ConstrainedOptPack::QPSchurInitKKTSystemHessianRelaxed Class Reference

Implementation of initial KKT system where all original variables are free and all the relaxation variables are fixed. More...

#include <ConstrainedOptPack_QPSchurInitKKTSystemHessianRelaxed.hpp>

Inheritance diagram for ConstrainedOptPack::QPSchurInitKKTSystemHessianRelaxed:

Public Member Functions
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 the original variables are initiallly free and all the relaxation variables are fixed and their are no constraints in Ko. More...
Public Member Functions inherited from ConstrainedOptPack::QPSchurInitKKTSystemHessianFull
void	initialize_kkt_system (const Vector &g, const MatrixOp &G, value_type etaL, const Vector *dL, const Vector *dU, const MatrixOp *F, BLAS_Cpp::Transp trans_F, const Vector *f, const Vector *d, const Vector *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 all variables (except the relaxation variable) are initially free and no constraints are in Ko. More...
Public Member Functions inherited from ConstrainedOptPack::QPSolverRelaxedQPSchur::InitKKTSystem
virtual	~InitKKTSystem ()

Private Attributes
QPSchurInitKKTSystemHessianFull	init_kkt_full_

Additional Inherited Members
Public Types inherited from ConstrainedOptPack::QPSolverRelaxedQPSchur::InitKKTSystem
typedef std::vector< size_type >	i_x_free_t
typedef std::vector< size_type >	i_x_fixed_t
typedef std::vector< EBounds >	bnd_fixed_t
typedef std::vector< size_type >	j_f_decomp_t
typedef Teuchos::RCP< const MatrixSymOpNonsing >	Ko_ptr_t

Detailed Description

Implementation of initial KKT system where all original variables are free and all the relaxation variables are fixed.

In this implementation, #G# should support the {MatrixSymHessianRelaxNonSing} interface. Otherwise, it will try the {MatrixSymWithOpFactorized} interface using the base implementation of {QPSchurInitKKTSystemHessianFull}.

Definition at line 57 of file ConstrainedOptPack_QPSchurInitKKTSystemHessianRelaxed.hpp.

Member Function Documentation

void ConstrainedOptPack::QPSchurInitKKTSystemHessianRelaxed::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 the original variables are initiallly free and all the relaxation variables are fixed and their are no constraints in Ko.

The Hessian for the QP without the relaxation #G# is represented as a {MatrixSymHessianRelaxNonSing} object and is: {verbatim} G = [ G_orig ] [ M ] {verbatim} If #G# does not support the interface #MatrixSymHessianRelaxNonSing# then the function #QPSchurInitKKTSystemHessianFull::initialize_kkt_system(...)# will be called.

Given the above parts of #G#, define: #[no,no] = size(G.G)# and #[nr,nr] = size(G.M)#. Then initial KKT system is defined as:

#n_R = no#\ #i_x_free.size() == 0# and #i_x_free is implicitly identity#\ #i_x_fixed[l-1] = no + l, l = 1...nr#\ #i_x_fixed[nr] = no+nr+1#\ #bnd_fixed[l-1] = LOWER, l = 1...nr#\ #bnd_fixed[nr] = LOWER#\ #j_f_decomp[] = empty#\ #b_X[l-1] = dL(no+l), l = 1...nr#\ #b_X[nr] = etaL#\ #Ko = G.G#\ #fo = - g(1:no)#\\

Member Data Documentation

QPSchurInitKKTSystemHessianFull ConstrainedOptPack::QPSchurInitKKTSystemHessianRelaxed::init_kkt_full_

private

Definition at line 116 of file ConstrainedOptPack_QPSchurInitKKTSystemHessianRelaxed.hpp.

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The documentation for this class was generated from the following file:

• ConstrainedOptPack_QPSchurInitKKTSystemHessianRelaxed.hpp