ConstrainedOptPack_QPSolverRelaxedLOQO.hpp

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#ifdef CONSTRAINED_OPTIMIZATION_PACK_USE_LOQO

#ifndef QP_SOLVER_RELAXED_LOQO_H
#define QP_SOLVER_RELAXED_LOQO_H

#include <vector>

#include "ConstrainedOptPack_QPSolverRelaxed.hpp"
#include "DenseLinAlgPack_DVectorClass.hpp"
#include "DenseLinAlgPack_DMatrixClass.hpp"
#include "Teuchos_StandardMemberCompositionMacros.hpp"
#include "Teuchos_StandardCompositionMacros.hpp"

namespace ConstrainedOptPack {

class QPSolverRelaxedLOQO : public QPSolverRelaxed
{
public:

  class InitLOQOHessianJacobian {
  public:

    virtual ~InitLOQOHessianJacobian() {}

    virtual void init_hess_jacob(
      const MatrixOp& G, const value_type bigM
      , const MatrixOp* E, BLAS_Cpp::Transp trans_E, const DVectorSlice* b
      , const int loqo_b_stat[], const size_type num_inequal
      , const MatrixOp* F, BLAS_Cpp::Transp trans_F, const DVectorSlice* f
      , void* loqo_lp
      ) const;

  }; // end class InitLOQOHessianJacobian

  STANDARD_COMPOSITION_MEMBERS( InitLOQOHessianJacobian, init_hess_jacob );

  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, bigM );

  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, nonbinding_lag_mult );

  QPSolverRelaxedLOQO(
    const init_hess_jacob_ptr_t    init_hess_jacob      = new  InitLOQOHessianJacobian()
    ,value_type                     bigM                 = 1e+10
    ,value_type                     nonbinding_lag_mult  = 1e-12
    );

  ~QPSolverRelaxedLOQO();

  // /////////////////////////////////
  // Overridden from QPSolverRelaxed

  QPSolverStats get_qp_stats() const;

  void release_memory();

protected:

  // /////////////////////////////////
  // Overridden from QPSolverRelaxed

  QPSolverStats::ESolutionType imp_solve_qp(
      std::ostream* out, EOutputLevel olevel, ERunTests test_what
    , const DVectorSlice& g, const MatrixOp& G
    , value_type etaL
    , const SpVectorSlice& dL, const SpVectorSlice& dU
    , const MatrixOp* E, BLAS_Cpp::Transp trans_E, const DVectorSlice* b
      , const SpVectorSlice* eL, const SpVectorSlice* eU
    , const MatrixOp* F, BLAS_Cpp::Transp trans_F, const DVectorSlice* f
    , value_type* obj_d
    , value_type* eta, DVectorSlice* d
    , SpVector* nu
    , SpVector* mu, DVectorSlice* Ed
    , DVectorSlice* lambda, DVectorSlice* Fd
    );

private:

  // //////////////////////////////////////////////////////////////
  // Private types

  // //////////////////////////////////////////////////////////////
  // Private Data Members.

  QPSolverStats     qp_stats_;

  // ////////////////////////////
  // Private member functions

};  // end class QPSolverRelaxedLOQO

} // end namespace ConstrainedOptimizationPackTypes

#endif  // QP_SOLVER_RELAXED_QPKWIK_H

#endif // CONSTRAINED_OPTIMIZATION_PACK_USE_LOQO