ConstrainedOptPack: C++ Tools for Constrained (and Unconstrained) Optimization
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Implementation of initial KKT system using the Hessian for the free variables only. More...
#include <ConstrainedOptPack_QPSchurInitKKTSystemHessianFixedFree.hpp>
Public Member Functions | |
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 initially fixed variables are removed and no equality constraints are included in Ko. More... | |
Public Member Functions inherited from ConstrainedOptPack::QPSolverRelaxedQPSchur::InitKKTSystem | |
virtual | ~InitKKTSystem () |
virtual void | initialize_kkt_system (const Vector &g, const MatrixOp &G, value_type etaL, const Vector *dL, const Vector *dU, const MatrixOp *F, BLAS_Cpp::Transp trans_F, const Vector *f, const Vector *d, const Vector *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 =0 |
Initializes the KKT system. More... | |
Additional Inherited Members | |
Public Types inherited from ConstrainedOptPack::QPSolverRelaxedQPSchur::InitKKTSystem | |
typedef std::vector< size_type > | i_x_free_t |
typedef std::vector< size_type > | i_x_fixed_t |
typedef std::vector< EBounds > | bnd_fixed_t |
typedef std::vector< size_type > | j_f_decomp_t |
typedef Teuchos::RCP< const MatrixSymOpNonsing > | Ko_ptr_t |
Implementation of initial KKT system using the Hessian for the free variables only.
In this implementation, #G# must support the #MatrixSymOp# interface.
Definition at line 55 of file ConstrainedOptPack_QPSchurInitKKTSystemHessianFixedFree.hpp.
void ConstrainedOptPack::QPSchurInitKKTSystemHessianFixedFree::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 initially fixed variables are removed and no equality constraints are included in Ko.
For this implementation:
ToDo: Finish documentation!