ConstrainedOptPack: C++ Tools for Constrained (and Unconstrained) Optimization  Version of the Day
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Groups Pages
ConstrainedOptPack_QPSchurInitKKTSystemHessianRelaxed.hpp
1 // @HEADER
2 // ***********************************************************************
3 //
4 // Moocho: Multi-functional Object-Oriented arCHitecture for Optimization
5 // Copyright (2003) Sandia Corporation
6 //
7 // Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
8 // license for use of this work by or on behalf of the U.S. Government.
9 //
10 // Redistribution and use in source and binary forms, with or without
11 // modification, are permitted provided that the following conditions are
12 // met:
13 //
14 // 1. Redistributions of source code must retain the above copyright
15 // notice, this list of conditions and the following disclaimer.
16 //
17 // 2. Redistributions in binary form must reproduce the above copyright
18 // notice, this list of conditions and the following disclaimer in the
19 // documentation and/or other materials provided with the distribution.
20 //
21 // 3. Neither the name of the Corporation nor the names of the
22 // contributors may be used to endorse or promote products derived from
23 // this software without specific prior written permission.
24 //
25 // THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
26 // EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
27 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
28 // PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
29 // CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
30 // EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
31 // PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
32 // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
33 // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
34 // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
35 // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
36 //
37 // Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov)
38 //
39 // ***********************************************************************
40 // @HEADER
41 
42 #ifndef QPSCHUR_INIT_KKT_SYSTEM_HESSIAN_RELAXED_H
43 #define QPSCHUR_INIT_KKT_SYSTEM_HESSIAN_RELAXED_H
44 
45 #include "ConstrainedOptPack_QPSolverRelaxedQPSchur.hpp"
46 #include "ConstrainedOptPack_QPSchurInitKKTSystemHessianFull.hpp"
47 
48 namespace ConstrainedOptPack {
49 
59 {
60 public:
61 
62  // ////////////////////////////////
63  // Overridden from InitKKTSystem
64 
95  const DVectorSlice& g
96  ,const MatrixOp& G
97  ,value_type etaL
98  ,const SpVectorSlice& dL
99  ,const SpVectorSlice& dU
100  ,const MatrixOp* F
101  ,BLAS_Cpp::Transp trans_F
102  ,const DVectorSlice* f
103  ,const DVectorSlice& d
104  ,const SpVectorSlice& nu
105  ,size_type* n_R
106  ,i_x_free_t* i_x_free
107  ,i_x_fixed_t* i_x_fixed
108  ,bnd_fixed_t* bnd_fixed
109  ,j_f_decomp_t* j_f_decomp
110  ,DVector* b_X
111  ,Ko_ptr_t* Ko
112  ,DVector* fo
113  ) const;
114 
115 private:
116  QPSchurInitKKTSystemHessianFull init_kkt_full_;
117 
118 }; // end class QPSchurInitKKTSystemHessianRelaxed
119 
120 } // end namesapce ConstrainedOptPack
121 
122 #endif // QPSCHUR_INIT_KKT_SYSTEM_HESSIAN_RELAXED_H
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 var...
Implementation of initial KKT system where all original variables are free and all the relaxation var...
size_t size_type
Implementation of initial KKT system for all variables initially free and Ko = G. ...
Transp