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MoochoPack::FeasibilityStepReducedStd_Strategy Class Reference

Implements the feasibility step computation for reduced space SQP. More...

#include <MoochoPack_FeasibilityStepReducedStd_Strategy.hpp>

Inheritance diagram for MoochoPack::FeasibilityStepReducedStd_Strategy:
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Public Types

enum  EQPObjective { OBJ_MIN_FULL_STEP, OBJ_MIN_NULL_SPACE_STEP, OBJ_RSQP }
 
enum  EQPTesting { QP_TEST_DEFAULT, QP_TEST, QP_NO_TEST }
 
typedef
ConstrainedOptPack::QPSolverRelaxedTester 
QPSolverRelaxedTester
 

Public Member Functions

 STANDARD_COMPOSITION_MEMBERS (QuasiRangeSpaceStep_Strategy, quasi_range_space_step)
 <<std comp>="">> members for the qp solver More...
 
 STANDARD_COMPOSITION_MEMBERS (QPSolverRelaxed, qp_solver)
 QP solver. More...
 
 STANDARD_COMPOSITION_MEMBERS (QPSolverRelaxedTester, qp_tester)
 Comparision object compatible with Gc. More...
 
 STANDARD_MEMBER_COMPOSITION_MEMBERS (EQPObjective, qp_objective)
 Set what is used for the QP objective. More...
 
 STANDARD_MEMBER_COMPOSITION_MEMBERS (EQPTesting, qp_testing)
 Set how and if the QP solution is tested. More...
 
 FeasibilityStepReducedStd_Strategy (const quasi_range_space_step_ptr_t &quasi_range_space_step, const qp_solver_ptr_t &qp_solver, const qp_tester_ptr_t &qp_tester, EQPObjective qp_objective=OBJ_MIN_NULL_SPACE_STEP, EQPTesting qp_testing=QP_TEST_DEFAULT)
 Construct and initialize. More...
 
bool compute_feasibility_step (std::ostream &out, EJournalOutputLevel olevel, NLPAlgo *algo, NLPAlgoState *s, const Vector &xo, const Vector &c_xo, VectorMutable *w)
 Computes a feasibility step by computing simple quasi-range and null space components. More...
 
void print_step (std::ostream &out, const std::string &leading_str) const
 
- Public Member Functions inherited from MoochoPack::FeasibilityStep_Strategy
virtual ~FeasibilityStep_Strategy ()
 

Private Attributes

IterationPack::CastIQMember
< VectorMutable > 
dl_iq_
 
IterationPack::CastIQMember
< VectorMutable > 
du_iq_
 
int current_k_
 
Teuchos::RCP< const MatrixOp > Hess_ptr_
 
VectorSpace::vec_mut_ptr_t grad_store_
 
DMatrix Hess_store_
 

Detailed Description

Implements the feasibility step computation for reduced space SQP.

Definition at line 61 of file MoochoPack_FeasibilityStepReducedStd_Strategy.hpp.

Member Typedef Documentation

Member Enumeration Documentation

Enumerator
OBJ_MIN_FULL_STEP 

min 1/2 * (Y*wy + Z*wz)'*(Y*wy + Z*wz)

OBJ_MIN_NULL_SPACE_STEP 

min 1/2 * wz'*wz

OBJ_RSQP 

min qp_grad_k'*wz + 1/2 * wz'*rHL_k*wz

Definition at line 78 of file MoochoPack_FeasibilityStepReducedStd_Strategy.hpp.

Enumerator
QP_TEST_DEFAULT 

Decide based on olevel input to compute_feasibility_step(...)

QP_TEST 

Perform the tests.

QP_NO_TEST 

Don't perform the tests.

Definition at line 89 of file MoochoPack_FeasibilityStepReducedStd_Strategy.hpp.

Constructor & Destructor Documentation

MoochoPack::FeasibilityStepReducedStd_Strategy::FeasibilityStepReducedStd_Strategy ( const quasi_range_space_step_ptr_t &  quasi_range_space_step,
const qp_solver_ptr_t &  qp_solver,
const qp_tester_ptr_t &  qp_tester,
EQPObjective  qp_objective = OBJ_MIN_NULL_SPACE_STEP,
EQPTesting  qp_testing = QP_TEST_DEFAULT 
)

Construct and initialize.

Definition at line 50 of file MoochoPack_FeasibilityStepReducedStd_Strategy.cpp.

Member Function Documentation

MoochoPack::FeasibilityStepReducedStd_Strategy::STANDARD_COMPOSITION_MEMBERS ( QuasiRangeSpaceStep_Strategy  ,
quasi_range_space_step   
)

<<std comp>="">> members for the qp solver

MoochoPack::FeasibilityStepReducedStd_Strategy::STANDARD_COMPOSITION_MEMBERS ( QPSolverRelaxed  ,
qp_solver   
)

QP solver.

MoochoPack::FeasibilityStepReducedStd_Strategy::STANDARD_COMPOSITION_MEMBERS ( QPSolverRelaxedTester  ,
qp_tester   
)

Comparision object compatible with Gc.

MoochoPack::FeasibilityStepReducedStd_Strategy::STANDARD_MEMBER_COMPOSITION_MEMBERS ( EQPObjective  ,
qp_objective   
)

Set what is used for the QP objective.

MoochoPack::FeasibilityStepReducedStd_Strategy::STANDARD_MEMBER_COMPOSITION_MEMBERS ( EQPTesting  ,
qp_testing   
)

Set how and if the QP solution is tested.

bool MoochoPack::FeasibilityStepReducedStd_Strategy::compute_feasibility_step ( std::ostream &  out,
EJournalOutputLevel  olevel,
NLPAlgo algo,
NLPAlgoState s,
const Vector &  xo,
const Vector &  c_xo,
VectorMutable *  w 
)
virtual

Computes a feasibility step by computing simple quasi-range and null space components.

ToDo: Finish documentation!

Implements MoochoPack::FeasibilityStep_Strategy.

Definition at line 67 of file MoochoPack_FeasibilityStepReducedStd_Strategy.cpp.

void MoochoPack::FeasibilityStepReducedStd_Strategy::print_step ( std::ostream &  out,
const std::string &  leading_str 
) const
virtual

Member Data Documentation

IterationPack::CastIQMember<VectorMutable> MoochoPack::FeasibilityStepReducedStd_Strategy::dl_iq_
private
IterationPack::CastIQMember<VectorMutable> MoochoPack::FeasibilityStepReducedStd_Strategy::du_iq_
private
int MoochoPack::FeasibilityStepReducedStd_Strategy::current_k_
private
Teuchos::RCP<const MatrixOp> MoochoPack::FeasibilityStepReducedStd_Strategy::Hess_ptr_
private
VectorSpace::vec_mut_ptr_t MoochoPack::FeasibilityStepReducedStd_Strategy::grad_store_
private
DMatrix MoochoPack::FeasibilityStepReducedStd_Strategy::Hess_store_
private

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