Node base clase for the primal QP solvers QPOPT and QPSOL. More...

#include <ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp>

Inheritance diagram for ConstrainedOptPack::QPSolverRelaxedQPOPTSOL:

Public Types
enum	EInform { STRONG_LOCAL_MIN, WEAK_LOCAL_MIN, MAX_ITER_EXCEEDED, OTHER_ERROR }

Public Types inherited from ConstrainedOptPack::QPSolverRelaxed
enum	EOutputLevel { PRINT_NONE = 0, PRINT_BASIC_INFO = 1, PRINT_ITER_SUMMARY = 2, PRINT_ITER_STEPS = 3, PRINT_ITER_ACT_SET = 4, PRINT_ITER_VECTORS = 5, PRINT_EVERY_THING = 6 }
	Enumeration for the amount of output to create from `solve_qp()`. More...

enum	ERunTests { RUN_TESTS, NO_TESTS }
	Enumeration for if to run internal tests or not. More...

Public Member Functions
	QPSolverRelaxedQPOPTSOL ()

	~QPSolverRelaxedQPOPTSOL ()

virtual const MatrixOp *	G () const
	Return a pointer to the matrix G to be used in the calculation of H*x by QPOPT and QPSOL. More...

virtual value_type	use_as_bigM () const
	Return the value of the "big M" used in the relaxation (called by QPHESS functions). More...

QPSolverStats	get_qp_stats () const

void	release_memory ()

Public Member Functions inherited from ConstrainedOptPack::QPSolverRelaxed
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, infinite_bound)
	Set the scalar that will be used to identigy infinite bounds. More...

	QPSolverRelaxed ()

virtual	~QPSolverRelaxed ()

virtual QPSolverStats::ESolutionType	solve_qp (std::ostream out, EOutputLevel olevel, ERunTests test_what, const Vector &g, const MatrixSymOp &G, value_type etaL, const Vector &dL, const Vector &dU, const MatrixOp &E, BLAS_Cpp::Transp trans_E, const Vector &b, const Vector &eL, const Vector &eU, const MatrixOp &F, BLAS_Cpp::Transp trans_F, const Vector &f, value_type obj_d, value_type eta, VectorMutable d, VectorMutable nu, VectorMutable mu, VectorMutable Ed, VectorMutable lambda, VectorMutable *Fd)
	Solve the QP. More...

virtual QPSolverStats::ESolutionType	solve_qp (std::ostream out, EOutputLevel olevel, ERunTests test_what, const Vector &g, const MatrixSymOp &G, value_type etaL, const Vector &dL, const Vector &dU, const MatrixOp &E, BLAS_Cpp::Transp trans_E, const Vector &b, const Vector &eL, const Vector &eU, value_type obj_d, value_type eta, VectorMutable d, VectorMutable nu, VectorMutable mu, VectorMutable *Ed)
	Solve the QP without general equality constrants. More...

virtual QPSolverStats::ESolutionType	solve_qp (std::ostream out, EOutputLevel olevel, ERunTests test_what, const Vector &g, const MatrixSymOp &G, value_type etaL, const Vector &dL, const Vector &dU, const MatrixOp &F, BLAS_Cpp::Transp trans_F, const Vector &f, value_type obj_d, value_type eta, VectorMutable d, VectorMutable nu, VectorMutable lambda, VectorMutable *Fd)
	Solve the QP without general inequality constrants. More...

virtual QPSolverStats::ESolutionType	solve_qp (std::ostream out, EOutputLevel olevel, ERunTests test_what, const Vector &g, const MatrixSymOp &G, const Vector &dL, const Vector &dU, value_type obj_d, VectorMutable d, VectorMutable nu)
	Solve the QP without general equality or inequality constrants (no relaxation needed). More...

virtual QPSolverStats::ESolutionType	solve_qp (std::ostream out, EOutputLevel olevel, ERunTests test_what, const Vector &g, const MatrixSymOp &G, value_type etaL, const Vector dL, const Vector dU, const MatrixOp E, BLAS_Cpp::Transp trans_E, const Vector b, const Vector eL, const Vector eU, const MatrixOp F, BLAS_Cpp::Transp trans_F, const Vector f, value_type obj_d, value_type eta, VectorMutable d, VectorMutable nu, VectorMutable mu, VectorMutable Ed, VectorMutable lambda, VectorMutable *Fd)
	This is a more flexible function where the client can set different constraints to be included. More...

Protected Types
typedef std::vector< f_int >	ISTATE_t

typedef std::vector< f_int >	IWORK_t

typedef std::vector< f_dbl_prec >	WORK_t

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

virtual f_int	liwork (f_int N, f_int NCLIN) const =0
	Length of integer workspace. More...

virtual f_int	lrwork (f_int N, f_int NCLIN) const =0
	Length of real workspace. More...

virtual EInform	call_qp_solver (bool warm_start)=0
	Solve the QP defined in the protected input data members and set the solution in the protected output data members. More...

Protected Member Functions inherited from ConstrainedOptPack::QPSolverRelaxed

Protected Attributes
QPSolverStats	qp_stats_

Private Types
typedef std::vector< f_int >	ibnds_t

Private Member Functions
	QPSolverRelaxedQPOPTSOL (const QPSolverRelaxedQPOPTSOL &)

QPSolverRelaxedQPOPTSOL &	operator= (const QPSolverRelaxedQPOPTSOL &)

Private Attributes
size_type	n_inequ_bnds_

ibnds_t	i_inequ_bnds_

value_type	bigM_

value_type	use_as_bigM_

const MatrixOp *	G_

Public Types
typedef FortranTypes::f_int	f_int

typedef FortranTypes::f_dbl_prec	f_dbl_prec

typedef FortranTypes::f_logical	f_logical

Input/Output parameters common to both QPOPT and QPSOL
These are access and updated by subclasses that call QPOPT and QPSOL.
f_int	N_

f_int	NCLIN_

DMatrix	A_

DVector	BL_

DVector	BU_

DVector	CVEC_

ISTATE_t	ISTATE_

DVector	X_

DVector	AX_

DVector	CLAMDA_

f_int	ITER_

f_dbl_prec	OBJ_

f_int	LIWORK_

IWORK_t	IWORK_

f_int	LWORK_

WORK_t	WORK_

Detailed Description

Node base clase for the primal QP solvers QPOPT and QPSOL.

In this implementation it is required that G only support the MatrixOp interface and is therefore quite flexible in the QPs it can solve.

Definition at line 60 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

Member Typedef Documentation

typedef FortranTypes::f_int ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::f_int

Definition at line 69 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

typedef FortranTypes::f_dbl_prec ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::f_dbl_prec

Definition at line 71 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

typedef FortranTypes::f_logical ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::f_logical

Definition at line 73 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

typedef std::vector<f_int> ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::ISTATE_t

protected

Definition at line 123 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

typedef std::vector<f_int> ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::IWORK_t

protected

Definition at line 125 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

typedef std::vector<f_dbl_prec> ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::WORK_t

protected

Definition at line 127 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

typedef std::vector<f_int> ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::ibnds_t

private

Definition at line 205 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

Member Enumeration Documentation

enum ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::EInform

Enumerator
STRONG_LOCAL_MIN
WEAK_LOCAL_MIN
MAX_ITER_EXCEEDED
OTHER_ERROR

Definition at line 130 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

Constructor & Destructor Documentation

ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::QPSolverRelaxedQPOPTSOL ( )

Definition at line 115 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.cpp.

ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::~QPSolverRelaxedQPOPTSOL ( )

Definition at line 122 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.cpp.

ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::QPSolverRelaxedQPOPTSOL ( const QPSolverRelaxedQPOPTSOL & )

private

Member Function Documentation

const MatrixOp * ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::G ( ) const

virtual

Return a pointer to the matrix G to be used in the calculation of H*x by QPOPT and QPSOL.

Definition at line 127 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.cpp.

value_type ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::use_as_bigM ( ) const

virtual

Return the value of the "big M" used in the relaxation (called by QPHESS functions).

Definition at line 132 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.cpp.

QPSolverStats ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::get_qp_stats ( ) const

virtual

Implements ConstrainedOptPack::QPSolverRelaxed.

Definition at line 140 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.cpp.

void ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::release_memory ( )

virtual

Implements ConstrainedOptPack::QPSolverRelaxed.

Definition at line 145 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.cpp.

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