Program Listing for File qp_param.h

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/* #############################################
 *             This file is part of
 *                    ZERO
 *
 *             Copyright (c) 2020
 *     Released under the Creative Commons
 *         CC BY-NC-SA 4.0 License
 *
 *              Find out more at
 *        https://github.com/ds4dm/ZERO
 * #############################################*/


#pragma once
#include "zero.h"
#include <armadillo>
#include <gurobi_c++.h>
#include <iostream>
#include <memory>
#include <set>
#include <string>



namespace MathOpt {
  std::ostream &operator<<(std::ostream &os, const QP_Param &Q);
  class QP_Param : public MP_Param {
  private:
     GRBModel Model;
     bool     MadeyQy;

     void makeyQy();

  public: // Constructors
     explicit QP_Param(GRBEnv *env = nullptr)
          : MP_Param(env), MadeyQy{false},
             Model{(*env)} {};

     QP_Param(const arma::sp_mat& Q_in,
                 const arma::sp_mat& C_in,
                 const arma::sp_mat& A_in,
                 const arma::sp_mat& B_in,
                 const arma::vec&    c_in,
                 const arma::vec&    b_in,
                 const arma::vec&    d_in,
                 GRBEnv *     env = nullptr);
     ;

     QP_Param(const QP_Param &Qu) : MP_Param(Qu), Model{Qu.Model}, MadeyQy{Qu.MadeyQy} {
        this->size();
     }

     QP_Param &set(const arma::sp_mat &Q_in,
                        const arma::sp_mat &C_in,
                        const arma::sp_mat &A_in,
                        const arma::sp_mat &B_in,
                        const arma::vec &   c_in,
                        const arma::vec &   b_in,
                        const arma::vec &   d_in) final; // Copy data into this
     QP_Param &set(arma::sp_mat &&Q_in,
                        arma::sp_mat &&C_in,
                        arma::sp_mat &&A_in,
                        arma::sp_mat &&B_in,
                        arma::vec &&   c_in,
                        arma::vec &&   b_in,
                        arma::vec &&   d_in) final; // Move data into this
     QP_Param &set(const QP_Objective &obj, const QP_Constraints &cons) final;

     QP_Param &set(QP_Objective &&obj, QP_Constraints &&cons) final;

     bool operator==(const QP_Param &Q2) const;

     // Other methods
     unsigned int KKT(arma::sp_mat &M, arma::sp_mat &N, arma::vec &q) const override;

     std::unique_ptr<GRBModel> solveFixed(arma::vec x, bool solve) override;

     void save(const std::string &filename, bool append) const override;

     long int load(const std::string &filename, long int pos = 0) override;
  };
} // namespace MathOpt