ConstrainedOptPack: C++ Tools for Constrained (and Unconstrained) Optimization
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Implementation of initial KKT system for all variables initially free and Ko = G
.
More...
#include <ConstrainedOptPack_QPSchurInitKKTSystemHessianFull.hpp>
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_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 |
Public Member Functions inherited from ConstrainedOptPack::QPSolverRelaxedQPSchur::InitKKTSystem | |
virtual | ~InitKKTSystem () |
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.
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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.