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#!/usr/bin/env ruby
require("gsl")
module GSL::CQP
class Test_Problem
def Test_Problem.gould()
cqp_data = GSL::CQP::Data.alloc()
cqp_data.Q = GSL::Matrix.eye(2, 2)
cqp_data.q = GSL::Vector[-2.0, -1.0]
cqp_data.A = GSL::Matrix[[3, 1], 1, 2]
cqp_data.b = GSL::Vector.alloc(1); cqp_data.b[0] = 1.5
cqp_data.C = GSL::Matrix[[1, 0, 0, 1], 2, 2]
cqp_data.d = GSL::Vector.calloc(2)
Test_Problem.new("Goulds's problem", 2, 1, 2, cqp_data, 0.0)
end
def Test_Problem.betts()
cqp_data = GSL::CQP::Data.alloc()
cqp_data.Q = GSL::Matrix[[0.02, 0, 0, 2], 2, 2]
cqp_data.q = GSL::Vector.calloc(2)
cqp_data.A = GSL::Matrix[[10, -1.0], 1, 2]
cqp_data.b = GSL::Vector.alloc(1); cqp_data.b[0] = 20
cqp_data.C = GSL::Matrix.calloc(4, 2)
cqp_data.C[0,0] = 1.0; cqp_data.C[1,1] = 1.0
cqp_data.C[2,0] = -1.0; cqp_data.C[3,1] = -11.0
cqp_data.d = GSL::Vector[2.0, -50, -50, -50]
Test_Problem.new("Betts's problem", 2, 1, 4, cqp_data, 0.04)
end
def Test_Problem.beale()
cqp_data = GSL::CQP::Data.alloc()
cqp_data.Q = GSL::Matrix[[4, 2, 2, 2, 4, 0, 2, 0, 2], 3, 3]
cqp_data.q = GSL::Vector[-8, -6, -4]
cqp_data.A = GSL::Matrix[[-1, -1, -2], 1, 3]
cqp_data.b = GSL::Vector.alloc(1); cqp_data.b[0] = -3.0
cqp_data.C = GSL::Matrix.eye(3, 3)
cqp_data.d = GSL::Vector.calloc(3)
cqp_data.Q[0,0] = 4.0; cqp_data.Q[0,1] = 2.0
cqp_data.Q[1,0] = 2.0; cqp_data.Q[1,1] = 4.0
cqp_data.Q[2,0] = 2.0; cqp_data.Q[2,2] = 2.0
Test_Problem.new("Beale's problem", 3, 1, 3, cqp_data, 9.0+1.0/9.0)
end
def initialize(name, n, me, mi, cqp, opt_value)
@name = name
@n = n
@me = me
@mi = mi
@cqp = cqp
@opt_value = opt_value
end
def solve()
max_iter = 1000
iter = 1
status = GSL::CONTINUE
s = GSL::CQP::Minimizer.alloc("mg_pdip", @n, @me, @mi)
s.set(@cqp)
printf("******************** %s ********************\n\n", @name)
printf("== Itn ======= f ======== ||gap|| ==== ||residual||\n\n")
begin
status = s.iterate
status = s.test_convergence(1e-10, 1e-10)
printf("%4d %14.8f %13.6e %13.6e\n", iter, s.f, s.gap, s.residuals_norm)
if status == GSL::SUCCESS
printf("\nMinimum is found at\n");
x = s.x
lm_eq = s.lm_eq
lm_ineq = s.lm_ineq
for j in 0...x.size do
printf("%9.6f ", x[j])
end
printf("\n\n")
printf("\nLagrange-multipliers for Ax=b\n")
for j in 0...lm_eq.size do
printf("%9.6f ", lm_eq[j])
end
printf("\n\n")
printf("\nLagrange-multipliers for Cx>=d\n");
for j in 0...lm_ineq.size do
printf("%9.6f ", lm_ineq[j])
end
printf("\n\n")
else
iter += 1
end
end while status == GSL::CONTINUE and iter <= max_iter
GSL::SUCCESS
end
attr_accessor :name, :n, :me, :mi
attr_accessor :cqp, :opt_value
end
end
tp = Array.new(3)
tp[0] = GSL::CQP::Test_Problem.gould()
tp[1] = GSL::CQP::Test_Problem.betts()
tp[2] = GSL::CQP::Test_Problem.beale()
tp.each do |t|
t.solve()
end
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