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ConstrainedOptPack::QPSchurInitKKTSystemHessianFull Class Reference

Implementation of initial KKT system for all variables initially free and Ko = G. More...

#include <ConstrainedOptPack_QPSchurInitKKTSystemHessianFull.hpp>

Inheritance diagram for ConstrainedOptPack::QPSchurInitKKTSystemHessianFull:
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Overridden from InitKKTSystem

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
 Initialize the KKT system where all variables (except the relaxation variable) are initially free and no constraints are in Ko. More...
 

Additional Inherited Members

- Public Types inherited from ConstrainedOptPack::QPSolverRelaxedQPSchur::InitKKTSystem
typedef std::vector< size_typei_x_free_t
 
typedef std::vector< size_typei_x_fixed_t
 
typedef std::vector< EBounds > bnd_fixed_t
 
typedef std::vector< size_typej_f_decomp_t
 
typedef Teuchos::RCP< const
MatrixSymOpNonsing > 
Ko_ptr_t
 
- Public Member Functions inherited from ConstrainedOptPack::QPSolverRelaxedQPSchur::InitKKTSystem
virtual ~InitKKTSystem ()
 

Detailed Description

Implementation of initial KKT system for all variables initially free and Ko = G.

In this implementation, G must support the MatrixSymOpNonsing interface. Using this initial KKT system essentially make QPSchur use a range space approach (Nocedal & Wright, 1999) for factorizing the KKT system for the current active set.

Definition at line 57 of file ConstrainedOptPack_QPSchurInitKKTSystemHessianFull.hpp.

Member Function Documentation

void ConstrainedOptPack::QPSchurInitKKTSystemHessianFull::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
virtual

Initialize the KKT system where all variables (except the relaxation variable) are initially free and no constraints are in Ko.

For this implementation:

n_R = nd\ i_x_free = emply (it is identity)\ i_x_fixed[0] = nd+1\ bnd_fixed[0] = LOWER\ j_f_decomp[] = empty\ b_X = etaL\ Ko = G\ fo = -g\

Implements ConstrainedOptPack::QPSolverRelaxedQPSchur::InitKKTSystem.

Definition at line 51 of file ConstrainedOptPack_QPSchurInitKKTSystemHessianFull.cpp.


The documentation for this class was generated from the following files: