lp_interior_point.cpp 59.5 KB
 André Anjos committed Dec 04, 2013 1 2 3 4 5 6 7 8 9 10 11 ``````/** * @file math/python/LPInteriorPoint.cc * @date Fri Jan 27 21:06:59 2012 +0100 * @author Laurent El Shafey * * @brief Binds the interior point methods which allow to solve a * Linear Programming problem (LP). * * Copyright (C) 2011-2013 Idiap Research Institute, Martigny, Switzerland */ `````` André Anjos committed Dec 09, 2013 12 13 ``````#include "lp_interior_point.h" #include `````` André Anjos committed Jan 29, 2014 14 ``````#include `````` André Anjos committed Dec 04, 2013 15 ``````#include `````` André Anjos committed Dec 09, 2013 16 ``````#include `````` André Anjos committed Dec 04, 2013 17 `````` `````` 18 19 ``````#include `````` André Anjos committed Dec 10, 2013 20 21 22 23 ``````/************************************************ * Implementation of LPInteriorPoint base class * ************************************************/ `````` 24 25 26 ``````static auto s_lpinteriorpoint = xbob::extension::ClassDoc( XBOB_EXT_MODULE_PREFIX ".LPInteriorPoint", "Base class to solve a linear program using interior point methods.", `````` Manuel Günther committed Mar 26, 2014 27 `````` "For more details about the algorithms,please refer to the following book: *'Primal-Dual Interior-Point Methods', Stephen J. Wright, ISBN: 978-0898713824, Chapter 5, 'Path-Following Algorithms'*.\n" `````` 28 29 30 31 32 33 `````` ".. warning:: You cannot instantiate an object of this type directly, you must use it through one of the inherited types.\n" "The primal linear program (LP) is defined as follows:\n" ".. math:: \\min c^T*x \\text{, s.t. } A*x=b, x>=0\n" "The dual formulation is:\n" ".. math:: \\min b^T*\\lambda \\text{, s.t. } A^T*\\lambda+\\mu=c" ); `````` André Anjos committed Dec 09, 2013 34 35 36 37 38 39 `````` /* Type definition for PyBobMathLpInteriorPointObject */ typedef struct { PyObject_HEAD /* Type-specific fields go here. */ `````` André Anjos committed Dec 10, 2013 40 `````` bob::math::LPInteriorPoint* base; `````` André Anjos committed Dec 09, 2013 41 42 43 44 45 46 `````` } PyBobMathLpInteriorPointObject; static int PyBobMathLpInteriorPoint_init(PyBobMathLpInteriorPointObject* self, PyObject*, PyObject*) { `````` André Anjos committed Jan 21, 2014 47 `````` PyErr_Format(PyExc_NotImplementedError, "cannot initialize object of base type `%s' - use one of the inherited classes", Py_TYPE(self)->tp_name); `````` André Anjos committed Dec 09, 2013 48 49 `````` return -1; `````` André Anjos committed Dec 04, 2013 50 51 ``````} `````` 52 53 54 55 ``````static auto s_M = xbob::extension::VariableDoc( "m", "int", "The first dimension of the problem/A matrix" `````` André Anjos committed Dec 09, 2013 56 57 ``````); `````` 58 `````` `````` André Anjos committed Dec 10, 2013 59 60 ``````static PyObject* PyBobMathLpInteriorPoint_getM (PyBobMathLpInteriorPointObject* self, void* /*closure*/) { `````` André Anjos committed Dec 09, 2013 61 `````` return Py_BuildValue("n", self->base->getDimM()); `````` André Anjos committed Dec 04, 2013 62 63 ``````} `````` André Anjos committed Dec 10, 2013 64 65 66 67 68 69 70 71 72 73 74 75 76 77 ``````static int PyBobMathLpInteriorPoint_setM (PyBobMathLpInteriorPointObject* self, PyObject* o, void* /*closure*/) { Py_ssize_t M = PyNumber_AsSsize_t(o, PyExc_OverflowError); if (PyErr_Occurred()) return -1; try { self->base->setDimM(M); } catch (std::exception& e) { PyErr_SetString(PyExc_RuntimeError, e.what()); return -1; } catch (...) { `````` André Anjos committed Jan 21, 2014 78 `````` PyErr_Format(PyExc_RuntimeError, "cannot reset size M of `%s': unknown exception caught", Py_TYPE(self)->tp_name); `````` André Anjos committed Dec 10, 2013 79 80 81 82 83 84 85 `````` return -1; } return 0; } `````` 86 87 88 89 ``````static auto s_N = xbob::extension::VariableDoc( "n", "int", "The second dimension of the problem/A matrix" `````` André Anjos committed Dec 09, 2013 90 91 ``````); `````` André Anjos committed Dec 10, 2013 92 93 ``````static PyObject* PyBobMathLpInteriorPoint_getN (PyBobMathLpInteriorPointObject* self, void* /*closure*/) { `````` André Anjos committed Dec 09, 2013 94 95 96 `````` return Py_BuildValue("n", self->base->getDimN()); } `````` André Anjos committed Dec 10, 2013 97 98 99 100 101 102 103 104 105 106 107 108 109 110 ``````static int PyBobMathLpInteriorPoint_setN (PyBobMathLpInteriorPointObject* self, PyObject* o, void* /*closure*/) { Py_ssize_t N = PyNumber_AsSsize_t(o, PyExc_OverflowError); if (PyErr_Occurred()) return -1; try { self->base->setDimN(N); } catch (std::exception& e) { PyErr_SetString(PyExc_RuntimeError, e.what()); return -1; } catch (...) { `````` André Anjos committed Jan 21, 2014 111 `````` PyErr_Format(PyExc_RuntimeError, "cannot reset size N of `%s': unknown exception caught", Py_TYPE(self)->tp_name); `````` André Anjos committed Dec 10, 2013 112 113 114 115 116 117 118 `````` return -1; } return 0; } `````` 119 120 121 122 ``````static auto s_epsilon = xbob::extension::VariableDoc( "epsilon", "float", "The precision to determine whether an equality constraint is fulfilled or not" `````` André Anjos committed Dec 09, 2013 123 124 ``````); `````` André Anjos committed Dec 10, 2013 125 ``````static PyObject* PyBobMathLpInteriorPoint_getEpsilon (PyBobMathLpInteriorPointObject* self, void* /*closure*/) { `````` André Anjos committed Dec 09, 2013 126 127 128 `````` return Py_BuildValue("d", self->base->getEpsilon()); } `````` André Anjos committed Dec 10, 2013 129 130 131 132 133 134 135 136 137 138 139 140 141 142 ``````static int PyBobMathLpInteriorPoint_setEpsilon (PyBobMathLpInteriorPointObject* self, PyObject* o, void* /*closure*/) { double e = PyFloat_AsDouble(o); if (PyErr_Occurred()) return -1; try { self->base->setEpsilon(e); } catch (std::exception& ex) { PyErr_SetString(PyExc_RuntimeError, ex.what()); return -1; } catch (...) { `````` André Anjos committed Jan 21, 2014 143 `````` PyErr_Format(PyExc_RuntimeError, "cannot reset `epsilon' of `%s': unknown exception caught", Py_TYPE(self)->tp_name); `````` André Anjos committed Dec 10, 2013 144 145 146 147 148 149 150 `````` return -1; } return 0; } `````` 151 152 153 154 ``````static auto s_lambda = xbob::extension::VariableDoc( "lambda_", "float", "The value of the :math:`\\lambda` dual variable (read-only)" `````` André Anjos committed Dec 09, 2013 155 156 157 158 159 160 161 162 163 164 165 ``````); static PyObject* PyBobMathLpInteriorPoint_lambda (PyBobMathLpInteriorPointObject* self) { Py_ssize_t length = self->base->getDimM(); PyObject* retval = PyBlitzArray_SimpleNew(NPY_FLOAT64, 1, &length); if (!retval) return 0; blitz::Array* wrapper = PyBlitzArrayCxx_AsBlitz (reinterpret_cast(retval)); (*wrapper) = self->base->getLambda(); `````` André Anjos committed Dec 12, 2013 166 `````` return PyBlitzArray_NUMPY_WRAP(retval); `````` André Anjos committed Dec 09, 2013 167 168 ``````} `````` 169 170 171 172 ``````static auto s_mu = xbob::extension::VariableDoc( "mu", "float", "The value of the :math:`\\mu` dual variable (read-only)" `````` André Anjos committed Dec 09, 2013 173 174 175 176 177 178 179 180 181 182 183 ``````); static PyObject* PyBobMathLpInteriorPoint_mu (PyBobMathLpInteriorPointObject* self) { Py_ssize_t length = self->base->getDimN(); PyObject* retval = PyBlitzArray_SimpleNew(NPY_FLOAT64, 1, &length); if (!retval) return 0; blitz::Array* wrapper = PyBlitzArrayCxx_AsBlitz (reinterpret_cast(retval)); (*wrapper) = self->base->getMu(); `````` André Anjos committed Dec 12, 2013 184 `````` return PyBlitzArray_NUMPY_WRAP(retval); `````` André Anjos committed Dec 09, 2013 185 186 187 188 ``````} static PyGetSetDef PyBobMathLpInteriorPoint_getseters[] = { { `````` 189 `````` s_M.name(), `````` André Anjos committed Dec 10, 2013 190 191 `````` (getter)PyBobMathLpInteriorPoint_getM, (setter)PyBobMathLpInteriorPoint_setM, `````` 192 `````` s_M.doc(), `````` André Anjos committed Dec 09, 2013 193 194 195 `````` 0 }, { `````` 196 `````` s_N.name(), `````` André Anjos committed Dec 10, 2013 197 198 `````` (getter)PyBobMathLpInteriorPoint_getN, (setter)PyBobMathLpInteriorPoint_setN, `````` 199 `````` s_N.doc(), `````` André Anjos committed Dec 09, 2013 200 201 202 `````` 0 }, { `````` 203 `````` s_epsilon.name(), `````` André Anjos committed Dec 10, 2013 204 205 `````` (getter)PyBobMathLpInteriorPoint_getEpsilon, (setter)PyBobMathLpInteriorPoint_setEpsilon, `````` 206 `````` s_epsilon.doc(), `````` André Anjos committed Dec 09, 2013 207 208 209 `````` 0 }, { `````` 210 `````` s_lambda.name(), `````` André Anjos committed Dec 09, 2013 211 212 `````` (getter)PyBobMathLpInteriorPoint_lambda, 0, `````` 213 `````` s_lambda.doc(), `````` André Anjos committed Dec 09, 2013 214 215 216 `````` 0 }, { `````` 217 `````` s_mu.name(), `````` André Anjos committed Dec 09, 2013 218 219 `````` (getter)PyBobMathLpInteriorPoint_mu, 0, `````` 220 `````` s_mu.doc(), `````` André Anjos committed Dec 09, 2013 221 222 223 224 225 `````` 0 }, {0} /* Sentinel */ }; `````` 226 227 228 229 230 231 232 233 ``````static auto s_reset = xbob::extension::FunctionDoc( "reset", "Resets the size of the problem (M and N correspond to the dimensions of the A matrix)" ) .add_prototype("M, N") .add_parameter("M", "int", "The new first dimension of the problem/A matrix") .add_parameter("N", "int", "The new second dimension of the problem/A matrix") ; `````` André Anjos committed Dec 09, 2013 234 `````` `````` André Anjos committed Feb 18, 2014 235 ``````static PyObject* PyBobMathLpInteriorPoint_reset `````` André Anjos committed Dec 09, 2013 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 ``````(PyBobMathLpInteriorPointObject* self, PyObject *args, PyObject* kwds) { /* Parses input arguments in a single shot */ static const char* const_kwlist[] = {"M", "N", 0}; static char** kwlist = const_cast(const_kwlist); Py_ssize_t M = 0; Py_ssize_t N = 0; if (!PyArg_ParseTupleAndKeywords(args, kwds, "nn", kwlist, &M, &N)) return 0; try { self->base->reset(M, N); } catch (std::exception& e) { PyErr_SetString(PyExc_RuntimeError, e.what()); return 0; } catch (...) { `````` André Anjos committed Jan 21, 2014 255 `````` PyErr_Format(PyExc_RuntimeError, "cannot reset `%s': unknown exception caught", Py_TYPE(self)->tp_name); `````` André Anjos committed Dec 09, 2013 256 257 258 259 260 261 262 `````` return 0; } Py_RETURN_NONE; } `````` 263 264 265 266 267 268 269 270 271 ``````static auto s_solve = xbob::extension::FunctionDoc( "solve", "Solves an LP problem" ) .add_prototype("A, b, c, x0, lambda, mu", "x") .add_parameter("lambda", "?, optional", ".. todo:: Document parameter labmda") .add_parameter("mu", "?, optional", ".. todo:: Document parameter mu") ; `````` André Anjos committed Dec 09, 2013 272 `````` `````` André Anjos committed Feb 18, 2014 273 ``````static PyObject* PyBobMathLpInteriorPoint_solve `````` André Anjos committed Dec 09, 2013 274 275 276 277 278 279 280 281 282 283 284 285 286 ``````(PyBobMathLpInteriorPointObject* self, PyObject *args, PyObject* kwds) { /* Parses input arguments in a single shot */ static const char* const_kwlist[] = {"A", "b", "c", "x0", "lambda", "mu", 0}; static char** kwlist = const_cast(const_kwlist); PyBlitzArrayObject* A = 0; PyBlitzArrayObject* b = 0; PyBlitzArrayObject* c = 0; PyBlitzArrayObject* x0 = 0; PyBlitzArrayObject* lambda = 0; PyBlitzArrayObject* mu = 0; `````` André Anjos committed Feb 18, 2014 287 `````` if (!PyArg_ParseTupleAndKeywords(args, kwds, "O&O&O&O&|O&O&", kwlist, `````` André Anjos committed Dec 09, 2013 288 289 290 291 292 293 294 295 `````` &PyBlitzArray_Converter, &A, &PyBlitzArray_Converter, &b, &PyBlitzArray_Converter, &c, &PyBlitzArray_Converter, &x0, &PyBlitzArray_Converter, &lambda, &PyBlitzArray_Converter, &mu )) return 0; `````` André Anjos committed Dec 11, 2013 296 297 298 299 300 301 302 303 `````` //protects acquired resources through this scope auto A_ = make_safe(A); auto b_ = make_safe(b); auto c_ = make_safe(c); auto x0_ = make_safe(x0); auto lambda_ = make_xsafe(lambda); auto mu_ = make_xsafe(mu); `````` André Anjos committed Dec 09, 2013 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 `````` if (A->type_num != NPY_FLOAT64 || A->ndim != 2) { PyErr_SetString(PyExc_TypeError, "Linear program solver only supports 64-bit floats 2D arrays for input vector `A'"); return 0; } if (b->type_num != NPY_FLOAT64 || b->ndim != 1) { PyErr_SetString(PyExc_TypeError, "Linear program solver only supports 64-bit floats 1D arrays for input vector `b'"); return 0; } if (c->type_num != NPY_FLOAT64 || c->ndim != 1) { PyErr_SetString(PyExc_TypeError, "Linear program solver only supports 64-bit floats 1D arrays for input vector `c'"); return 0; } if (x0->type_num != NPY_FLOAT64 || x0->ndim != 1) { PyErr_SetString(PyExc_TypeError, "Linear program solver only supports 64-bit floats 1D arrays for input vector `x0'"); return 0; } `````` André Anjos committed Dec 10, 2013 324 `````` if (lambda && (lambda->type_num != NPY_FLOAT64 || lambda->ndim != 1)) { `````` André Anjos committed Dec 09, 2013 325 326 327 328 `````` PyErr_SetString(PyExc_TypeError, "Linear program solver only supports 64-bit floats 1D arrays for input vector `lambda'"); return 0; } `````` André Anjos committed Dec 10, 2013 329 `````` if (mu && (mu->type_num != NPY_FLOAT64 || mu->ndim != 1)) { `````` André Anjos committed Dec 09, 2013 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 `````` PyErr_SetString(PyExc_TypeError, "Linear program solver only supports 64-bit floats 1D arrays for input vector `mu'"); return 0; } if ( (lambda && !mu) || (mu && !lambda) ) { PyErr_SetString(PyExc_RuntimeError, "Linear program solver requires none or both `mu' and `lambda' - you cannot just specify one of them"); return 0; } /* This is where the output is going to be stored */ PyObject* retval = PyBlitzArray_SimpleNew(NPY_FLOAT64, x0->ndim, x0->shape); if (!retval) { return 0; } blitz::Array* wrapper = PyBlitzArrayCxx_AsBlitz(reinterpret_cast(retval)); (*wrapper) = *PyBlitzArrayCxx_AsBlitz(x0); try { if (lambda && mu) { self->base->solve( *PyBlitzArrayCxx_AsBlitz(A), *PyBlitzArrayCxx_AsBlitz(b), *PyBlitzArrayCxx_AsBlitz(c), *wrapper, *PyBlitzArrayCxx_AsBlitz(lambda), *PyBlitzArrayCxx_AsBlitz(mu) ); } else { self->base->solve( *PyBlitzArrayCxx_AsBlitz(A), *PyBlitzArrayCxx_AsBlitz(b), *PyBlitzArrayCxx_AsBlitz(c), *wrapper ); } } catch (std::exception& e) { `````` André Anjos committed Dec 11, 2013 368 `````` Py_DECREF(retval); `````` André Anjos committed Dec 12, 2013 369 `````` PyErr_SetString(PyExc_RuntimeError, e.what()); `````` André Anjos committed Dec 11, 2013 370 `````` return 0; `````` André Anjos committed Dec 09, 2013 371 372 373 `````` } catch (...) { Py_DECREF(retval); `````` André Anjos committed Jan 21, 2014 374 `````` PyErr_Format(PyExc_RuntimeError, "cannot solve `%s': unknown exception caught", Py_TYPE(self)->tp_name); `````` André Anjos committed Dec 09, 2013 375 376 377 378 379 `````` return 0; } /* We only "return" the first half of the `x' vector */ (reinterpret_cast(retval))->shape[0] /= 2; `````` André Anjos committed Dec 12, 2013 380 `````` return PyBlitzArray_NUMPY_WRAP(retval); `````` André Anjos committed Dec 09, 2013 381 382 383 `````` } `````` 384 385 386 387 388 389 390 ``````static auto s_is_feasible = xbob::extension::FunctionDoc( "is_feasible", "Checks if a primal-dual point (x, lambda, mu) belongs to the set of feasible points (i.e. fulfills the constraints)." ) .add_prototype("A, b, c, x, lambda, mu", "test") .add_return("test", "bool", "``True`` if (x, labmda, mu) belongs to the set of feasible points, otherwise ``False``") ; `````` André Anjos committed Dec 09, 2013 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 `````` static PyObject* PyBobMathLpInteriorPoint_is_feasible (PyBobMathLpInteriorPointObject* self, PyObject *args, PyObject* kwds) { /* Parses input arguments in a single shot */ static const char* const_kwlist[] = {"A", "b", "c", "x", "lambda", "mu", 0}; static char** kwlist = const_cast(const_kwlist); PyBlitzArrayObject* A = 0; PyBlitzArrayObject* b = 0; PyBlitzArrayObject* c = 0; PyBlitzArrayObject* x = 0; PyBlitzArrayObject* lambda = 0; PyBlitzArrayObject* mu = 0; if (!PyArg_ParseTupleAndKeywords(args, kwds, "O&O&O&O&O&O&", kwlist, &PyBlitzArray_Converter, &A, &PyBlitzArray_Converter, &b, &PyBlitzArray_Converter, &c, &PyBlitzArray_Converter, &x, &PyBlitzArray_Converter, &lambda, &PyBlitzArray_Converter, &mu )) return 0; `````` André Anjos committed Dec 11, 2013 415 416 417 418 419 420 421 422 `````` //protects acquired resources through this scope auto A_ = make_safe(A); auto b_ = make_safe(b); auto c_ = make_safe(c); auto x_ = make_safe(x); auto lambda_ = make_safe(lambda); auto mu_ = make_safe(mu); `````` André Anjos committed Dec 09, 2013 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 `````` if (A->type_num != NPY_FLOAT64 || A->ndim != 2) { PyErr_SetString(PyExc_TypeError, "Linear program is_feasible only supports 64-bit floats 2D arrays for input vector `A'"); return 0; } if (b->type_num != NPY_FLOAT64 || b->ndim != 1) { PyErr_SetString(PyExc_TypeError, "Linear program is_feasible only supports 64-bit floats 1D arrays for input vector `b'"); return 0; } if (c->type_num != NPY_FLOAT64 || c->ndim != 1) { PyErr_SetString(PyExc_TypeError, "Linear program is_feasible only supports 64-bit floats 1D arrays for input vector `c'"); return 0; } if (x->type_num != NPY_FLOAT64 || x->ndim != 1) { PyErr_SetString(PyExc_TypeError, "Linear program is_feasible only supports 64-bit floats 1D arrays for input vector `x0'"); return 0; } if (lambda->type_num != NPY_FLOAT64 || lambda->ndim != 1) { PyErr_SetString(PyExc_TypeError, "Linear program is_feasible only supports 64-bit floats 1D arrays for input vector `lambda'"); return 0; } if (mu->type_num != NPY_FLOAT64 || mu->ndim != 1) { PyErr_SetString(PyExc_TypeError, "Linear program is_feasible only supports 64-bit floats 1D arrays for input vector `mu'"); return 0; } bool feasible = false; try { feasible = self->base->isFeasible( *PyBlitzArrayCxx_AsBlitz(A), *PyBlitzArrayCxx_AsBlitz(b), *PyBlitzArrayCxx_AsBlitz(c), *PyBlitzArrayCxx_AsBlitz(x), *PyBlitzArrayCxx_AsBlitz(lambda), *PyBlitzArrayCxx_AsBlitz(mu) ); } catch (std::exception& e) { PyErr_SetString(PyExc_RuntimeError, e.what()); `````` André Anjos committed Dec 11, 2013 467 `````` return 0; `````` André Anjos committed Dec 09, 2013 468 469 `````` } catch (...) { `````` André Anjos committed Jan 21, 2014 470 `````` PyErr_Format(PyExc_RuntimeError, "cannot check feasibility of `%s': unknown exception caught", Py_TYPE(self)->tp_name); `````` André Anjos committed Dec 11, 2013 471 `````` return 0; `````` André Anjos committed Dec 09, 2013 472 473 474 475 476 477 478 `````` } if (feasible) Py_RETURN_TRUE; Py_RETURN_FALSE; } `````` 479 480 481 482 483 484 485 486 487 ``````static auto s_is_in_v = xbob::extension::FunctionDoc( "is_in_v", "Checks if a primal-dual point (x, lambda, mu) belongs to the V2 neighborhood of the central path.", ".. todo:: This documentation seems wrong since lambda is not in the list of parameters." ) .add_prototype("x, mu, theta", "test") .add_return("test", "bool", "``True`` if (x, labmda, mu) belongs to the V2 neighborhood of the central path, otherwise ``False``") ; `````` André Anjos committed Dec 09, 2013 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 `````` static PyObject* PyBobMathLpInteriorPoint_is_in_v (PyBobMathLpInteriorPointObject* self, PyObject *args, PyObject* kwds) { /* Parses input arguments in a single shot */ static const char* const_kwlist[] = {"x", "mu", "theta", 0}; static char** kwlist = const_cast(const_kwlist); PyBlitzArrayObject* x = 0; PyBlitzArrayObject* mu = 0; double theta = 0.; if (!PyArg_ParseTupleAndKeywords(args, kwds, "O&O&d", kwlist, &PyBlitzArray_Converter, &x, &PyBlitzArray_Converter, &mu, &theta )) return 0; `````` André Anjos committed Dec 11, 2013 506 507 508 509 `````` //protects acquired resources through this scope auto x_ = make_safe(x); auto mu_ = make_safe(mu); `````` André Anjos committed Dec 09, 2013 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 `````` if (x->type_num != NPY_FLOAT64 || x->ndim != 1) { PyErr_SetString(PyExc_TypeError, "Linear program is_in_v only supports 64-bit floats 1D arrays for input vector `x0'"); return 0; } if (mu->type_num != NPY_FLOAT64 || mu->ndim != 1) { PyErr_SetString(PyExc_TypeError, "Linear program is_in_v only supports 64-bit floats 1D arrays for input vector `mu'"); return 0; } bool in_v = false; try { in_v = self->base->isInV( *PyBlitzArrayCxx_AsBlitz(x), *PyBlitzArrayCxx_AsBlitz(mu), theta ); } catch (std::exception& e) { PyErr_SetString(PyExc_RuntimeError, e.what()); `````` André Anjos committed Dec 11, 2013 531 `````` return 0; `````` André Anjos committed Dec 09, 2013 532 533 `````` } catch (...) { `````` André Anjos committed Jan 21, 2014 534 `````` PyErr_Format(PyExc_RuntimeError, "cannot check if point is in V at `%s': unknown exception caught", Py_TYPE(self)->tp_name); `````` André Anjos committed Dec 11, 2013 535 `````` return 0; `````` André Anjos committed Dec 09, 2013 536 537 538 539 540 541 542 `````` } if (in_v) Py_RETURN_TRUE; Py_RETURN_FALSE; } `````` 543 544 545 546 547 548 549 ``````static auto s_is_in_v_s = xbob::extension::FunctionDoc( "is_in_v_s", "Checks if a primal-dual point (x,lambda,mu) belongs to the V neighborhood of the central path and the set of feasible points." ) .add_prototype("A, b, c, x, lambda, mu", "test") .add_return("test", "bool", "``True`` if (x, labmda, mu) belongs to the V neighborhood of the central path and the set of feasible points, otherwise ``False``") ; `````` André Anjos committed Dec 09, 2013 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 `````` static PyObject* PyBobMathLpInteriorPoint_is_in_v_s (PyBobMathLpInteriorPointObject* self, PyObject *args, PyObject* kwds) { /* Parses input arguments in a single shot */ static const char* const_kwlist[] = {"A", "b", "c", "x", "lambda", "mu", "theta", 0}; static char** kwlist = const_cast(const_kwlist); PyBlitzArrayObject* A = 0; PyBlitzArrayObject* b = 0; PyBlitzArrayObject* c = 0; PyBlitzArrayObject* x = 0; PyBlitzArrayObject* lambda = 0; PyBlitzArrayObject* mu = 0; double theta = 0.; if (!PyArg_ParseTupleAndKeywords(args, kwds, "O&O&O&O&O&O&d", kwlist, &PyBlitzArray_Converter, &A, &PyBlitzArray_Converter, &b, &PyBlitzArray_Converter, &c, &PyBlitzArray_Converter, &x, &PyBlitzArray_Converter, &lambda, &PyBlitzArray_Converter, &mu, &theta )) return 0; `````` André Anjos committed Dec 11, 2013 576 577 578 579 580 581 582 583 `````` //protects acquired resources through this scope auto A_ = make_safe(A); auto b_ = make_safe(b); auto c_ = make_safe(c); auto x_ = make_safe(x); auto lambda_ = make_safe(lambda); auto mu_ = make_safe(mu); `````` André Anjos committed Dec 09, 2013 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 `````` if (A->type_num != NPY_FLOAT64 || A->ndim != 2) { PyErr_SetString(PyExc_TypeError, "Linear program is_in_v_s only supports 64-bit floats 2D arrays for input vector `A'"); return 0; } if (b->type_num != NPY_FLOAT64 || b->ndim != 1) { PyErr_SetString(PyExc_TypeError, "Linear program is_in_v_s only supports 64-bit floats 1D arrays for input vector `b'"); return 0; } if (c->type_num != NPY_FLOAT64 || c->ndim != 1) { PyErr_SetString(PyExc_TypeError, "Linear program is_in_v_s only supports 64-bit floats 1D arrays for input vector `c'"); return 0; } if (x->type_num != NPY_FLOAT64 || x->ndim != 1) { PyErr_SetString(PyExc_TypeError, "Linear program is_in_v_s only supports 64-bit floats 1D arrays for input vector `x0'"); return 0; } if (lambda->type_num != NPY_FLOAT64 || lambda->ndim != 1) { PyErr_SetString(PyExc_TypeError, "Linear program is_in_v_s only supports 64-bit floats 1D arrays for input vector `lambda'"); return 0; } if (mu->type_num != NPY_FLOAT64 || mu->ndim != 1) { PyErr_SetString(PyExc_TypeError, "Linear program is_in_v_s only supports 64-bit floats 1D arrays for input vector `mu'"); return 0; } bool in_v_s = false; try { in_v_s = self->base->isInVS( *PyBlitzArrayCxx_AsBlitz(A), *PyBlitzArrayCxx_AsBlitz(b), *PyBlitzArrayCxx_AsBlitz(c), *PyBlitzArrayCxx_AsBlitz(x), *PyBlitzArrayCxx_AsBlitz(lambda), *PyBlitzArrayCxx_AsBlitz(mu), theta ); } catch (std::exception& e) { PyErr_SetString(PyExc_RuntimeError, e.what()); `````` André Anjos committed Dec 11, 2013 629 `````` return 0; `````` André Anjos committed Dec 09, 2013 630 631 `````` } catch (...) { `````` André Anjos committed Jan 21, 2014 632 `````` PyErr_Format(PyExc_RuntimeError, "cannot check if point is in VS at `%s': unknown exception caught", Py_TYPE(self)->tp_name); `````` André Anjos committed Dec 11, 2013 633 `````` return 0; `````` André Anjos committed Dec 09, 2013 634 635 636 637 638 `````` } if (in_v_s) Py_RETURN_TRUE; Py_RETURN_FALSE; `````` André Anjos committed Dec 04, 2013 639 640 ``````} `````` 641 642 643 644 645 646 ``````static auto s_initialize_dual_lambda_mu = xbob::extension::FunctionDoc( "initialize_dual_lambda_mu", "Initializes the dual variables ``lambda`` and ``mu`` by minimizing the logarithmic barrier function." ) .add_prototype("A, c") ; `````` André Anjos committed Dec 10, 2013 647 648 649 650 651 652 653 654 655 656 657 `````` static PyObject* PyBobMathLpInteriorPoint_initialize_dual_lambda_mu (PyBobMathLpInteriorPointObject* self, PyObject *args, PyObject* kwds) { /* Parses input arguments in a single shot */ static const char* const_kwlist[] = {"A", "c", 0}; static char** kwlist = const_cast(const_kwlist); PyBlitzArrayObject* A = 0; PyBlitzArrayObject* c = 0; `````` André Anjos committed Dec 10, 2013 658 `````` if (!PyArg_ParseTupleAndKeywords(args, kwds, "O&O&", kwlist, `````` André Anjos committed Dec 10, 2013 659 `````` &PyBlitzArray_Converter, &A, `````` André Anjos committed Dec 10, 2013 660 `````` &PyBlitzArray_Converter, &c `````` André Anjos committed Dec 10, 2013 661 662 `````` )) return 0; `````` André Anjos committed Dec 11, 2013 663 664 665 666 `````` //protects acquired resources through this scope auto A_ = make_safe(A); auto c_ = make_safe(c); `````` André Anjos committed Dec 10, 2013 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 `````` if (A->type_num != NPY_FLOAT64 || A->ndim != 2) { PyErr_SetString(PyExc_TypeError, "Linear program initialize_dual_lambda_mu only supports 64-bit floats 2D arrays for input vector `A'"); return 0; } if (c->type_num != NPY_FLOAT64 || c->ndim != 1) { PyErr_SetString(PyExc_TypeError, "Linear program initialize_dual_lambda_mu only supports 64-bit floats 1D arrays for input vector `c'"); return 0; } try { self->base->initializeDualLambdaMu( *PyBlitzArrayCxx_AsBlitz(A), *PyBlitzArrayCxx_AsBlitz(c) ); } catch (std::exception& e) { PyErr_SetString(PyExc_RuntimeError, e.what()); `````` André Anjos committed Dec 11, 2013 685 `````` return 0; `````` André Anjos committed Dec 10, 2013 686 687 `````` } catch (...) { `````` André Anjos committed Jan 21, 2014 688 `````` PyErr_Format(PyExc_RuntimeError, "cannot initialize dual lambda-mu at `%s': unknown exception caught", Py_TYPE(self)->tp_name); `````` André Anjos committed Dec 11, 2013 689 `````` return 0; `````` André Anjos committed Dec 10, 2013 690 691 692 693 694 695 `````` } Py_RETURN_NONE; } `````` André Anjos committed Dec 09, 2013 696 697 ``````static PyMethodDef PyBobMathLpInteriorPoint_methods[] = { { `````` 698 `````` s_reset.name(), `````` André Anjos committed Dec 09, 2013 699 `````` (PyCFunction)PyBobMathLpInteriorPoint_reset, `````` André Anjos committed Dec 10, 2013 700 `````` METH_VARARGS|METH_KEYWORDS, `````` 701 `````` s_reset.doc() `````` André Anjos committed Dec 09, 2013 702 703 `````` }, { `````` 704 `````` s_solve.name(), `````` André Anjos committed Dec 09, 2013 705 `````` (PyCFunction)PyBobMathLpInteriorPoint_solve, `````` André Anjos committed Dec 10, 2013 706 `````` METH_VARARGS|METH_KEYWORDS, `````` 707 `````` s_solve.doc() `````` André Anjos committed Dec 09, 2013 708 709 `````` }, { `````` 710 `````` s_is_feasible.name(), `````` André Anjos committed Dec 09, 2013 711 `````` (PyCFunction)PyBobMathLpInteriorPoint_is_feasible, `````` André Anjos committed Dec 10, 2013 712 `````` METH_VARARGS|METH_KEYWORDS, `````` 713 `````` s_is_feasible.doc() `````` André Anjos committed Dec 09, 2013 714 715 `````` }, { `````` 716 `````` s_is_in_v.name(), `````` André Anjos committed Dec 09, 2013 717 `````` (PyCFunction)PyBobMathLpInteriorPoint_is_in_v, `````` André Anjos committed Dec 10, 2013 718 `````` METH_VARARGS|METH_KEYWORDS, `````` 719 `````` s_is_in_v.doc() `````` André Anjos committed Dec 09, 2013 720 721 `````` }, { `````` 722 `````` s_is_in_v_s.name(), `````` André Anjos committed Dec 09, 2013 723 `````` (PyCFunction)PyBobMathLpInteriorPoint_is_in_v_s, `````` André Anjos committed Dec 10, 2013 724 `````` METH_VARARGS|METH_KEYWORDS, `````` 725 `````` s_is_in_v_s.doc() `````` André Anjos committed Dec 09, 2013 726 `````` }, `````` André Anjos committed Dec 10, 2013 727 `````` { `````` 728 `````` s_initialize_dual_lambda_mu.name(), `````` André Anjos committed Dec 10, 2013 729 `````` (PyCFunction)PyBobMathLpInteriorPoint_initialize_dual_lambda_mu, `````` André Anjos committed Dec 10, 2013 730 `````` METH_VARARGS|METH_KEYWORDS, `````` 731 `````` s_initialize_dual_lambda_mu.doc() `````` André Anjos committed Dec 10, 2013 732 `````` }, `````` André Anjos committed Dec 09, 2013 733 734 735 `````` {0} /* Sentinel */ }; `````` André Anjos committed Dec 10, 2013 736 737 738 739 740 741 742 743 ``````static int PyBobMathLpInteriorPoint_Check(PyObject* o) { return PyObject_IsInstance(o, reinterpret_cast(&PyBobMathLpInteriorPoint_Type)); } static PyObject* PyBobMathLpInteriorPoint_RichCompare (PyBobMathLpInteriorPointObject* self, PyObject* other, int op) { if (!PyBobMathLpInteriorPoint_Check(other)) { PyErr_Format(PyExc_TypeError, "cannot compare `%s' with `%s'", `````` André Anjos committed Jan 21, 2014 744 `````` Py_TYPE(self)->tp_name, other->ob_type->tp_name); `````` André Anjos committed Dec 10, 2013 745 746 `````` return 0; } `````` André Anjos committed Feb 18, 2014 747 `````` `````` André Anjos committed Dec 10, 2013 748 `````` PyBobMathLpInteriorPointObject* other_ = reinterpret_cast(other); `````` André Anjos committed Dec 10, 2013 749 750 751 `````` switch (op) { case Py_EQ: `````` André Anjos committed Dec 10, 2013 752 `````` if (*(self->base) == *(other_->base)) Py_RETURN_TRUE; `````` André Anjos committed Dec 10, 2013 753 754 755 `````` Py_RETURN_FALSE; break; case Py_NE: `````` André Anjos committed Dec 10, 2013 756 `````` if (*(self->base) != *(other_->base)) Py_RETURN_TRUE; `````` André Anjos committed Dec 10, 2013 757 758 759 760 761 762 763 764 765 `````` Py_RETURN_FALSE; break; default: Py_INCREF(Py_NotImplemented); return Py_NotImplemented; } } `````` André Anjos committed Dec 09, 2013 766 ``````PyTypeObject PyBobMathLpInteriorPoint_Type = { `````` André Anjos committed Jan 21, 2014 767 `````` PyVarObject_HEAD_INIT(0, 0) `````` 768 `````` s_lpinteriorpoint.name(), /*tp_name*/ `````` André Anjos committed Dec 10, 2013 769 770 `````` sizeof(PyBobMathLpInteriorPointObject), /*tp_basicsize*/ 0, /*tp_itemsize*/ `````` André Anjos committed Dec 10, 2013 771 `````` 0, /*tp_dealloc*/ `````` André Anjos committed Dec 10, 2013 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 `````` 0, /*tp_print*/ 0, /*tp_getattr*/ 0, /*tp_setattr*/ 0, /*tp_compare*/ 0, /*tp_repr*/ 0, /*tp_as_number*/ 0, /*tp_as_sequence*/ 0, /*tp_as_mapping*/ 0, /*tp_hash */ 0, /*tp_call*/ 0, /*tp_str*/ 0, /*tp_getattro*/ 0, /*tp_setattro*/ 0, /*tp_as_buffer*/ Py_TPFLAGS_DEFAULT | Py_TPFLAGS_BASETYPE, /*tp_flags*/ `````` 787 `````` s_lpinteriorpoint.doc(), /* tp_doc */ `````` André Anjos committed Dec 10, 2013 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 `````` 0, /* tp_traverse */ 0, /* tp_clear */ (richcmpfunc)PyBobMathLpInteriorPoint_RichCompare, /* tp_richcompare */ 0, /* tp_weaklistoffset */ 0, /* tp_iter */ 0, /* tp_iternext */ PyBobMathLpInteriorPoint_methods, /* tp_methods */ 0, /* tp_members */ PyBobMathLpInteriorPoint_getseters, /* tp_getset */ 0, /* tp_base */ 0, /* tp_dict */ 0, /* tp_descr_get */ 0, /* tp_descr_set */ 0, /* tp_dictoffset */ (initproc)PyBobMathLpInteriorPoint_init, /* tp_init */ 0, /* tp_alloc */ `````` André Anjos committed Dec 10, 2013 804 805 806 807 808 809 810 `````` 0, /* tp_new */ }; /**************************************************** * Implementation of LPInteriorPointShortstep class * ****************************************************/ `````` 811 812 813 814 815 816 817 818 819 820 821 822 823 824 825 826 827 828 829 830 831 832 833 ``````const auto s_lpinteriorpointshortstep = xbob::extension::ClassDoc( XBOB_EXT_MODULE_PREFIX ".LPInteriorPointShortstep", "A Linear Program solver based on a short step interior point method.\n" "See :py:class:`LPInteriorPoint` for more details on the base class." ) .add_constructor(xbob::extension::FunctionDoc( "LPInteriorPointShortstep", "Objects of this class can be initialized in two different ways: " "a detailed constructor with the parameters described below or " "a copy constructor that deep-copies the input object and creates a new object (**not** a new reference to the same object)." ) .add_prototype("M, N, theta, epsilon", "") .add_prototype("solver", "") .add_parameter("M", "int", "first dimension of the A matrix") .add_parameter("N", "int", "second dimension of the A matrix") .add_parameter("theta", "float", "The value defining the size of the V2 neighborhood") .add_parameter("epsilon", "float", "The precision to determine whether an equality constraint is fulfilled or not.") .add_parameter("solver", "LPInteriorPointShortstep", "The solver to make a deep copy of") ) .highlight(s_solve) .highlight(s_mu) .highlight(s_lambda) ; `````` André Anjos committed Dec 10, 2013 834 835 836 837 838 839 840 841 842 843 `````` /* Type definition for PyBobMathLpInteriorPointObject */ typedef struct { PyBobMathLpInteriorPointObject parent; /* Type-specific fields go here. */ bob::math::LPInteriorPointShortstep* base; } PyBobMathLpInteriorPointShortstepObject; `````` André Anjos committed Dec 10, 2013 844 845 846 847 848 849 850 851 852 853 854 855 856 857 858 ``````static int PyBobMathLpInteriorPointShortstep_Check(PyObject* o) { return PyObject_IsInstance(o, reinterpret_cast(&PyBobMathLpInteriorPointShortstep_Type)); } static int PyBobMathLpInteriorPointShortstep_init1(PyBobMathLpInteriorPointShortstepObject* self, PyObject* args, PyObject* kwds) { /* Parses input arguments in a single shot */ static const char* const_kwlist[] = {"solver", 0}; static char** kwlist = const_cast(const_kwlist); PyObject* solver = 0; if (!PyArg_ParseTupleAndKeywords(args, kwds, "O", kwlist, &solver)) return -1; if (!PyBobMathLpInteriorPointShortstep_Check(solver)) { `````` 859 `````` PyErr_Format(PyExc_TypeError, "copy-constructor for %s requires an object of the same type, not %s", s_lpinteriorpointshortstep.name(), solver->ob_type->tp_name); `````` André Anjos committed Dec 10, 2013 860 861 862 863 864 865 866 867 868 869 870 871 `````` return -1; } PyBobMathLpInteriorPointShortstepObject* other = reinterpret_cast(solver); try { self->base = new bob::math::LPInteriorPointShortstep(*other->base); } catch (std::exception& ex) { PyErr_SetString(PyExc_RuntimeError, ex.what()); } catch (...) { `````` 872 `````` PyErr_Format(PyExc_RuntimeError, "cannot deep-copy object of type %s: unknown exception caught", s_lpinteriorpointshortstep.name()); `````` André Anjos committed Dec 10, 2013 873 `````` } `````` André Anjos committed Feb 18, 2014 874 `````` `````` André Anjos committed Dec 10, 2013 875 876 877 878 879 880 881 882 883 `````` self->parent.base = self->base; if (PyErr_Occurred()) return -1; return 0; } static int PyBobMathLpInteriorPointShortstep_init4(PyBobMathLpInteriorPointShortstepObject* self, PyObject* args, PyObject* kwds) { `````` André Anjos committed Dec 10, 2013 884 885 886 887 888 889 890 891 892 893 `````` /* Parses input arguments in a single shot */ static const char* const_kwlist[] = {"M", "N", "theta", "epsilon", 0}; static char** kwlist = const_cast(const_kwlist); Py_ssize_t M = 0; Py_ssize_t N = 0; double theta = 0.; double epsilon = 0.; `````` André Anjos committed Feb 18, 2014 894 `````` if (!PyArg_ParseTupleAndKeywords(args, kwds, "nndd", kwlist, `````` André Anjos committed Dec 10, 2013 895 896 `````` &M, &N, &theta, &epsilon)) return -1; `````` André Anjos committed Dec 10, 2013 897 898 899 900 901 `````` try { self->base = new bob::math::LPInteriorPointShortstep(M, N, theta, epsilon); } catch (std::exception& ex) { PyErr_SetString(PyExc_RuntimeError, ex.what()); `````` André Anjos committed Dec 10, 2013 902 903 `````` return -1; } `````` André Anjos committed Dec 10, 2013 904 `````` catch (...) { `````` 905 `````` PyErr_Format(PyExc_RuntimeError, "cannot construct object of type %s: unknown exception caught", s_lpinteriorpointshortstep.name()); `````` André Anjos committed Dec 10, 2013 906 907 `````` return -1; } `````` André Anjos committed Feb 18, 2014 908 `````` `````` André Anjos committed Dec 10, 2013 909 910 911 912 913 914 `````` self->parent.base = self->base; return 0; } `````` André Anjos committed Dec 10, 2013 915 916 ``````static int PyBobMathLpInteriorPointShortstep_init(PyBobMathLpInteriorPointShortstepObject* self, PyObject* args, PyObject* kwds) { `````` André Anjos committed Jan 30, 2014 917 `````` Py_ssize_t nargs = (args?PyTuple_Size(args):0) + (kwds?PyDict_Size(kwds):0); `````` André Anjos committed Dec 10, 2013 918 919 920 921 922 923 924 925 926 927 928 929 930 `````` switch (nargs) { case 1: return PyBobMathLpInteriorPointShortstep_init1(self, args, kwds); break; case 4: return PyBobMathLpInteriorPointShortstep_init4(self, args, kwds); break; default: `````` 931 `````` PyErr_Format(PyExc_RuntimeError, "number of arguments mismatch - %s requires 1 or 4 arguments, but you provided %" PY_FORMAT_SIZE_T "d (see help)", s_lpinteriorpointshortstep.name(), nargs); `````` André Anjos committed Dec 10, 2013 932 933 934 935 936 937 938 `````` } return -1; } `````` André Anjos committed Dec 10, 2013 939 ``````static void PyBobMathLpInteriorPointShortstep_delete (PyBobMathLpInteriorPointShortstepObject* self) { `````` André Anjos committed Feb 18, 2014 940 `````` `````` André Anjos committed Dec 10, 2013 941 942 943 `````` delete self->base; self->parent.base = 0; self->base = 0; `````` André Anjos committed Jan 21, 2014 944 `````` Py_TYPE(&self->parent)->tp_free((PyObject*)self); `````` André Anjos committed Dec 10, 2013 945 946 947 `````` } `````` 948 949 950 951 ``````static auto s_theta = xbob::extension::VariableDoc( "theta", "float", "The value theta used to define a V2 neighborhood" `````` André Anjos committed Dec 10, 2013 952 953 954 955 956 957 958 959 960 961 962 963 964 965 966 967 968 969 970 971 ``````); static PyObject* PyBobMathLpInteriorPointShortstep_getTheta (PyBobMathLpInteriorPointShortstepObject* self, void* /*closure*/) { return Py_BuildValue("d", self->base->getTheta()); } static int PyBobMathLpInteriorPointShortstep_setTheta (PyBobMathLpInteriorPointShortstepObject* self, PyObject* o, void* /*closure*/) { double e = PyFloat_AsDouble(o); if (PyErr_Occurred()) return -1; try { self->base->setTheta(e); } catch (std::exception& ex) { PyErr_SetString(PyExc_RuntimeError, ex.what()); return -1; } catch (...) { `````` 972 `````` PyErr_Format(PyExc_RuntimeError, "cannot reset `theta' of %s: unknown exception caught", s_lpinteriorpointshortstep.name()); `````` André Anjos committed Dec 10, 2013 973 974 975 976 977 978 979 980 981 `````` return -1; } return 0; } static PyGetSetDef PyBobMathLpInteriorPointShortstep_getseters[] = { { `````` 982 `````` s_theta.name(), `````` André Anjos committed Dec 10, 2013 983 984 `````` (getter)PyBobMathLpInteriorPointShortstep_getTheta, (setter)PyBobMathLpInteriorPointShortstep_setTheta, `````` 985 `````` s_theta.doc(), `````` André Anjos committed Dec 10, 2013 986 987 988 989 990 991 `````` 0 }, {0} /* Sentinel */ }; static PyObject* PyBobMathLpInteriorPointShortstep_RichCompare `````` André Anjos committed Dec 10, 2013 992 993 994 995 ``````(PyBobMathLpInteriorPointShortstepObject* self, PyObject* other, int op) { if (!PyBobMathLpInteriorPointShortstep_Check(other)) { PyErr_Format(PyExc_TypeError, "cannot compare `%s' with `%s'", `````` 996 `````` s_lpinteriorpointshortstep.name(), other->ob_type->tp_name); `````` André Anjos committed Dec 10, 2013 997 998 `````` return 0; } `````` André Anjos committed Feb 18, 2014 999 `````` `````` André Anjos committed Dec 10, 2013 1000 `````` PyBobMathLpInteriorPointShortstepObject* other_ = reinterpret_cast(other); `````` André Anjos committed Dec 10, 2013 1001 1002 1003 `````` switch (op) { case Py_EQ: `````` André Anjos committed Dec 10, 2013 1004 `````` if (*(self->base) == *(other_->base)) Py_RETURN_TRUE; `````` André Anjos committed Dec 10, 2013 1005 1006 1007 `````` Py_RETURN_FALSE; break; case Py_NE: `````` André Anjos committed Dec 10, 2013 1008 `````` if (*(self->base) != *(other_->base)) Py_RETURN_TRUE; `````` André Anjos committed Dec 10, 2013 1009 1010 1011 1012 1013 1014 1015 1016 1017 `````` Py_RETURN_FALSE; break; default: Py_INCREF(Py_NotImplemented); return Py_NotImplemented; } } `````` 1018 `````` `````` André Anjos committed Dec 10, 2013 1019 ``````PyTypeObject PyBobMathLpInteriorPointShortstep_Type = { `````` André Anjos committed Jan 21, 2014 1020 `````` PyVarObject_HEAD_INIT(0, 0) `````` 1021 `````` s_lpinteriorpointshortstep.name(), /*tp_name*/ `````` André Anjos committed Dec 10, 2013 1022 1023 1024 1025 1026 1027 1028 1029 1030 1031 1032 1033 1034 1035 1036 1037 1038 1039 `````` sizeof(PyBobMathLpInteriorPointShortstepObject), /*tp_basicsize*/ 0, /*tp_itemsize*/ (destructor)PyBobMathLpInteriorPointShortstep_delete, /*tp_dealloc*/ 0, /*tp_print*/ 0, /*tp_getattr*/ 0, /*tp_setattr*/ 0, /*tp_compare*/ 0, /*tp_repr*/ 0, /*tp_as_number*/ 0, /*tp_as_sequence*/ 0, /*tp_as_mapping*/ 0, /*tp_hash */ 0, /*tp_call*/ 0, /*tp_str*/ 0, /*tp_getattro*/ 0, /*tp_setattro*/ 0, /*tp_as_buffer*/ Py_TPFLAGS_DEFAULT | Py_TPFLAGS_BASETYPE, /*tp_flags*/ `````` 1040 `````` s_lpinteriorpointshortstep.doc(), /* tp_doc */ `````` André Anjos committed Dec 10, 2013 1041 1042 1043 1044 1045 1046 1047 1048 1049 1050 1051 1052 1053 1054 1055 1056 1057 `````` 0, /* tp_traverse */ 0, /* tp_clear */ (richcmpfunc)PyBobMathLpInteriorPointShortstep_RichCompare, /* tp_richcompare */ 0, /* tp_weaklistoffset */ 0, /* tp_iter */ 0, /* tp_iternext */ 0, /* tp_methods */ 0, /* tp_members */ PyBobMathLpInteriorPointShortstep_getseters, /* tp_getset */ 0, /* tp_base */ 0, /* tp_dict */ 0, /* tp_descr_get */ 0, /* tp_descr_set */ 0, /* tp_dictoffset */ (initproc)PyBobMathLpInteriorPointShortstep_init, /* tp_init */ 0, /* tp_alloc */ 0, /* tp_new */ `````` André Anjos committed Dec 09, 2013 1058 1059 ``````}; `````` André Anjos committed Dec 10, 2013 1060 1061 1062 1063 ``````/************************************************************* * Implementation of LPInteriorPointPredictorCorrector class * *************************************************************/ `````` 1064 1065 1066 1067 1068 1069 1070 1071 1072 1073 1074 1075 1076 1077 1078 1079 1080 1081 1082 1083 1084 ``````static auto s_lpinteriorpointpredictorcorrector = xbob::extension::ClassDoc( XBOB_EXT_MODULE_PREFIX ".LPInteriorPointPredictorCorrector", "A Linear Program solver based on a predictor-corrector interior point method.", "See :py:class:`LPInteriorPoint` for more details on the base class." ) .add_constructor(xbob::extension::FunctionDoc( "LPInteriorPointPredictorCorrector", "Objects of this class can be initialized in two different ways: " "a detailed constructor with the parameters described below or " "a copy constructor, that deep-copies the input object and creates a new object (**not** a new reference to the same object)." ) .add_prototype("M, N, theta_pred, theta_corr, epsilon", "") .add_prototype("solver", "") .add_parameter("M", "int", "first dimension of the A matrix") .add_parameter("N", "int", "second dimension of the A matrix") .add_parameter("theta_pred", "float", "the value theta_pred used to define a V2 neighborhood") .add_parameter("theta_corr", "float", "the value theta_corr used to define a V2 neighborhood") .add_parameter("epsilon", "float", "the precision to determine whether an equality constraint is fulfilled or not") .add_parameter("solver", "LPInteriorPointPredictorCorrector", "the solver to make a deep copy of") ) ; `````` André Anjos committed Dec 10, 2013 1085 1086 1087 1088 1089 1090 1091 1092 1093 1094 1095 1096 1097 1098 1099 1100 1101 1102 1103 1104 1105 1106 1107 1108 1109 `````` /* Type definition for PyBobMathLpInteriorPointObject */ typedef struct { PyBobMathLpInteriorPointObject parent; /* Type-specific fields go here. */ bob::math::LPInteriorPointPredictorCorrector* base; } PyBobMathLpInteriorPointPredictorCorrectorObject; static int PyBobMathLpInteriorPointPredictorCorrector_Check(PyObject* o) { return PyObject_IsInstance(o, reinterpret_cast(&PyBobMathLpInteriorPointPredictorCorrector_Type)); } static int PyBobMathLpInteriorPointPredictorCorrector_init1(PyBobMathLpInteriorPointPredictorCorrectorObject* self, PyObject* args, PyObject* kwds) { /* Parses input arguments in a single shot */ static const char* const_kwlist[] = {"solver", 0}; static char** kwlist = const_cast(const_kwlist); PyObject* solver = 0; if (!PyArg_ParseTupleAndKeywords(args, kwds, "O", kwlist, &solver)) return -1; if (!PyBobMathLpInteriorPointPredictorCorrector_Check(solver)) { `````` 1110 `````` PyErr_Format(PyExc_TypeError, "copy-constructor for %s requires an object of the same type, not %s", s_lpinteriorpointpredictorcorrector.name(), solver->ob_type->tp_name); `````` André Anjos committed Dec 10, 2013 1111 1112 1113 1114 1115 1116 1117 1118 1119 1120 1121 1122 `````` return -1; } PyBobMathLpInteriorPointPredictorCorrectorObject* other = reinterpret_cast(solver); try { self->base = new bob::math::LPInteriorPointPredictorCorrector(*other->base); } catch (std::exception& ex) { PyErr_SetString(PyExc_RuntimeError, ex.what()); } catch (...) { `````` 1123 `````` PyErr_Format(PyExc_RuntimeError, "cannot deep-copy object of type %s: unknown exception caught", s_lpinteriorpointpredictorcorrector.name()); `````` André Anjos committed Dec 10, 2013 1124 `````` } `````` André Anjos committed Feb 18, 2014 1125 `````` `````` André Anjos committed Dec 10, 2013 1126 1127 1128 1129 1130 1131 1132 1133 1134 1135 1136 1137 1138 1139 1140 1141 1142 1143 1144 1145 `````` self->parent.base = self->base; if (PyErr_Occurred()) return -1; return 0; } static int PyBobMathLpInteriorPointPredictorCorrector_init5(PyBobMathLpInteriorPointPredictorCorrectorObject* self, PyObject* args, PyObject* kwds) { /* Parses input arguments in a single shot */ static const char* const_kwlist[] = {"M", "N", "theta_pred", "theta_corr", "epsilon", 0}; static char** kwlist = const_cast(const_kwlist); Py_ssize_t M = 0; Py_ssize_t N = 0; double theta_pred = 0.; double theta_corr = 0.; double epsilon = 0.; `````` André Anjos committed Feb 18, 2014 1146 `````` if (!PyArg_ParseTupleAndKeywords(args, kwds, "nnddd", kwlist, `````` André Anjos committed Dec 10, 2013 1147 1148 1149 1150 1151 1152 1153 1154 1155 1156 `````` &M, &N, &theta_pred, &theta_corr, &epsilon)) return -1; try { self->base = new bob::math::LPInteriorPointPredictorCorrector(M, N, theta_pred, theta_corr, epsilon); } catch (std::exception& ex) { PyErr_SetString(PyExc_RuntimeError, ex.what()); return -1; } catch (...) { `````` 1157 `````` PyErr_Format(PyExc_RuntimeError, "cannot construct object of type %s: unknown exception caught", s_lpinteriorpointpredictorcorrector.name()); `````` André Anjos committed Dec 10, 2013 1158 1159 `````` return -1; } `````` André Anjos committed Feb 18, 2014 1160 `````` `````` André Anjos committed Dec 10, 2013 1161 1162 1163 1164 1165 1166 1167 1168 `````` self->parent.base = self->base; return 0; } static int PyBobMathLpInteriorPointPredictorCorrector_init(PyBobMathLpInteriorPointPredictorCorrectorObject* self, PyObject* args, PyObject* kwds) { `````` André Anjos committed Jan 30, 2014 1169 `````` Py_ssize_t nargs = (args?PyTuple_Size(args):0) + (kwds?PyDict_Size(kwds):0); `````` André Anjos committed Dec 10, 2013 1170 1171 1172 1173 1174 1175 1176 1177 1178 1179 1180 1181 1182 `````` switch (nargs) { case 1: return PyBobMathLpInteriorPointPredictorCorrector_init1(self, args, kwds); break; case 5: return PyBobMathLpInteriorPointPredictorCorrector_init5(self, args, kwds); break; default: `````` 1183 `````` PyErr_Format(PyExc_RuntimeError, "number of arguments mismatch - %s requires 1 or 5 arguments, but you provided %" PY_FORMAT_SIZE_T "d (see help)", s_lpinteriorpointpredictorcorrector.name(), nargs); `````` André Anjos committed Dec 10, 2013 1184 1185 1186 1187 1188 1189 1190 1191 `````` } return -1; } static void PyBobMathLpInteriorPointPredictorCorrector_delete (PyBobMathLpInteriorPointPredictorCorrectorObject* self) { `````` André Anjos committed Feb 18, 2014 1192 `````` `````` André Anjos committed Dec 10, 2013 1193 1194 1195 `````` delete self->base; self->parent.base = 0; self->base = 0; `````` André Anjos committed Jan 21, 2014 1196 `````` Py_TYPE(&self->parent)->tp_free((PyObject*)self); `````` André Anjos committed Dec 10, 2013 1197 1198 1199 `````` } `````` 1200 1201 1202 1203 ``````static auto s_theta_pred = xbob::extension::VariableDoc( "theta_pred", "float", "The value theta_pred used to define a V2 neighborhood" `````` André Anjos committed Dec 10, 2013 1204 1205 1206 1207 1208 1209 1210 1211 1212 1213 1214 1215 1216 1217 1218 1219 1220 1221 1222 ``````); static PyObject* PyBobMathLpInteriorPointPredictorCorrector_getThetaPred (PyBobMathLpInteriorPointPredictorCorrectorObject* self, void* /*closure*/) { return Py_BuildValue("d", self->base->getThetaPred()); } static int PyBobMathLpInteriorPointPredictorCorrector_setThetaPred (PyBobMathLpInteriorPointPredictorCorrectorObject* self, PyObject* o, void* /*closure*/) { double e = PyFloat_AsDouble(o); if (PyErr_Occurred()) return -1; try { self->base->setThetaPred(e); } catch (std::exception& ex) { PyErr_SetString(PyExc_RuntimeError, ex.what()); return -1; } catch (...) { `````` 1223 `````` PyErr_Format(PyExc_RuntimeError, "cannot reset `theta_pred' of %s: unknown exception caught", s_lpinteriorpointpredictorcorrector.name()); `````` André Anjos committed Dec 10, 2013 1224 1225 1226 1227 1228 1229 1230 `````` return -1; } return 0; } `````` 1231 1232 1233 1234 ``````static auto s_theta_corr = xbob::extension::VariableDoc( "theta_corr", "float", "The value theta_corr used to define a V2 neighborhood" `````` André Anjos committed Dec 10, 2013 1235 1236 1237 1238 1239 1240 1241 1242 1243 1244 1245 1246 1247 1248 1249 1250 1251 1252 1253 ``````); static PyObject* PyBobMathLpInteriorPointPredictorCorrector_getThetaCorr (PyBobMathLpInteriorPointPredictorCorrectorObject* self, void* /*closure*/) { return Py_BuildValue("d", self->base->getThetaCorr()); } static int PyBobMathLpInteriorPointPredictorCorrector_setThetaCorr (PyBobMathLpInteriorPointPredictorCorrectorObject* self, PyObject* o, void* /*closure*/) { double e = PyFloat_AsDouble(o); if (PyErr_Occurred()) return -1; try { self->base->setThetaCorr(e); } catch (std::exception& ex) { PyErr_SetString(PyExc_RuntimeError, ex.what()); return -1; } catch (...) { `````` 1254 `````` PyErr_Format(PyExc_RuntimeError, "cannot reset `theta_corr' of %s: unknown exception caught", s_lpinteriorpointpredictorcorrector.name()); `````` André Anjos committed Dec 10, 2013 1255 1256 1257 1258 1259 1260 1261 1262 1263 `````` return -1; } return 0; } static PyGetSetDef PyBobMathLpInteriorPointPredictorCorrector_getseters[] = { { `````` 1264 `````` s_theta_pred.name(), `````` André Anjos committed Dec 10, 2013 1265 1266 `````` (getter)PyBobMathLpInteriorPointPredictorCorrector_getThetaPred, (setter)PyBobMathLpInteriorPointPredictorCorrector_setThetaPred, `````` 1267 `````` s_theta_pred.doc(), `````` André Anjos committed Dec 10, 2013 1268 1269 1270 `````` 0 }, { `````` 1271 `````` s_theta_corr.name(), `````` André Anjos committed Dec 10, 2013 1272 1273 `````` (getter)PyBobMathLpInteriorPointPredictorCorrector_getThetaCorr, (setter)PyBobMathLpInteriorPointPredictorCorrector_setThetaCorr, `````` 1274 `````` s_theta_corr.doc(), `````` André Anjos committed Dec 10, 2013 1275 1276 1277 1278 1279 1280 1281 1282 1283 1284 `````` 0 }, {0} /* Sentinel */ }; static PyObject* PyBobMathLpInteriorPointPredictorCorrector_RichCompare (PyBobMathLpInteriorPointPredictorCorrectorObject* self, PyObject* other, int op) { if (!PyBobMathLpInteriorPointPredictorCorrector_Check(other)) { PyErr_Format(PyExc_TypeError, "cannot compare `%s' with `%s'", `````` 1285 `````` s_lpinteriorpointpredictorcorrector.name(), other->ob_type->tp_name); `````` André Anjos committed Dec 10, 2013 1286 1287 `````` return 0; } `````` André Anjos committed Feb 18, 2014 1288 `````` `````` André Anjos committed Dec 10, 2013 1289 1290 1291 1292 1293 1294 1295 1296 1297 1298 1299 1300 1301 1302 1303 1304 1305 1306 1307 `````` PyBobMathLpInteriorPointPredictorCorrectorObject* other_ = reinterpret_cast(other); switch (op) { case Py_EQ: if (*(self->base) == *(other_->base)) Py_RETURN_TRUE; Py_RETURN_FALSE; break; case Py_NE: if (*(self->base) != *(other_->base)) Py_RETURN_TRUE; Py_RETURN_FALSE; break; default: Py_INCREF(Py_NotImplemented); return Py_NotImplemented; } } PyTypeObject PyBobMathLpInteriorPointPredictorCorrector_Type = { `````` André Anjos committed Jan 21, 2014 1308 `````` PyVarObject_HEAD_INIT(0, 0) `````` 1309 `````` s_lpinteriorpointpredictorcorrector.name(), /*tp_name*/ `````` André Anjos committed Dec 10, 2013 1310 1311 1312 1313 1314 1315 1316 1317 1318 1319 1320 1321 1322 1323 1324 1325 1326 1327 `````` sizeof(PyBobMathLpInteriorPointPredictorCorrectorObject), /*tp_basicsize*/ 0, /*tp_itemsize*/ (destructor)PyBobMathLpInteriorPointPredictorCorrector_delete, /*tp_dealloc*/ 0, /*tp_print*/ 0, /*tp_getattr*/ 0, /*tp_setattr*/ 0, /*tp_compare*/ 0, /*tp_repr*/ 0, /*tp_as_number*/ 0, /*tp_as_sequence*/ 0, /*tp_as_mapping*/ 0, /*tp_hash */ 0, /*tp_call*/ 0, /*tp_str*/ 0, /*tp_getattro*/ 0, /*tp_setattro*/ 0, /*tp_as_buffer*/ Py_TPFLAGS_DEFAULT | Py_TPFLAGS_BASETYPE, /*tp_flags*/ `````` 1328 `````` s_lpinteriorpointpredictorcorrector.doc(), /* tp_doc */ `````` André Anjos committed Dec 10, 2013 1329 1330 1331 1332 1333 1334 1335 1336 1337 1338 1339 1340 1341 1342 1343 1344 1345 1346 1347 1348 1349 1350 1351 `````` 0, /* tp_traverse */ 0, /* tp_clear */ (richcmpfunc)PyBobMathLpInteriorPointPredictorCorrector_RichCompare, /* tp_richcompare */ 0, /* tp_weaklistoffset */ 0, /* tp_iter */ 0, /* tp_iternext */ 0, /* tp_methods */ 0, /* tp_members */ PyBobMathLpInteriorPointPredictorCorrector_getseters, /* tp_getset */ 0, /* tp_base */ 0, /* tp_dict */ 0, /* tp_descr_get */ 0, /* tp_descr_set */ 0, /* tp_dictoffset */ (initproc)PyBobMathLpInteriorPointPredictorCorrector_init, /* tp_init */ 0, /* tp_alloc */ 0, /* tp_new */ }; /**************************************************** * Implementation of LPInteriorPointLongstep class * ****************************************************/ `````` 1352 1353 1354 1355 1356 1357 1358 1359 1360 1361 1362 1363 1364 1365 1366 1367 1368 1369 1370 1371 1372 ``````static auto s_lpinteriorpointlongstep = xbob::extension::ClassDoc( XBOB_EXT_MODULE_PREFIX ".LPInteriorPointLongstep", "A Linear Program solver based on a long step interior point method.", "See :py:class:`LPInteriorPoint` for more details on the base class." ) .add_constructor(xbob::extension::FunctionDoc( "LPInteriorPointLongstep", "Objects of this class can be initialized in two different ways: " "a detailed constructor with the parameters described below or " "a copy constructor, that deep-copies the input object and creates a new object (**not** a new reference to the same object)" ) .add_prototype("M, N, gamma, sigma, epsilon", "") .add_prototype("solver", "") .add_parameter("M", "int", "first dimension of the A matrix") .add_parameter("N", "int", "second dimension of the A matrix") .add_parameter("gamma", "float", "the value gamma used to define a V-inf neighborhood") .add_parameter("sigma", "float", "the value sigma used to define a V-inf neighborhood") .add_parameter("epsilon", "float", "the precision to determine whether an equality constraint is fulfilled or not") .add_parameter("solver", "LPInteriorPointLongstep", "the solver to make a deep copy of") ) ; `````` André Anjos committed Dec 10, 2013 1373 1374 1375 1376 1377 1378 1379 1380 1381 1382 1383 1384 1385 1386 1387 1388 1389 1390 1391 1392 1393 1394 1395 1396 `````` typedef struct { PyBobMathLpInteriorPointObject parent; /* Type-specific fields go here. */ bob::math::LPInteriorPointLongstep* base; } PyBobMathLpInteriorPointLongstepObject; static int PyBobMathLpInteriorPointLongstep_Check(PyObject* o) { return PyObject_IsInstance(o, reinterpret_cast(&PyBobMathLpInteriorPointLongstep_Type)); } static int PyBobMathLpInteriorPointLongstep_init1(PyBobMathLpInteriorPointLongstepObject* self, PyObject* args, PyObject* kwds) { /* Parses input arguments in a single shot */ static const char* const_kwlist[] = {"solver", 0}; static char** kwlist = const_cast(const_kwlist); PyObject* solver = 0; if (!PyArg_ParseTupleAndKeywords(args, kwds, "O", kwlist, &solver)) return -1; if (!PyBobMathLpInteriorPointLongstep_Check(solver)) { `````` 1397 `````` PyErr_Format(PyExc_TypeError, "copy-constructor for %s requires an object of the same type, not %s", s_lpinteriorpointlongstep.name(), solver->ob_type->tp_name); `````` André Anjos committed Dec 10, 2013 1398 1399 1400 1401 1402 1403 1404 1405 1406 1407 1408 1409 `````` return -1; } PyBobMathLpInteriorPointLongstepObject* other = reinterpret_cast(solver); try { self->base = new bob::math::LPInteriorPointLongstep(*other->base); } catch (std::exception& ex) { PyErr_SetString(PyExc_RuntimeError, ex.what()); } catch (...) { `````` 1410 `````` PyErr_Format(PyExc_RuntimeError, "cannot deep-copy object of type %s: unknown exception caught", s_lpinteriorpointlongstep.name()); `````` André Anjos committed Dec 10, 2013 1411 `````` } `````` André Anjos committed Feb 18, 2014 1412 `````` `````` André Anjos committed Dec 10, 2013 1413 1414 1415 1416 1417 1418 1419 1420 1421 1422 1423 1424 1425 1426 1427 1428 1429 1430 1431 1432 `````` self->parent.base = self->base; if (PyErr_Occurred()) return -1; return 0; } static int PyBobMathLpInteriorPointLongstep_init5(PyBobMathLpInteriorPointLongstepObject* self, PyObject* args, PyObject* kwds) { /* Parses input arguments in a single shot */ static const char* const_kwlist[] = {"M", "N", "gamma", "sigma", "epsilon", 0}; static char** kwlist = const_cast(const_kwlist); Py_ssize_t M = 0; Py_ssize_t N = 0; double gamma = 0.; double sigma = 0.; double epsilon = 0.; `````` André Anjos committed Feb 18, 2014 1433 `````` if (!PyArg_ParseTupleAndKeywords(args, kwds, "nnddd", kwlist, `````` André Anjos committed Dec 10, 2013 1434 1435 1436 1437 1438 1439 1440 1441 1442 1443 `````` &M, &N, &gamma, &sigma, &epsilon)) return -1; try { self->base = new bob::math::LPInteriorPointLongstep(M, N, gamma, sigma, epsilon); } catch (std::exception& ex) { PyErr_SetString(PyExc_RuntimeError, ex.what()); return -1; } catch (...) { `````` 1444 `````` PyErr_Format(PyExc_RuntimeError, "cannot construct object of type %s: unknown exception caught", s_lpinteriorpointlongstep.name()); `````` André Anjos committed Dec 10, 2013 1445 `````` return -1; `````` André Anjos committed Feb 18, 2014 1446 `````` } `````` André Anjos committed Dec 10, 2013 1447 1448 1449 1450 1451 1452 1453 1454 `````` self->parent.base = self->base; return 0; } static int PyBobMathLpInteriorPointLongstep_init(PyBobMathLpInteriorPointLongstepObject* self, PyObject* args, PyObject* kwds) { `````` André Anjos committed Jan 30, 2014 1455 `````` Py_ssize_t nargs = (args?PyTuple_Size(args):0) + (kwds?PyDict_Size(kwds):0); `````` André Anjos committed Dec 10, 2013 1456 1457 1458 1459 1460 1461 1462 1463 1464 1465 1466 1467 1468 `````` switch (nargs) { case 1: return PyBobMathLpInteriorPointLongstep_init1(self, args, kwds); break; case 5: return PyBobMathLpInteriorPointLongstep_init5(self, args, kwds); break; default: `````` 1469 `````` PyErr_Format(PyExc_RuntimeError, "number of arguments mismatch - %s requires 1 or 5 arguments, but you provided %" PY_FORMAT_SIZE_T "d (see help)", s_lpinteriorpointlongstep.name(), nargs); `````` André Anjos committed Dec 10, 2013 1470 1471 1472 1473 1474 1475 1476 1477 `````` } return -1; } static void PyBobMathLpInteriorPointLongstep_delete (PyBobMathLpInteriorPointLongstepObject* self) { `````` André Anjos committed Feb 18, 2014 1478 `````` `````` André Anjos committed Dec 10, 2013 1479 1480 1481 `````` delete self->base; self->parent.base = 0; self->base = 0; `````` André Anjos committed Jan 21, 2014 1482 `````` Py_TYPE(&self->parent)->tp_free((PyObject*)self); `````` André Anjos committed Dec 10, 2013 1483 1484 1485 `````` } `````` 1486 1487