Crate totsu_f64lapack

Totsu (凸 in Japanese) means convex.

This crate for Rust provides BLAS/LAPACK linear algebra operations for totsu/totsu_core.

General usage

• Refer to totsu/totsu_core first. This crate is designed to be used with them as an totsu_core::solver::LinAlg/totsu_core::LinAlgEx implementation.
• totsu_core::FloatGeneric<f64> can be replaced with F64LAPACK.
• You need a BLAS/LAPACK source to link because this crate uses cblas-sys and lapacke-sys.

Examples

A simple QP problem: \[ \begin{array}{ll} {\rm minimize} & {(x_0 - (-1))^2 + (x_1 - (-2))^2 \over 2} \\ {\rm subject \ to} & 1 - {x_0 \over 2} - {x_1 \over 3} <= 0 \end{array} \]

You will notice that a perpendicular drawn from \((-1, -2)\) to the line \(1 - {x_0 \over 2} - {x_1 \over 3} = 0\) intersects at point \((2, 0)\) which is the optimal solution of the problem.

use float_eq::assert_float_eq;
use totsu::prelude::*;
use totsu::*;

use totsu_f64lapack::F64LAPACK;
use intel_mkl_src as _; // Use any BLAS/LAPACK source crate.

//env_logger::init(); // Use any logger crate as `totsu` uses `log` crate.

type La = F64LAPACK;
type AMatBuild = MatBuild<La>;
type AProbQP = ProbQP<La>;
type ASolver = Solver<La>;

let n = 2; // x0, x1
let m = 1;
let p = 0;

// (1/2)(x - a)^2 + const
let mut sym_p = AMatBuild::new(MatType::SymPack(n));
sym_p[(0, 0)] = 1.;
sym_p[(1, 1)] = 1.;

let mut vec_q = AMatBuild::new(MatType::General(n, 1));
vec_q[(0, 0)] = -(-1.); // -a0
vec_q[(1, 0)] = -(-2.); // -a1

// 1 - x0/b0 - x1/b1 <= 0
let mut mat_g = AMatBuild::new(MatType::General(m, n));
mat_g[(0, 0)] = -1. / 2.; // -1/b0
mat_g[(0, 1)] = -1. / 3.; // -1/b1

let mut vec_h = AMatBuild::new(MatType::General(m, 1));
vec_h[(0, 0)] = -1.;

let mat_a = AMatBuild::new(MatType::General(p, n));

let vec_b = AMatBuild::new(MatType::General(p, 1));

let s = ASolver::new().par(|p| {
   p.max_iter = Some(100_000);
});
let mut qp = AProbQP::new(sym_p, vec_q, mat_g, vec_h, mat_a, vec_b, s.par.eps_zero);
let rslt = s.solve(qp.problem()).unwrap();

assert_float_eq!(rslt.0[0..2], [2., 0.].as_ref(), abs_all <= 1e-3);

Other examples

See examples in GitHub.

Structs

F64LAPACK

f64-specific LinAlgEx implementation using cblas-sys and lapacke-sys