/* * File:        pr_loqo.h * Purpose:     solves quadratic programming problem for pattern recognition *              for support vectors * * Author:      Alex J. Smola * Created:     10/14/97 * Updated:     11/08/97 * *  * Copyright (c) 1997  GMD Berlin - All rights reserved * THIS IS UNPUBLISHED PROPRIETARY SOURCE CODE of GMD Berlin * The copyright notice above does not evidence any * actual or intended publication of this work. * * Unauthorized commercial use of this software is not allowed *//* verbosity levels */#define QUIET 0#define STATUS 1#define FLOOD 2/* status outputs */#define STILL_RUNNING               0#define OPTIMAL_SOLUTION            1#define SUBOPTIMAL_SOLUTION         2#define ITERATION_LIMIT             3#define PRIMAL_INFEASIBLE           4#define DUAL_INFEASIBLE             5#define PRIMAL_AND_DUAL_INFEASIBLE  6#define INCONSISTENT                7#define PRIMAL_UNBOUNDED            8#define DUAL_UNBOUNDED              9#define TIME_LIMIT                  10/*  * solve the quadratic programming problem * * minimize   c' * x + 1/2 x' * H * x * subject to A*x = b *            l <= x <= u * *  for a documentation see R. Vanderbei, LOQO: an Interior Point Code *                          for Quadratic Programming *//* * n   : number of primal variables * m   : number of constraints (typically 1) * h_x : dot product matrix (n.n) * a   : constraint matrix (n.m) * b   : constant term (m) * l   : lower bound (n) * u   : upper bound (m) * * primal : workspace for primal variables, has to be of size 3 n * *  x = primal;			n *  g = x + n;			n *  t = g + n;			n * * dual : workspace for dual variables, has to be of size m + 2 n * *  y = dual;			m *  z = y + m;			n *  s = z + n;			n * * verb       : verbosity level * sigfig_max : number of significant digits * counter_max: stopping criterion * restart    : 1 if restart desired * */int pr_loqo(int n, int m, double c[], double h_x[], double a[], double b[],	    double l[], double u[], double primal[], double dual[], 	    int verb, double sigfig_max, int counter_max, 	    double margin, double bound, int restart);/*  * compile with cc -O4 -c pr_loqo.c cc -xO4 -fast -xarch=v8plus -xchip=ultra -xparallel -c pr_loqo.c mex pr_loqo_c.c pr_loqo.o cmex4 pr_loqo_c.c pr_loqo.o -DMATLAB4 -o pr_loqo_c4 * */