ConstrainedOptPack: C++ Tools for Constrained (and Unconstrained) Optimization
Version of the Day
|
![]() ![]() | Represents and manages the active set for the QPSchur algorithm |
![]() ![]() | |
![]() ![]() | Represents the extra constraints in the QP to be satisfied by the schur complement QP solver QPSchur {abstract} |
![]() ![]() ![]() | Constraints subclass that is used to represent generic varaible bounds, and general inequality and equality constraints |
![]() ![]() | This 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 |
![]() ![]() ![]() | Specialization of DecompositionSystem for variable reduction decompositions |
![]() ![]() | Testing class for DecompositionSystem interface |
![]() ![]() | Abstract strategy interface for 1D line searches {abstract} |
![]() ![]() ![]() | Performs a line search using the Armijo condition and uses quadratic interpolation to select each new alpha |
![]() ![]() | Thrown if constraints are inconsistant (no feasible region) |
![]() ![]() | Thrown if the QP is infeasible |
![]() ![]() | Interface for the object that forms the initial KKT system {abstract} |
![]() ![]() ![]() | Implementation of initial KKT system using the Hessian for the free variables only |
![]() ![]() ![]() | Implementation of initial KKT system for all variables initially free and Ko = G |
![]() ![]() ![]() | Implementation of initial KKT system for all variables initially fixed and free where #Ko = B_RR# |
![]() ![]() ![]() | Interface for the object that can reform an initial KKT system dynamically {abstract} |
![]() ![]() | |
![]() ![]() | |
![]() ![]() | Thrown if there is invalid input |
![]() ![]() | |
![]() ![]() | |
![]() ![]() | |
![]() ![]() ![]() | |
![]() ![]() ![]() | |
![]() ![]() ![]() | |
![]() ![]() | Matrix type for A_bar |
![]() ![]() | Matrix subclass for general (possibly singular) banded matrices |
![]() ![]() | Represents a symmetric Hessian matrix with a relaxation variable added |
![]() ![]() | Matrix class that represents a hessian matrix where only the super submatrix for the super basic variables need be nonsingular |
![]() ![]() ![]() | Matrix class that adds the ability to initialize to a diagonal to a MatrixHessainSuperBasic object |
![]() ![]() | Implementation of a KKT matrix factorized in the full space |
![]() ![]() | Interface for updating a symmetric matrix and its factorization by adding and deleting rows and columns and preforming operations with it |
![]() ![]() ![]() | This class maintains the factorization of symmetric indefinite matrix using a Bunch & Kaufman factorization |
![]() ![]() | Matrix subclass for banded symmetric positive definite matrices and their Cholesky factors |
![]() ![]() | Abstract iterface for n-D merit functions {abstract} |
![]() ![]() ![]() | Adds 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) |
![]() ![]() ![]() | Adds 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) |
![]() ![]() | Abstracts a 1D merit function {abstract} |
![]() ![]() ![]() | Adds the ability to compute phi(alpha) at alpha of a given set of vectors |
![]() ![]() | Base class for all merit functions for systems of NonLinear Equations (NLE) {abstract} |
![]() ![]() ![]() | A merit function for the square of the constriant values |
![]() ![]() | Base class for all merit functions for NonLinear Programs (NLP) {abstract} |
![]() ![]() ![]() | The L1 merit function |
![]() ![]() ![]() | The modified L1 merit function using different penatly parameters for each constriant |
![]() ![]() | This class provides a mix-in interface for allowing subclass merit functions to compute the directional 1D derivative at a base point |
![]() ![]() ![]() | The L1 merit function |
![]() ![]() ![]() | The modified L1 merit function using different penatly parameters for each constriant |
![]() ![]() | This class provides interface for setting and retrieving a penalty parameter that many merit functions use {abstract} |
![]() ![]() ![]() | The L1 merit function |
![]() ![]() | This class provides interface for setting and retrieving a penalty parameter that many merit functions use {abstract} |
![]() ![]() ![]() | The modified L1 merit function using different penatly parameters for each constriant |
![]() ![]() | Thrown if the direction vector d_k is not a descent direction for the merit funciton |
![]() ![]() | |
![]() ![]() | Thrown if there is some numerical instability |
![]() ![]() ![]() | Thrown if during the course of the primal-dual iteration a non-dual feasible point if found |
![]() ![]() | PostMod class to use with MemMngPack::AbstractFactorStd |
![]() ![]() | Represents the QP to be solved by QPSchur {abstract} |
![]() ![]() ![]() | General (and flexible) implementation class for a QPSchur QP problem |
![]() ![]() | Solves a Quadratic Program with a dual QP method using a schur complement factorization |
![]() ![]() | Solves Quadratic Programs (QPs) of several different forms while allowing a relaxation of the constraints |
![]() ![]() ![]() | Solves Quadratic Programming (QP) problem using the primal-dual active-set solver QPKWIK |
![]() ![]() ![]() | Node base clase for the primal QP solvers QPOPT and QPSOL |
![]() ![]() ![]() | Solves Quadratic Programming (QP) problems using QPSchur |
![]() ![]() | Tests the optimality conditions of the output from a QPSolverRelaxed object |
![]() ![]() | Class for storing statistics about a run of a (active set?) QP solver |
![]() ![]() | |
![]() ![]() ![]() | Implementation of MatrixOp abstract interface for SymInvCholMatrix |
![]() ![]() | |
![]() ![]() | |
![]() ![]() ![]() | |
![]() ![]() | |
![]() ![]() ![]() | Set options for DecompositionSystemTester from an OptionsFromStream object |
![]() ![]() | |
![]() ![]() ![]() | Set options for DirectLineSearchArmQuad_Strategy from a OptionsFromStream object |
![]() ![]() | |
![]() ![]() ![]() | Set options for QPSolverRelaxedQPSchur from an OptionsFromStream object |
![]() ![]() | |
![]() ![]() ![]() | Set options for QPSolverRelaxedTester from an OptionsFromStream object |
![]() ![]() | |
![]() ![]() ![]() | Set options for VariableBoundsTester from an OptionsFromStream object |
![]() ![]() | |
![]() ![]() | |
![]() ![]() | Thrown if a test failed |
![]() ![]() | Thrown if a test failed |
![]() ![]() | |
![]() ![]() | Represents the matrix U_hat |
![]() ![]() | Thrown if the QP is unbounded |
![]() ![]() | Tests that a set of variables are within their bounds |
![]() ![]() | Utility class for a ranged check vector |