1.2016-8-14
我希望把一个qp问题的代码从conic constraints改为无外加约束，仅适用variable bounds的线性不等式约束
于是原来的约束代码为
if (r == MSK_RES_OK)
{
if (_debug) { MYOUT << "Q: " << std::endl; }
for (int i = 0; i < numvar/6; i++)
{
// the structure have (numvar/6) nodes
MSKint32t qsubi[] = { 6 * i, 6 * i + 1, 6 * i + 2 };
MSKint32t qsubj[] = { 6 * i, 6 * i + 1, 6 * i + 2 };
double qval[] = { 2 * x_w[i], 2 * x_w[i], 2 * x_w[i]};
//double qval[] = { 2, 2, 2};
// Replaces all the quadratic entries in one constraint k
// In our program, this specifies the deformation constrains:
// d_{i}_t.norm < tol
r = MSK_putqconk(task, i, 3, qsubi, qsubj, qval);
}
}
for (j = 0; j<numvar && r == MSK_RES_OK; ++j)
{
/* Set the bounds on variable j.
blx[j] <= x_j <= bux[j] */
if (r == MSK_RES_OK)
{
r = MSK_putvarbound(task,
j, /* Index of variable.*/
MSK_BK_FR, /* Bound key.*/
-MYINF, /* Numerical value of lower bound.*/
MYINF); /* Numerical value of upper bound.*/
}
}
/* Set the bounds on constraints.
for i=1, ...,NUMCON : blc[i] <= constraint i <= buc[i] */
for (i = 0; i<numcon && r == MSK_RES_OK; ++i)
{
r = MSK_putconbound(task,
i, /* Index of constraint.*/
MSK_BK_UP, /* Bound key.*/
-MYINF, /* Numerical value of lower bound.*/
pow(d_tol,2)); /* Numerical value of upper bound.*/
}
请注意上面的
r = MSK_putvarbound(task,
j, /* Index of variable.*/
MSK_BK_FR, /* Bound key.*/
-MYINF, /* Numerical value of lower bound.*/
MYINF); /* Numerical value of upper bound.*/
虽然看起来无用，因为他是声明变量是free的，即无界变量，不要小看他哦！
okay我开始改代码，把上面的conic的约束换成简单的变量不等式约束：
/* variable bounds */
for (j = 0; j < numvar/6 && r == MSK_RES_OK; ++j)
{
r = MSK_putvarbound(task,
j * 6, /* Index of variable.*/
MSK_BK_RA, /* Bound key.*/
-temp_bound, /* Numerical value of lower bound.*/
temp_bound); /* Numerical value of upper bound.*/
r = MSK_putvarbound(task,
j * 6 + 1, /* Index of variable.*/
MSK_BK_RA, /* Bound key.*/
-temp_bound, /* Numerical value of lower bound.*/
temp_bound); /* Numerical value of upper bound.*/
r = MSK_putvarbound(task,
j * 6 + 2, /* Index of variable.*/
MSK_BK_RA, /* Bound key.*/
-temp_bound, /* Numerical value of lower bound.*/
temp_bound); /* Numerical value of upper bound.*/
}
看起来很对对不？
但是程序崩了。
原因在于我们需要对每个变量都设置范围，
否则
/* Append ‘NUMVAR‘ variables.
The variables will initially be b_fixed at zero (x=0). */
if (r == MSK_RES_OK)
r = MSK_appendvars(task, numvar);
所以，正确的代码应该为：
/* variable bounds */
for (j = 0; j < numvar/6 && r == MSK_RES_OK; ++j)
{
r = MSK_putvarbound(task,
j * 6, /* Index of variable.*/
MSK_BK_RA, /* Bound key.*/
-temp_bound, /* Numerical value of lower bound.*/
temp_bound); /* Numerical value of upper bound.*/
r = MSK_putvarbound(task,
j * 6 + 1, /* Index of variable.*/
MSK_BK_RA, /* Bound key.*/
-temp_bound, /* Numerical value of lower bound.*/
temp_bound); /* Numerical value of upper bound.*/
r = MSK_putvarbound(task,
j * 6 + 2, /* Index of variable.*/
MSK_BK_RA, /* Bound key.*/
-temp_bound, /* Numerical value of lower bound.*/
temp_bound); /* Numerical value of upper bound.*/
r = MSK_putvarbound(task,
j * 6 + 3, /* Index of variable.*/
MSK_BK_FR, /* Bound key.*/
-MYINF, /* Numerical value of lower bound.*/
MYINF); /* Numerical value of upper bound.*/
r = MSK_putvarbound(task,
j * 6 + 4, /* Index of variable.*/
MSK_BK_FR, /* Bound key.*/
-MYINF, /* Numerical value of lower bound.*/
MYINF); /* Numerical value of upper bound.*/
r = MSK_putvarbound(task,
j * 6 + 5, /* Index of variable.*/
MSK_BK_FR, /* Bound key.*/
-MYINF, /* Numerical value of lower bound.*/
MYINF); /* Numerical value of upper bound.*/
}
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