loqo2.c

优化算法loqo的算法源代码。Purpose: solves quadratic programming problem for pattern recognition for support vec

/*********************************************************************/
/***    Copyright (c) Robert J. Vanderbei, 1994                    ***/
/***    All Rights Reserved                                        ***/
/*********************************************************************/

#include <string.h>

#include "Quad/Quad.h"

#ifdef __cplusplus
extern "C" {
#endif

#include "loqo.h"

int my_st_rule(void *vlp);
void my_init(void *vlp);

main(
	int	argc, 
	char	*argv[]
)
{
	char	fname[80];	/* solution file name */
	LOQO	*lp;

	fflush(stdout);

	lp = openlp();
	if (lp == NULL)	{
		my_exit(11,"cannot open another LP problem");
	}

	argc--;	argv++;	  /* strip ``loqo'' off	from the command line */

	readlp(argc,argv,lp);

	/***************************************************************
	*  Set the stopping rule and initialization rule functions
	*  to point to the ones	defined	here.
	***************************************************************/

	lp->stopping_rule = my_st_rule;
	lp->init_vars =	my_init;

	/***************************************************************
	*  Now solve the lp.
	***************************************************************/

	solvelp( lp );

	inv_clo();

	strcpy(fname, lp->name);
	strcat(fname, ".out");
	writesol(lp,fname);

	closelp(lp);

	return(0);
}

int my_st_rule(void *vlp)
{
	LOQO *lp = vlp;
	int optflg = -1;      /* anything >= 1 means not optimal 
				 0 means optimal,
				 -1 means not done yet */
	static double old_primal_obj = 1.0e+30;

	/***************************************************************
	*  Here	is an incredibly stupid	stopping rule but it generally
	*  works okay.	optflg = 0 means that an optimal solution has
	*  been	found.
	***************************************************************/

	if ( ABS(lp->primal_obj	- old_primal_obj) < 1.0e-5 ) 
		optflg = 0; /* OPTIMAL SOLUTION	FOUND */

	/***************************************************************
	*  Save	current	primal objective value for next	time around.
	***************************************************************/

	old_primal_obj = lp->primal_obj;

	return optflg;
}

void my_init(void *vlp)
{
	LOQO *lp = vlp;
	int j;

	/**************************************************************
	*  Since the default init initializes many things, it is best
	*  to call it first and	then change what you want.  This way
	*  nothing will	be forgotten.
	**************************************************************/

	deflt_init(lp);

	/**************************************************************
	*  If you want to set all the primal variables to one, use 
	*  something like this.
	**************************************************************/

	for (j=0; j<lp->n; j++){
	    lp->x[j] = 1.0;
	}
}

#ifdef __cplusplus
}
#endif