/*************************************************************************
QP solver results
INPUT PARAMETERS:
State - algorithm state
OUTPUT PARAMETERS:
X - array[0..N-1], solution.
This array is allocated and initialized only when
Rep.TerminationType parameter is positive (success).
Rep - optimization report. You should check Rep.TerminationType,
which contains completion code, and you may check another
fields which contain another information about algorithm
functioning.
Failure codes returned by algorithm are:
* -5 inappropriate solver was used:
* Cholesky solver for (semi)indefinite problems
* Cholesky solver for problems with sparse matrix
* QuickQP solver for problem with general linear
constraints
* -4 BLEIC-QP/QuickQP solver found unconstrained
direction of negative curvature (function is
unbounded from below even under constraints), no
meaningful minimum can be found.
* -3 inconsistent constraints (or maybe feasible point
is too hard to find). If you are sure that
constraints are feasible, try to restart optimizer
with better initial approximation.
Completion codes specific for Cholesky algorithm:
* 4 successful completion
Completion codes specific for BLEIC/QuickQP algorithms:
* 1 relative function improvement is no more than EpsF.
* 2 scaled step is no more than EpsX.
* 4 scaled gradient norm is no more than EpsG.
* 5 MaxIts steps was taken
-- ALGLIB --
Copyright 11.01.2011 by Bochkanov Sergey
*************************************************************************/
public static void minqpresults(minqpstate state,
ref double[] x,
minqpreport rep)
{
x = new double[0];
minqpresultsbuf(state, ref x, rep);
}
/*************************************************************************
QP results
Buffered implementation of MinQPResults() which uses pre-allocated buffer
to store X[]. If buffer size is too small, it resizes buffer. It is
intended to be used in the inner cycles of performance critical algorithms
where array reallocation penalty is too large to be ignored.
-- ALGLIB --
Copyright 11.01.2011 by Bochkanov Sergey
*************************************************************************/
public static void minqpresultsbuf(minqpstate state,
ref double[] x,
minqpreport rep)
{
int i_ = 0;
if( alglib.ap.len(x)<state.n )
{
x = new double[state.n];
}
for(i_=0; i_<=state.n-1;i_++)
{
x[i_] = state.xs[i_];
}
rep.inneriterationscount = state.repinneriterationscount;
rep.outeriterationscount = state.repouteriterationscount;
rep.nmv = state.repnmv;
rep.ncholesky = state.repncholesky;
rep.terminationtype = state.repterminationtype;
}
public override alglib.apobject make_copy()
{
minqpreport _result = new minqpreport();
_result.inneriterationscount = inneriterationscount;
_result.outeriterationscount = outeriterationscount;
_result.nmv = nmv;
_result.ncholesky = ncholesky;
_result.terminationtype = terminationtype;
return _result;
}
