ConstrainedOptPack: C++ Tools for Constrained (and Unconstrained) Optimization  Version of the Day
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Class Hierarchy

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This inheritance list is sorted roughly, but not completely, alphabetically:
[detail level 123456]
oCConstrainedOptPack::QPSchur::ActiveSetRepresents and manages the active set for the QPSchur algorithm
oCConstrainedOptPack::MeritFuncPenaltyParams::CanNotResize
oCConstrainedOptPack::QPSchurPack::ConstraintsRepresents the extra constraints in the QP to be satisfied by the schur complement QP solver QPSchur {abstract}
|\CConstrainedOptPack::QPSchurPack::ConstraintsRelaxedStdConstraints subclass that is used to represent generic varaible bounds, and general inequality and equality constraints
oCConstrainedOptPack::DecompositionSystemThis class abstracts a decomposition choice for the quasi-range space Y and null space Z matrices for a linearly independent set of columns of Gc
|\CConstrainedOptPack::DecompositionSystemVarReductSpecialization of DecompositionSystem for variable reduction decompositions
oCConstrainedOptPack::DecompositionSystemTesterTesting class for DecompositionSystem interface
oCConstrainedOptPack::DirectLineSearch_StrategyAbstract strategy interface for 1D line searches {abstract}
|\CConstrainedOptPack::DirectLineSearchArmQuad_StrategyPerforms a line search using the Armijo condition and uses quadratic interpolation to select each new alpha
oCConstrainedOptPack::QPSchur::InconsistantConstraintsExceptionThrown if constraints are inconsistant (no feasible region)
oCConstrainedOptPack::QPSolverRelaxed::InfeasibleThrown if the QP is infeasible
oCConstrainedOptPack::QPSolverRelaxedQPSchur::InitKKTSystemInterface for the object that forms the initial KKT system {abstract}
|oCConstrainedOptPack::QPSchurInitKKTSystemHessianFixedFreeImplementation of initial KKT system using the Hessian for the free variables only
|oCConstrainedOptPack::QPSchurInitKKTSystemHessianFullImplementation of initial KKT system for all variables initially free and Ko = G
|oCConstrainedOptPack::QPSchurInitKKTSystemHessianSuperBasicImplementation of initial KKT system for all variables initially fixed and free where #Ko = B_RR#
|\CConstrainedOptPack::QPSolverRelaxedQPSchur::ReinitKKTSystemInterface for the object that can reform an initial KKT system dynamically {abstract}
oCConstrainedOptPack::MeritFuncNLE::InvalidInitialization
oCConstrainedOptPack::MeritFuncNLP::InvalidInitialization
oCConstrainedOptPack::QPSolverRelaxed::InvalidInputThrown if there is invalid input
oCConstrainedOptPack::DecompositionSystem::InvalidMatrixType
oCConstrainedOptPack::MatrixKKTFullSpaceRelaxed::InvalidMatrixType
oCAbstractLinAlgPack::MatrixBase [external]
|oCAbstractLinAlgPack::MatrixExtractInvCholFactor [external]
|oCAbstractLinAlgPack::MatrixNonsing [external]
|\CAbstractLinAlgPack::MatrixOp [external]
oCConstrainedOptPack::QPSchurPack::ConstraintsRelaxedStd::MatrixConstraintsMatrix type for A_bar
oCConstrainedOptPack::MatrixGenBandedMatrix subclass for general (possibly singular) banded matrices
oCConstrainedOptPack::MatrixHessianRelaxedRepresents a symmetric Hessian matrix with a relaxation variable added
oCConstrainedOptPack::MatrixHessianSuperBasicMatrix class that represents a hessian matrix where only the super submatrix for the super basic variables need be nonsingular
|\CConstrainedOptPack::MatrixHessianSuperBasicInitDiagonalMatrix class that adds the ability to initialize to a diagonal to a MatrixHessainSuperBasic object
oCConstrainedOptPack::MatrixKKTFullSpaceRelaxedImplementation of a KKT matrix factorized in the full space
oCConstrainedOptPack::MatrixSymAddDelUpdateableWithOpNonsingularInterface for updating a symmetric matrix and its factorization by adding and deleting rows and columns and preforming operations with it
|\CConstrainedOptPack::MatrixSymAddDelBunchKaufmanThis class maintains the factorization of symmetric indefinite matrix using a Bunch & Kaufman factorization
oCConstrainedOptPack::MatrixSymPosDefBandedCholMatrix subclass for banded symmetric positive definite matrices and their Cholesky factors
oCConstrainedOptPack::MeritFuncCalcAbstract iterface for n-D merit functions {abstract}
|oCConstrainedOptPack::MeritFuncCalcNLEAdds the ability to compute phi(c(x)) at x directly instead of having to compute c first. This class uses an aggregate NLP to perform the computations of c(x)
|\CConstrainedOptPack::MeritFuncCalcNLPAdds the ability to compute phi(f(x),c(x),h(x)) at x directly instead of having to compute f, c and h first. This class uses an aggregate NLP to perform the computations of f(x) c(x) and h(x)
oCConstrainedOptPack::MeritFuncCalc1DAbstracts a 1D merit function {abstract}
|\CConstrainedOptPack::MeritFuncCalc1DQuadraticAdds the ability to compute phi(alpha) at alpha of a given set of vectors
oCConstrainedOptPack::MeritFuncNLEBase class for all merit functions for systems of NonLinear Equations (NLE) {abstract}
|\CConstrainedOptPack::MeritFuncNLESqrResidA merit function for the square of the constriant values
oCConstrainedOptPack::MeritFuncNLPBase class for all merit functions for NonLinear Programs (NLP) {abstract}
|oCConstrainedOptPack::MeritFuncNLPL1The L1 merit function
|\CConstrainedOptPack::MeritFuncNLPModL1The modified L1 merit function using different penatly parameters for each constriant
oCConstrainedOptPack::MeritFuncNLPDirecDerivThis class provides a mix-in interface for allowing subclass merit functions to compute the directional 1D derivative at a base point
|oCConstrainedOptPack::MeritFuncNLPL1The L1 merit function
|\CConstrainedOptPack::MeritFuncNLPModL1The modified L1 merit function using different penatly parameters for each constriant
oCConstrainedOptPack::MeritFuncPenaltyParamThis class provides interface for setting and retrieving a penalty parameter that many merit functions use {abstract}
|\CConstrainedOptPack::MeritFuncNLPL1The L1 merit function
oCConstrainedOptPack::MeritFuncPenaltyParamsThis class provides interface for setting and retrieving a penalty parameter that many merit functions use {abstract}
|\CConstrainedOptPack::MeritFuncNLPModL1The modified L1 merit function using different penatly parameters for each constriant
oCConstrainedOptPack::DirectLineSearch_Strategy::NotDescentDirectionThrown if the direction vector d_k is not a descent direction for the merit funciton
oCConstrainedOptPack::MatrixKKTFullSpaceRelaxed::NotInitializedException
oCConstrainedOptPack::QPSchur::NumericalInstabilityExceptionThrown if there is some numerical instability
|\CConstrainedOptPack::QPSchur::DualInfeasibleExceptionThrown if during the course of the primal-dual iteration a non-dual feasible point if found
oCConstrainedOptPack::MatrixSymPosDefLBFGS::PostModPostMod class to use with MemMngPack::AbstractFactorStd
oCConstrainedOptPack::QPSchurPack::QPRepresents the QP to be solved by QPSchur {abstract}
|\CConstrainedOptPack::QPSchurPack::QPInitFixedFreeStdGeneral (and flexible) implementation class for a QPSchur QP problem
oCConstrainedOptPack::QPSchurSolves a Quadratic Program with a dual QP method using a schur complement factorization
oCConstrainedOptPack::QPSolverRelaxedSolves Quadratic Programs (QPs) of several different forms while allowing a relaxation of the constraints
|oCConstrainedOptPack::QPSolverRelaxedQPKWIKSolves Quadratic Programming (QP) problem using the primal-dual active-set solver QPKWIK
|oCConstrainedOptPack::QPSolverRelaxedQPOPTSOLNode base clase for the primal QP solvers QPOPT and QPSOL
|\CConstrainedOptPack::QPSolverRelaxedQPSchurSolves Quadratic Programming (QP) problems using QPSchur
oCConstrainedOptPack::QPSolverRelaxedTesterTests the optimality conditions of the output from a QPSolverRelaxed object
oCConstrainedOptPack::QPSolverStatsClass for storing statistics about a run of a (active set?) QP solver
oCSerializationPack::Serializable [external]
|\CConstrainedOptPack::MatrixSymPosDefInvCholFactorImplementation of MatrixOp abstract interface for SymInvCholMatrix
oCQPKWIK_Output::set_output
oCOptionsFromStreamPack::SetOptionsFromStream [external]
|\COptionsFromStreamPack::SetOptionsFromStreamNode [external]
oCOptionsFromStreamPack::SetOptionsToTargetBase< DecompositionSystemTester > [external]
|\CConstrainedOptPack::DecompositionSystemTesterSetOptionsSet options for DecompositionSystemTester from an OptionsFromStream object
oCOptionsFromStreamPack::SetOptionsToTargetBase< DirectLineSearchArmQuad_Strategy > [external]
|\CConstrainedOptPack::DirectLineSearchArmQuad_StrategySetOptionsSet options for DirectLineSearchArmQuad_Strategy from a OptionsFromStream object
oCOptionsFromStreamPack::SetOptionsToTargetBase< QPSolverRelaxedQPSchur > [external]
|\CConstrainedOptPack::QPSolverRelaxedQPSchurSetOptionsSet options for QPSolverRelaxedQPSchur from an OptionsFromStream object
oCOptionsFromStreamPack::SetOptionsToTargetBase< QPSolverRelaxedTester > [external]
|\CConstrainedOptPack::QPSolverRelaxedTesterSetOptionsSet options for QPSolverRelaxedTester from an OptionsFromStream object
oCOptionsFromStreamPack::SetOptionsToTargetBase< VariableBoundsTester > [external]
|\CConstrainedOptPack::VariableBoundsTesterSetOptionsSet options for VariableBoundsTester from an OptionsFromStream object
oCConstrainedOptPack::DecompositionSystem::SingularDecomposition
oCConstrainedOptPack::MatrixKKTFullSpaceRelaxed::SingularMatrixException
oCConstrainedOptPack::QPSchur::TestFailedThrown if a test failed
oCConstrainedOptPack::QPSolverRelaxed::TestFailedThrown if a test failed
oCConstrainedOptPack::DecompositionSystem::TestFailed
oCConstrainedOptPack::QPSchur::U_hat_tRepresents the matrix U_hat
oCConstrainedOptPack::QPSolverRelaxed::UnboundedThrown if the QP is unbounded
oCConstrainedOptPack::VariableBoundsTesterTests that a set of variables are within their bounds
\CConstrainedOptPack::QPSchurPack::vector_one_based_checked< T >Utility class for a ranged check vector