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sdpa_main.cpp
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/* -------------------------------------------------------------
This file is a component of SDPA
Copyright (C) 2004 SDPA Project
This program is free software; you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation; either version 2 of the License, or
(at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
------------------------------------------------------------- */
#ifndef _MAIN_
#define _MAIN_
#endif
#define LengthOfBuffer 1024
static double KAPPA = 1.2;
#include <sdpa_io.h>
#if UseMETIS
#ifdef __cplusplus
extern "C" {
#endif
#include "metis.h"
#ifdef __cplusplus
}
#endif
#endif
namespace sdpa {
bool pinpal(char *dataFile, char *initFile, char *outFile, char *paraFile, bool isInitFile, bool isInitSparse, bool isDataSparse, bool isParameter, Parameter::parameterType parameterType, FILE *Display) {
TimeStart(TOTAL_TIME_START1);
TimeStart(FILE_READ_START1);
ComputeTime com;
FILE *fpData = NULL;
FILE *fpOut = NULL;
if ((fpOut = fopen(outFile, "w")) == NULL) {
rError("Cannot open out file " << outFile);
}
Parameter param;
param.setDefaultParameter(parameterType);
if (isParameter) {
FILE *fpParameter = NULL;
if ((fpParameter = fopen(paraFile, "r")) == NULL) {
fprintf(Display, "Cannot open parameter file %s \n", paraFile);
exit(0);
} else {
param.readFile(fpParameter);
fclose(fpParameter);
}
}
// param.display(Display);
if ((fpData = fopen(dataFile, "r")) == NULL) {
rError("Cannot open data file " << dataFile);
}
char titleAndComment[LengthOfBuffer];
int m;
time_t ltime;
time(<ime);
fprintf(fpOut, "SDPA-GMP start at %s", ctime(<ime));
IO::read(fpData, fpOut, m, titleAndComment);
fprintf(fpOut, "data is %s\n", dataFile);
if (paraFile) {
fprintf(fpOut, "parameter is %s\n", paraFile);
}
if (initFile) {
fprintf(fpOut, "initial is %s\n", initFile);
}
fprintf(fpOut, "out is %s\n", outFile);
#if 1 // 2007/11/28 nakata for multi LP block
int SDP_nBlock, SOCP_nBlock, LP_nBlock, nBlock;
IO::read(fpData, nBlock);
int *blockStruct = NULL;
int *blockType = NULL;
int *blockNumber = NULL;
int *SDP_blockStruct = NULL;
int *SOCP_blockStruct = NULL;
blockStruct = new int[nBlock];
if (blockStruct == NULL) {
rError("Memory exhausted about blockStruct");
}
blockType = new int[nBlock];
if (blockType == NULL) {
rError("Memory exhausted about blockType");
}
blockNumber = new int[nBlock];
if (blockNumber == NULL) {
rError("Memory exhausted about blockNumber");
}
IO::read(fpData, nBlock, blockStruct);
SDP_nBlock = 0;
SOCP_nBlock = 0;
LP_nBlock = 0;
for (int i = 0; i < nBlock; i++) {
if (blockStruct[i] >= 2) {
blockType[i] = 1;
blockNumber[i] = SDP_nBlock;
SDP_nBlock++;
} else if (blockStruct[i] < 0) {
blockType[i] = 3;
blockStruct[i] = -blockStruct[i];
blockNumber[i] = LP_nBlock;
LP_nBlock += blockStruct[i];
} else if (blockStruct[i] == 1) {
blockType[i] = 3;
blockNumber[i] = LP_nBlock;
LP_nBlock += blockStruct[i];
} else {
rError("block struct");
}
}
SDP_blockStruct = new int[SDP_nBlock];
if (SDP_blockStruct == NULL) {
rError("Memory exhausted about SDP blockStruct");
}
SOCP_blockStruct = new int[SOCP_nBlock];
if (SOCP_blockStruct == NULL) {
rError("Memory exhausted about SOCP blockStruct");
}
SDP_nBlock = 0;
for (int i = 0; i < nBlock; i++) {
if (blockType[i] == 1) {
SDP_blockStruct[SDP_nBlock] = blockStruct[i];
SDP_nBlock++;
}
}
InputData inputData;
// rMessage("read input data: start");
IO::read(fpData, m, SDP_nBlock, SDP_blockStruct, SOCP_nBlock, SOCP_blockStruct, LP_nBlock, nBlock, blockStruct, blockType, blockNumber, inputData, isDataSparse);
// rMessage("read input data: end");
inputData.initialize_index(SDP_nBlock, SOCP_nBlock, LP_nBlock, com);
#else
int SDP_nBlock, SOCP_nBlock, LP_nBlock;
IO::read(fpData, SDP_nBlock, SOCP_nBlock, LP_nBlock);
int *SDP_blockStruct = NULL;
int *SOCP_blockStruct = NULL;
SDP_blockStruct = new int[SDP_nBlock];
if (SDP_blockStruct == NULL) {
rError("Memory exhausted about SDP blockStruct");
}
SOCP_blockStruct = new int[SOCP_nBlock];
if (SOCP_blockStruct == NULL) {
rError("Memory exhausted about SOCP blockStruct");
}
IO::read(fpData, SDP_nBlock, SDP_blockStruct, SOCP_nBlock, SOCP_blockStruct, LP_nBlock);
for (int i = 0; i < SDP_nBlock - 1; i++) {
if (SDP_blockStruct[i] < 0) {
rError("LP block must be in last block");
}
}
// muriyari nyuuryoku saseru
if (SDP_blockStruct[SDP_nBlock - 1] < 0) {
LP_nBlock = -SDP_blockStruct[SDP_nBlock - 1];
SDP_nBlock--;
}
InputData inputData;
IO::read(fpData, m, SDP_nBlock, SDP_blockStruct, SOCP_nBlock, SOCP_blockStruct, LP_nBlock, inputData, isDataSparse);
inputData.initialize_index(SDP_nBlock, SOCP_nBlock, LP_nBlock, com);
#endif
fclose(fpData);
#if 0
inputData.display();
#endif
#if 1
TimeStart(FILE_CHANGE_START1);
// if possible , change C and A to Dense
inputData.C.changeToDense();
for (int k = 0; k < m; ++k) {
inputData.A[k].changeToDense();
}
TimeEnd(FILE_CHANGE_END1);
com.FileChange += TimeCal(FILE_CHANGE_START1, FILE_CHANGE_END1);
#endif
// rMessage("C = ");
// inputData.C.display(Display);
// for (int k=0; k<m; ++k) {
// rMessage("A["<<k<<"] = ");
// inputData.A[k].display(Display);
// }
// the end of initialization of C and A
Newton newton(m, SDP_nBlock, SDP_blockStruct, SOCP_nBlock, SOCP_blockStruct, LP_nBlock);
int nBlock2 = SDP_nBlock + SOCP_nBlock + LP_nBlock;
// 2008/03/12 kazuhide nakata
Chordal chordal;
// rMessage("ordering bMat: start");
chordal.ordering_bMat(m, nBlock2, inputData, fpOut);
// rMessage("ordering bMat: end");
newton.initialize_bMat(m, chordal, inputData, fpOut);
chordal.terminate();
// rMessage("newton.computeFormula_SDP: start");
newton.computeFormula_SDP(inputData, 0.0, KAPPA);
// rMessage("newton.computeFormula_SDP: end");
// set initial solutions.
Solutions currentPt;
WorkVariables work;
DenseLinearSpace initPt_xMat;
DenseLinearSpace initPt_zMat;
currentPt.initialize(m, SDP_nBlock, SDP_blockStruct, SOCP_nBlock, SOCP_blockStruct, LP_nBlock, param.lambdaStar, com);
work.initialize(m, SDP_nBlock, SDP_blockStruct, SOCP_nBlock, SOCP_blockStruct, LP_nBlock);
if (isInitFile) {
FILE *fpInit = NULL;
if ((fpInit = fopen(initFile, "r")) == NULL) {
rError("Cannot open init file " << initFile);
}
IO::read(fpInit, currentPt.xMat, currentPt.yVec, currentPt.zMat, isInitSparse);
fclose(fpInit);
currentPt.computeInverse(work, com);
initPt_xMat.initialize(SDP_nBlock, SDP_blockStruct, SOCP_nBlock, SOCP_blockStruct, LP_nBlock);
initPt_zMat.initialize(SDP_nBlock, SDP_blockStruct, SOCP_nBlock, SOCP_blockStruct, LP_nBlock);
initPt_xMat.copyFrom(currentPt.xMat);
initPt_zMat.copyFrom(currentPt.zMat);
}
// rMessage("initial xMat = "); initPt_xMat.display(Display);
// rMessage("initial yVec = "); currentPt.yVec.display(Display);
// rMessage("initial zMat = "); initPt_zMat.display(Display);
// rMessage("current pt = "); currentPt.display(Display);
TimeEnd(FILE_READ_END1);
com.FileRead += TimeCal(FILE_READ_START1, FILE_READ_END1);
// -------------------------------------------------------------
// the end of file read
// -------------------------------------------------------------
Residuals initRes(m, SDP_nBlock, SDP_blockStruct, SOCP_nBlock, SOCP_blockStruct, LP_nBlock, inputData, currentPt);
Residuals currentRes;
currentRes.copyFrom(initRes);
// rMessage("initial currentRes = ");
// currentRes.display(Display);
StepLength alpha;
DirectionParameter beta(param.betaStar);
Switch reduction(Switch::ON);
AverageComplementarity mu(param.lambdaStar);
// rMessage("init mu"); mu.display();
if (isInitFile) {
mu.initialize(currentPt);
}
RatioInitResCurrentRes theta(param, initRes);
SolveInfo solveInfo(inputData, currentPt, mu.initial, param.omegaStar);
Phase phase(initRes, solveInfo, param, currentPt.nDim);
int pIteration = 0;
IO::printHeader(fpOut, Display);
// -----------------------------------------------------
// Here is MAINLOOP
// -----------------------------------------------------
TimeStart(MAIN_LOOP_START1);
// explicit maxIteration
// param.maxIteration = 2;
while (phase.updateCheck(currentRes, solveInfo, param) && pIteration < param.maxIteration) {
// rMessage(" turn hajimari " << pIteration );
// Mehrotra's Predictor
TimeStart(MEHROTRA_PREDICTOR_START1);
// set variable of Mehrotra
reduction.MehrotraPredictor(phase);
beta.MehrotraPredictor(phase, reduction, param);
// rMessage("reduction = "); reduction.display();
// rMessage("phase = "); phase.display();
// rMessage("beta.predictor.value = " << beta.value);
// rMessage(" mu = " << mu.current);
// rMessage("currentPt = "); currentPt.display();
bool isSuccessCholesky;
isSuccessCholesky = newton.Mehrotra(Newton::PREDICTOR, inputData, currentPt, currentRes, mu, beta, reduction, phase, work, com);
if (isSuccessCholesky == false) {
break;
}
// rMessage("newton predictor = "); newton.display();
TimeEnd(MEHROTRA_PREDICTOR_END1);
com.Predictor += TimeCal(MEHROTRA_PREDICTOR_START1, MEHROTRA_PREDICTOR_END1);
TimeStart(STEP_PRE_START1);
alpha.MehrotraPredictor(inputData, currentPt, phase, newton, work, com);
// rMessage("alpha predictor = "); alpha.display();
TimeStart(STEP_PRE_END1);
com.StepPredictor += TimeCal(STEP_PRE_START1, STEP_PRE_END1);
// rMessage("alphaStar = " << param.alphaStar);
// Mehrotra's Corrector
// rMessage(" Corrector ");
TimeStart(CORRECTOR_START1);
beta.MehrotraCorrector(phase, alpha, currentPt, newton, mu, param);
// rMessage("beta corrector = " << beta.value);
#if 1 // 2007/08/29 kazuhide nakata
// add stopping criteria: objValPrimal < ObjValDual
// if ((pIteration > 10) &&
if ((phase.value == SolveInfo::pdFEAS) && ((beta.value > 5) || (solveInfo.objValPrimal < solveInfo.objValDual))) {
break;
}
#endif
newton.Mehrotra(Newton::CORRECTOR, inputData, currentPt, currentRes, mu, beta, reduction, phase, work, com);
// rMessage("currentPt = "); currentPt.display();
// rMessage("newton corrector = "); newton.display();
TimeEnd(CORRECTOR_END1);
com.Corrector += TimeCal(CORRECTOR_START1, CORRECTOR_END1);
TimeStart(CORRECTOR_STEP_START1);
alpha.MehrotraCorrector(inputData, currentPt, phase, reduction, newton, mu, theta, work, param, com);
// rMessage("alpha corrector = "); alpha.display();
TimeEnd(CORRECTOR_STEP_END1);
com.StepCorrector += TimeCal(CORRECTOR_STEP_START1, CORRECTOR_STEP_END1);
// the end of Corrector
IO::printOneIteration(pIteration, mu, theta, solveInfo, alpha, beta, fpOut, Display);
if (currentPt.update(alpha, newton, work, com) == false) {
// if step length is too short,
// we finish algorithm
rMessage("cannot move");
// memo by kazuhide nakata
// StepLength::MehrotraCorrector
// thetaMax*mu.initial -> thetamax*thetaMax*mu.initial
break;
}
// rMessage("currentPt = "); currentPt.display();
// rMessage("updated");
theta.update(reduction, alpha);
mu.update(currentPt);
currentRes.update(m, inputData, currentPt, com);
theta.update_exact(initRes, currentRes);
if (isInitFile) {
solveInfo.update(inputData, initPt_xMat, initPt_zMat, currentPt, currentRes, mu, theta, param);
} else {
solveInfo.update(param.lambdaStar, inputData, currentPt, currentRes, mu, theta, param);
}
// 2007/09/18 kazuhide nakata
// print information of ObjVal, residual, gap, complementarity
// solveInfo.check(inputData, currentPt, currentRes, mu, theta, param);
pIteration++;
} // end of MAIN_LOOP
TimeEnd(MAIN_LOOP_END1);
com.MainLoop = TimeCal(MAIN_LOOP_START1, MAIN_LOOP_END1);
currentRes.compute(m, inputData, currentPt);
TimeEnd(TOTAL_TIME_END1);
com.TotalTime = TimeCal(TOTAL_TIME_START1, TOTAL_TIME_END1);
#if REVERSE_PRIMAL_DUAL
phase.reverse();
#endif
#if 1
IO::printLastInfo(pIteration, mu, theta, solveInfo, alpha, beta, currentRes, phase, currentPt, com.TotalTime, nBlock, blockStruct, blockType, blockNumber, inputData, work, com, param, fpOut, Display);
#else
IO::printLastInfo(pIteration, mu, theta, solveInfo, alpha, beta, currentRes, phase, currentPt, com.TotalTime, inputData, work, com, param, fpOut, Display);
#endif
// com.display(fpOut);
if (SDP_blockStruct) {
delete[] SDP_blockStruct;
SDP_blockStruct = NULL;
}
if (SOCP_blockStruct) {
delete[] SOCP_blockStruct;
SOCP_blockStruct = NULL;
}
if (blockStruct) {
delete[] blockStruct;
blockStruct = NULL;
}
if (blockType) {
delete[] blockType;
blockType = NULL;
}
if (blockNumber) {
delete[] blockNumber;
blockNumber = NULL;
}
fprintf(Display, " main loop time = %.6f\n", com.MainLoop);
fprintf(fpOut, " main loop time = %.6f\n", com.MainLoop);
fprintf(Display, " total time = %.6f\n", com.TotalTime);
fprintf(fpOut, " total time = %.6f\n", com.TotalTime);
#if 0
fprintf(Display, "file check time = %.6f\n",com.FileCheck);
fprintf(fpOut, " file check time = %.6f\n",com.FileCheck);
fprintf(Display, "file change time = %.6f\n",com.FileChange);
fprintf(fpOut, " file change time = %.6f\n",com.FileChange);
#endif
fprintf(Display, "file read time = %.6f\n", com.FileRead);
fprintf(fpOut, " file read time = %.6f\n", com.FileRead);
fclose(fpOut);
#if 0
rMessage("memory release");
currentRes.terminate();
initRes.terminate();
currentPt.terminate();
initPt_xMat.terminate();
initPt_zMat.terminate();
newton.terminate();
work.terminate();
inputData.terminate();
com.~ComputeTime();
param.~Parameter();
alpha.~StepLength();
beta.~DirectionParameter();
reduction.~Switch();
mu.~AverageComplementarity();
theta.~RatioInitResCurrentRes();
solveInfo.~SolveInfo();
phase.~Phase();
#endif
return true;
}
static void message(char *argv0) {
cout << endl;
cout << "*** Please assign data file and output file.***" << endl;
cout << endl;
cout << "---- option type 1 ------------" << endl;
cout << argv0
<< " DataFile OutputFile [InitialPtFile]"
" [-pt parameters]"
<< endl;
cout << "parameters = 0 default, 1 fast (unstable),"
" 2 slow (stable)"
<< endl;
cout << "example1-1: " << argv0 << " example1.dat example1.result" << endl;
cout << "example1-2: " << argv0 << " example1.dat-s example1.result" << endl;
cout << "example1-3: " << argv0 << " example1.dat example1.result example1.ini" << endl;
cout << "example1-4: " << argv0 << " example1.dat example1.result -pt 2" << endl;
cout << endl;
cout << "---- option type 2 ------------" << endl;
cout << argv0 << " [option filename]+ " << endl;
cout << " -dd : data dense :: -ds : data sparse " << endl;
cout << " -id : init dense :: -is : init sparse " << endl;
cout << " -o : output :: -p : parameter " << endl;
cout << " -pt : parameters , 0 default, 1 fast (unstable)" << endl;
cout << " 2 slow (stable) " << endl;
// cout << " -k : Kappa(RealValue)" << endl;
cout << "example2-1: " << argv0 << " -o example1.result -dd example1.dat" << endl;
cout << "example2-2: " << argv0 << " -ds example1.dat-s -o example2.result "
<< "-p param.sdpa" << endl;
cout << "example2-3: " << argv0 << " -ds example1.dat-s -o example3.result "
<< "-pt 2" << endl;
exit(1);
}
} // namespace sdpa
using namespace sdpa;
int main(int argc, char **argv) {
FILE *Display = stdout;
setbuf(Display, NULL);
time_t ltime;
time(<ime);
cout << "SDPA-GMP start at " << ctime(<ime);
// << "... (built at "<< __DATE__ << " " <<__TIME__ ")" << endl;
// cout << "let me see your ..." << endl;
bool isInitFile = false;
bool isInitSparse = false;
bool isOutFile = false;
bool isDataSparse = false;
bool isParameter = false;
char *dataFile = NULL;
char *initFile = NULL;
char *outFile = NULL;
char *paraFile = NULL;
Parameter::parameterType parameterType = Parameter::PARAMETER_DEFAULT;
if (argc == 1) {
message(argv[0]);
}
if (argv[1][0] == '-') {
// rsdpa argument
for (int index = 0; index < argc; ++index) {
char *target = argv[index];
if (strcmp(target, "-dd") == 0 && index + 1 < argc) {
dataFile = argv[index + 1];
index++;
continue;
}
if (strcmp(target, "-ds") == 0 && index + 1 < argc) {
dataFile = argv[index + 1];
index++;
isDataSparse = true;
continue;
}
if (strcmp(target, "-id") == 0 && index + 1 < argc) {
initFile = argv[index + 1];
index++;
isInitFile = true;
continue;
}
if (strcmp(target, "-is") == 0 && index + 1 < argc) {
initFile = argv[index + 1];
index++;
isInitFile = true;
isInitSparse = true;
continue;
}
if (strcmp(target, "-o") == 0 && index + 1 < argc) {
outFile = argv[index + 1];
index++;
isOutFile = true;
continue;
}
if (strcmp(target, "-p") == 0 && index + 1 < argc) {
paraFile = argv[index + 1];
index++;
isParameter = true;
continue;
}
if (strcmp(target, "-k") == 0 && index + 1 < argc) {
KAPPA = atof(argv[index + 1]);
rMessage("Kappa = " << KAPPA);
index++;
continue;
}
if (strcmp(target, "-pt") == 0 && index + 1 < argc) {
int tmp = atoi(argv[index + 1]);
switch (tmp) {
case 0:
parameterType = Parameter::PARAMETER_DEFAULT;
break;
case 1:
parameterType = Parameter::PARAMETER_UNSTABLE_BUT_FAST;
break;
case 2:
parameterType = Parameter::PARAMETER_STABLE_BUT_SLOW;
break;
default:
parameterType = Parameter::PARAMETER_DEFAULT;
}
index++;
paraFile = NULL;
isParameter = false;
continue;
}
}
} else { // SDPA argument
dataFile = argv[1];
int len = strlen(dataFile);
if (dataFile[len - 1] == 's' && dataFile[len - 2] == '-') {
isDataSparse = true;
}
outFile = argv[2];
paraFile = (char *)"./param.sdpa";
isParameter = true;
for (int index = 3; index < argc; ++index) {
if (strcmp(argv[index], "-pt") == 0 && index + 1 < argc) {
int tmp = atoi(argv[index + 1]);
switch (tmp) {
case 0:
parameterType = Parameter::PARAMETER_DEFAULT;
break;
case 1:
parameterType = Parameter::PARAMETER_UNSTABLE_BUT_FAST;
break;
case 2:
parameterType = Parameter::PARAMETER_STABLE_BUT_SLOW;
break;
default:
parameterType = Parameter::PARAMETER_DEFAULT;
}
index++;
paraFile = NULL;
isParameter = false;
} // end of "-pt"
else {
initFile = argv[index];
isInitFile = true;
int len = strlen(initFile);
if (initFile[len - 1] == 's' && initFile[len - 2] == '-') {
isInitSparse = true;
}
}
} // end of 'for'
}
if (dataFile == NULL || outFile == NULL) {
message(argv[0]);
}
cout << "data is " << dataFile;
if (isDataSparse) {
cout << " : sparse" << endl;
} else {
cout << " : dense" << endl;
}
if (paraFile) {
cout << "parameter is " << paraFile << endl;
}
if (outFile) {
cout << "out is " << outFile << endl;
}
if (initFile) {
cout << "initial is " << initFile;
}
if (isInitFile) {
if (isInitSparse) {
cout << " : sparse" << endl;
} else {
cout << " : dense" << endl;
}
} else {
cout << endl;
}
if (paraFile == NULL) {
if (parameterType == Parameter::PARAMETER_DEFAULT) {
cout << "set is DEFAULT" << endl;
} else if (parameterType == Parameter::PARAMETER_UNSTABLE_BUT_FAST) {
cout << "set is UNSTABLE_BUT_FAST" << endl;
} else if (parameterType == Parameter::PARAMETER_STABLE_BUT_SLOW) {
cout << "set is STABLE_BUT_SLOW" << endl;
}
}
pinpal(dataFile, initFile, outFile, paraFile, isInitFile, isInitSparse, isDataSparse, isParameter, parameterType, Display);
return 0;
}