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ConstrainedOptPack: C++ Tools for Constrained (and Unconstrained) Optimization
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| Constraints subclass that is used to represent generic varaible bounds, and general inequality and equality constraints | |
| Matrix type for A_bar | |
| General (and flexible) implementation class for a QPSchur QP problem | |
| Utility class for a ranged check vector | |
| Represents the QP to be solved by QPSchur {abstract} | |
| Represents the extra constraints in the QP to be satisfied by the schur complement QP solver QPSchur {abstract} | |
| 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 | |
| Coordinate variable reduction subclass | |
| Orthogonal variable reduction subclass | |
Testing class for DecompositionSystem interface | |
| Set options for DecompositionSystemTester from an OptionsFromStream object | |
Specialization of DecompositionSystem for variable reduction decompositions | |
Specialization node implementation subclass of DecompositionSystem for variable reduction decompositions | |
Specialization interface of DecompositonSystem that allows basis permutations | |
Concreate subclass of DecompositionSystemVarReductPerm that uses an aggregate DecompostionSystemVarReductImp object | |
| Abstract strategy interface for 1D line searches {abstract} | |
| Thrown if the direction vector d_k is not a descent direction for the merit funciton | |
| Performs a line search using the Armijo condition and uses quadratic interpolation to select each new alpha | |
| Set options for DirectLineSearchArmQuad_Strategy from a OptionsFromStream object | |
| Abstract iterface for n-D merit functions {abstract} | |
| Abstracts a 1D merit function {abstract} | |
| Adds the ability to compute phi(alpha) at alpha of a given set of vectors | |
| 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) | |
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) | |
| Base class for all merit functions for systems of NonLinear Equations (NLE) {abstract} | |
| A merit function for the square of the constriant values | |
| Base class for all merit functions for NonLinear Programs (NLP) {abstract} | |
| This class provides a mix-in interface for allowing subclass merit functions to compute the directional 1D derivative at a base point | |
| The L1 merit function | |
| The modified L1 merit function using different penatly parameters for each constriant | |
| This class provides interface for setting and retrieving a penalty parameter that many merit functions use {abstract} | |
| This class provides interface for setting and retrieving a penalty parameter that many merit functions use {abstract} | |
| Matrix subclass for variable reduction orthogonal matrix R = Gc(:,con_decomp)'*Y | |
| Matrix subclass for general (possibly singular) banded matrices | |
| Represents a symmetric Hessian matrix with a relaxation variable added | |
| Matrix class that represents a hessian matrix where only the super submatrix for the super basic variables need be nonsingular | |
| Matrix class that adds the ability to initialize to a diagonal to a MatrixHessainSuperBasic object | |
| Matrix class for a matrix vertically concatonated with an identity matrix {abstract} | |
| Concrete implementation class for a matrix vertically concatonated with an identity matrix | |
| Implementation of a KKT matrix factorized in the full space | |
| This class maintains the factorization of symmetric indefinite matrix using a Bunch & Kaufman factorization | |
| Interface for updating a symmetric matrix and its factorization by adding and deleting rows and columns and preforming operations with it | |
| Matrix class for non-singular Hessian matrix augmented with a terms for "Big M" relaxation variables | |
| Matrix class for a serial scaled identity matrix | |
| Matrix subclass for banded symmetric positive definite matrices and their Cholesky factors | |
| Implementation of MatrixOp abstract interface for SymInvCholMatrix | |
| Implementation of limited Memory BFGS matrix for arbitrary vector spaces | |
PostMod class to use with MemMngPack::AbstractFactorStd | |
Implements D = - inv(C) * N for a variable reduction projection | |
| Tests that a set of variables are within their bounds | |
| Set options for VariableBoundsTester from an OptionsFromStream object | |
| Solves a Quadratic Program with a dual QP method using a schur complement factorization | |
| Represents and manages the active set for the QPSchur algorithm | |
| Thrown if during the course of the primal-dual iteration a non-dual feasible point if found | |
| Thrown if constraints are inconsistant (no feasible region) | |
| Thrown if there is some numerical instability | |
| Thrown if a test failed | |
| Represents the matrix U_hat | |
| Implementation of initial KKT system using the Hessian for the free variables only | |
Implementation of initial KKT system for all variables initially free and Ko = G | |
| Implementation of initial KKT system where all original variables are free and all the relaxation variables are fixed | |
| Implementation of initial KKT system for all variables initially fixed and free where #Ko = B_RR# | |
| Solves Quadratic Programs (QPs) of several different forms while allowing a relaxation of the constraints | |
| Thrown if the QP is infeasible | |
| Thrown if there is invalid input | |
| Thrown if a test failed | |
| Thrown if the QP is unbounded | |
| Solves Quadratic Programming (QP) problem using the primal-dual active-set solver QPKWIK | |
| Node base clase for the primal QP solvers QPOPT and QPSOL | |
| Solves Quadratic Programming (QP) problems using QPSchur | |
| Interface for the object that forms the initial KKT system {abstract} | |
| Interface for the object that can reform an initial KKT system dynamically {abstract} | |
| Set options for QPSolverRelaxedQPSchur from an OptionsFromStream object | |
Tests the optimality conditions of the output from a QPSolverRelaxed object | |
| Set options for QPSolverRelaxedTester from an OptionsFromStream object | |
| Class for storing statistics about a run of a (active set?) QP solver | |
1.8.6