ConstrainedOptPack::QPSolverRelaxedQPSchur::InitKKTSystem Class Reference

Interface for the object that forms the initial KKT system {abstract}. More...

#include <ConstrainedOptPack_QPSolverRelaxedQPSchur.hpp>

Inheritance diagram for ConstrainedOptPack::QPSolverRelaxedQPSchur::InitKKTSystem:

Public Types
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

Public Member Functions
virtual	~InitKKTSystem ()
virtual 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 =0
	Initializes the KKT system. More...

Detailed Description

Interface for the object that forms the initial KKT system {abstract}.

Note that this interface is set up such that the relaxation variable must always be initially fixed (and rightly so to avoid illconditioning).

Definition at line 71 of file ConstrainedOptPack_QPSolverRelaxedQPSchur.hpp.

Member Typedef Documentation

typedef std::vector<size_type> ConstrainedOptPack::QPSolverRelaxedQPSchur::InitKKTSystem::i_x_free_t

Definition at line 74 of file ConstrainedOptPack_QPSolverRelaxedQPSchur.hpp.

typedef std::vector<size_type> ConstrainedOptPack::QPSolverRelaxedQPSchur::InitKKTSystem::i_x_fixed_t

Definition at line 76 of file ConstrainedOptPack_QPSolverRelaxedQPSchur.hpp.

typedef std::vector<EBounds> ConstrainedOptPack::QPSolverRelaxedQPSchur::InitKKTSystem::bnd_fixed_t

Definition at line 78 of file ConstrainedOptPack_QPSolverRelaxedQPSchur.hpp.

typedef std::vector<size_type> ConstrainedOptPack::QPSolverRelaxedQPSchur::InitKKTSystem::j_f_decomp_t

Definition at line 80 of file ConstrainedOptPack_QPSolverRelaxedQPSchur.hpp.

typedef Teuchos::RCP<const MatrixSymOpNonsing> ConstrainedOptPack::QPSolverRelaxedQPSchur::InitKKTSystem::Ko_ptr_t

Definition at line 83 of file ConstrainedOptPack_QPSolverRelaxedQPSchur.hpp.

Constructor & Destructor Documentation

virtual ConstrainedOptPack::QPSolverRelaxedQPSchur::InitKKTSystem::~InitKKTSystem ( )

inlinevirtual

Definition at line 85 of file ConstrainedOptPack_QPSolverRelaxedQPSchur.hpp.

Member Function Documentation

virtual void ConstrainedOptPack::QPSolverRelaxedQPSchur::InitKKTSystem::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

pure virtual

Initializes the KKT system.

Let the following permutation matrices define the selection of the initial KKT system:

Q = [ Q_R, Q_X ] : Initially fixed Q_R and free Q_X variables

P = [ P_d, P_u ] : Decomposed P_d and undecomposed P_u constraints

Given the definitions of Q and P above, this function will return the initial KKT system:

Ko = [ Q_R'*G*Q_R         Q_R'*op(F')*P_d ]
     [ P_d'*op(F)*Q_R     0               ]

fo = [ -Q_R'*g - Q_R'*G*Q_X*b_X    ]
     [ -P_d'f - P_d'*op(F)*Q_X*b_X ]

b_X = ??? (see below)

Parameters

g	[in] See QPSolverRelaxed::solve_qp()
G	[in] See QPSolverRelaxed::solve_qp()
dL	[in] See QPSolverRelaxed::solve_qp()
dU	[in] See QPSolverRelaxed::solve_qp()
F	[in] See QPSolverRelaxed::solve_qp()
trans_f	[in] See QPSolverRelaxed::solve_qp()
f	[in] See QPSolverRelaxed::solve_qp()
d	[in] See QPSolverRelaxed::solve_qp()
nu	[in] See QPSolverRelaxed::solve_qp()
n_R	[out] Number of initially free variables.
i_x_free	[out] array (size n_R or 0): If i_x_free.size() > 0 then i_x_free[l-1], l = 1...n_R defines the matrix Q_R as: Q_R(:,l) = e(i_x_free[l-1]), l = 1...n_R If i_x_free.size() == 0 then i_x_free is implicitly identity and Q_R is defiend as: Q_R(:,l) = e(l), l = 1...n_R The ordering of these indices is significant.
i_x_fixed	[out] array (size n_X): i_x_fixed[l-1], l = 1...n_X defines the matrix Q_X as: Q_X(:,l) = e(i_x_fixed[l-1]), l = 1...n_X The ordering of these indices is significant.
bnd_fixed	[out] array (size n_X): bnd_fixed[l-1], l = 1...n_X defines the initial active set as: / LOWER : b_X(l) = dL(i_x_fixed[l-1]) bnd_fixed[l-1] = | UPPER : b_X(l) = dU(i_x_fixed[l-1]) \ EQUALITY : b_X(l) = dL(i) = dU(i) (i = i_x_fixed[l-1])
j_f_decomp	[out] array (size m): j_f_decomp[p-1], p = 1...m defines the decomposed equalities included in Ko as: P_d(:,p) = e(j_f_decomp[p-1]), p = 1...m The ordering of these indices is significant and are not necessarily sorted in assending or decending order.
b_X	[out] vector (size n_X): Initial varaible bounds (see bnd_fixed above). Note that the relaxation variable is always one of the initially fixed variables.
Ko	[in/out] Initial KKT matrix (size (n_R+m) x (n_R+m)). On output, Ko will contain a possibly dynamically allocated nonsingular matrix object that represents Ko. In input, if Ko->get() != NULL, and no other objects have a reference to this object (based on Ko->count(), and it is of the proper type, then this matrix may be reused.
fo	[out] vector (size n_R + m) of the rhs for the initial KKT system.

Implemented in ConstrainedOptPack::QPSchurInitKKTSystemHessianFull.

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

• ConstrainedOptPack_QPSolverRelaxedQPSchur.hpp