ConstrainedOptPack: C++ Tools for Constrained (and Unconstrained) Optimization
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ConstrainedOptPack::QPSchur::ActiveSet | Represents and manages the active set for the QPSchur algorithm |
ConstrainedOptPack::MeritFuncPenaltyParams::CanNotResize | |
ConstrainedOptPack::QPSchurPack::Constraints | Represents the extra constraints in the QP to be satisfied by the schur complement QP solver QPSchur {abstract} |
ConstrainedOptPack::QPSchurPack::ConstraintsRelaxedStd | Constraints subclass that is used to represent generic varaible bounds, and general inequality and equality constraints |
ConstrainedOptPack::DecompositionSystem | 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 |
ConstrainedOptPack::DecompositionSystemVarReduct | Specialization of DecompositionSystem for variable reduction decompositions |
ConstrainedOptPack::DecompositionSystemTester | Testing class for DecompositionSystem interface |
ConstrainedOptPack::DirectLineSearch_Strategy | Abstract strategy interface for 1D line searches {abstract} |
ConstrainedOptPack::DirectLineSearchArmQuad_Strategy | Performs a line search using the Armijo condition and uses quadratic interpolation to select each new alpha |
ConstrainedOptPack::QPSchur::InconsistantConstraintsException | Thrown if constraints are inconsistant (no feasible region) |
ConstrainedOptPack::QPSolverRelaxed::Infeasible | Thrown if the QP is infeasible |
ConstrainedOptPack::QPSolverRelaxedQPSchur::InitKKTSystem | Interface for the object that forms the initial KKT system {abstract} |
ConstrainedOptPack::QPSchurInitKKTSystemHessianFixedFree | Implementation of initial KKT system using the Hessian for the free variables only |
ConstrainedOptPack::QPSchurInitKKTSystemHessianFull | Implementation of initial KKT system for all variables initially free and Ko = G |
ConstrainedOptPack::QPSchurInitKKTSystemHessianSuperBasic | Implementation of initial KKT system for all variables initially fixed and free where #Ko = B_RR# |
ConstrainedOptPack::QPSolverRelaxedQPSchur::ReinitKKTSystem | Interface for the object that can reform an initial KKT system dynamically {abstract} |
ConstrainedOptPack::MeritFuncNLE::InvalidInitialization | |
ConstrainedOptPack::MeritFuncNLP::InvalidInitialization | |
ConstrainedOptPack::QPSolverRelaxed::InvalidInput | Thrown if there is invalid input |
ConstrainedOptPack::DecompositionSystem::InvalidMatrixType | |
ConstrainedOptPack::MatrixKKTFullSpaceRelaxed::InvalidMatrixType | |
AbstractLinAlgPack::MatrixBase [external] | |
AbstractLinAlgPack::MatrixExtractInvCholFactor [external] | |
AbstractLinAlgPack::MatrixNonsing [external] | |
AbstractLinAlgPack::MatrixOp [external] | |
ConstrainedOptPack::QPSchurPack::ConstraintsRelaxedStd::MatrixConstraints | Matrix type for A_bar |
ConstrainedOptPack::MatrixGenBanded | Matrix subclass for general (possibly singular) banded matrices |
ConstrainedOptPack::MatrixHessianRelaxed | Represents a symmetric Hessian matrix with a relaxation variable added |
ConstrainedOptPack::MatrixHessianSuperBasic | Matrix class that represents a hessian matrix where only the super submatrix for the super basic variables need be nonsingular |
ConstrainedOptPack::MatrixHessianSuperBasicInitDiagonal | Matrix class that adds the ability to initialize to a diagonal to a MatrixHessainSuperBasic object |
ConstrainedOptPack::MatrixKKTFullSpaceRelaxed | Implementation of a KKT matrix factorized in the full space |
ConstrainedOptPack::MatrixSymAddDelUpdateableWithOpNonsingular | Interface for updating a symmetric matrix and its factorization by adding and deleting rows and columns and preforming operations with it |
ConstrainedOptPack::MatrixSymAddDelBunchKaufman | This class maintains the factorization of symmetric indefinite matrix using a Bunch & Kaufman factorization |
ConstrainedOptPack::MatrixSymPosDefBandedChol | Matrix subclass for banded symmetric positive definite matrices and their Cholesky factors |
ConstrainedOptPack::MeritFuncCalc | Abstract iterface for n-D merit functions {abstract} |
ConstrainedOptPack::MeritFuncCalcNLE | 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) |
ConstrainedOptPack::MeritFuncCalcNLP | 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) |
ConstrainedOptPack::MeritFuncCalc1D | Abstracts a 1D merit function {abstract} |
ConstrainedOptPack::MeritFuncCalc1DQuadratic | Adds the ability to compute phi(alpha) at alpha of a given set of vectors |
ConstrainedOptPack::MeritFuncNLE | Base class for all merit functions for systems of NonLinear Equations (NLE) {abstract} |
ConstrainedOptPack::MeritFuncNLESqrResid | A merit function for the square of the constriant values |
ConstrainedOptPack::MeritFuncNLP | Base class for all merit functions for NonLinear Programs (NLP) {abstract} |
ConstrainedOptPack::MeritFuncNLPL1 | The L1 merit function |
ConstrainedOptPack::MeritFuncNLPModL1 | The modified L1 merit function using different penatly parameters for each constriant |
ConstrainedOptPack::MeritFuncNLPDirecDeriv | This class provides a mix-in interface for allowing subclass merit functions to compute the directional 1D derivative at a base point |
ConstrainedOptPack::MeritFuncNLPL1 | The L1 merit function |
ConstrainedOptPack::MeritFuncNLPModL1 | The modified L1 merit function using different penatly parameters for each constriant |
ConstrainedOptPack::MeritFuncPenaltyParam | This class provides interface for setting and retrieving a penalty parameter that many merit functions use {abstract} |
ConstrainedOptPack::MeritFuncNLPL1 | The L1 merit function |
ConstrainedOptPack::MeritFuncPenaltyParams | This class provides interface for setting and retrieving a penalty parameter that many merit functions use {abstract} |
ConstrainedOptPack::MeritFuncNLPModL1 | The modified L1 merit function using different penatly parameters for each constriant |
ConstrainedOptPack::DirectLineSearch_Strategy::NotDescentDirection | Thrown if the direction vector d_k is not a descent direction for the merit funciton |
ConstrainedOptPack::MatrixKKTFullSpaceRelaxed::NotInitializedException | |
ConstrainedOptPack::QPSchur::NumericalInstabilityException | Thrown if there is some numerical instability |
ConstrainedOptPack::QPSchur::DualInfeasibleException | Thrown if during the course of the primal-dual iteration a non-dual feasible point if found |
ConstrainedOptPack::MatrixSymPosDefLBFGS::PostMod | PostMod class to use with MemMngPack::AbstractFactorStd |
ConstrainedOptPack::QPSchurPack::QP | Represents the QP to be solved by QPSchur {abstract} |
ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd | General (and flexible) implementation class for a QPSchur QP problem |
ConstrainedOptPack::QPSchur | Solves a Quadratic Program with a dual QP method using a schur complement factorization |
ConstrainedOptPack::QPSolverRelaxed | Solves Quadratic Programs (QPs) of several different forms while allowing a relaxation of the constraints |
ConstrainedOptPack::QPSolverRelaxedQPKWIK | Solves Quadratic Programming (QP) problem using the primal-dual active-set solver QPKWIK |
ConstrainedOptPack::QPSolverRelaxedQPOPTSOL | Node base clase for the primal QP solvers QPOPT and QPSOL |
ConstrainedOptPack::QPSolverRelaxedQPSchur | Solves Quadratic Programming (QP) problems using QPSchur |
ConstrainedOptPack::QPSolverRelaxedTester | Tests the optimality conditions of the output from a QPSolverRelaxed object |
ConstrainedOptPack::QPSolverStats | Class for storing statistics about a run of a (active set?) QP solver |
SerializationPack::Serializable [external] | |
ConstrainedOptPack::MatrixSymPosDefInvCholFactor | Implementation of MatrixOp abstract interface for SymInvCholMatrix |
QPKWIK_Output::set_output | |
OptionsFromStreamPack::SetOptionsFromStream [external] | |
OptionsFromStreamPack::SetOptionsFromStreamNode [external] | |
OptionsFromStreamPack::SetOptionsToTargetBase< DecompositionSystemTester > [external] | |
ConstrainedOptPack::DecompositionSystemTesterSetOptions | Set options for DecompositionSystemTester from an OptionsFromStream object |
OptionsFromStreamPack::SetOptionsToTargetBase< DirectLineSearchArmQuad_Strategy > [external] | |
ConstrainedOptPack::DirectLineSearchArmQuad_StrategySetOptions | Set options for DirectLineSearchArmQuad_Strategy from a OptionsFromStream object |
OptionsFromStreamPack::SetOptionsToTargetBase< QPSolverRelaxedQPSchur > [external] | |
ConstrainedOptPack::QPSolverRelaxedQPSchurSetOptions | Set options for QPSolverRelaxedQPSchur from an OptionsFromStream object |
OptionsFromStreamPack::SetOptionsToTargetBase< QPSolverRelaxedTester > [external] | |
ConstrainedOptPack::QPSolverRelaxedTesterSetOptions | Set options for QPSolverRelaxedTester from an OptionsFromStream object |
OptionsFromStreamPack::SetOptionsToTargetBase< VariableBoundsTester > [external] | |
ConstrainedOptPack::VariableBoundsTesterSetOptions | Set options for VariableBoundsTester from an OptionsFromStream object |
ConstrainedOptPack::DecompositionSystem::SingularDecomposition | |
ConstrainedOptPack::MatrixKKTFullSpaceRelaxed::SingularMatrixException | |
ConstrainedOptPack::QPSchur::TestFailed | Thrown if a test failed |
ConstrainedOptPack::QPSolverRelaxed::TestFailed | Thrown if a test failed |
ConstrainedOptPack::DecompositionSystem::TestFailed | |
ConstrainedOptPack::QPSchur::U_hat_t | Represents the matrix U_hat |
ConstrainedOptPack::QPSolverRelaxed::Unbounded | Thrown if the QP is unbounded |
ConstrainedOptPack::VariableBoundsTester | Tests that a set of variables are within their bounds |
ConstrainedOptPack::QPSchurPack::vector_one_based_checked< T > | Utility class for a ranged check vector |