opt.h

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/* -*- mode: C; c-basic-offset: 4 -*- */
/* ex: set shiftwidth=4 tabstop=4 expandtab: */
/*
 * Copyright (c) 2016, Rice University
 * All rights reserved.
 *
 * Author(s): Neil T. Dantam <ntd@gatech.edu>
 *
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 *
 *
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 *   without modification, are permitted provided that the following
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#ifndef AMINO_OPT_H
#define AMINO_OPT_H
 
enum aa_opt_rel_type {
    AA_OPT_REL_EQ,  
    AA_OPT_REL_LEQ, 
    AA_OPT_REL_GEQ, 
};
 
 
 
enum aa_opt_lp_solver {
    AA_OPT_LP_SOLVER_DEFAULT,  
    AA_OPT_LP_SOLVER_LPSOLVE,  
    AA_OPT_LP_SOLVER_GLPK,     
    AA_OPT_LP_SOLVER_CLP,      
};
 
 
enum aa_opt_direction {
    AA_OPT_MAXIMIZE, 
    AA_OPT_MINIMIZE, 
};
 
enum aa_opt_type {
    AA_OPT_CONTINUOUS, 
    AA_OPT_BINARY,     
    AA_OPT_INTEGER     
};
 
struct aa_opt_cx;
 
AA_API int
aa_opt_solve( struct aa_opt_cx *cx, size_t n, double *x );
 
 
AA_API int
aa_opt_destroy( struct aa_opt_cx *cx );
 
AA_API int
aa_opt_set_direction( struct aa_opt_cx *cx, enum aa_opt_direction );
 
AA_API int
aa_opt_set_obj( struct aa_opt_cx *cx, size_t n, const double * c);
 
AA_API int
aa_opt_set_bnd( struct aa_opt_cx *cx, size_t n,
                const double * x_min, const double *x_max);
 
 
AA_API int
aa_opt_set_cstr_gm( struct aa_opt_cx *cx,
                    size_t m, size_t n,
                    const double *A, size_t lda,
                    const double *b_min, const double *b_max );
 
AA_API int
aa_opt_set_quad_obj_crs( struct aa_opt_cx *cx, size_t n,
                         const double *Q_values, int *Q_cols, int *Q_row_ptr );
 
AA_API int
aa_opt_set_type( struct aa_opt_cx *cx, size_t i, enum aa_opt_type type );
 
typedef struct aa_opt_cx*
aa_opt_gmcreate_fun (
    size_t m, size_t n,
    const double *A, size_t ldA,
    const double *b_lower, const double *b_upper,
    const double *c,
    const double *x_lower, const double *x_upper
    );
 
 
 
AA_API struct aa_opt_cx* aa_opt_gmcreate (
    enum aa_opt_lp_solver solver,
    size_t m, size_t n,
    const double *A, size_t ldA,
    const double *b_lower, const double *b_upper,
    const double *c,
    const double *x_lower, const double *x_upper
    );
 
 
/*******************************/
/*******************************/
 
AA_API struct aa_opt_cx* aa_opt_lpsolve_gmcreate (
    size_t m, size_t n,
    const double *A, size_t ldA,
    const double *b_lower, const double *b_upper,
    const double *c,
    const double *x_lower, const double *x_upper
    );
 
 
AA_API struct aa_opt_cx* aa_opt_clp_gmcreate (
    size_t m, size_t n,
    const double *A, size_t ldA,
    const double *b_lower, const double *b_upper,
    const double *c,
    const double *x_lower, const double *x_upper
    );
 
AA_API struct aa_opt_cx* aa_opt_glpk_gmcreate (
    size_t m, size_t n,
    const double *A, size_t ldA,
    const double *b_lower, const double *b_upper,
    const double *c,
    const double *x_lower, const double *x_upper
    );
 
AA_API struct aa_opt_cx* aa_opt_lpsolve_crscreate (
    size_t m, size_t n,
    const double *A_values, int *A_cols, int *A_row_ptr,
    const double *b_lower, const double *b_upper,
    const double *c,
    const double *x_lower, const double *x_upper );
 
 
AA_API struct aa_opt_cx* aa_opt_clp_crscreate (
    size_t m, size_t n,
    const double *A_values, int *A_cols, int *A_row_ptr,
    const double *b_lower, const double *b_upper,
    const double *c,
    const double *x_lower, const double *x_upper );
 
 
AA_API struct aa_opt_cx* aa_opt_glpk_crscreate (
    size_t m, size_t n,
    const double *A_values, int *A_cols, int *A_row_ptr,
    const double *b_lower, const double *b_upper,
    const double *c,
    const double *x_lower, const double *x_upper );
 
#endif //AMINO_OPT_H