ConstrainedOptPack: C++ Tools for Constrained (and Unconstrained) Optimization
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ConstrainedOptPack | |
QPSchurPack | |
ConstraintsRelaxedStd | Constraints subclass that is used to represent generic varaible bounds, and general inequality and equality constraints |
MatrixConstraints | Matrix type for A_bar |
QPInitFixedFreeStd | General (and flexible) implementation class for a QPSchur QP problem |
vector_one_based_checked | Utility class for a ranged check vector |
QP | Represents the QP to be solved by QPSchur {abstract} |
Constraints | Represents the extra constraints in the QP to be satisfied by the schur complement QP solver QPSchur {abstract} |
DecompositionSystem | This 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 |
InvalidMatrixType | |
SingularDecomposition | |
TestFailed | |
DecompositionSystemCoordinate | Coordinate variable reduction subclass |
DecompositionSystemOrthogonal | Orthogonal variable reduction subclass |
DecompositionSystemTester | Testing class for DecompositionSystem interface |
DecompositionSystemTesterSetOptions | Set options for DecompositionSystemTester from an OptionsFromStream object |
DecompositionSystemVarReduct | Specialization of DecompositionSystem for variable reduction decompositions |
DecompositionSystemVarReductImp | Specialization node implementation subclass of DecompositionSystem for variable reduction decompositions |
DecompositionSystemVarReductPerm | Specialization interface of DecompositonSystem that allows basis permutations |
DecompositionSystemVarReductPermStd | Concreate subclass of DecompositionSystemVarReductPerm that uses an aggregate DecompostionSystemVarReductImp object |
DirectLineSearch_Strategy | Abstract strategy interface for 1D line searches {abstract} |
NotDescentDirection | Thrown if the direction vector d_k is not a descent direction for the merit funciton |
DirectLineSearchArmQuad_Strategy | Performs a line search using the Armijo condition and uses quadratic interpolation to select each new alpha |
DirectLineSearchArmQuad_StrategySetOptions | Set options for DirectLineSearchArmQuad_Strategy from a OptionsFromStream object |
MeritFuncCalc | Abstract iterface for n-D merit functions {abstract} |
MeritFuncCalc1D | Abstracts a 1D merit function {abstract} |
MeritFuncCalc1DQuadratic | Adds the ability to compute phi(alpha) at alpha of a given set of vectors |
MeritFuncCalcNLE | Adds 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) |
MeritFuncCalcNLP | Adds 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) |
MeritFuncNLE | Base class for all merit functions for systems of NonLinear Equations (NLE) {abstract} |
InvalidInitialization | |
MeritFuncNLESqrResid | A merit function for the square of the constriant values |
MeritFuncNLP | Base class for all merit functions for NonLinear Programs (NLP) {abstract} |
InvalidInitialization | |
MeritFuncNLPDirecDeriv | This class provides a mix-in interface for allowing subclass merit functions to compute the directional 1D derivative at a base point |
MeritFuncNLPL1 | The L1 merit function |
MeritFuncNLPModL1 | The modified L1 merit function using different penatly parameters for each constriant |
MeritFuncPenaltyParam | This class provides interface for setting and retrieving a penalty parameter that many merit functions use {abstract} |
MeritFuncPenaltyParams | This class provides interface for setting and retrieving a penalty parameter that many merit functions use {abstract} |
CanNotResize | |
MatrixDecompRangeOrthog | Matrix subclass for variable reduction orthogonal matrix R = Gc(:,con_decomp)'*Y |
MatrixGenBanded | Matrix subclass for general (possibly singular) banded matrices |
MatrixHessianRelaxed | Represents a symmetric Hessian matrix with a relaxation variable added |
MatrixHessianSuperBasic | Matrix class that represents a hessian matrix where only the super submatrix for the super basic variables need be nonsingular |
MatrixHessianSuperBasicInitDiagonal | Matrix class that adds the ability to initialize to a diagonal to a MatrixHessainSuperBasic object |
MatrixIdentConcat | Matrix class for a matrix vertically concatonated with an identity matrix {abstract} |
MatrixIdentConcatStd | Concrete implementation class for a matrix vertically concatonated with an identity matrix |
MatrixKKTFullSpaceRelaxed | Implementation of a KKT matrix factorized in the full space |
InvalidMatrixType | |
NotInitializedException | |
SingularMatrixException | |
MatrixSymAddDelBunchKaufman | This class maintains the factorization of symmetric indefinite matrix using a Bunch & Kaufman factorization |
MatrixSymAddDelUpdateableWithOpNonsingular | Interface for updating a symmetric matrix and its factorization by adding and deleting rows and columns and preforming operations with it |
MatrixSymHessianRelaxNonSing | Matrix class for non-singular Hessian matrix augmented with a terms for "Big M" relaxation variables |
MatrixSymIdentitySerial | Matrix class for a serial scaled identity matrix |
MatrixSymPosDefBandedChol | Matrix subclass for banded symmetric positive definite matrices and their Cholesky factors |
MatrixSymPosDefInvCholFactor | Implementation of MatrixOp abstract interface for SymInvCholMatrix |
MatrixSymPosDefLBFGS | Implementation of limited Memory BFGS matrix for arbitrary vector spaces |
PostMod | PostMod class to use with MemMngPack::AbstractFactorStd |
MatrixVarReductImplicit | Implements D = - inv(C) * N for a variable reduction projection |
VariableBoundsTester | Tests that a set of variables are within their bounds |
VariableBoundsTesterSetOptions | Set options for VariableBoundsTester from an OptionsFromStream object |
QPSchur | Solves a Quadratic Program with a dual QP method using a schur complement factorization |
ActiveSet | Represents and manages the active set for the QPSchur algorithm |
DualInfeasibleException | Thrown if during the course of the primal-dual iteration a non-dual feasible point if found |
InconsistantConstraintsException | Thrown if constraints are inconsistant (no feasible region) |
NumericalInstabilityException | Thrown if there is some numerical instability |
TestFailed | Thrown if a test failed |
U_hat_t | Represents the matrix U_hat |
QPSchurInitKKTSystemHessianFixedFree | Implementation of initial KKT system using the Hessian for the free variables only |
QPSchurInitKKTSystemHessianFull | Implementation of initial KKT system for all variables initially free and Ko = G |
QPSchurInitKKTSystemHessianRelaxed | Implementation of initial KKT system where all original variables are free and all the relaxation variables are fixed |
QPSchurInitKKTSystemHessianSuperBasic | Implementation of initial KKT system for all variables initially fixed and free where #Ko = B_RR# |
QPSolverRelaxed | Solves Quadratic Programs (QPs) of several different forms while allowing a relaxation of the constraints |
Infeasible | Thrown if the QP is infeasible |
InvalidInput | Thrown if there is invalid input |
TestFailed | Thrown if a test failed |
Unbounded | Thrown if the QP is unbounded |
QPSolverRelaxedQPKWIK | Solves Quadratic Programming (QP) problem using the primal-dual active-set solver QPKWIK |
QPSolverRelaxedQPOPTSOL | Node base clase for the primal QP solvers QPOPT and QPSOL |
QPSolverRelaxedQPSchur | Solves Quadratic Programming (QP) problems using QPSchur |
InitKKTSystem | Interface for the object that forms the initial KKT system {abstract} |
ReinitKKTSystem | Interface for the object that can reform an initial KKT system dynamically {abstract} |
QPSolverRelaxedQPSchurSetOptions | Set options for QPSolverRelaxedQPSchur from an OptionsFromStream object |
QPSolverRelaxedTester | Tests the optimality conditions of the output from a QPSolverRelaxed object |
QPSolverRelaxedTesterSetOptions | Set options for QPSolverRelaxedTester from an OptionsFromStream object |
QPSolverStats | Class for storing statistics about a run of a (active set?) QP solver |
QPKWIK_Output | |
set_output | |
Trilinos | |
Details |