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//!
//! Copyright : Copyright (c) MOSEK ApS, Denmark. All rights reserved.
//!
//! File : sdo1.rs
//!
//! Purpose: Solves the following small semidefinite optimization problem
//! using the MOSEK API.
//!
//! minimize Tr [2, 1, 0; 1, 2, 1; 0, 1, 2]*X + x0
//!
//! subject to Tr [1, 0, 0; 0, 1, 0; 0, 0, 1]*X + x0 = 1
//! Tr [1, 1, 1; 1, 1, 1; 1, 1, 1]*X + x1 + x2 = 0.5
//! (x0,x1,x2) \in Q, X \in PSD
//!
extern crate mosek;
use mosek::{Task,Streamtype,Solsta,Soltype};
const INF : f64 = 0.0;
const NUMCON : usize = 2; /* Number of constraints. */
const NUMVAR : usize = 3; /* Number of conic quadratic variables */
fn main() -> Result<(),String>
{
let dimbarvar = vec![3]; /* Dimension of semidefinite cone */
let bkc = &[ mosek::Boundkey::FX, mosek::Boundkey::FX ];
let blc = &[ 1.0, 0.5 ];
let buc = &[ 1.0, 0.5 ];
let barc_i = &[0, 1, 1, 2, 2];
let barc_j = &[0, 0, 1, 1, 2];
let barc_v = &[2.0, 1.0, 2.0, 1.0, 2.0];
let aptrb = &[0, 1];
let aptre = &[1, 3];
let asub = &[0, 1, 2]; /* column subscripts of A */
let aval = &[1.0, 1.0, 1.0];
let bara_i = &[0, 1, 2, 0, 1, 2, 1, 2, 2];
let bara_j = &[0, 1, 2, 0, 0, 0, 1, 1, 2];
let bara_v = &[1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0];
let falpha = 1.0;
/* Create the optimization task. */
let mut task = match Task::new() {
Some(e) => e,
None => return Err("Failed to create task".to_string()),
}.with_callbacks();
task.put_stream_callback(Streamtype::LOG, |msg| print!("{}",msg))?;
/* Append 'NUMCON' empty constraints.
* The constraints will initially have no bounds. */
task.append_cons(NUMCON as i32)?;
/* Append 'NUMVAR' variables.
* The variables will initially be fixed at zero (x=0). */
task.append_vars(NUMVAR as i32)?;
/* Append 'NUMBARVAR' semidefinite variables. */
task.append_barvars(&dimbarvar[..])?;
/* Optionally add a constant term to the objective. */
task.put_cfix(0.0)?;
/* Set the linear term c_j in the objective.*/
task.put_c_j(0,1.0)?;
for j in 0..NUMVAR {
task.put_var_bound(j as i32,
mosek::Boundkey::FR,
-INF,
INF)?;
}
/* Set the linear term barc_j in the objective.*/
let c_symmat_idx = task.append_sparse_sym_mat(dimbarvar[0],
barc_i,
barc_j,
barc_v)?;
task.put_barc_j(0, &[c_symmat_idx], &[falpha])?;
for i in 0..NUMCON
{
/* Input A row by row */
task.put_a_row(i as i32,
& asub[aptrb[i]..aptre[i]],
& aval[aptrb[i]..aptre[i]])?;
/* Set the bounds on constraints.
* for i=1, ...,NUMCON : blc[i] <= constraint i <= buc[i] */
task.put_con_bound(i as i32, /* Index of constraint.*/
bkc[i], /* Bound key.*/
blc[i], /* Numerical value of lower bound.*/
buc[i])?; /* Numerical value of upper bound.*/
}
{
/* Append the conic quadratic cone */
let afei = task.get_num_afe()?;
task.append_afes(3)?;
task.put_afe_f_entry_list(&[0,1,2],
&[0,1,2],
&[1.0,1.0,1.0])?;
let dom = task.append_quadratic_cone_domain(3)?;
task.append_acc_seq(dom,afei,&[0.0,0.0,0.0])?;
}
/* Add the first row of barA */
let a_symmat_idx1 =
task.append_sparse_sym_mat(dimbarvar[0],
& bara_i[..3],
& bara_j[..3],
& bara_v[..3])?;
task.put_bara_ij(0, 0, &[a_symmat_idx1][..], &[falpha][..])?;
/* Add the second row of barA */
let a_symmat_idx2 =
task.append_sparse_sym_mat(dimbarvar[0],
& bara_i[3..9],
& bara_j[3..9],
& bara_v[3..9])?;
task.put_bara_ij(1, 0, &[a_symmat_idx2][..], &[falpha][..])?;
let _trmcode = task.optimize()?;
task.write_data("sdo1.ptf")?;
/* Print a summary containing information
* about the solution for debugging purposes*/
task.solution_summary (Streamtype::MSG)?;
let solsta = task.get_sol_sta(Soltype::ITR)?;
match solsta
{
Solsta::OPTIMAL =>
{
let mut xx = vec![0.0,0.0,0.0];
task.get_xx(Soltype::ITR, /* Request the basic solution. */
& mut xx[..])?;
let mut barx = vec![0.0,0.0,0.0,0.0,0.0,0.0];
task.get_barx_j(Soltype::ITR, /* Request the interior solution. */
0,
& mut barx[..])?;
println!("Optimal primal solution");
for j in 0..NUMVAR as usize
{
println!("x[{}]: {}",j,xx[j]);
}
let n = dimbarvar[0] as usize;
for j in 0..n
{
for i in j..n
{
println!("barx[{},{}]: {}",i,j,barx[j*n+i-j*(j+1)/2]);
}
}
}
Solsta::DUAL_INFEAS_CER |
Solsta::PRIM_INFEAS_CER =>
{
println!("Primal or dual infeasibility certificate found.");
}
Solsta::UNKNOWN =>
{
/* If the solutions status is unknown, print the termination code
* indicating why the optimizer terminated prematurely. */
println!("The solution status is unknown.");
println!("The optimizer terminitated with code: {}",solsta);
}
_ =>
{
println!("Other solution status.");
}
}
Ok(())
} /* main */
#[cfg(test)]
mod tests {
#[test]
fn test() {
super::main().unwrap();
}
}