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ConstrainedOptPack_QPSolverRelaxedLOQO.hpp
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41 
42 #ifdef CONSTRAINED_OPTIMIZATION_PACK_USE_LOQO
43 
44 #ifndef QP_SOLVER_RELAXED_LOQO_H
45 #define QP_SOLVER_RELAXED_LOQO_H
46 
47 #include <vector>
48 
54 
55 namespace ConstrainedOptPack {
56 
63 class QPSolverRelaxedLOQO : public QPSolverRelaxed
64 {
65 public:
66 
74  class InitLOQOHessianJacobian {
75  public:
76 
78  virtual ~InitLOQOHessianJacobian() {}
79 
118  virtual void init_hess_jacob(
119  const MatrixOp& G, const value_type bigM
120  , const MatrixOp* E, BLAS_Cpp::Transp trans_E, const DVectorSlice* b
121  , const int loqo_b_stat[], const size_type num_inequal
122  , const MatrixOp* F, BLAS_Cpp::Transp trans_F, const DVectorSlice* f
123  , void* loqo_lp
124  ) const;
125 
126  }; // end class InitLOQOHessianJacobian
127 
130  STANDARD_COMPOSITION_MEMBERS( InitLOQOHessianJacobian, init_hess_jacob );
131 
135 
139  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, nonbinding_lag_mult );
140 
142  QPSolverRelaxedLOQO(
143  const init_hess_jacob_ptr_t init_hess_jacob = new InitLOQOHessianJacobian()
144  ,value_type bigM = 1e+10
145  ,value_type nonbinding_lag_mult = 1e-12
146  );
147 
149  ~QPSolverRelaxedLOQO();
150 
151  // /////////////////////////////////
152  // Overridden from QPSolverRelaxed
153 
155  QPSolverStats get_qp_stats() const;
156 
158  void release_memory();
159 
160 protected:
161 
162  // /////////////////////////////////
163  // Overridden from QPSolverRelaxed
164 
166  QPSolverStats::ESolutionType imp_solve_qp(
167  std::ostream* out, EOutputLevel olevel, ERunTests test_what
168  , const DVectorSlice& g, const MatrixOp& G
169  , value_type etaL
170  , const SpVectorSlice& dL, const SpVectorSlice& dU
171  , const MatrixOp* E, BLAS_Cpp::Transp trans_E, const DVectorSlice* b
172  , const SpVectorSlice* eL, const SpVectorSlice* eU
173  , const MatrixOp* F, BLAS_Cpp::Transp trans_F, const DVectorSlice* f
174  , value_type* obj_d
175  , value_type* eta, DVectorSlice* d
176  , SpVector* nu
177  , SpVector* mu, DVectorSlice* Ed
178  , DVectorSlice* lambda, DVectorSlice* Fd
179  );
180 
181 private:
182 
183  // //////////////////////////////////////////////////////////////
184  // Private types
185 
186  // //////////////////////////////////////////////////////////////
187  // Private Data Members.
188 
189  QPSolverStats qp_stats_;
190 
191  // ////////////////////////////
192  // Private member functions
193 
194 }; // end class QPSolverRelaxedLOQO
195 
196 } // end namespace ConstrainedOptimizationPackTypes
197 
198 #endif // QP_SOLVER_RELAXED_QPKWIK_H
199 
200 #endif // CONSTRAINED_OPTIMIZATION_PACK_USE_LOQO
AbstractLinAlgPack::size_type size_type
SparseVector< SparseElement< index_type, value_type >, std::allocator< SparseElement< index_type, value_type > > > SpVector
#define STANDARD_COMPOSITION_MEMBERS(TYPE, NAME)
std::ostream * out
#define STANDARD_MEMBER_COMPOSITION_MEMBERS(TYPE, NAME)
SparseVectorSlice< SparseElement< index_type, value_type > > SpVectorSlice
DenseLinAlgPack::VectorSliceTmpl< value_type > DVectorSlice
AbstractLinAlgPack::value_type value_type
Transp
TRANS.
ESolutionType
Enumeration for the type of point returned from solve_qp(...).