public ProblemOutput Solve(ProblemInput problem)
{
ProblemOutput solution = new ProblemOutput
{
D = problem.D,
HasSolution = false,
Value = double.NaN,
Solution = Enumerable.Repeat(double.NaN, problem.N).ToArray(),
SkipedIndexes = problem.SkipedIndexes
};
if (problem.N > 0)
{
MWArray[] input = new MWArray[4];
MWNumericArray _h = problem.Quadratic;
MWNumericArray _f = problem.Linear;
MWNumericArray _A = problem.ConstraintMatrix;
MWNumericArray _B = problem.ConstraintValues;
input[0] = _h;
input[1] = _f;
input[2] = _A;
input[3] = _B;
try
{
SolveQPClass r = new SolveQPClass();
MWArray[] result = new MWArray[3];
r.SolveQP(result.Length, ref result, input);
bool success = ((MWNumericArray)result[2]).ToScalarDouble() > 0;
if (success)
{
double[] x = (double[])(((MWNumericArray)result[0]).ToVector(MWArrayComponent.Real));
double val = ((MWNumericArray)result[1]).ToScalarDouble();
solution.HasSolution = success;
solution.Value = -val;
solution.Solution = x;
}
r.Dispose();
}
catch (Exception e)
{
return(solution);
}
}
return(solution);
}
public ProblemOutput[] Solve(ProblemInput[] problem)
{
ProblemOutput[] solutions = new ProblemOutput[problem.Length];
var inputLength = problem.Where(c => c.N > 0).Count();
MWArray[] input = new MWArray[4 * inputLength];
int index = 0;
for (int i = 0; i < problem.Length; i++)
{
if (problem[i].N > 0)
{
MWNumericArray _h = problem[i].Quadratic;
MWNumericArray _f = problem[i].Linear;
MWNumericArray _A = problem[i].ConstraintMatrix;
MWNumericArray _B = problem[i].ConstraintValues;
input[index * 4] = _h;
input[index * 4 + 1] = _f;
input[index * 4 + 2] = _A;
input[index * 4 + 3] = _B;
index++;
}
solutions[i] = new ProblemOutput
{
D = problem[i].D,
HasSolution = false,
Value = double.NaN,
Solution = Enumerable.Repeat(double.NaN, problem[i].N).ToArray(),
SkipedIndexes = problem[i].SkipedIndexes
};
}
try
{
if (inputLength > 0)
{
SolveQPClass r = new SolveQPClass();
MWArray[] result = new MWArray[3 * inputLength];
r.SolveQP(result.Length, ref result, input);
index = 0;
for (int i = 0; i < problem.Length; i++)
{
if (problem[i].N > 0)
{
bool success = ((MWNumericArray)result[index * 3 + 2]).ToScalarDouble() > 0;
if (success)
{
double[] x = (double[])(((MWNumericArray)result[index * 3]).ToVector(MWArrayComponent.Real));
double val = ((MWNumericArray)result[index * 3 + 1]).ToScalarDouble();
solutions[i].HasSolution = success;
solutions[i].Value = -val;
solutions[i].Solution = x;
}
index++;
}
}
r.Dispose();
}
return(solutions);
}
catch (Exception e)
{
return(solutions);
}
}