ConstrainedOptPack: C++ Tools for Constrained (and Unconstrained) Optimization  Version of the Day
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Class List
Here are the classes, structs, unions and interfaces with brief descriptions:
[detail level 1234]
oNConstrainedOptPack
|oNQPSchurPack
||oCConstraintsRelaxedStdConstraints subclass that is used to represent generic varaible bounds, and general inequality and equality constraints
|||\CMatrixConstraintsMatrix type for A_bar
||oCQPInitFixedFreeStdGeneral (and flexible) implementation class for a QPSchur QP problem
||oCvector_one_based_checkedUtility class for a ranged check vector
||oCQPRepresents the QP to be solved by QPSchur {abstract}
||\CConstraintsRepresents the extra constraints in the QP to be satisfied by the schur complement QP solver QPSchur {abstract}
|oCDecompositionSystemThis class abstracts a decomposition choice for the quasi-range space Y and null space Z matrices for a linearly independent set of columns of Gc
||oCInvalidMatrixType
||oCSingularDecomposition
||\CTestFailed
|oCDecompositionSystemCoordinateCoordinate variable reduction subclass
|oCDecompositionSystemOrthogonalOrthogonal variable reduction subclass
|oCDecompositionSystemTesterTesting class for DecompositionSystem interface
|oCDecompositionSystemTesterSetOptionsSet options for DecompositionSystemTester from an OptionsFromStream object
|oCDecompositionSystemVarReductSpecialization of DecompositionSystem for variable reduction decompositions
|oCDecompositionSystemVarReductImpSpecialization node implementation subclass of DecompositionSystem for variable reduction decompositions
|oCDecompositionSystemVarReductPermSpecialization interface of DecompositonSystem that allows basis permutations
|oCDecompositionSystemVarReductPermStdConcreate subclass of DecompositionSystemVarReductPerm that uses an aggregate DecompostionSystemVarReductImp object
|oCDirectLineSearch_StrategyAbstract strategy interface for 1D line searches {abstract}
||\CNotDescentDirectionThrown if the direction vector d_k is not a descent direction for the merit funciton
|oCDirectLineSearchArmQuad_StrategyPerforms a line search using the Armijo condition and uses quadratic interpolation to select each new alpha
|oCDirectLineSearchArmQuad_StrategySetOptionsSet options for DirectLineSearchArmQuad_Strategy from a OptionsFromStream object
|oCMeritFuncCalcAbstract iterface for n-D merit functions {abstract}
|oCMeritFuncCalc1DAbstracts a 1D merit function {abstract}
|oCMeritFuncCalc1DQuadraticAdds the ability to compute phi(alpha) at alpha of a given set of vectors
|oCMeritFuncCalcNLEAdds the ability to compute phi(c(x)) at x directly instead of having to compute c first. This class uses an aggregate NLP to perform the computations of c(x)
|oCMeritFuncCalcNLPAdds the ability to compute phi(f(x),c(x),h(x)) at x directly instead of having to compute f, c and h first. This class uses an aggregate NLP to perform the computations of f(x) c(x) and h(x)
|oCMeritFuncNLEBase class for all merit functions for systems of NonLinear Equations (NLE) {abstract}
||\CInvalidInitialization
|oCMeritFuncNLESqrResidA merit function for the square of the constriant values
|oCMeritFuncNLPBase class for all merit functions for NonLinear Programs (NLP) {abstract}
||\CInvalidInitialization
|oCMeritFuncNLPDirecDerivThis class provides a mix-in interface for allowing subclass merit functions to compute the directional 1D derivative at a base point
|oCMeritFuncNLPL1The L1 merit function
|oCMeritFuncNLPModL1The modified L1 merit function using different penatly parameters for each constriant
|oCMeritFuncPenaltyParamThis class provides interface for setting and retrieving a penalty parameter that many merit functions use {abstract}
|oCMeritFuncPenaltyParamsThis class provides interface for setting and retrieving a penalty parameter that many merit functions use {abstract}
||\CCanNotResize
|oCMatrixDecompRangeOrthogMatrix subclass for variable reduction orthogonal matrix R = Gc(:,con_decomp)'*Y
|oCMatrixGenBandedMatrix subclass for general (possibly singular) banded matrices
|oCMatrixHessianRelaxedRepresents a symmetric Hessian matrix with a relaxation variable added
|oCMatrixHessianSuperBasicMatrix class that represents a hessian matrix where only the super submatrix for the super basic variables need be nonsingular
|oCMatrixHessianSuperBasicInitDiagonalMatrix class that adds the ability to initialize to a diagonal to a MatrixHessainSuperBasic object
|oCMatrixIdentConcatMatrix class for a matrix vertically concatonated with an identity matrix {abstract}
|oCMatrixIdentConcatStdConcrete implementation class for a matrix vertically concatonated with an identity matrix
|oCMatrixKKTFullSpaceRelaxedImplementation of a KKT matrix factorized in the full space
||oCInvalidMatrixType
||oCNotInitializedException
||\CSingularMatrixException
|oCMatrixSymAddDelBunchKaufmanThis class maintains the factorization of symmetric indefinite matrix using a Bunch & Kaufman factorization
|oCMatrixSymAddDelUpdateableWithOpNonsingularInterface for updating a symmetric matrix and its factorization by adding and deleting rows and columns and preforming operations with it
|oCMatrixSymHessianRelaxNonSingMatrix class for non-singular Hessian matrix augmented with a terms for "Big M" relaxation variables
|oCMatrixSymIdentitySerialMatrix class for a serial scaled identity matrix
|oCMatrixSymPosDefBandedCholMatrix subclass for banded symmetric positive definite matrices and their Cholesky factors
|oCMatrixSymPosDefInvCholFactorImplementation of MatrixOp abstract interface for SymInvCholMatrix
|oCMatrixSymPosDefLBFGSImplementation of limited Memory BFGS matrix for arbitrary vector spaces
||\CPostModPostMod class to use with MemMngPack::AbstractFactorStd
|oCMatrixVarReductImplicitImplements D = - inv(C) * N for a variable reduction projection
|oCVariableBoundsTesterTests that a set of variables are within their bounds
|oCVariableBoundsTesterSetOptionsSet options for VariableBoundsTester from an OptionsFromStream object
|oCQPSchurSolves a Quadratic Program with a dual QP method using a schur complement factorization
||oCActiveSetRepresents and manages the active set for the QPSchur algorithm
||oCDualInfeasibleExceptionThrown if during the course of the primal-dual iteration a non-dual feasible point if found
||oCInconsistantConstraintsExceptionThrown if constraints are inconsistant (no feasible region)
||oCNumericalInstabilityExceptionThrown if there is some numerical instability
||oCTestFailedThrown if a test failed
||\CU_hat_tRepresents the matrix U_hat
|oCQPSchurInitKKTSystemHessianFixedFreeImplementation of initial KKT system using the Hessian for the free variables only
|oCQPSchurInitKKTSystemHessianFullImplementation of initial KKT system for all variables initially free and Ko = G
|oCQPSchurInitKKTSystemHessianRelaxedImplementation of initial KKT system where all original variables are free and all the relaxation variables are fixed
|oCQPSchurInitKKTSystemHessianSuperBasicImplementation of initial KKT system for all variables initially fixed and free where #Ko = B_RR#
|oCQPSolverRelaxedSolves Quadratic Programs (QPs) of several different forms while allowing a relaxation of the constraints
||oCInfeasibleThrown if the QP is infeasible
||oCInvalidInputThrown if there is invalid input
||oCTestFailedThrown if a test failed
||\CUnboundedThrown if the QP is unbounded
|oCQPSolverRelaxedQPKWIKSolves Quadratic Programming (QP) problem using the primal-dual active-set solver QPKWIK
|oCQPSolverRelaxedQPOPTSOLNode base clase for the primal QP solvers QPOPT and QPSOL
|oCQPSolverRelaxedQPSchurSolves Quadratic Programming (QP) problems using QPSchur
||oCInitKKTSystemInterface for the object that forms the initial KKT system {abstract}
||\CReinitKKTSystemInterface for the object that can reform an initial KKT system dynamically {abstract}
|oCQPSolverRelaxedQPSchurSetOptionsSet options for QPSolverRelaxedQPSchur from an OptionsFromStream object
|oCQPSolverRelaxedTesterTests the optimality conditions of the output from a QPSolverRelaxed object
|oCQPSolverRelaxedTesterSetOptionsSet options for QPSolverRelaxedTester from an OptionsFromStream object
|\CQPSolverStatsClass for storing statistics about a run of a (active set?) QP solver
oNQPKWIK_Output
|\Cset_output
\NTrilinos
 \NDetails