General (and flexible) implementation class for a QPSchur QP problem. More...

#include <ConstrainedOptPack_QPInitFixedFreeStd.hpp>

Inheritance diagram for ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd:

Public Member Functions
	QPInitFixedFreeStd ()
	Construct uninitialized. More...

void	initialize (const DVectorSlice &g, const MatrixSymOp &G, const MatrixOp A, size_type n_R, const size_type i_x_free[], const size_type i_x_fixed[], const EBounds bnd_fixed[], const DVectorSlice &b_X, const MatrixSymOpNonsing &Ko, const DVectorSlice &fo, Constraints constraints, std::ostream *out=NULL, bool test_setup=false, value_type warning_tol=1e-10, value_type error_tol=1e-5, bool print_all_warnings=false)
	Initialize. More...

Public Member Functions inherited from ConstrainedOptPack::QPSchurPack::QP
virtual	~QP ()

virtual void	dump_qp (std::ostream &out)
	Dump the definition of the QP to a stream. More...

Overridden from QP
size_type	n () const

size_type	m () const

const DVectorSlice	g () const

const MatrixSymOp &	G () const

const MatrixOp &	A () const

size_type	n_R () const

const x_init_t &	x_init () const

const l_x_X_map_t &	l_x_X_map () const

const i_x_X_map_t &	i_x_X_map () const

const DVectorSlice	b_X () const

const GenPermMatrixSlice &	Q_R () const

const GenPermMatrixSlice &	Q_X () const

const MatrixSymOpNonsing &	Ko () const

const DVectorSlice	fo () const

Constraints &	constraints ()

const Constraints &	constraints () const

Additional Inherited Members
Public Types inherited from ConstrainedOptPack::QPSchurPack::QP
typedef vector_one_based_checked < EBounds >	x_init_t

typedef vector_one_based_checked < size_type >	l_x_X_map_t

typedef vector_one_based_checked < size_type >	i_x_X_map_t

typedef QPSchurPack::Constraints	Constraints

Detailed Description

General (and flexible) implementation class for a QPSchur QP problem.

The basic idea of this class is to just build the QP from its various components in a way that is easy and flexible for the client. The class will also do consistency testing if asked to.

Definition at line 58 of file ConstrainedOptPack_QPInitFixedFreeStd.hpp.

Constructor & Destructor Documentation

ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::QPInitFixedFreeStd ( )

Construct uninitialized.

Definition at line 52 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

Member Function Documentation

void ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::initialize	(	const DVectorSlice &	g,
		const MatrixSymOp &	G,
		const MatrixOp *	A,
		size_type	n_R,
		const size_type	i_x_free[],
		const size_type	i_x_fixed[],
		const EBounds	bnd_fixed[],
		const DVectorSlice &	b_X,
		const MatrixSymOpNonsing &	Ko,
		const DVectorSlice &	fo,
		Constraints *	constraints,
		std::ostream *	out = `NULL`,
		bool	test_setup = `false`,
		value_type	warning_tol = `1e-10`,
		value_type	error_tol = `1e-5`,
		bool	print_all_warnings = `false`
	)

Initialize.

The pointers and references to the objects pointed to by the arguments to this function must not be modified by the caller. Copies of these objects are not made internally so these objects must remain valid while this object is in use.

If the sizes of the arguments do not match up or some consistency test fails then exceptions may be thrown with (hopefully) helpful messages.

Parameters

g	[in] vector (size `n`): objective gradient
G	[in] matrix (size `n x n`): objective Hessian
A	[in] matrix (size `n x m`): full rank equality constraints in `Ko`. If `A==NULL` then there are no equality constraints in `Ko` and m will be zero.
n_R	[in] number of initially free variables
i_x_free	[in] array (size `n_R`): `i_x_free[l-1], l = 1...n_R` defines the matrix `Q_R` as: `Q_R(:,l) = e(i_x_free[l-1]), l = 1...n_R` The ordering of these indices is significant. It is allowed for `i_x_free == NULL` in which case it will be considered to be identity.
i_x_fixed	[in] array (size `n_X = n - n_R`): `i_x_fixed[l-1], l = 1...n_X` defines the matrix `Q_X` as: `Q_X(:,l) = e(i_x_fixed[l-1]), l = 1...n_X` The ordering of these indices is significant.
bnd_fixed	[in] array (size `n_X = n - n_R`): `bnd_fixed[l-1], l = 1...n_X` defines the initial active set as: {verbatim} / LOWER : b_X(l) = xL(i_x_fixed[l-1]) bnd_fixed[l-1] = \| UPPER : b_X(l) = xU(i_x_fixed[l-1]) \ EQUALITY : b_X(l) = xL(i) = xU(i) (i = i_x_fixed[l-1]) {verbatim}
b_X	[in] vector (size `n_X = n - n_R`): Initial varaible bounds (see `bnd_fixed`)
Ko	[in] matrix (size `(n_R+m) x (n_R+m)`): Initial KKT matrix
fo	[in] vector (size `n_R + m`): Initial KKT system rhs vector
constraints	[in] Constraints object for the extra constraints `cL_bar <= A_bar'*x <= cU_bar`
out	[out] If `out!=NULL`, then any warning or error messages will be printed here.
test_setup	[in] If set to true, then consistency checks will be made on all the input arguments. The cost of the tests will not be too excessive in runtime or storge costs and do not completly validate everything
waring_tol	[in] Warning tolerance for tests.
error_tol	[in] Error tolerance for tests. If the relative error of any test exceeds this limit, then an error message will be printed to out (if `out!=NULL`) and then a runtime exception will be thrown.
print_all_warnings	[in] If set to `true`, then any relative errors for tests that are above `warning_tol` will be printed to `out` (if `out!= NULL`) (O(`n`) output). Otherwise, if `false`, then only the number of violations and the maximum violation will be printed (O(1) output).

Definition at line 62 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

size_type ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::n ( ) const

virtual

Implements ConstrainedOptPack::QPSchurPack::QP.

Definition at line 250 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

size_type ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::m ( ) const

virtual

Implements ConstrainedOptPack::QPSchurPack::QP.

Definition at line 256 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

const DVectorSlice ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::g ( ) const

virtual

Implements ConstrainedOptPack::QPSchurPack::QP.

Definition at line 262 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

const MatrixSymOp & ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::G ( ) const

virtual

Implements ConstrainedOptPack::QPSchurPack::QP.

Definition at line 268 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

const MatrixOp & ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::A ( ) const

virtual

Implements ConstrainedOptPack::QPSchurPack::QP.

Definition at line 274 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

size_type ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::n_R ( ) const

virtual

Implements ConstrainedOptPack::QPSchurPack::QP.

Definition at line 280 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

const QP::x_init_t & ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::x_init ( ) const

virtual

Implements ConstrainedOptPack::QPSchurPack::QP.

Definition at line 286 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

const QP::l_x_X_map_t & ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::l_x_X_map ( ) const

virtual

Implements ConstrainedOptPack::QPSchurPack::QP.

Definition at line 292 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

const QP::i_x_X_map_t & ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::i_x_X_map ( ) const

virtual

Implements ConstrainedOptPack::QPSchurPack::QP.

Definition at line 298 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

const DVectorSlice ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::b_X ( ) const

virtual

Implements ConstrainedOptPack::QPSchurPack::QP.

Definition at line 304 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

const GenPermMatrixSlice & ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::Q_R ( ) const

virtual

Implements ConstrainedOptPack::QPSchurPack::QP.

Definition at line 310 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

const GenPermMatrixSlice & ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::Q_X ( ) const

virtual

Implements ConstrainedOptPack::QPSchurPack::QP.

Definition at line 316 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

const MatrixSymOpNonsing & ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::Ko ( ) const

virtual

Implements ConstrainedOptPack::QPSchurPack::QP.

Definition at line 322 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

const DVectorSlice ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::fo ( ) const

virtual

Implements ConstrainedOptPack::QPSchurPack::QP.

Definition at line 328 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

Constraints & ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::constraints ( )

virtual

Implements ConstrainedOptPack::QPSchurPack::QP.

Definition at line 334 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

const Constraints & ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::constraints ( ) const

virtual

Implements ConstrainedOptPack::QPSchurPack::QP.

Definition at line 340 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

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

Public Member Functions

Overridden from QP

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation