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  • [MOSEK] Stupid things when using mosek

    1.2016-8-14

    我希望把一个qp问题的代码从conic constraints改为无外加约束,仅适用variable bounds的线性不等式约束

    于是原来的约束代码为

    if (r == MSK_RES_OK)
    {
        if (_debug) { MYOUT << "Q: " << std::endl; }
        for (int i = 0; i < numvar/6; i++)
        {
            // the structure have (numvar/6) nodes
            MSKint32t qsubi[] = { 6 * i, 6 * i + 1, 6 * i + 2 };
            MSKint32t qsubj[] = { 6 * i, 6 * i + 1, 6 * i + 2 };
            double      qval[] = { 2 * x_w[i], 2 * x_w[i], 2 * x_w[i]};
            //double      qval[] = { 2, 2, 2};

            // Replaces all the quadratic entries in one constraint k
            // In our program, this specifies the deformation constrains:
            // d_{i}_t.norm < tol
            r = MSK_putqconk(task, i, 3, qsubi, qsubj, qval);
        }
    }

    for (j = 0; j<numvar && r == MSK_RES_OK; ++j)
    {
        /* Set the bounds on variable j.
        blx[j] <= x_j <= bux[j] */
        if (r == MSK_RES_OK)
        {

            r = MSK_putvarbound(task,
                j,           /* Index of variable.*/
                MSK_BK_FR,      /* Bound key.*/
                -MYINF,      /* Numerical value of lower bound.*/
                MYINF);     /* Numerical value of upper bound.*/
        }
    }

    /* Set the bounds on constraints.
    for i=1, ...,NUMCON : blc[i] <= constraint i <= buc[i] */
    for (i = 0; i<numcon && r == MSK_RES_OK; ++i)
    {
            r = MSK_putconbound(task,
                i,                            /* Index of constraint.*/
                MSK_BK_UP,    /* Bound key.*/
                -MYINF,            /* Numerical value of lower bound.*/
                pow(d_tol,2));            /* Numerical value of upper bound.*/
    }

    请注意上面的

            r = MSK_putvarbound(task,
                j,           /* Index of variable.*/
                MSK_BK_FR,      /* Bound key.*/
                -MYINF,      /* Numerical value of lower bound.*/
                MYINF);     /* Numerical value of upper bound.*/

    虽然看起来无用,因为他是声明变量是free的,即无界变量,不要小看他哦!

    okay我开始改代码,把上面的conic的约束换成简单的变量不等式约束:

    /* variable bounds */
    for (j = 0; j < numvar/6 && r == MSK_RES_OK; ++j)
    {
        r = MSK_putvarbound(task,
            j * 6,           /* Index of variable.*/
            MSK_BK_RA,      /* Bound key.*/
            -temp_bound,      /* Numerical value of lower bound.*/
            temp_bound);     /* Numerical value of upper bound.*/

        r = MSK_putvarbound(task,
            j * 6 + 1,           /* Index of variable.*/
            MSK_BK_RA,      /* Bound key.*/
            -temp_bound,      /* Numerical value of lower bound.*/
            temp_bound);     /* Numerical value of upper bound.*/
       
        r = MSK_putvarbound(task,
            j * 6 + 2,           /* Index of variable.*/
            MSK_BK_RA,      /* Bound key.*/
            -temp_bound,      /* Numerical value of lower bound.*/
            temp_bound);     /* Numerical value of upper bound.*/

    }
    看起来很对对不?

    但是程序崩了。

    原因在于我们需要对每个变量都设置范围,

    否则

    /* Append 'NUMVAR' variables.
    The variables will initially be b_fixed at zero (x=0). */
    if (r == MSK_RES_OK)
        r = MSK_appendvars(task, numvar);

    所以,正确的代码应该为:

    /* variable bounds */
    for (j = 0; j < numvar/6 && r == MSK_RES_OK; ++j)
    {
        r = MSK_putvarbound(task,
            j * 6,           /* Index of variable.*/
            MSK_BK_RA,      /* Bound key.*/
            -temp_bound,      /* Numerical value of lower bound.*/
            temp_bound);     /* Numerical value of upper bound.*/

        r = MSK_putvarbound(task,
            j * 6 + 1,           /* Index of variable.*/
            MSK_BK_RA,      /* Bound key.*/
            -temp_bound,      /* Numerical value of lower bound.*/
            temp_bound);     /* Numerical value of upper bound.*/
       
        r = MSK_putvarbound(task,
            j * 6 + 2,           /* Index of variable.*/
            MSK_BK_RA,      /* Bound key.*/
            -temp_bound,      /* Numerical value of lower bound.*/
            temp_bound);     /* Numerical value of upper bound.*/

        r = MSK_putvarbound(task,
            j * 6 + 3,           /* Index of variable.*/
            MSK_BK_FR,      /* Bound key.*/
            -MYINF,      /* Numerical value of lower bound.*/
            MYINF);     /* Numerical value of upper bound.*/

        r = MSK_putvarbound(task,
            j * 6 + 4,           /* Index of variable.*/
            MSK_BK_FR,      /* Bound key.*/
            -MYINF,      /* Numerical value of lower bound.*/
            MYINF);     /* Numerical value of upper bound.*/

        r = MSK_putvarbound(task,
            j * 6 + 5,           /* Index of variable.*/
            MSK_BK_FR,      /* Bound key.*/
            -MYINF,      /* Numerical value of lower bound.*/
            MYINF);     /* Numerical value of upper bound.*/
    }

    #The end of 1.

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  • 原文地址:https://www.cnblogs.com/duckie/p/5771425.html
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