ConstrainedOptPack::QPSolverRelaxedQPKWIK Class Reference

Solves Quadratic Programming (QP) problem using the primal-dual active-set solver QPKWIK. More...

#include <ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp>

Inheritance diagram for ConstrainedOptPack::QPSolverRelaxedQPKWIK:

Initialization
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, max_qp_iter_frac)
	Set the maximum number of QP iterations as max_itr = max_qp_iter_frac * n. More...
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, infinite_bound)
	Set the value of an infinite bound. More...
	QPSolverRelaxedQPKWIK (value_type max_qp_iter_frac=10.0, value_type infinite_bound=1e+20)
	~QPSolverRelaxedQPKWIK ()

Overridden from QPSolverRelaxed
QPSolverStats	get_qp_stats () const
void	release_memory ()
QPSolverStats::ESolutionType	imp_solve_qp (std::ostream *out, EOutputLevel olevel, ERunTests test_what, const Vector &g, const MatrixSymOp &G, value_type etaL, const Vector *dL, const Vector *dU, const MatrixOp *E, BLAS_Cpp::Transp trans_E, const Vector *b, const Vector *eL, const Vector *eU, const MatrixOp *F, BLAS_Cpp::Transp trans_F, const Vector *f, value_type *obj_d, value_type *eta, VectorMutable *d, VectorMutable *nu, VectorMutable *mu, VectorMutable *Ed, VectorMutable *lambda, VectorMutable *Fd)

Detailed Description

Solves Quadratic Programming (QP) problem using the primal-dual active-set solver QPKWIK.

In this implementation it is required that G support the {MatrixExtractInvCholFactor} interface and is therefore quite restrictive on the likes of QPs it can solve.

Definition at line 61 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

Constructor & Destructor Documentation

ConstrainedOptPack::QPSolverRelaxedQPKWIK::QPSolverRelaxedQPKWIK	(	value_type	max_qp_iter_frac = 10.0,
		value_type	infinite_bound = 1e+20
	)

ConstrainedOptPack::QPSolverRelaxedQPKWIK::~QPSolverRelaxedQPKWIK

(

)

Member Function Documentation

ConstrainedOptPack::QPSolverRelaxedQPKWIK::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		max_qp_iter_frac
	)

Set the maximum number of QP iterations as max_itr = max_qp_iter_frac * n.

ConstrainedOptPack::QPSolverRelaxedQPKWIK::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		infinite_bound
	)

Set the value of an infinite bound.

QPSolverStats ConstrainedOptPack::QPSolverRelaxedQPKWIK::get_qp_stats ( ) const

virtual

Implements ConstrainedOptPack::QPSolverRelaxed.

void ConstrainedOptPack::QPSolverRelaxedQPKWIK::release_memory ( )

virtual

Implements ConstrainedOptPack::QPSolverRelaxed.

QPSolverStats::ESolutionType ConstrainedOptPack::QPSolverRelaxedQPKWIK::imp_solve_qp ( std::ostream *  out, EOutputLevel  olevel, ERunTests  test_what, const Vector &  g, const MatrixSymOp &  G, value_type  etaL, const Vector *  dL, const Vector *  dU, const MatrixOp *  E, BLAS_Cpp::Transp  trans_E, const Vector *  b, const Vector *  eL, const Vector *  eU, const MatrixOp *  F, BLAS_Cpp::Transp  trans_F, const Vector *  f, value_type *  obj_d, value_type *  eta, VectorMutable *  d, VectorMutable *  nu, VectorMutable *  mu, VectorMutable *  Ed, VectorMutable *  lambda, VectorMutable *  Fd  )

protectedvirtual

Implements ConstrainedOptPack::QPSolverRelaxed.

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

• ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp