2) { // SOCP part
rError("io:: current version does not support SOCP");
} else if (blockType[l2] == 3) { // LP part
for (int j = 0; j < blockStruct[l2]; ++j) {
mpf_class tmp;
gmp_fscanf(fpData, "%*[^0-9+-]%Fe", &tmp);
if (tmp != 0.0) {
LP_index[0].push_back(blockNumber[l2] + j);
}
}
} else {
rError("io::read not valid blockType");
}
}
for (int k = 0; k < m; ++k) {
// k>0
for (int l2 = 0; l2 < nBlock; ++l2) {
if (blockType[l2] == 1) { // SDP part
int l = blockNumber[l2];
int size = SDP_blockStruct[l];
for (int i = 0; i < size; ++i) {
for (int j = 0; j < size; ++j) {
mpf_class tmp;
gmp_fscanf(fpData, "%*[^0-9+-]%Fe", &tmp);
if (i <= j && tmp != 0.0) {
SDP_index[k + 1].push_back(l);
}
}
}
} else if (blockType[l2] == 2) { // SOCP part
rError("io:: current version does not support SOCP");
} else if (blockType[l2] == 3) { // LP part
for (int j = 0; j < blockStruct[l2]; ++j) {
mpf_class tmp;
gmp_fscanf(fpData, "%*[^0-9+-]%Fe", &tmp);
if (tmp != 0.0) {
LP_index[k + 1].push_back(blockNumber[l2] + j);
}
}
} else {
rError("io::read not valid blockType");
}
}
}
} // end of 'if (isDataSparse)'
inputData.A = new SparseLinearSpace[m];
for (int k = 0; k < m + 1; k++) {
sort(SDP_index[k].begin(), SDP_index[k].end());
SDP_sp_nBlock = 0;
int previous_index = -1;
int index;
for (int i = 0; i < SDP_index[k].size(); i++) {
index = SDP_index[k][i];
if (previous_index != index) {
SDP_sp_index[SDP_sp_nBlock] = index;
SDP_sp_blockStruct[SDP_sp_nBlock] = SDP_blockStruct[index];
SDP_sp_NonZeroNumber[SDP_sp_nBlock] = 1;
previous_index = index;
SDP_sp_nBlock++;
} else {
SDP_sp_NonZeroNumber[SDP_sp_nBlock - 1]++;
}
}
sort(LP_index[k].begin(), LP_index[k].end());
LP_sp_nBlock = 0;
previous_index = -1;
for (int i = 0; i < LP_index[k].size(); i++) {
index = LP_index[k][i];
if (previous_index != index) {
LP_sp_index[LP_sp_nBlock] = index;
previous_index = index;
LP_sp_nBlock++;
}
}
if (k == 0) {
inputData.C.initialize(SDP_sp_nBlock, SDP_sp_index, SDP_sp_blockStruct, SDP_sp_NonZeroNumber, SOCP_sp_nBlock, SOCP_sp_blockStruct, SOCP_sp_index, SOCP_sp_NonZeroNumber, LP_sp_nBlock, LP_sp_index);
} else {
inputData.A[k - 1].initialize(SDP_sp_nBlock, SDP_sp_index, SDP_sp_blockStruct, SDP_sp_NonZeroNumber, SOCP_sp_nBlock, SOCP_sp_blockStruct, SOCP_sp_index, SOCP_sp_NonZeroNumber, LP_sp_nBlock, LP_sp_index);
}
}
delete[] SDP_index;
SDP_index = NULL;
delete[] SOCP_index;
SOCP_index = NULL;
delete[] LP_index;
LP_index = NULL;
delete[] SDP_sp_index;
SDP_sp_index = NULL;
delete[] SDP_sp_blockStruct;
SDP_sp_blockStruct = NULL;
delete[] SDP_sp_NonZeroNumber;
SDP_sp_NonZeroNumber = NULL;
#if 0
delete[] SOCP_sp_index;
SOCP_sp_index = NULL;
delete[] SOCP_sp_blockStruct;
SOCP_sp_blockStruct = NULL;
delete[] SOCP_sp_NonZeroNumber;
SOCP_sp_NonZeroNumber = NULL;
#endif
delete[] LP_sp_index;
LP_sp_index = NULL;
}
// 2008/02/27 kazuhide nakata
// without LP_ANonZeroCount
void IO::setElement(FILE *fpData, InputData &inputData, int m, int SDP_nBlock, int *SDP_blockStruct, int SOCP_nBlock, int *SOCP_blockStruct, int LP_nBlock, int nBlock, int *blockStruct, int *blockType, int *blockNumber, long position, bool isDataSparse) {
// in Sparse, read C,A[k]
// seed the positon of C in the fpData
fseek(fpData, position, 0);
if (isDataSparse) {
int i, j, k, l;
mpf_class value;
while (true) {
if (fscanf(fpData, "%*[^0-9+-]%d", &k) <= 0) {
break;
}
if (fscanf(fpData, "%*[^0-9+-]%d", &l) <= 0) {
break;
}
if (fscanf(fpData, "%*[^0-9+-]%d", &i) <= 0) {
break;
}
if (fscanf(fpData, "%*[^0-9+-]%d", &j) <= 0) {
break;
}
if (gmp_fscanf(fpData, "%*[^0-9+-]%Fe", &value) <= 0) {
break;
}
#if 0
rMessage("input k:" << k <<
" l:" << l <<
" i:" << i <<
" j:" << j);
#endif
if (blockType[l - 1] == 1) { // SDP part
int l2 = blockNumber[l - 1];
if (k == 0) {
inputData.C.setElement_SDP(l2, i - 1, j - 1, -value);
} else {
inputData.A[k - 1].setElement_SDP(l2, i - 1, j - 1, value);
}
} else if (blockType[l - 1] == 2) { // SOCP part
rError("io:: current version does not support SOCP");
int l2 = blockNumber[l - 1];
if (k == 0) {
inputData.C.setElement_SOCP(l2, i - 1, j - 1, -value);
} else {
inputData.A[k - 1].setElement_SOCP(l2, i - 1, j - 1, value);
}
} else if (blockType[l - 1] == 3) { // LP part
if (i != j) {
rError("io:: LP part 3rd elemtn != 4th elemnt");
}
if (k == 0) {
inputData.C.setElement_LP(blockNumber[l - 1] + i - 1, -value);
} else {
inputData.A[k - 1].setElement_LP(blockNumber[l - 1] + i - 1, value);
}
} else {
rError("io::read not valid blockType");
}
}
} else { // dense
// k==0
for (int l2 = 0; l2 < nBlock; ++l2) {
if (blockType[l2] == 1) { // SDP part
int l = blockNumber[l2];
int size = SDP_blockStruct[l];
for (int i = 0; i < size; ++i) {
for (int j = 0; j < size; ++j) {
mpf_class tmp;
gmp_fscanf(fpData, "%*[^0-9+-]%Fe", &tmp);
if (i <= j && tmp != 0.0) {
inputData.C.setElement_SDP(l, i, j, -tmp);
}
}
}
} else if (blockType[l2] == 2) { // SOCP part
rError("io:: current version does not support SOCP");
} else if (blockType[l2] == 3) { // LP part
for (int j = 0; j < blockStruct[l2]; ++j) {
mpf_class tmp;
gmp_fscanf(fpData, "%*[^0-9+-]%Fe", &tmp);
if (tmp != 0.0) {
inputData.C.setElement_LP(blockNumber[l2] + j, -tmp);
}
}
} else {
rError("io::read not valid blockType");
}
}
// k > 0
for (int k = 0; k < m; ++k) {
for (int l2 = 0; l2 < nBlock; ++l2) {
if (blockType[l2] == 1) { // SDP part
int l = blockNumber[l2];
int size = SDP_blockStruct[l];
for (int i = 0; i < size; ++i) {
for (int j = 0; j < size; ++j) {
mpf_class tmp;
gmp_fscanf(fpData, "%*[^0-9+-]%Fe", &tmp);
if (i <= j && tmp != 0.0) {
inputData.A[k].setElement_SDP(l, i, j, tmp);
}
}
}
} else if (blockType[l2] == 2) { // SOCP part
rError("io:: current version does not support SOCP");
} else if (blockType[l2] == 3) { // LP part
for (int j = 0; j < blockStruct[l2]; ++j) {
mpf_class tmp;
gmp_fscanf(fpData, "%*[^0-9+-]%Fe", &tmp);
if (tmp != 0.0) {
inputData.A[k].setElement_LP(blockNumber[l2] + j, tmp);
}
}
} else {
rError("io::read not valid blockType");
}
}
} // for k
} // end of 'if (isDataSparse)'
}
void IO::printHeader(FILE *fpout, FILE *Display) {
if (fpout) {
fprintf(fpout, " mu thetaP thetaD objP objD "
" alphaP alphaD beta \n");
}
if (Display) {
fprintf(Display, " mu thetaP thetaD objP objD "
" alphaP alphaD beta \n");
}
}
void IO::printOneIteration(int pIteration, AverageComplementarity &mu, RatioInitResCurrentRes &theta, SolveInfo &solveInfo, StepLength &alpha, DirectionParameter &beta, FILE *fpout, FILE *Display) {
#if REVERSE_PRIMAL_DUAL
if (Display) {
mpf_class mtmp1 = -solveInfo.objValDual;
mpf_class mtmp2 = -solveInfo.objValPrimal;
gmp_fprintf(Display,
"%2d %4.1Fe %4.1Fe %4.1Fe %+7.2Fe %+7.2Fe"
" %4.1Fe %4.1Fe %4.F2e\n",
pIteration, mu.current.get_mpf_t(), theta.dual.get_mpf_t(), theta.primal.get_mpf_t(), mtmp1.get_mpf_t(), mtmp2.get_mpf_t(), alpha.dual.get_mpf_t(), alpha.primal.get_mpf_t(), beta.value.get_mpf_t());
}
if (fpout) {
mpf_class mtmp1 = -solveInfo.objValDual;
mpf_class mtmp2 = -solveInfo.objValPrimal;
gmp_fprintf(fpout,
"%2d %4.1Fe %4.1Fe %4.1Fe %+7.2Fe %+7.2Fe"
" %4.1Fe %4.1Fe %4.2Fe\n",
pIteration, mu.current.get_mpf_t(), theta.dual.get_mpf_t(), theta.primal.get_mpf_t(), mtmp1.get_mpf_t(), mtmp2.get_mpf_t(), alpha.dual.get_mpf_t(), alpha.primal.get_mpf_t(), beta.value.get_mpf_t());
}
#else
if (Display) {
gmp_fprintf(Display,
"%2d %4.1Fe %4.1Fe %4.1Fe %+7.2Fe %+7.2Fe"
" %4.1Fe %4.1Fe %4.2Fe\n",
pIteration.get_mpf_t(), mu.current.get_mpf_t(), theta.primal.get_mpf_t(), theta.dual.get_mpf_t(), solveInfo.objValPrimal.get_mpf_t(), solveInfo.objValDual.get_mpf_t(), alpha.primal.get_mpf_t(), alpha.dual.get_mpf_t(), beta.value.get_mpf_t());
}
if (fpout) {
gmp_fprintf(fpout,
"%2d %4.1Fe %4.1Fe %4.1Fe %+7.2Fe %+7.2Fe"
" %4.1Fe %4.1Fe %4.2Fe\n",
pIteration.get_mpf_t(), mu.current.get_mpf_t(), theta.primal.get_mpf_t(), theta.dual.get_mpf_t(), solveInfo.objValPrimal.get_mpf_t(), solveInfo.objValDual.get_mpf_t(), alpha.primal.get_mpf_t(), alpha.dual.get_mpf_t(), beta.value.get_mpf_t());
}
#endif
}
mpf_class fast_approx_log10(const mpf_class &value) {
// Get the mantissa (a) and exponent (b) such that value = a * 2^b
mp_exp_t exponent;
double mantissa = mpf_get_d_2exp(&exponent, value.get_mpf_t());
// Calculate log10(a) + b * log10(2)
double log10_mantissa = std::log10(mantissa);
double log10_2 = std::log10(2.0);
return log10_mantissa + exponent * log10_2;
}
void IO::printLastInfo(int pIteration, AverageComplementarity &mu, RatioInitResCurrentRes &theta, SolveInfo &solveInfo, StepLength &alpha, DirectionParameter &beta, Residuals ¤tRes, Phase &phase, Solutions ¤tPt, double cputime, InputData &inputData, WorkVariables &work, ComputeTime &com, Parameter ¶m, FILE *fpout, FILE *Display, bool printTime) {
int nDim = currentPt.nDim;
printOneIteration(pIteration, mu, theta, solveInfo, alpha, beta, fpout, Display);
mpf_class mean = (abs(solveInfo.objValPrimal) + abs(solveInfo.objValDual)) / 2.0;
mpf_class PDgap = abs(solveInfo.objValPrimal - solveInfo.objValDual);
// mpf_class dominator;
mpf_class relgap;
if (mean < 1.0) {
relgap = PDgap;
} else {
relgap = PDgap / mean;
}
mpf_class gap = mu.current * nDim;
mpf_class digits = -fast_approx_log10(abs(PDgap / mean));
#if DIMACS_PRINT
mpf_class tmp = 0.0;
mpf_class b1 = 0.0;
for (int k = 0; k < inputData.b.nDim; ++k) {
tmp = abs(inputData.b.ele[k]);
b1 = max(b1, tmp);
}
mpf_class c1 = 0.0;
for (int l = 0; l < inputData.C.SDP_sp_nBlock; ++l) {
SparseMatrix &Cl = inputData.C.SDP_sp_block[l];
if (Cl.type == SparseMatrix::SPARSE) {
for (int i = 0; i < Cl.NonZeroCount; ++i) {
tmp = abs(Cl.sp_ele[i]);
c1 = max(c1, tmp);
}
} else if (Cl.type == SparseMatrix::DENSE) {
for (int i = 0; i < Cl.nRow * Cl.nCol; ++i) {
tmp = abs(Cl.de_ele[i]);
c1 = max(c1, tmp);
}
}
}
for (int l = 0; l < inputData.C.SOCP_sp_nBlock; ++l) {
rError("io:: current version does not support SOCP");
}
for (int l = 0; l < inputData.C.LP_sp_nBlock; ++l) {
tmp = abs(inputData.C.LP_sp_block[l]);
c1 = max(c1, tmp);
}
mpf_class p_norm;
Lal::let(tmp, '=', currentRes.primalVec, '.', currentRes.primalVec);
p_norm = sqrt(tmp);
mpf_class d_norm = 0.0;
for (int l = 0; l < currentRes.dualMat.SDP_nBlock; ++l) {
Lal::let(tmp, '=', currentRes.dualMat.SDP_block[l], '.', currentRes.dualMat.SDP_block[l]);
d_norm += sqrt(tmp);
}
for (int l = 0; l < currentRes.dualMat.SOCP_nBlock; ++l) {
rError("io:: current version does not support SOCP");
}
tmp = 0.0;
for (int l = 0; l < currentRes.dualMat.LP_nBlock; ++l) {
tmp += currentRes.dualMat.LP_block[l] * currentRes.dualMat.LP_block[l];
}
d_norm += sqrt(tmp);
mpf_class x_min = Jal::getMinEigen(currentPt.xMat, work);
mpf_class z_min = Jal::getMinEigen(currentPt.zMat, work);
// gmp_printf("b1:%Fe\n",b1);
// gmp_printf("c1:%Fe\n",c1);
// gmp_printf("p_norm:%Fe\n",p_norm);
// gmp_printf("d_norm:%Fe\n",d_norm);
// gmp_printf("x_min:%Fe\n",x_min);
// gmp_printf("z_min:%Fe\n",z_min);
mpf_class ctx = solveInfo.objValPrimal;
mpf_class bty = solveInfo.objValDual;
mpf_class xtz = 0.0;
Lal::let(xtz, '=', currentPt.xMat, '.', currentPt.zMat);
mpf_class mzero = 0.0;
mpf_class err1 = p_norm / (1 + b1);
mpf_class err2 = max(mzero, -x_min / (1 + b1));
mpf_class err3 = d_norm / (1 + c1);
mpf_class err4 = max(mzero, -z_min / (1 + c1));
mpf_class err5 = (ctx - bty) / (1 + abs(ctx) + abs(bty));
mpf_class err6 = xtz / (1 + abs(ctx) + abs(bty));
#endif
if (Display) {
fprintf(Display, "\n");
phase.display(Display);
fprintf(Display, " Iteration = %d\n", pIteration);
gmp_fprintf(Display, " mu = %4.16Fe\n", mu.current.get_mpf_t());
gmp_fprintf(Display, "relative gap = %4.16Fe\n", relgap.get_mpf_t());
gmp_fprintf(Display, " gap = %4.16Fe\n", gap.get_mpf_t());
gmp_fprintf(Display, " digits = %4.16Fe\n", digits.get_mpf_t());
#if REVERSE_PRIMAL_DUAL
mpf_class mtmp1 = -solveInfo.objValDual;
mpf_class mtmp2 = -solveInfo.objValPrimal;
gmp_fprintf(Display, "objValPrimal = %10.16Fe\n", mtmp1.get_mpf_t());
gmp_fprintf(Display, "objValDual = %10.16Fe\n", mtmp2.get_mpf_t());
gmp_fprintf(Display, "p.feas.error = %10.16Fe\n", currentRes.normDualMat.get_mpf_t());
gmp_fprintf(Display, "d.feas.error = %10.16Fe\n", currentRes.normPrimalVec.get_mpf_t());
gmp_fprintf(Display, "relative eps = %10.16Fe\n", Rlamch_gmp("E").get_mpf_t());
#else
gmp_fprintf(Display, "objValPrimal = %10.16Fe\n", solveInfo.objValPrimal.get_mpf_t());
gmp_fprintf(Display, "objValDual = %10.16Fe\n", solveInfo.objValDual.get_mpf_t());
gmp_fprintf(Display, "p.feas.error = %10.16Fe\n", currentRes.normPrimalVec.get_mpf_t());
gmp_fprintf(Display, "d.feas.error = %10.16Fe\n", currentRes.normDualMat.get_mpf_t());
gmp_fprintf(Display, "relative eps = %10.16Fe\n", gmp_dlamchE().get_mpf_t());
#endif
if (printTime == true) {
fprintf(Display, "total time = %.3f\n", cputime);
}
#if DIMACS_PRINT
fprintf(Display, "\n");
gmp_fprintf(Display, "* DIMACS_ERRORS * \n");
gmp_fprintf(Display, "err1 = %4.16Fe [%40s]\n", err1.get_mpf_t(), "||Ax-b|| / (1+||b||_1) ");
gmp_fprintf(Display, "err2 = %4.16Fe [%40s]\n", err2.get_mpf_t(), "max(0, -lambda(x) / (1+||b||_1))");
gmp_fprintf(Display, "err3 = %4.16Fe [%40s]\n", err3.get_mpf_t(), "||A^Ty + z - c || / (1+||c||_1) ");
gmp_fprintf(Display, "err4 = %4.16Fe [%40s]\n", err4.get_mpf_t(), "max(0, -lambda(z) / (1+||c||_1))");
gmp_fprintf(Display, "err5 = %4.16Fe [%40s]\n", err5.get_mpf_t(), "(<c,x> - by) / (1 + |<c,x>| + |by|)");
gmp_fprintf(Display, "err6 = %4.16Fe [%40s]\n", err6.get_mpf_t(), "<x,z> / (1 + |<c,x>| + |by|)");
fprintf(Display, "\n");
#endif
}
if (fpout) {
fprintf(fpout, "\n");
phase.display(fpout);
fprintf(fpout, " Iteration = %d\n", pIteration);
gmp_fprintf(fpout, " mu = %4.16Fe\n", mu.current.get_mpf_t());
gmp_fprintf(fpout, "relative gap = %4.16Fe\n", relgap.get_mpf_t());
gmp_fprintf(fpout, " gap = %4.16Fe\n", gap.get_mpf_t());
gmp_fprintf(fpout, " digits = %4.16Fe\n", digits.get_mpf_t());
#if REVERSE_PRIMAL_DUAL
mpf_class mtmp1 = -solveInfo.objValDual;
mpf_class mtmp2 = -solveInfo.objValPrimal;
gmp_fprintf(fpout, "objValPrimal = %10.16Fe\n", mtmp1.get_mpf_t());
gmp_fprintf(fpout, "objValDual = %10.16Fe\n", mtmp2.get_mpf_t());
gmp_fprintf(fpout, "p.feas.error = %10.16Fe\n", currentRes.normDualMat.get_mpf_t());
gmp_fprintf(fpout, "d.feas.error = %10.16Fe\n", currentRes.normPrimalVec.get_mpf_t());
gmp_fprintf(fpout, "relative eps = %10.16Fe\n", Rlamch_gmp("E").get_mpf_t());
#else
gmp_fprintf(fpout, "objValPrimal = %10.16Fe\n", solveInfo.objValPrimal.get_mpf_t());
gmp_fprintf(fpout, "objValDual = %10.16Fe\n", solveInfo.objValDual.get_mpf_t());
gmp_fprintf(fpout, "p.feas.error = %10.16Fe\n", currentRes.normPrimalVec.get_mpf_t());
gmp_fprintf(fpout, "d.feas.error = %10.16Fe\n", currentRes.normDualMat.get_mpf_t());
gmp_fprintf(fpout, "relative eps = %10.16Fe\n", Rlamch_gmp("E").get_mpf_t());
#endif
fprintf(fpout, "total time = %.3f\n", cputime);
#if DIMACS_PRINT
fprintf(fpout, "\n");
gmp_fprintf(fpout, "* DIMACS_ERRORS * \n");
gmp_fprintf(fpout, "err1 = %4.16Fe [%40s]\n", err1.get_mpf_t(), "||Ax-b|| / (1+||b||_1) ");
gmp_fprintf(fpout, "err2 = %4.16Fe [%40s]\n", err2.get_mpf_t(), "max(0, -lambda(x) / (1+||b||_1))");
gmp_fprintf(fpout, "err3 = %4.16Fe [%40s]\n", err3.get_mpf_t(), "||A^Ty + z - c || / (1+||c||_1) ");
gmp_fprintf(fpout, "err4 = %4.16Fe [%40s]\n", err4.get_mpf_t(), "max(0, -lambda(z) / (1+||c||_1))");
gmp_fprintf(fpout, "err5 = %4.16Fe [%40s]\n", err5.get_mpf_t(), "(<c,x> - by) / (1 + |<c,x>| + |by|)");
gmp_fprintf(fpout, "err6 = %4.16Fe [%40s]\n", err6.get_mpf_t(), "<x,z> / (1 + |<c,x>| + |by|)");
fprintf(fpout, "\n");
#endif
gmp_fprintf(fpout, "\n\nParameters are\n");
param.display(fpout);
com.display(fpout);
#if 1
#if REVERSE_PRIMAL_DUAL
fprintf(fpout, "xVec = \n");
currentPt.yVec.display(fpout, -1.0, param.xPrint);
fprintf(fpout, "xMat = \n");
currentPt.zMat.display(fpout, param.XPrint);
fprintf(fpout, "yMat = \n");
currentPt.xMat.display(fpout, param.YPrint);
#else
fprintf(fpout, "xMat = \n");
currentPt.xMat.displaySolution(bs, fpout, param.XPrint);
fprintf(fpout, "yVec = \n");
currentPt.yVec.display(fpout, 1.0, param.xPrint);
fprintf(fpout, "zMat = \n");
currentPt.zMat.displaySolution(bs, fpout, param.YPrint);
#endif
#endif
}
}
void IO::printLastInfo(int pIteration, AverageComplementarity &mu, RatioInitResCurrentRes &theta, SolveInfo &solveInfo, StepLength &alpha, DirectionParameter &beta, Residuals ¤tRes, Phase &phase, Solutions ¤tPt, double cputime, int nBlock, int *blockStruct, int *blockType, int *blockNumber, InputData &inputData, WorkVariables &work, ComputeTime &com, Parameter ¶m, FILE *fpout, FILE *Display, bool printTime) {
int nDim = currentPt.nDim;
printOneIteration(pIteration, mu, theta, solveInfo, alpha, beta, fpout, Display);