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ConstrainedOptPack_QPSchurInitKKTSystemHessianFixedFree.hpp
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41 
42 #ifndef QPSCHUR_INIT_KKT_SYSTEM_HESSIAN_FIXED_FREE_H
43 #define QPSCHUR_INIT_KKT_SYSTEM_HESSIAN_FIXED_FREE_H
44 
46 
47 namespace ConstrainedOptPack {
48 
57 {
58 public:
59 
60  // ////////////////////////////////
61  // Overridden from InitKKTSystem
62 
71  const DVectorSlice& g
72  ,const MatrixOp& G
73  ,value_type etaL
74  ,const SpVectorSlice& dL
75  ,const SpVectorSlice& dU
76  ,const MatrixOp* F
77  ,BLAS_Cpp::Transp trans_F
78  ,const DVectorSlice* f
79  ,const DVectorSlice& d
80  ,const SpVectorSlice& nu
81  ,size_type* n_R
82  ,i_x_free_t* i_x_free
83  ,i_x_fixed_t* i_x_fixed
84  ,bnd_fixed_t* bnd_fixed
85  ,j_f_decomp_t* j_f_decomp
86  ,DVector* b_X
87  ,Ko_ptr_t* Ko
88  ,DVector* fo
89  ) const;
90 
91 }; // end class QPSchurInitKKTSystemHessianFixedFree
92 
93 } // end namesapce ConstrainedOptPack
94 
95 #endif // QPSCHUR_INIT_KKT_SYSTEM_HESSIAN_FIXED_FREE_H
AbstractLinAlgPack::size_type size_type
void f()
void initialize_kkt_system(const DVectorSlice &g, const MatrixOp &G, value_type etaL, const SpVectorSlice &dL, const SpVectorSlice &dU, const MatrixOp *F, BLAS_Cpp::Transp trans_F, const DVectorSlice *f, const DVectorSlice &d, const SpVectorSlice &nu, size_type *n_R, i_x_free_t *i_x_free, i_x_fixed_t *i_x_fixed, bnd_fixed_t *bnd_fixed, j_f_decomp_t *j_f_decomp, DVector *b_X, Ko_ptr_t *Ko, DVector *fo) const
Initialize the KKT system where initially fixed variables are removed and no equality constraints are...
void g()
Implementation of initial KKT system using the Hessian for the free variables only.
SparseVectorSlice< SparseElement< index_type, value_type > > SpVectorSlice
DenseLinAlgPack::VectorSliceTmpl< value_type > DVectorSlice
AbstractLinAlgPack::value_type value_type
Transp
TRANS.
Interface for the object that forms the initial KKT system {abstract}.