mirror of https://github.com/CGAL/cgal
76 lines
2.5 KiB
C
76 lines
2.5 KiB
C
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#include <CGAL/QP_solver.h>
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#include <CGAL/QP_full_exact_pricing.h>
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#include <CGAL/QP_partial_exact_pricing.h>
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#include <CGAL/QP_full_filtered_pricing.h>
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#include <CGAL/QP_partial_filtered_pricing.h>
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#include <CGAL/_QP_solver/Double.h>
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#include <iostream>
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typedef std::vector<double> Vector;
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typedef std::vector<Vector> Matrix;
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typedef CGAL::QP_transform_iterator_1<Matrix::const_iterator>
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Vector_iterator;
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typedef Vector::const_iterator Entry_iterator;
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struct QPSolverTraits {
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typedef GMP::Double ET;
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typedef Vector_iterator A_iterator;
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typedef Entry_iterator B_iterator;
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typedef Entry_iterator C_iterator;
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typedef Vector_iterator D_iterator;
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enum Row_type { LESS_EQUAL, EQUAL, GREATER_EQUAL};
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typedef CGAL::QP_const_value_iterator<Row_type> Row_type_iterator;
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typedef CGAL::Tag_false Is_linear;
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typedef CGAL::Tag_false Is_symmetric;
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typedef CGAL::Tag_true Has_full_row_rank;
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typedef CGAL::Tag_false Use_perturbation;
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};
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typedef CGAL::QP_solver<QPSolverTraits> Solver;
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int main( int argc, char** argv)
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{
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Matrix A( 3);
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Vector b,c;
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Matrix D( 3);
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// constraint matrix A, column by column
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A[ 0].push_back( -4); A[ 1].push_back( 2); A[ 2].push_back( 0);
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A[ 0].push_back( 1); A[ 1].push_back( 1); A[ 2].push_back( 1);
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// column vector b
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b.push_back( -8); b.push_back( 2);
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// linear part of objective function, vector c
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c.push_back( 0); c.push_back( 5); c.push_back( 0);
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// quadratic part of objective function, matrix D, row by row
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D[ 0].push_back( 64); D[ 0].push_back( -16); D[ 0].push_back( 0);
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D[ 1].push_back( -16); D[ 1].push_back( 4); D[ 1].push_back( 2);
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D[ 2].push_back( 0); D[ 2].push_back( -2); D[ 2].push_back( 0);
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// solve qp with pricing strategy defaulting to full exact pricing
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// strategy
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Solver qp(3, 2, Vector_iterator(A.begin()), b.begin(), c.begin(),
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Vector_iterator(D.begin()), QPSolverTraits::Row_type_iterator
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(QPSolverTraits::GREATER_EQUAL));
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// query solution, if qp is optimal
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if (qp.status() == Solver::OPTIMAL) {
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Solver::Variable_value_iterator v_it;
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Solver::Variable_value_iterator e_it = qp.variables_value_end();
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for(int i=0, v_it=qp.variables_value_begin(); v_it!=e_it; ++v_it, ++i){
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std::cout << "x[" << i << "]= " << *v_it << std::endl;
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}
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}
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return 0;
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}
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