MoochoPack : Framework for Large-Scale Optimization Algorithms
Version of the Day
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MoochoPack | |
LineSearchFailure | Thrown if a line search failure occurs |
TestFailed | Thrown if a runtime test failed |
QPFailure | Thrown if a the QP failed and was not corrected |
NLPAlgo | RSQP Algorithm control class |
NLPAlgoClientInterface | Interface that smart clients use to set the algorithm configuration object that defines the rSQP algorithm to be used to solve the NLP |
NLPAlgoConfig | Interface for objects responsible for configuring an rSQP algorithm |
InvalidNLPType | Thrown if NLP type is incompatible with this config |
NLPAlgoContainer | Implementation for NLPAlgo solver |
NLPAlgoInterface | Interface NLPAlgoContainer uses to access NLPAlgo |
NLPAlgoState | Reduced space SQP state encapsulation interface |
InvalidType | Thrown if an iteration quantity is of an invalid type |
iq_id_encap | |
NLPSolverClientInterface | This is the most basic interface that clients use to solve an NLP |
InvalidSetup | Thrown if the setup is not valid |
NLPSolverClientInterfaceSetOptions | Set options for NLPSolverClientInterface from an OptionsFromStream object |
act_set_stats_iq_member | Class for object that attempts to return an IterQuantityAccess<ActSetStats> from an AlgorithmState object with the name act_set_stats_name |
ActSetStats | Class for storing statistics about the changes in the active set of an SQP algorithm |
ActSetStats_AddedStep | Updates the active set statistics for the current iteration |
BFGSUpdate_Strategy | Strategy interface which contains the guts for a dampened BFGS update |
BFGSUpdate_StrategySetOptions | Set options for BFGSUpdate_Strategy from an OptionsFromStream object |
CalcD_vStep_Step | Calculates dvl_k = mu*invXl_k*e - vl_k - invXl_k*Vl_k*d_k and dvu_k = mu*invXu_k*e - vu_k + invXu_k*Vu_k*d_k |
CalcDFromYPY_Step | Calculates d = Ypy |
CalcDFromYPYZPZ_Step | Calculates d = Ypy + Zpz |
CalcDFromZPZ_Step | Calculates d = Zpz |
CalcLambdaIndepStd_AddedStep | Calculates the lagrange multipliers for the independent constraints |
CalcReducedGradLagrangianStd_AddedStep | Calculates the reduced gradient of the Lagrangian rGL = rGf + Z' * nu + GcUP' * lambda(equ_undecomp) + GhUP' * lambdaI(inequ_undecomp) |
CheckConvergence_Strategy | Strategy interface for performing convergence checks |
CheckConvergence_StrategySetOptions | Set options for CheckConvergence_Strategy from an OptionsFromStream object |
CheckConvergenceIP_Strategy | Implementation of CheckConvergence_Strategy interface |
CheckConvergenceStd_AddedStep | Check for convergence |
CheckConvergenceStd_AddedStepSetOptions | Set options for CheckConvergenceStd_AddedStep from an OptionsFromStream object |
CheckConvergenceStd_Strategy | Implementation of CheckConvergence_Strategy interface |
CheckDecompositionFromPy_Step | Check if the decomposition is going singular and if it is select a new decomposition |
CheckDecompositionFromRPy_Step | Check if the decomposition is going singular and if it is select a new decomposition |
CheckDescentQuasiNormalStep_Step | Checks for descent in the decomposed equality constraints with respect to the range space step Ypy using finite differences |
CheckSkipBFGSUpdateStd_Step | Checks if a BFGS update should be preformed |
CheckSkipBFGSUpdateStd_StepSetOptions | Set options for CheckSkipBFGSUpdateStd_Step from a OptionsFromStream object |
CrossTermExactStd_Step | W_k = Z_k' * HL_k * Ypy_k |
DampenCrossTermStd_Step | Compute a dampening term zeta_k for the cross term w_k such that Gf'*Z*pz <= 0 |
DecompositionSystemHandler_Strategy | Interface for range/null decomposition handling |
DecompositionSystemHandlerSelectNew_Strategy | Interface for range/null decomposition handling |
DecompositionSystemHandlerStd_Strategy | Subclass for updating the range/null space decomposition using the base DecompositionSystem interface only |
DecompositionSystemHandlerVarReductPerm_Strategy | Subclass for selecting and updating the range/null space decomposition using the DecompositionSystemVarReductPerm interface |
EvalNewPointStd_Step | Standard new point evaluation step class |
EvalNewPointTailoredApproach_Step | Base class for evaluating a new point for the "Tailored Approach" |
EvalNewPointTailoredApproach_StepSetOptions | Set options for EvalNewPointTailoredApproach_Step from an OptionsFromStream object |
EvalNewPointTailoredApproachCoordinate_Step | Implements "coordinate" decompostion for "Tailored Appraoch" |
EvalNewPointTailoredApproachOrthogonal_Step | Implements "orthogonal" decompostion for "Tailored Appraoch" |
FeasibilityStep_Strategy | Abstract interface for a strategy object that will compute a step that will improve feasibility (at least descent) {abstract} |
FeasibilityStepReducedStd_Strategy | Implements the feasibility step computation for reduced space SQP |
FeasibilityStepReducedStd_StrategySetOptions | Set options for FeasibilityStepReducedStd_Strategy from an OptionsFromStream object |
InitFinDiffReducedHessian_Step | Initializes the reduced hessian using a single finite difference along the null space of the constraints |
InitFinDiffReducedHessian_StepSetOptions | Set options for InitFinDiffReducedHessian_Step from an OptionsFromStream object |
LineSearch2ndOrderCorrect_Step | Implements second order correction |
LineSearch2ndOrderCorrect_StepSetOptions | Set options for LineSearch2ndOrderCorrect_Step from an OptionsFromStream object |
LineSearchDirect_Step | Delegates the line search to a DirectLineSearch_Strategy object |
LineSearchFailureNewDecompositionSelection_Step | Directs the selection of a new decomposition if the line search fails |
LineSearchFilter_Step | Filter line-search step class |
LineSearchFullStep_Step | Takes the full step x_kp1 = x_k + d_k (d_k = Ypy_k + Zpz_k) |
LineSearchFullStepAfterKIter_Step | Changes from a line search step to just taking full steps after full_steps_after_k iterations |
LineSearchNLE_Step | Delegates the line search to a DirectLineSearch_Strategy object |
LineSearchWatchDog_Step | Implements watchdog line search |
LineSearchWatchDog_StepSetOptions | Set options for LineSearchWatchDog_Step from a OptionsFromStream object |
MeritFunc_DummyUpdate_Step | Simply updates merit_func_nlp_k = merit_func_nlp_km1 |
MeritFunc_ModifiedL1LargerSteps_AddedStep | This function increases the penalty parameters of the modifed L1 merit function to allow for larger steps by taking advantage of constraints that are reduced for a full step |
MeritFunc_ModifiedL1LargerSteps_AddedStepSetOptions | Set options for MeritFunc_ModifiedL1LargerSteps_AddedStep from a OptionsFromStream object |
MeritFunc_PenaltyParamsUpdateWithMult_AddedStep | Updates a set of penalty parameters for a merit function as: mu(j) = max( mu(j), |lambda_k(j)| ) |
MeritFunc_PenaltyParamUpdate_AddedStep | Base class for steps that update penalty parameters based on the Lagrange multipliers lambda_k (or some approximation to them) |
MeritFunc_PenaltyParamUpdate_AddedStepSetOptions | Set options for MeritFunc_PenaltyParamUpdate_AddedStep from a OptionsFromStream object |
MeritFunc_PenaltyParamUpdateGuts_AddedStep | Updates the penalty parameter for a merit function as: mu_k = max( mu_km1, min_mu ) |
MeritFunc_PenaltyParamUpdateMultFree_AddedStep | Specializes the update of the penalty parameter for a merit function as: min_mu = |(Gf_k+nu_k)'* Ypy_k| / ||c_k||1 |
MeritFunc_PenaltyParamUpdateWithMult_AddedStep | Specializes the update of the penalty parameter for a merit function as: min_mu =||lambda||inf |
MoochoTrackerConsoleStd | This rSQP iteration class provides a tablular output suitable for an 80 char wide console |
MoochoTrackerStatsStd | This is a simple track class for getting statistics about a solved (or not solved) NLP |
MoochoTrackerSummaryStd | This class simply outputs the convergence information for each iteration |
MoochoTrackerXMLSummary | This class outputs an XML summary file of the algorithm results and performance |
NewDecompositionSelection_Strategy | Abstract interface for an object that directs the selection of a new decomposition |
NewDecompositionSelectionStd_Strategy | Just force the decomposition system object to select a new decomposition and let everyone else fend for themselves |
NumFixedDepIndep_AddedStep | Computes and outputs the number of fixed variables from the dependent and independent set. |
PostEvalNewPointBarrier_Step | Standard evaluation step class for extra parameters in primal/dual barrier method |
PostProcessBarrierLineSearch_Step | Fraction to boundary rule for calculating alpha max |
PreEvalNewPointBarrier_Step | Standard evaluation step class for extra parameters in primal/dual barrier method |
PreProcessBarrierLineSearch_Step | Fraction to boundary rule for calculating alpha max |
qp_solver_stats_iq_member | Class for object that attempts to return an IterQuantityAccess<QPSolverStats> from an AlgorithmState object with the name qp_solver_stats_name |
QPFailureReinitReducedHessian_Step | Directs the algorithm to reinitalize the reduced Hessian on the event of a QP failure |
quasi_newton_stats_iq_member | Class for object that attempts to return an IterQuantityAccess<QuasiNewtonStats> from an AlgorithmState object with the name quasi_newton_stats_name |
QuasiNewtonStats | Class for storing statistics about the Quasi-Newton updating |
QuasiNormalStepStd_Step | Calculates the range space step by, solving for py = -inv(R)*c(equ_decomp) , then setting Ypy = Y * py |
QuasiRangeSpaceStep_Strategy | Abstract interface for a strategy object that will compute a step that will approximalty solve a range space subproblem {abstract} |
QuasiRangeSpaceStepStd_Strategy | Strategy class for computing a quasi-range-space step by solving the approximate range space problem directly |
QuasiRangeSpaceStepTailoredApproach_Strategy | Strategy class for computing a quasi range space step for the tailored approach NLP interface |
ReducedGradientStd_Step | Computes the reducecd gradient of the objective rGf_k = Z_k' * Gf_k |
ReducedHessianExactStd_Step | Computes the exact reduced Hessian rHL_k = Z_k' * HL_k * Z_k |
ReducedHessianSecantUpdate_Strategy | Strategy interface for performing secant updates {abstract} |
ReducedHessianSecantUpdateBFGSFull_Strategy | Perform BFGS updates on full reduced Hessian |
ReducedHessianSecantUpdateBFGSProjected_Strategy | Perform BFGS updates on only the free independent (super basic) variables |
ReducedHessianSecantUpdateBFGSProjected_StrategySetOptions | Set options for ReducedHessianSecantUpdateBFGSProjected_Strategy from a OptionsFromStream object |
ReducedHessianSecantUpdateLPBFGS_Strategy | Perform BFGS updates on only the free independent (super basic) variables |
ReducedHessianSecantUpdateLPBFGS_StrategySetOptions | Set options for ReducedHessianSecantUpdateBFGSProjected_Strategy from a OptionsFromStream object |
ReducedHessianSecantUpdateStd_Step | Updates rHL_k using a secant update |
ReducedHessianSerialization_Step | Serializes rHL_k to and from a file |
SetDBoundsStd_AddedStep | Computes the bounds for the QP subproblem from the NLP bounds |
TangentialStepIP_Step | Null Space Step for Interior Point algorithm |
TangentialStepWithInequStd_Step | Solves the reduced QP subproblem with bounds and/or general inequalities |
TangentialStepWithInequStd_StepSetOptions | Set options for TangentialStepWithInequStd_Step from an OptionsFromStream object |
TangentialStepWithoutBounds_Step | Solves the unconstrained QP subproblem: min qp_grad' * pz + (1/2) * pz' * rHL * pz |
UpdateBarrierParameter_Step | Barrier Parameter (mu) Update |
UpdateReducedSigma_Step | Standard class for updating the reduced sigma for interior point optimization |
NLPAlgoConfigIP | This is a do all configuration class for NLPAlgo |
SOptionValues | |
NLPAlgoConfigMamaJama | This is a do all configuration class for NLPAlgo |
SOptionValues | |
MoochoSolver | Universal interface to a MOOCHO solver |
DecompositionSystemStateStepBuilderStd | Standard builder object for creating DecompositionSystem, EvalNewPoint Step and other objects and setting up some of the state object |
SOptionValues | |
Trilinos | |
Details |