dsdpsdp.h File Reference

Internal SDPCone data structures and routines. More...

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Data Structures
struct	DSDPBlockData
	Internal structure for data in one block of semidefintie. More...
struct	DSDPDataTranspose
	Internal structure for transpose of data. More...
struct	SDPblk
	Internal structure for block of semidefinite cone. More...
struct	SDPCone_C
	Internal structure for semidefinite cone. More...

Functions
int	DSDPAddSDP (DSDP, SDPCone)
	Pass a semidefinite cone to the solver.
int	DSDPBlockAddDataMatrix (DSDPBlockData *, int, struct DSDPDataMat_Ops *, void *)
	Add data matrix into SDP block.
int	DSDPBlockADot (DSDPBlockData *, double, DSDPVec, DSDPVMat, DSDPVec)
	Compute inner product of XX with data matrices.
int	DSDPBlockASum (DSDPBlockData *, double, DSDPVec, DSDPVMat)
	Sum the data matrices.
int	DSDPBlockCountNonzeroMatrices (DSDPBlockData *, int *)
	Count how many data matrices are in a block of data.
int	DSDPBlockDataAllocate (DSDPBlockData *, int)
	Allocate some structures.
int	DSDPBlockDataDestroy (DSDPBlockData *)
	Free the data matrices.
int	DSDPBlockDataInitialize (DSDPBlockData *)
	Set pointers to null.
int	DSDPBlockDataMarkNonzeroMatrices (DSDPBlockData *, int *)
	Mark which variable in block have a data matrix.
int	DSDPBlockDataRowSparsity (DSDPBlockData *, int, int[], int[], int)
	Determine sparsity pattern of data.
int	DSDPBlockFactorData (DSDPBlockData *, DSDPVMat, SDPConeVec)
	Factor the data matrices.
int	DSDPBlockGetMatrix (DSDPBlockData *, int, int *, double *, DSDPDataMat *)
	Get a data matrix from a block of data.
int	DSDPBlockInitialize (SDPblk *)
	Initialize data structures in one block of the cone.
int	DSDPBlockRemoveDataMatrix (DSDPBlockData *, int)
	Remove a data matrix.
int	DSDPBlockSetDataMatrix (DSDPBlockData *, int, struct DSDPDataMat_Ops *, void *)
	Set data matrix into SDP block.
int	DSDPBlockTakeDown (SDPblk *)
	Free data structures in one block of the cone.
int	DSDPBlockTakeDownData (DSDPBlockData *)
	Free structures in block of data.
int	DSDPBlockvAv (DSDPBlockData *, double, DSDPVec, SDPConeVec, DSDPVec)
	Set VAV[i] to aa * Alpha[i] * V' A[i] V.
int	DSDPBlockView (DSDPBlockData *)
	Print the structure of the block.
int	DSDPBlockView2 (DSDPBlockData *)
	Print the data.
int	DSDPDataMatCheck (DSDPDataMat, SDPConeVec, DSDPIndex, DSDPVMat)
	Check correctness of operations on the data.
int	DSDPDataTransposeInitialize (DSDPDataTranspose *)
	Initialize transpose structure for data.
int	DSDPDataTransposeSetup (DSDPDataTranspose *, SDPblk *, int, int)
	Set up transpose structure for data.
int	DSDPDataTransposeTakeDown (DSDPDataTranspose *)
	Free transpose structure for data.
int	DSDPMakeVMat (char, int, DSDPVMat *)
	Allocate V matrix.
int	DSDPMakeVMatWithArray (char, double[], int, int, DSDPVMat *)
	Allocate V matrix using the given array.
int	DSDPSetDataMatZero (DSDPDataMat *)
	Make a data matrix a zero matrix.
int	SDPConeCheckJ (SDPCone, int)
	Check validity of parameter.
int	SDPConeCheckM (SDPCone, int)
	Check validity of parameter.
int	SDPConeCheckN (SDPCone, int, int)
	Check validity of parameter.
int	SDPConeCheckStorageFormat (SDPCone, int, char)
	Check validity of parameters.
int	SDPConeComputeHessian (SDPCone, double, DSDPSchurMat, DSDPVec, DSDPVec)
	Compute the Hessian to the barrier term.
int	SDPConeComputeRHS (SDPCone, int, double, DSDPVec, DSDPVec, DSDPVec)
	Compute the gradient to the barrier term.
int	SDPConeComputeSS (SDPCone, int, DSDPVec, DSDPVMat)
	Sum the data matrices.
int	SDPConeComputeX3 (SDPCone, int, double, DSDPVec, DSDPVec, DSDPVMat)
	Compute the matrix X with the given information.
int	SDPConeComputeXDot (SDPCone, int, DSDPVec, DSDPVMat, DSDPVec, double *, double *, double *)
	Compute inner product of X with the Data, S, and norm of X.
int	SDPConeComputeXX (SDPCone, int, DSDPVec, double, DSDPDualMat, DSDPVMat)
	Compute X.
int	SDPConeDestroy (SDPCone)
	Free data structure of the cone.
int	SDPConeMultiply (SDPCone, int, double, DSDPVec, DSDPVec, DSDPVec)
	Compute the gradient to the barrier term.
int	SDPConeSetRIdentity (SDPCone, int, int, double)
	Add identify matrix to dual matrix.
int	SDPConeSetup (SDPCone, DSDPVec)
	Allocate data structure of the cone.
int	SDPConeSetup2 (SDPCone, DSDPVec, DSDPSchurMat)
	Allocate data structure of the cone.

Detailed Description

Internal SDPCone data structures and routines.

Definition in file dsdpsdp.h.

Function Documentation

DSDPAddSDP()

int DSDPAddSDP ( DSDP  dsdp, SDPCone  sdpcone  )

extern

Pass a semidefinite cone to the solver.

Parameters

dsdp	solver
sdpcone	semidefinite cone

Definition at line 331 of file sdpkcone.c.

DSDPBlockAddDataMatrix()

int DSDPBlockAddDataMatrix ( DSDPBlockData *  ADATA, int  vari, struct DSDPDataMat_Ops *  dsdpdataops, void *  data  )

extern

Add data matrix into SDP block.

Parameters

ADATA	block of data.
vari	the variable to which the matrix corresponds.
dsdpdataops	function pointers
data	opaque pointer to matrix.

Definition at line 381 of file dsdpblock.c.

Referenced by DSDPBlockSetDataMatrix().

DSDPBlockADot()

int DSDPBlockADot ( DSDPBlockData *  ADATA, double  aa, DSDPVec  Alpha, DSDPVMat  X, DSDPVec  AX  )

extern

Compute inner product of XX with data matrices.

Parameters

ADATA	block of data.
aa	scalar
Alpha	scalar.
X	Dense symmetric matrix
AX	Set AX[i] to aa * Alpha[i] * Dot( A[i] * X)

Definition at line 49 of file dsdpblock.c.

Referenced by SDPConeComputeHessian(), SDPConeComputeRHS(), and SDPConeComputeXDot().

DSDPBlockASum()

int DSDPBlockASum ( DSDPBlockData *  ADATA, double  aa, DSDPVec  Yk, DSDPVMat  XX  )

extern

Sum the data matrices.

Parameters

ADATA	block of data.
aa	scalar
Yk	scalar.
XX	equals aa * sum ( YK[i]* A[i] )

Definition at line 20 of file dsdpblock.c.

Referenced by SDPConeComputeSS(), and SDPConeMultiply().

DSDPBlockCountNonzeroMatrices()

int DSDPBlockCountNonzeroMatrices ( DSDPBlockData *  ADATA, int *  nzmats  )

extern

Count how many data matrices are in a block of data.

Parameters

ADATA	block of data.
nzmats	set to number of nonzero matrices. Numbers from 0 to this number can be used as a matrix id in DSDPBlockGetMatrix()

Definition at line 272 of file dsdpblock.c.

Referenced by DSDPDataTransposeSetup(), SDPConeComputeRHS(), SDPConeComputeXX(), and SDPConeMultiply().

DSDPBlockDataAllocate()

int DSDPBlockDataAllocate ( DSDPBlockData *  ADATA, int  nnz  )

extern

Allocate some structures.

Parameters

ADATA	block of data.
nnz	number of data matrices to allocate space

Definition at line 221 of file dsdpblock.c.

Referenced by DSDPBlockAddDataMatrix().

DSDPBlockDataDestroy()

int DSDPBlockDataDestroy ( DSDPBlockData *  ADATA )

extern

Free the data matrices.

Parameters

ADATA

block of data.

Definition at line 195 of file dsdpblock.c.

Referenced by SDPConeDestroy().

DSDPBlockDataInitialize()

int DSDPBlockDataInitialize ( DSDPBlockData *  ADATA )

extern

Set pointers to null.

Parameters

ADATA

block of data.

Definition at line 163 of file dsdpblock.c.

Referenced by DSDPBlockDataDestroy(), and DSDPBlockInitialize().

DSDPBlockDataMarkNonzeroMatrices()

int DSDPBlockDataMarkNonzeroMatrices ( DSDPBlockData *  ADATA, int *  annz  )

extern

Mark which variable in block have a data matrix.

Parameters

ADATA	block of data.
annz	array of integers to mark.

Definition at line 254 of file dsdpblock.c.

Referenced by DSDPDataTransposeSetup().

DSDPBlockDataRowSparsity()

int DSDPBlockDataRowSparsity ( DSDPBlockData *  ADATA, int  row, int  ai[], int  rnnz[], int  n  )

extern

Determine sparsity pattern of data.

Parameters

ADATA	block of data.
row	from 0 to n.
ai	(input) array of ones and zeros that identify which data matrices to check.
rnnz	(output) array of length m where nonzeros indicate nonzero data.
n	dimension of block.

Definition at line 330 of file dsdpblock.c.

DSDPBlockFactorData()

int DSDPBlockFactorData ( DSDPBlockData *  ADATA, DSDPVMat  X, SDPConeVec  W  )

extern

Factor the data matrices.

Parameters

ADATA	block of data.
X	work array
W	Work vector

Definition at line 113 of file dsdpblock.c.

Referenced by DSDPBlockSetup().

DSDPBlockGetMatrix()

int DSDPBlockGetMatrix ( DSDPBlockData *  ADATA, int  id, int *  vari, double *  scl, DSDPDataMat *  A  )

extern

Get a data matrix from a block of data.

Parameters

ADATA	block of data.
id	identfier of the matrices, numbered consecutively from 0.
vari	set to variable number corresponding to A.
scl	scaling
A	data matrix.

Definition at line 307 of file dsdpblock.c.

Referenced by DSDPBlockFactorData(), DSDPDataTransposeSetup(), SDPConeComputeHessian(), SDPConeComputeRHS(), SDPConeComputeXX(), and SDPConeMultiply().

DSDPBlockInitialize()

int DSDPBlockInitialize ( SDPblk *  blk )

extern

Initialize data structures in one block of the cone.

Parameters

blk	block of semidefinite cone

Definition at line 279 of file sdpconesetup.c.

DSDPBlockRemoveDataMatrix()

int DSDPBlockRemoveDataMatrix ( DSDPBlockData *  ADATA, int  vari  )

extern

Remove a data matrix.

Parameters

ADATA	block of data.
vari	variable corresponding the matrix.

Definition at line 351 of file dsdpblock.c.

Referenced by DSDPBlockSetDataMatrix(), and SDPConeSetRMatrix().

DSDPBlockSetDataMatrix()

int DSDPBlockSetDataMatrix ( DSDPBlockData *  ADATA, int  vari, struct DSDPDataMat_Ops *  dsdpdataops, void *  data  )

extern

Set data matrix into SDP block.

Parameters

ADATA	block of data.
vari	the variable to which the matrix corresponds.
dsdpdataops	function pointers
data	opaque pointer to matrix.

Definition at line 406 of file dsdpblock.c.

Referenced by SDPConeSetRMatrix().

DSDPBlockTakeDown()

int DSDPBlockTakeDown ( SDPblk *  blk )

extern

Free data structures in one block of the cone.

Parameters

blk	block of semidefinite cone

Definition at line 305 of file sdpconesetup.c.

Referenced by DSDPConeTakeDown().

DSDPBlockTakeDownData()

int DSDPBlockTakeDownData ( DSDPBlockData *  ADATA )

extern

Free structures in block of data.

Parameters

ADATA

block of data.

Definition at line 182 of file dsdpblock.c.

Referenced by DSDPBlockDataDestroy(), and DSDPBlockTakeDown().

DSDPBlockvAv()

int DSDPBlockvAv ( DSDPBlockData *  ADATA, double  aa, DSDPVec  Alpha, SDPConeVec  V, DSDPVec  VAV  )

extern

Set VAV[i] to aa * Alpha[i] * V' A[i] V.

Parameters

ADATA	block of data.
aa	scalar
Alpha	scalar.
V	vecotr
VAV	the product

Definition at line 84 of file dsdpblock.c.

Referenced by SDPConeComputeHessian().

DSDPBlockView()

int DSDPBlockView ( DSDPBlockData *  ADATA )

extern

Print the structure of the block.

Parameters

ADATA

block of data.

Definition at line 454 of file dsdpblock.c.

DSDPBlockView2()

int DSDPBlockView2 ( DSDPBlockData *  ADATA )

extern

Print the data.

Parameters

ADATA

block of data.

Definition at line 474 of file dsdpblock.c.

DSDPDataMatCheck()

int DSDPDataMatCheck ( DSDPDataMat  AA, SDPConeVec  W, DSDPIndex  IS, DSDPVMat  XX  )

extern

Check correctness of operations on the data.

Parameters

AA	data matrix.
W	work vector
IS	work array
XX	work array

Definition at line 498 of file dsdpblock.c.

DSDPDataTransposeInitialize()

int DSDPDataTransposeInitialize ( DSDPDataTranspose *  ATranspose )

extern

Initialize transpose structure for data.

Parameters

ATranspose

transpose structure for data.

Definition at line 15 of file sdpconesetup.c.

Referenced by DSDPDataTransposeTakeDown().

DSDPDataTransposeSetup()

int DSDPDataTransposeSetup ( DSDPDataTranspose *  ATranspose, SDPblk *  blk, int  nblocks, int  m  )

extern

Set up transpose structure for data.

Parameters

ATranspose	transpose structure for data.
blk	semidefinite blocks
nblocks	number of blocks
m	dimension of Y vector.

Definition at line 36 of file sdpconesetup.c.

Referenced by SDPConeSetup().

DSDPDataTransposeTakeDown()

int DSDPDataTransposeTakeDown ( DSDPDataTranspose *  ATranspose )

extern

Free transpose structure for data.

Parameters

ATranspose

transpose structure for data.

Definition at line 89 of file sdpconesetup.c.

Referenced by DSDPConeTakeDown(), and DSDPDataTransposeSetup().

DSDPMakeVMat()

int DSDPMakeVMat ( char  UPLQ, int  n, DSDPVMat *  X  )

extern

Allocate V matrix.

Parameters

UPLQ	format
n	dimension
X	new matrix.

See also

SDPConeSetStorageFormat()

Definition at line 351 of file sdpsss.c.

Referenced by DSDPBlockSetup(), and SDPConeSetXMat().

DSDPMakeVMatWithArray()

int DSDPMakeVMatWithArray ( char  UPLQ, double  xx[], int  nnz, int  n, DSDPVMat *  X  )

extern

Allocate V matrix using the given array.

Parameters

UPLQ	format
xx	array
nnz	length of the array
n	dimension
X	new matrix.

See also

SDPConeSetStorageFormat()

SDPConeGetXArray()

Definition at line 381 of file sdpsss.c.

DSDPSetDataMatZero()

int DSDPSetDataMatZero ( DSDPDataMat *  A )

extern

Make a data matrix a zero matrix.

Parameters

A	data matrix.

Definition at line 537 of file dsdpadddatamat.c.

Referenced by DSDPBlockRemoveDataMatrix().

SDPConeCheckJ()

int SDPConeCheckJ ( SDPCone  sdpcone, int  blockj  )

extern

Check validity of parameter.

Parameters

sdpcone	SDP cone
blockj	from 0 to nblocks

Definition at line 31 of file dsdpadddata.c.

Referenced by SDPConeCheckN(), SDPConeCheckStorageFormat(), SDPConeComputeRHS(), SDPConeComputeXX(), SDPConeMultiply(), and SDPConeSetRMatrix().

SDPConeCheckM()

int SDPConeCheckM ( SDPCone  sdpcone, int  m  )

extern

Check validity of parameter.

Parameters

sdpcone	SDP cone
m	number of y variables

Definition at line 68 of file dsdpadddata.c.

SDPConeCheckN()

int SDPConeCheckN ( SDPCone  sdpcone, int  blockj, int  n  )

extern

Check validity of parameter.

Parameters

sdpcone	SDP cone
blockj	block number
n	dimension of block.

Definition at line 48 of file dsdpadddata.c.

Referenced by SDPConeSetRMatrix().

SDPConeCheckStorageFormat()

int SDPConeCheckStorageFormat ( SDPCone  sdpcone, int  blockj, char  format  )

extern

Check validity of parameters.

Parameters

sdpcone	SDP cone
blockj	block number
format	such as packed symmetric or upper full symmetric

Definition at line 101 of file dsdpadddata.c.

SDPConeComputeHessian()

int SDPConeComputeHessian ( SDPCone  sdpcone, double  mu, DSDPSchurMat  M, DSDPVec  vrhs1, DSDPVec  vrhs2  )

extern

Compute the Hessian to the barrier term.

Parameters

sdpcone	cone
mu	barrier parameter
M	Schur matrix to insert elements.
vrhs1	dual objectvive gradient.
vrhs2	barrier gradient

Definition at line 30 of file sdpcompute.c.

SDPConeComputeRHS()

int SDPConeComputeRHS ( SDPCone  sdpcone, int  blockj, double  mu, DSDPVec  vrow, DSDPVec  vrhs1, DSDPVec  vrhs2  )

extern

Compute the gradient to the barrier term.

Parameters

sdpcone	semidefinite cone
blockj	block of the cone.
mu	barrier parameter
vrow	scalar to multiply each element of gradient.
vrhs1	dual objectvive gradient.
vrhs2	barrier gradient

Definition at line 125 of file sdpcompute.c.

SDPConeComputeSS()

int SDPConeComputeSS ( SDPCone  sdpcone, int  blockj, DSDPVec  Y, DSDPVMat  SS  )

extern

Sum the data matrices.

Parameters

sdpcone	semidefinite cone object
blockj	block number
Y	scalar multiples of A matrices.
SS	destination array.

Definition at line 18 of file sdpcone.c.

Referenced by SDPConeComputeX3().

SDPConeComputeX3()

int SDPConeComputeX3 ( SDPCone  sdpcone, int  blockj, double  mu, DSDPVec  Y, DSDPVec  DY, DSDPVMat  X  )

extern

Compute the matrix X with the given information.

Parameters

sdpcone	semidefinite cone
blockj	block number
mu	barrier parameter
Y	dual solution
DY	Newton direction
X	destination

See also

DSDPComputeX()

Definition at line 140 of file sdpcone.c.

SDPConeComputeXDot()

int SDPConeComputeXDot ( SDPCone  sdpcone, int  blockj, DSDPVec  Y, DSDPVMat  X, DSDPVec  AX, double *  xtrace, double *  xnorm, double *  tracexs  )

extern

Compute inner product of X with the Data, S, and norm of X.

Parameters

sdpcone	semidefinite cone
blockj	block number
Y	dual solution
X	dense array matrix
AX	inner products
xtrace	trace of X
xnorm	norm of X
tracexs	inner product of X and S

Definition at line 111 of file sdpcone.c.

SDPConeComputeXX()

int SDPConeComputeXX ( SDPCone  sdpcone, int  blockj, DSDPVec  DY, double  mu, DSDPDualMat  S, DSDPVMat  X  )

extern

Compute X.

Parameters

sdpcone	cone
blockj	block number in SDP cone.
DY	step direction vector
mu	barrier parameter
S	dual matrix alread inverted.
X	the result.

Definition at line 235 of file sdpcompute.c.

Referenced by SDPConeComputeX3().

SDPConeDestroy()

int SDPConeDestroy ( SDPCone  sdpcone )

extern

Free data structure of the cone.

Parameters

sdpcone

semidefinite cone

Definition at line 350 of file sdpconesetup.c.

SDPConeMultiply()

int SDPConeMultiply ( SDPCone  sdpcone, int  blockj, double  mu, DSDPVec  vrow, DSDPVec  vin, DSDPVec  vout  )

extern

Compute the gradient to the barrier term.

Parameters

sdpcone	semidefinite cone
blockj	block of cone
mu	barrier parameter
vrow	scalar to multiply each element of the product
vin	in vector.
vout	product

Definition at line 182 of file sdpcompute.c.

SDPConeSetRIdentity()

int SDPConeSetRIdentity ( SDPCone  sdpcone, int  blockj, int  n, double  rr  )

extern

Add identify matrix to dual matrix.

Parameters

sdpcone	SDP cone
blockj	block number j from 0 to nblocks
n	dimension of the matrix
rr	multiple of identity matrix.

Definition at line 438 of file dsdpadddatamat.c.

Referenced by SDPConeSetup().

SDPConeSetup()

int SDPConeSetup ( SDPCone  sdpcone, DSDPVec  yy0  )

extern

Allocate data structure of the cone.

Parameters

sdpcone	semidefinite cone
yy0	variable vector

Definition at line 249 of file sdpconesetup.c.

SDPConeSetup2()

int SDPConeSetup2 ( SDPCone  sdpcone, DSDPVec  yy0, DSDPSchurMat  M  )

extern

Allocate data structure of the cone.

Parameters

sdpcone	semidefinite cone
yy0	variable vector
M	Schur matrix.

Definition at line 224 of file sdpconesetup.c.