Main solver API

Detailed Description

The main C API of the QPALM solver.

Data Structures
struct	QPALMSolution
	Solution structure. More...
struct	QPALMScaling
	Problem scaling matrices stored as vectors. More...
struct	QPALMInfo
	Solver return information. More...
struct	QPALMData
	Data structure. More...
struct	QPALMSettings
	Settings struct. More...

Functions
void	qpalm_set_default_settings (QPALMSettings *settings)
	Set default settings from constants.h file.
QPALMWorkspace *	qpalm_setup (const QPALMData *data, const QPALMSettings *settings)
	Initialize QPALM solver allocating memory.
void	qpalm_warm_start (QPALMWorkspace *work, const c_float *x_warm_start, const c_float *y_warm_start)
	Warm start workspace variables x, x_0, x_prev, Ax, Qx, y and sigma.
void	qpalm_solve (QPALMWorkspace *work)
	Solve the quadratic program.
void	qpalm_cancel (QPALMWorkspace *work)
	Cancel the ongoing call to qpalm_solve.
void	qpalm_update_settings (QPALMWorkspace *work, const QPALMSettings *settings)
	Update the settings to the new settings.
void	qpalm_update_bounds (QPALMWorkspace *work, const c_float *bmin, const c_float *bmax)
	Update the lower and upper bounds.
void	qpalm_update_q (QPALMWorkspace *work, const c_float *q)
	Update the linear part of the cost.
void	qpalm_update_Q_A (QPALMWorkspace *work, const c_float *Qx, const c_float *Ax)
	Update the matrix entries of Q and A.
void	qpalm_cleanup (QPALMWorkspace *work)
	Cleanup the workspace by deallocating memory.

Function Documentation

qpalm_set_default_settings()

void qpalm_set_default_settings

(

QPALMSettings *

settings

)

Set default settings from constants.h file.

Assumes settings are already allocated in memory.

Parameters

settings

Settings structure

Definition at line 33 of file qpalm.c.

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qpalm_setup()

QPALMWorkspace * qpalm_setup	(	const QPALMData *	data,
		const QPALMSettings *	settings
	)

Initialize QPALM solver allocating memory.

All the inputs must be already allocated in memory before calling.

It performs:

• data and settings validation
• problem data scaling

Parameters

data	Problem data
settings	Solver settings

Returns

Solver environment

Definition at line 68 of file qpalm.c.

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qpalm_warm_start()

void qpalm_warm_start	(	QPALMWorkspace *	work,
		const c_float *	x_warm_start,
		const c_float *	y_warm_start
	)

Warm start workspace variables x, x_0, x_prev, Ax, Qx, y and sigma.

If x_warm_start or y_warm_start is given as NULL, then the related variables will be initialized to 0. This function also initializes the penalty parameters sigma and the matrix Asqrtsigma.

Parameters

work	Workspace
x_warm_start	Warm start for the primal variables
y_warm_start	Warm start for the dual variables

Definition at line 260 of file qpalm.c.

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qpalm_solve()

void qpalm_solve

(

QPALMWorkspace *

work

)

Solve the quadratic program.

The final solver information is stored in the work->info structure.

The solution is stored in the work->solution structure.

If the problem is primal infeasible, the certificate is stored in work->delta_y.

If the problem is dual infeasible, the certificate is stored in work->delta_x.

Parameters

work

Workspace

Definition at line 483 of file qpalm.c.

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qpalm_cancel()

void qpalm_cancel

(

QPALMWorkspace *

work

)

Cancel the ongoing call to qpalm_solve.

Thread- and signal handler-safe.

Definition at line 479 of file qpalm.c.

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qpalm_update_settings()

void qpalm_update_settings	(	QPALMWorkspace *	work,
		const QPALMSettings *	settings
	)

Update the settings to the new settings.

Warning

Decreasing settings->scaling is not allowed. Increasing it is possible.

Parameters

work	Workspace
settings	New settings

Definition at line 610 of file qpalm.c.

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qpalm_update_bounds()

void qpalm_update_bounds	(	QPALMWorkspace *	work,
		const c_float *	bmin,
		const c_float *	bmax
	)

Update the lower and upper bounds.

Use NULL to indicate that one of the bounds does not change.

Parameters

work	Workspace
bmin	New lower bounds
bmax	New upper bounds

Definition at line 643 of file qpalm.c.

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qpalm_update_q()

void qpalm_update_q	(	QPALMWorkspace *	work,
		const c_float *	q
	)

Update the linear part of the cost.

This causes an update of the cost scaling factor as well.

Parameters

work	Workspace
q	Linear part of the objective

Definition at line 690 of file qpalm.c.

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qpalm_update_Q_A()

void qpalm_update_Q_A	(	QPALMWorkspace *	work,
		const c_float *	Qx,
		const c_float *	Ax
	)

Update the matrix entries of Q and A.

This function does not allow a change in the patterns of Q and A. For this, the user will need to recall qpalm_setup.

Parameters

work	Workspace
Qx	Elements of Q (upper diagonal part)
Ax	Elements of A

Definition at line 711 of file qpalm.c.

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qpalm_cleanup()

void qpalm_cleanup

(

QPALMWorkspace *

work

)

Cleanup the workspace by deallocating memory.

This function should be the called after the user is done using QPALM.

Parameters

work

Workspace

Definition at line 735 of file qpalm.c.

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