/usr/include/shogun/classifier/svm/libqp.h is in libshogun-dev 1.1.0-4ubuntu2.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 | /*-----------------------------------------------------------------------
* libqp.h: Library for Quadratic Programming optimization.
*
* The library provides two solvers:
* 1. Solver for QP task with simplex constraints.
* See function ./lib/libqp_splx.c for definition of the QP task.
*
* 2. Solver for QP task with box constraints and a single linear
* equality constraint.
* See function ./lib/libqp_gsmo.c for definiton of the QP task.
*
* Copyright (C) 2006-2008 Vojtech Franc, xfrancv@cmp.felk.cvut.cz
* Center for Machine Perception, CTU FEL Prague
*
* This program is free software; you can redistribute it and/or
* modify it under the terms of the GNU General Public
* License as published by the Free Software Foundation;
* Version 3, 29 June 2007
*-------------------------------------------------------------------- */
#ifndef libqp_h
#define libqp_h
#include <math.h>
#include <shogun/lib/common.h>
namespace shogun
{
#define LIBQP_PLUS_INF (-log(0.0))
#define LIBQP_CALLOC(x,y) calloc(x,y)
#define LIBQP_FREE(x) SG_FREE(x)
#define LIBQP_INDEX(ROW,COL,NUM_ROWS) ((COL)*(NUM_ROWS)+(ROW))
#define LIBQP_MIN(A,B) ((A) > (B) ? (B) : (A))
#define LIBQP_MAX(A,B) ((A) < (B) ? (B) : (A))
#define LIBQP_ABS(A) ((A) < 0 ? -(A) : (A))
#ifndef DOXYGEN_SHOULD_SKIP_THIS
/** QP solver return value */
typedef struct {
/** number of iterations */
uint32_t nIter;
/** primal objective value */
float64_t QP;
/** dual objective value */
float64_t QD;
/** exit flag */
int8_t exitflag; /* -1 ... not enough memory
0 ... nIter >= MaxIter
1 ... QP - QD <= TolRel*ABS(QP)
2 ... QP - QD <= TolAbs
3 ... QP <= QP_TH
4 ... eps-KKT conditions satisfied */
} libqp_state_T;
#endif
/** QP solver for tasks with simplex constraints */
libqp_state_T libqp_splx_solver(const float64_t* (*get_col)(uint32_t),
float64_t *diag_H,
float64_t *f,
float64_t *b,
uint32_t *I,
uint8_t *S,
float64_t *x,
uint32_t n,
uint32_t MaxIter,
float64_t TolAbs,
float64_t TolRel,
float64_t QP_TH,
void (*print_state)(libqp_state_T state));
/** Generalized SMO algorithm */
libqp_state_T libqp_gsmo_solver(const float64_t* (*get_col)(uint32_t),
float64_t *diag_H,
float64_t *f,
float64_t *a,
float64_t b,
float64_t *LB,
float64_t *UB,
float64_t *x,
uint32_t n,
uint32_t MaxIter,
float64_t TolKKT,
void (*print_state)(libqp_state_T state));
}
#endif /* libqp_h */
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