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/*
An example showing how to call the easy_sdp() interface to CSDP. In
this example, we solve the problem
max tr(C*X)
tr(A1*X)=1
tr(A2*X)=2
X >= 0 (X is PSD)
where
C=[2 1
1 2
3 0 1
0 2 0
1 0 3
0
0]
A1=[3 1
1 3
0 0 0
0 0 0
0 0 0
1
0]
A2=[0 0
0 0
3 0 1
0 4 0
1 0 5
0
1]
Notice that all of the matrices have block diagonal structure. The first
block is of size 2x2. The second block is of size 3x3. The third block
is a diagonal block of size 2.
*/
/*
* These standard declarations for the C library are needed.
*/
#include <stdlib.h>
#include <stdio.h>
/*
* Include CSDP declarations so that we'll know the calling interfaces.
*/
#include <csdp/declarations.h>
/*
* The main program. Setup data structures with the problem data, write
* the problem out in SDPA sparse format, and then solve the problem.
*/
int main()
{
/*
* The problem and solution data.
*/
struct blockmatrix C;
double *b;
struct constraintmatrix *constraints;
/*
* Storage for the initial and final solutions.
*/
struct blockmatrix X,Z;
double *y;
double pobj,dobj;
/*
* blockptr will be used to point to blocks in constraint matrices.
*/
struct sparseblock *blockptr;
/*
* A return code for the call to easy_sdp().
*/
int ret;
/*
* The first major task is to setup the C matrix and right hand side b.
*/
/*
* First, allocate storage for the C matrix. We have three blocks, but
* because C starts arrays with index 0, we have to allocate space for
* four blocks- we'll waste the 0th block. Notice that we check to
* make sure that the malloc succeeded.
*/
C.nblocks=3;
C.blocks=(struct blockrec *)malloc(4*sizeof(struct blockrec));
if (C.blocks == NULL)
{
printf("Couldn't allocate storage for C!\n");
exit(1);
};
/*
* Setup the first block.
*/
C.blocks[1].blockcategory=MATRIX;
C.blocks[1].blocksize=2;
C.blocks[1].data.mat=(double *)malloc(2*2*sizeof(double));
if (C.blocks[1].data.mat == NULL)
{
printf("Couldn't allocate storage for C!\n");
exit(1);
};
/*
* Put the entries into the first block.
*/
C.blocks[1].data.mat[ijtok(1,1,2)]=2.0;
C.blocks[1].data.mat[ijtok(1,2,2)]=1.0;
C.blocks[1].data.mat[ijtok(2,1,2)]=1.0;
C.blocks[1].data.mat[ijtok(2,2,2)]=2.0;
/*
* Setup the second block.
*/
C.blocks[2].blockcategory=MATRIX;
C.blocks[2].blocksize=3;
C.blocks[2].data.mat=(double *)malloc(3*3*sizeof(double));
if (C.blocks[2].data.mat == NULL)
{
printf("Couldn't allocate storage for C!\n");
exit(1);
};
/*
* Put the entries into the second block.
*/
C.blocks[2].data.mat[ijtok(1,1,3)]=3.0;
C.blocks[2].data.mat[ijtok(1,2,3)]=0.0;
C.blocks[2].data.mat[ijtok(1,3,3)]=1.0;
C.blocks[2].data.mat[ijtok(2,1,3)]=0.0;
C.blocks[2].data.mat[ijtok(2,2,3)]=2.0;
C.blocks[2].data.mat[ijtok(2,3,3)]=0.0;
C.blocks[2].data.mat[ijtok(3,1,3)]=1.0;
C.blocks[2].data.mat[ijtok(3,2,3)]=0.0;
C.blocks[2].data.mat[ijtok(3,3,3)]=3.0;
/*
* Setup the third block. Note that we have to allocate space for 3
* entries because C starts array indexing with 0 rather than 1.
*/
C.blocks[3].blockcategory=DIAG;
C.blocks[3].blocksize=2;
C.blocks[3].data.vec=(double *)malloc((2+1)*sizeof(double));
if (C.blocks[3].data.vec == NULL)
{
printf("Couldn't allocate storage for C!\n");
exit(1);
};
/*
* Put the entries into the third block.
*/
C.blocks[3].data.vec[1]=0.0;
C.blocks[3].data.vec[2]=0.0;
/*
* Allocate storage for the right hand side, b.
*/
b=(double *)malloc((2+1)*sizeof(double));
if (b==NULL)
{
printf("Failed to allocate storage for a!\n");
exit(1);
};
/*
* Fill in the entries in b.
*/
b[1]=1.0;
b[2]=2.0;
/*
* The next major step is to setup the two constraint matrices A1 and A2.
* Again, because C indexing starts with 0, we have to allocate space for
* one more constraint. constraints[0] is not used.
*/
constraints=(struct constraintmatrix *)malloc( (2+1)*sizeof(struct constraintmatrix));
if (constraints==NULL)
{
printf("Failed to allocate storage for constraints!\n");
exit(1);
};
/*
* Setup the A1 matrix. Note that we start with block 3 of A1 and then
* do block 1 of A1. We do this in this order because the blocks will
* be inserted into the linked list of A1 blocks in reverse order.
*/
/*
* Terminate the linked list with a NULL pointer.
*/
constraints[1].blocks=NULL;
/*
* Now, we handle block 3 of A1.
*/
/*
* Allocate space for block 3 of A1.
*/
blockptr=(struct sparseblock *)malloc(sizeof(struct sparseblock));
if (blockptr==NULL)
{
printf("Allocation of constraint block failed!\n");
exit(1);
};
/*
* Initialize block 3.
*/
blockptr->blocknum=3;
blockptr->blocksize=2;
blockptr->constraintnum=1;
blockptr->next=NULL;
blockptr->nextbyblock=NULL;
blockptr->entries=(double *) malloc((1+1)*sizeof(double));
if (blockptr->entries==NULL)
{
printf("Allocation of constraint block failed!\n");
exit(1);
};
blockptr->iindices=(int *) malloc((1+1)*sizeof(int));
if (blockptr->iindices==NULL)
{
printf("Allocation of constraint block failed!\n");
exit(1);
};
blockptr->jindices=(int *) malloc((1+1)*sizeof(int));
if (blockptr->jindices==NULL)
{
printf("Allocation of constraint block failed!\n");
exit(1);
};
/*
* We have 1 nonzero entry in the upper triangle of block 3 of A1.
*/
blockptr->numentries=1;
/*
* The entry in the 1,1 position of block 3 of A1 is 1.0
*/
blockptr->iindices[1]=1;
blockptr->jindices[1]=1;
blockptr->entries[1]=1.0;
/*
* Note that the entry in the 2,2 position of block 3 of A1 is 0,
* So we don't store anything for it.
*/
/*
* Insert block 3 into the linked list of A1 blocks.
*/
blockptr->next=constraints[1].blocks;
constraints[1].blocks=blockptr;
/*
* Now, we handle block 1.
*/
/*
* Allocate space for block 1.
*/
blockptr=(struct sparseblock *)malloc(sizeof(struct sparseblock));
if (blockptr==NULL)
{
printf("Allocation of constraint block failed!\n");
exit(1);
};
/*
* Initialize block 1.
*/
blockptr->blocknum=1;
blockptr->blocksize=2;
blockptr->constraintnum=1;
blockptr->next=NULL;
blockptr->nextbyblock=NULL;
blockptr->entries=(double *) malloc((3+1)*sizeof(double));
if (blockptr->entries==NULL)
{
printf("Allocation of constraint block failed!\n");
exit(1);
};
blockptr->iindices=(int *) malloc((3+1)*sizeof(int));
if (blockptr->iindices==NULL)
{
printf("Allocation of constraint block failed!\n");
exit(1);
};
blockptr->jindices=(int *) malloc((3+1)*sizeof(int));
if (blockptr->jindices==NULL)
{
printf("Allocation of constraint block failed!\n");
exit(1);
};
/*
* We have 3 nonzero entries in the upper triangle of block 1 of A1.
*/
blockptr->numentries=3;
/*
* The entry in the 1,1 position of block 1 of A1 is 3.0
*/
blockptr->iindices[1]=1;
blockptr->jindices[1]=1;
blockptr->entries[1]=3.0;
/*
* The entry in the 1,2 position of block 1 of A1 is 1.0
*/
blockptr->iindices[2]=1;
blockptr->jindices[2]=2;
blockptr->entries[2]=1.0;
/*
* The entry in the 2,2 position of block 1 of A1 is 3.0
*/
blockptr->iindices[3]=2;
blockptr->jindices[3]=2;
blockptr->entries[3]=3.0;
/*
* Note that we don't have to store the 2,1 entry- this is assumed to be
* equal to the 1,2 entry.
*/
/*
* Insert block 1 into the linked list of A1 blocks.
*/
blockptr->next=constraints[1].blocks;
constraints[1].blocks=blockptr;
/*
* Note that the second block of A1 is 0, so we didn't store anything for it.
*/
/*
* Setup the A2 matrix. This time, there are nonzero entries in block 3
* and block 2. We start with block 3 of A2 and then do block 1 of A2.
*/
/*
* Terminate the linked list with a NULL pointer.
*/
constraints[2].blocks=NULL;
/*
* First, we handle block 3 of A2.
*/
/*
* Allocate space for block 3 of A2.
*/
blockptr=(struct sparseblock *)malloc(sizeof(struct sparseblock));
if (blockptr==NULL)
{
printf("Allocation of constraint block failed!\n");
exit(1);
};
/*
* Initialize block 3.
*/
blockptr->blocknum=3;
blockptr->blocksize=2;
blockptr->constraintnum=2;
blockptr->next=NULL;
blockptr->nextbyblock=NULL;
blockptr->entries=(double *) malloc((1+1)*sizeof(double));
if (blockptr->entries==NULL)
{
printf("Allocation of constraint block failed!\n");
exit(1);
};
blockptr->iindices=(int *) malloc((1+1)*sizeof(int));
if (blockptr->iindices==NULL)
{
printf("Allocation of constraint block failed!\n");
exit(1);
};
blockptr->jindices=(int *) malloc((1+1)*sizeof(int));
if (blockptr->jindices==NULL)
{
printf("Allocation of constraint block failed!\n");
exit(1);
};
/*
* We have 1 nonzero entry in the upper triangle of block 3 of A2.
*/
blockptr->numentries=1;
/*
* The entry in the 2,2 position of block 3 of A2 is 1.0
*/
blockptr->iindices[1]=2;
blockptr->jindices[1]=2;
blockptr->entries[1]=1.0;
/*
* Insert block 3 into the linked list of A2 blocks.
*/
blockptr->next=constraints[2].blocks;
constraints[2].blocks=blockptr;
/*
* Now, we handle block 2.
*/
/*
* Allocate space for block 2.
*/
blockptr=(struct sparseblock *)malloc(sizeof(struct sparseblock));
if (blockptr==NULL)
{
printf("Allocation of constraint block failed!\n");
exit(1);
};
/*
* Initialize block 2.
*/
blockptr->blocknum=2;
blockptr->blocksize=3;
blockptr->constraintnum=2;
blockptr->next=NULL;
blockptr->nextbyblock=NULL;
blockptr->entries=(double *) malloc((4+1)*sizeof(double));
if (blockptr->entries==NULL)
{
printf("Allocation of constraint block failed!\n");
exit(1);
};
blockptr->iindices=(int *) malloc((4+1)*sizeof(int));
if (blockptr->iindices==NULL)
{
printf("Allocation of constraint block failed!\n");
exit(1);
};
blockptr->jindices=(int *) malloc((4+1)*sizeof(int));
if (blockptr->jindices==NULL)
{
printf("Allocation of constraint block failed!\n");
exit(1);
};
/*
* We have 4 nonzero entries in the upper triangle of block 2 of A2.
*/
blockptr->numentries=4;
/*
* The entry in the 1,1 position of block 2 of A2 is 3.0
*/
blockptr->iindices[1]=1;
blockptr->jindices[1]=1;
blockptr->entries[1]=3.0;
/*
* The entry in the 2,2 position of block 2 of A2 is 4.0
*/
blockptr->iindices[2]=2;
blockptr->jindices[2]=2;
blockptr->entries[2]=4.0;
/*
* The entry in the 3,3 position of block 2 of A2 is 5.0
*/
blockptr->iindices[3]=3;
blockptr->jindices[3]=3;
blockptr->entries[3]=5.0;
/*
* The entry in the 1,3 position of block 2 of A2 is 1.0
*/
blockptr->iindices[4]=1;
blockptr->jindices[4]=3;
blockptr->entries[4]=1.0;
/*
* Note that we don't store the 0 entries and entries below the diagonal!
*/
/*
* Insert block 2 into the linked list of A2 blocks.
*/
blockptr->next=constraints[2].blocks;
constraints[2].blocks=blockptr;
/*
* At this point, we have all of the problem data setup.
*/
/*
* Write the problem out in SDPA sparse format.
*/
write_prob("prob.dat-s",7,2,C,b,constraints);
/*
* Create an initial solution. This allocates space for X, y, and Z,
* and sets initial values.
*/
initsoln(7,2,C,b,constraints,&X,&y,&Z);
/*
* Solve the problem.
*/
ret=easy_sdp(7,2,C,b,constraints,0.0,&X,&y,&Z,&pobj,&dobj);
if (ret == 0)
printf("The objective value is %.7e \n",(dobj+pobj)/2);
else
printf("SDP failed.\n");
free_prob(7,2,C,b,constraints,X,y,Z);
exit(0);
}
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