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/*
 * Copyright 1997-2025 Optimatika
 *
 * Permission is hereby granted, free of charge, to any person obtaining a copy
 * of this software and associated documentation files (the "Software"), to deal
 * in the Software without restriction, including without limitation the rights
 * to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
 * copies of the Software, and to permit persons to whom the Software is
 * furnished to do so, subject to the following conditions:
 *
 * The above copyright notice and this permission notice shall be included in
 * all copies or substantial portions of the Software.
 *
 * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
 * IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
 * FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
 * AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
 * LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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 * SOFTWARE.
 */
package org.ojalgo.optimisation.convex;

import static org.ojalgo.function.constant.PrimitiveMath.*;

import java.util.Arrays;

import org.ojalgo.matrix.store.ElementsSupplier;
import org.ojalgo.matrix.store.MatrixStore;
import org.ojalgo.matrix.store.R064Store;
import org.ojalgo.optimisation.Optimisation;

/**
 * Solves optimisation problems of the form:
 * 

* min 1/2 [X]T[Q][X] - [C]T[X]
* when [AE][X] == [BE]
* and [AI][X] <= [BI] *

* Where [AE] and [BE] are optional. * * @author apete */ final class DirectASS extends ActiveSetSolver { DirectASS(final ConvexData convexData, final Optimisation.Options optimisationOptions) { super(convexData, optimisationOptions); } @Override protected void performIteration() { if (this.isLogDebug()) { this.log(); this.log("PerformIteration {}", 1 + this.countIterations()); this.log(this.toActivatorString()); } this.getConstraintToInclude(); this.setConstraintToInclude(-1); int[] incl = this.getIncluded(); int[] excl = this.getExcluded(); boolean solved = false; int numbConstr = this.countIterationConstraints(); int numbVars = this.countVariables(); R064Store iterX = this.getIterationX(); R064Store iterL = MATRIX_FACTORY.make(numbConstr, 1L); R064Store soluL = this.getSolutionL(); if (numbConstr <= numbVars && (solved = this.isSolvableQ())) { // Q is SPD MatrixStore invQC = this.getInvQC(); if (numbConstr == 0L) { // Unconstrained - can happen when there are no equality constraints and all inequalities are inactive iterX.fillMatching(invQC); } else { // Actual/normal optimisation problem MatrixStore iterA = this.getIterationA(); MatrixStore iterB = this.getIterationB(); MatrixStore iterC = this.getIterationC(); MatrixStore invQAt = this.getSolutionQ(iterA.transpose()); // TODO Only 1 column change inbetween active set iterations (add or remove 1 column) if (this.isLogDebug()) { this.log("invQAt", invQAt); } // Negated Schur complement ElementsSupplier tmpS = invQAt.premultiply(iterA); // TODO Symmetric, only need to calculate half the Schur complement, and only 1 row/column changes per iteration if (this.isLogDebug()) { this.log("Negated Schur complement: " + Arrays.toString(incl), tmpS.collect(MATRIX_FACTORY)); } if (solved = this.computeGeneral(tmpS)) { ElementsSupplier rhsL = invQC.premultiply(iterA).onMatching(SUBTRACT, iterB); this.getSolutionGeneral(rhsL, iterL); if (this.isLogDebug()) { this.log("RHS={}", rhsL.collect(MATRIX_FACTORY).toRawCopy1D()); this.log("Relative error {} in solution for L={}", NaN, Arrays.toString(iterL.toRawCopy1D())); } // ElementsSupplier rhsX = iterL.premultiply(iterA.transpose()).onMatching(iterC, SUBTRACT); // this.getSolutionQ(rhsX, iterX); iterL.premultiply(invQAt).onMatching(invQC, SUBTRACT).supplyTo(iterX); } } } if (!solved) { // The above failed, try solving the full KKT system instaed R064Store tmpXL = MATRIX_FACTORY.make(numbVars + numbConstr, 1L); if (solved = this.solveFullKKT(tmpXL)) { iterX.fillMatching(tmpXL.limits(numbVars, 1)); iterL.fillMatching(tmpXL.offsets(numbVars, 0)); } } soluL.fillAll(ZERO); if (solved) { for (int i = 0; i < this.countEqualityConstraints(); i++) { soluL.set(i, iterL.doubleValue(i)); } for (int i = 0; i < incl.length; i++) { soluL.set(this.countEqualityConstraints() + incl[i], iterL.doubleValue(this.countEqualityConstraints() + i)); } } this.handleIterationResults(solved, iterX, incl, excl); } }




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