Detailed Description

Constants used in QPALM.

Author: Ben Hermans

This file contains the constants that are used as default settings and to set the solver status.

Definition in file constants.h.

#include "ladel.h"

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Macros
Booleans
#define	TRUE 1

#define	FALSE 0

Solver status
#define	QPALM_SOLVED (1)
	status to indicate the problem is solved to optimality given the specified tolerances

#define	QPALM_DUAL_TERMINATED (2)
	status to indicate the problem has a dual objective that is higher than the specified bound

#define	QPALM_MAX_ITER_REACHED (-2)
	status to indicate termination due to reaching the maximum number of iterations

#define	QPALM_PRIMAL_INFEASIBLE (-3)
	status to indicate the problem is primal infeasible

#define	QPALM_DUAL_INFEASIBLE (-4)
	status to indicate the problem is dual infeasible

#define	QPALM_TIME_LIMIT_REACHED (-5)
	status to indicate the problem's runtime has exceeded the specified time limit

#define	QPALM_UNSOLVED (-10)
	status to indicate the problem is unsolved.

#define	QPALM_ERROR (0)
	status to indicate an error has occured (this error should automatically be printed)

Solver parameters and settings
#define	QPALM_NULL 0
	NULL, if something goes wrong during setup, the workspace pointer is set to this.

#define	QPALM_NAN ((c_float)0x7fc00000UL)
	not a number, used for the solution if the problem is primal or dual infeasible

#define	QPALM_INFTY ((c_float)1e20)
	infinity, used to indicate one-sided constraints

#define	MAX_ITER (10000)
	default maximum number of iterations

#define	INNER_MAX_ITER (100)
	default maximum number of iterations per subproblem

#define	EPS_ABS (1e-4)
	default absolute convergence tolerance

#define	EPS_REL (1e-4)
	default relative convergence tolerance

#define	EPS_ABS_IN (1)
	default intermediate absolute convergence tolerance

#define	EPS_REL_IN (1)
	default intermediate relative convergence tolerance

#define	RHO (0.1)
	default tolerance scaling factor

#define	EPS_PRIM_INF (1e-5)
	default primal infeasibility tolerance

#define	EPS_DUAL_INF (1e-5)
	default dual infeasibility tolerance

#define	THETA (0.25)
	default penalty update criterion parameter

#define	DELTA (100)
	default penalty update factor

#define	SIGMA_MAX (1e9)
	default penalty cap

#define	SIGMA_INIT (2e1)
	default initial penalty parameter (guideline)

#define	PROXIMAL (TRUE)
	default use of proximal method of multipliers

#define	GAMMA_INIT (1E7)
	default initial proximal penalty parameter

#define	GAMMA_UPD (10)
	default proximal penalty update factor

#define	GAMMA_MAX (1E7)
	default proximal penalty cap

#define	SCALING (10)
	default number of scaling iterations

#define	MIN_SCALING (1e-12)
	Minimum scaling value/‍*< minimum scaling value ‍/.

#define	MAX_SCALING (1e+04)
	Maximum scaling value/‍*< maximum scaling value ‍/.

#define	NONCONVEX (FALSE)
	default use of nonconvex adjustments

#define	WARM_START (FALSE)
	default warm start setting

#define	VERBOSE (TRUE)
	default write out progress setting

#define	PRINT_ITER (1)
	default frequency of printing

#define	RESET_NEWTON_ITER (10000)
	default frequency of performing a full Cholesky factorization

#define	ENABLE_DUAL_TERMINATION (FALSE)
	enable termination after dual objective > something (useful in branch and bound)

#define	DUAL_OBJECTIVE_LIMIT (QPALM_INFTY)
	termination value for the dual objective (useful in branch and bound)

#define	TIME_LIMIT (QPALM_INFTY)
	time limit after which the solver aborts

#define	MAX_RANK_UPDATE 160
	maximum rank for the sparse factorization update

#define	MAX_RANK_UPDATE_FRACTION 0.1
	maximum rank (relative to n+m) for the factorization update

#define	RELATIVE_REFINEMENT_TOLERANCE 1e-10
	relative tolerance on the residual for linear systems solving

#define	ABSOLUTE_REFINEMENT_TOLERANCE 1e-12
	absolute tolerance on the residual for linear systems solving

#define	MAX_REFINEMENT_ITERATIONS 3
	maximum number of refinement iterations

#define	FACTORIZE_KKT 0
	factorize the kkt system

#define	FACTORIZE_SCHUR 1
	factorize the Schur complement

#define	FACTORIZE_KKT_OR_SCHUR 2
	select automatically between kkt system and schur complement

#define	FACTORIZATION_METHOD FACTORIZE_KKT_OR_SCHUR
	default method for solving the linear system

#define	ORDERING AMD
	ordering in the factorization

Macro Definition Documentation

◆ ABSOLUTE_REFINEMENT_TOLERANCE

#define ABSOLUTE_REFINEMENT_TOLERANCE 1e-12

absolute tolerance on the residual for linear systems solving

Definition at line 102 of file constants.h.

◆ DELTA

#define DELTA (100)

default penalty update factor

Definition at line 75 of file constants.h.

◆ DUAL_OBJECTIVE_LIMIT

#define DUAL_OBJECTIVE_LIMIT (QPALM_INFTY)

termination value for the dual objective (useful in branch and bound)

Definition at line 95 of file constants.h.

◆ ENABLE_DUAL_TERMINATION

#define ENABLE_DUAL_TERMINATION (FALSE)

enable termination after dual objective > something (useful in branch and bound)

Definition at line 94 of file constants.h.

◆ EPS_ABS

#define EPS_ABS (1e-4)

default absolute convergence tolerance

Definition at line 67 of file constants.h.

◆ EPS_ABS_IN

#define EPS_ABS_IN (1)

default intermediate absolute convergence tolerance

Definition at line 69 of file constants.h.

◆ EPS_DUAL_INF

#define EPS_DUAL_INF (1e-5)

default dual infeasibility tolerance

Definition at line 73 of file constants.h.

◆ EPS_PRIM_INF

#define EPS_PRIM_INF (1e-5)

default primal infeasibility tolerance

Definition at line 72 of file constants.h.

◆ EPS_REL

#define EPS_REL (1e-4)

default relative convergence tolerance

Definition at line 68 of file constants.h.

◆ EPS_REL_IN

#define EPS_REL_IN (1)

default intermediate relative convergence tolerance

Definition at line 70 of file constants.h.

◆ FACTORIZATION_METHOD

#define FACTORIZATION_METHOD FACTORIZE_KKT_OR_SCHUR

default method for solving the linear system

Definition at line 110 of file constants.h.

◆ FACTORIZE_KKT

#define FACTORIZE_KKT 0

factorize the kkt system

Definition at line 106 of file constants.h.

◆ FACTORIZE_KKT_OR_SCHUR

#define FACTORIZE_KKT_OR_SCHUR 2

select automatically between kkt system and schur complement

Definition at line 108 of file constants.h.

◆ FACTORIZE_SCHUR

#define FACTORIZE_SCHUR 1

factorize the Schur complement

Definition at line 107 of file constants.h.

◆ FALSE

#define FALSE 0

Examples: examples/c/qpalm_demo.c.

Definition at line 19 of file constants.h.

◆ GAMMA_INIT

#define GAMMA_INIT (1E7)

default initial proximal penalty parameter

Definition at line 79 of file constants.h.

◆ GAMMA_MAX

#define GAMMA_MAX (1E7)

default proximal penalty cap

Definition at line 81 of file constants.h.

◆ GAMMA_UPD

#define GAMMA_UPD (10)

default proximal penalty update factor

Definition at line 80 of file constants.h.

◆ INNER_MAX_ITER

#define INNER_MAX_ITER (100)

default maximum number of iterations per subproblem

Definition at line 66 of file constants.h.

◆ MAX_ITER

#define MAX_ITER (10000)

default maximum number of iterations

Definition at line 65 of file constants.h.

◆ MAX_RANK_UPDATE

#define MAX_RANK_UPDATE 160

maximum rank for the sparse factorization update

Definition at line 98 of file constants.h.

◆ MAX_RANK_UPDATE_FRACTION

#define MAX_RANK_UPDATE_FRACTION 0.1

maximum rank (relative to n+m) for the factorization update

Definition at line 99 of file constants.h.

◆ MAX_REFINEMENT_ITERATIONS

#define MAX_REFINEMENT_ITERATIONS 3

maximum number of refinement iterations

Definition at line 103 of file constants.h.

◆ MAX_SCALING

#define MAX_SCALING (1e+04)

Maximum scaling value/‍**< maximum scaling value *‍/.

Definition at line 85 of file constants.h.

◆ MIN_SCALING

#define MIN_SCALING (1e-12)

Minimum scaling value/‍**< minimum scaling value *‍/.

Definition at line 84 of file constants.h.

◆ NONCONVEX

#define NONCONVEX (FALSE)

default use of nonconvex adjustments

Definition at line 87 of file constants.h.

◆ ORDERING

#define ORDERING AMD

ordering in the factorization

Definition at line 113 of file constants.h.

◆ PRINT_ITER

#define PRINT_ITER (1)

default frequency of printing

Definition at line 90 of file constants.h.

◆ PROXIMAL

#define PROXIMAL (TRUE)

default use of proximal method of multipliers

Definition at line 78 of file constants.h.

◆ QPALM_DUAL_INFEASIBLE

#define QPALM_DUAL_INFEASIBLE (-4)

status to indicate the problem is dual infeasible

Definition at line 34 of file constants.h.

◆ QPALM_DUAL_TERMINATED

#define QPALM_DUAL_TERMINATED (2)

status to indicate the problem has a dual objective that is higher than the specified bound

Definition at line 31 of file constants.h.

◆ QPALM_ERROR

#define QPALM_ERROR (0)

status to indicate an error has occured (this error should automatically be printed)

Definition at line 37 of file constants.h.

◆ QPALM_INFTY

#define QPALM_INFTY ((c_float)1e20)

infinity, used to indicate one-sided constraints

Definition at line 61 of file constants.h.

◆ QPALM_MAX_ITER_REACHED

#define QPALM_MAX_ITER_REACHED (-2)

status to indicate termination due to reaching the maximum number of iterations

Definition at line 32 of file constants.h.

◆ QPALM_NAN

#define QPALM_NAN ((c_float)0x7fc00000UL)

not a number, used for the solution if the problem is primal or dual infeasible

Definition at line 57 of file constants.h.

◆ QPALM_NULL

#define QPALM_NULL 0

NULL, if something goes wrong during setup, the workspace pointer is set to this.

Definition at line 53 of file constants.h.

◆ QPALM_PRIMAL_INFEASIBLE

#define QPALM_PRIMAL_INFEASIBLE (-3)

status to indicate the problem is primal infeasible

Definition at line 33 of file constants.h.

◆ QPALM_SOLVED

#define QPALM_SOLVED (1)

status to indicate the problem is solved to optimality given the specified tolerances

Definition at line 30 of file constants.h.

◆ QPALM_TIME_LIMIT_REACHED

#define QPALM_TIME_LIMIT_REACHED (-5)

status to indicate the problem's runtime has exceeded the specified time limit

Definition at line 35 of file constants.h.

◆ QPALM_UNSOLVED

#define QPALM_UNSOLVED (-10)

status to indicate the problem is unsolved.

Only setup function has been called

Definition at line 36 of file constants.h.

◆ RELATIVE_REFINEMENT_TOLERANCE

#define RELATIVE_REFINEMENT_TOLERANCE 1e-10

relative tolerance on the residual for linear systems solving

Definition at line 101 of file constants.h.

◆ RESET_NEWTON_ITER

#define RESET_NEWTON_ITER (10000)

default frequency of performing a full Cholesky factorization

Definition at line 92 of file constants.h.

◆ RHO

#define RHO (0.1)

default tolerance scaling factor

Definition at line 71 of file constants.h.

◆ SCALING

#define SCALING (10)

default number of scaling iterations

Definition at line 83 of file constants.h.

◆ SIGMA_INIT

#define SIGMA_INIT (2e1)

default initial penalty parameter (guideline)

Definition at line 77 of file constants.h.

◆ SIGMA_MAX

#define SIGMA_MAX (1e9)

default penalty cap

Definition at line 76 of file constants.h.

◆ THETA

#define THETA (0.25)

default penalty update criterion parameter

Definition at line 74 of file constants.h.

◆ TIME_LIMIT

#define TIME_LIMIT (QPALM_INFTY)

time limit after which the solver aborts

Definition at line 96 of file constants.h.

◆ TRUE

#define TRUE 1

Examples: examples/c/qpalm_demo.c.

Definition at line 18 of file constants.h.

◆ VERBOSE

#define VERBOSE (TRUE)

default write out progress setting

Definition at line 89 of file constants.h.

◆ WARM_START

#define WARM_START (FALSE)

default warm start setting

Definition at line 88 of file constants.h.