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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