MoochoPack : Framework for Large-Scale Optimization Algorithms
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![]() ![]() ![]() | Thrown if a line search failure occurs |
![]() ![]() ![]() | Thrown if a runtime test failed |
![]() ![]() ![]() | Thrown if a the QP failed and was not corrected |
![]() ![]() ![]() | RSQP Algorithm control class |
![]() ![]() ![]() | Interface that smart clients use to set the algorithm configuration object that defines the rSQP algorithm to be used to solve the NLP |
![]() ![]() ![]() | Interface for objects responsible for configuring an rSQP algorithm |
![]() ![]() ![]() ![]() | Thrown if NLP type is incompatible with this config |
![]() ![]() ![]() | Implementation for NLPAlgo solver |
![]() ![]() ![]() | Interface NLPAlgoContainer uses to access NLPAlgo |
![]() ![]() ![]() | Reduced space SQP state encapsulation interface |
![]() ![]() ![]() ![]() | Thrown if an iteration quantity is of an invalid type |
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![]() ![]() ![]() | This is the most basic interface that clients use to solve an NLP |
![]() ![]() ![]() ![]() | Thrown if the setup is not valid |
![]() ![]() ![]() | Set options for NLPSolverClientInterface from an OptionsFromStream object |
![]() ![]() ![]() | Class for object that attempts to return an IterQuantityAccess<ActSetStats> from an AlgorithmState object with the name act_set_stats_name |
![]() ![]() ![]() | Class for storing statistics about the changes in the active set of an SQP algorithm |
![]() ![]() ![]() | Updates the active set statistics for the current iteration |
![]() ![]() ![]() | Strategy interface which contains the guts for a dampened BFGS update |
![]() ![]() ![]() | Set options for BFGSUpdate_Strategy from an OptionsFromStream object |
![]() ![]() ![]() | Calculates dvl_k = mu*invXl_k*e - vl_k - invXl_k*Vl_k*d_k and dvu_k = mu*invXu_k*e - vu_k + invXu_k*Vu_k*d_k |
![]() ![]() ![]() | Calculates d = Ypy |
![]() ![]() ![]() | Calculates d = Ypy + Zpz |
![]() ![]() ![]() | Calculates d = Zpz |
![]() ![]() ![]() | Calculates the lagrange multipliers for the independent constraints |
![]() ![]() ![]() | Calculates the reduced gradient of the Lagrangian rGL = rGf + Z' * nu + GcUP' * lambda(equ_undecomp) + GhUP' * lambdaI(inequ_undecomp) |
![]() ![]() ![]() | Strategy interface for performing convergence checks |
![]() ![]() ![]() | Set options for CheckConvergence_Strategy from an OptionsFromStream object |
![]() ![]() ![]() | Implementation of CheckConvergence_Strategy interface |
![]() ![]() ![]() | Check for convergence |
![]() ![]() ![]() | Set options for CheckConvergenceStd_AddedStep from an OptionsFromStream object |
![]() ![]() ![]() | Implementation of CheckConvergence_Strategy interface |
![]() ![]() ![]() | Check if the decomposition is going singular and if it is select a new decomposition |
![]() ![]() ![]() | Check if the decomposition is going singular and if it is select a new decomposition |
![]() ![]() ![]() | Checks for descent in the decomposed equality constraints with respect to the range space step Ypy using finite differences |
![]() ![]() ![]() | Checks if a BFGS update should be preformed |
![]() ![]() ![]() | Set options for CheckSkipBFGSUpdateStd_Step from a OptionsFromStream object |
![]() ![]() ![]() | W_k = Z_k' * HL_k * Ypy_k |
![]() ![]() ![]() | Compute a dampening term zeta_k for the cross term w_k such that Gf'*Z*pz <= 0 |
![]() ![]() ![]() | Interface for range/null decomposition handling |
![]() ![]() ![]() | Interface for range/null decomposition handling |
![]() ![]() ![]() | Subclass for updating the range/null space decomposition using the base DecompositionSystem interface only |
![]() ![]() ![]() | Subclass for selecting and updating the range/null space decomposition using the DecompositionSystemVarReductPerm interface |
![]() ![]() ![]() | Standard new point evaluation step class |
![]() ![]() ![]() | Base class for evaluating a new point for the "Tailored Approach" |
![]() ![]() ![]() | Set options for EvalNewPointTailoredApproach_Step from an OptionsFromStream object |
![]() ![]() ![]() | Implements "coordinate" decompostion for "Tailored Appraoch" |
![]() ![]() ![]() | Implements "orthogonal" decompostion for "Tailored Appraoch" |
![]() ![]() ![]() | Abstract interface for a strategy object that will compute a step that will improve feasibility (at least descent) {abstract} |
![]() ![]() ![]() | Implements the feasibility step computation for reduced space SQP |
![]() ![]() ![]() | Set options for FeasibilityStepReducedStd_Strategy from an OptionsFromStream object |
![]() ![]() ![]() | Initializes the reduced hessian using a single finite difference along the null space of the constraints |
![]() ![]() ![]() | Set options for InitFinDiffReducedHessian_Step from an OptionsFromStream object |
![]() ![]() ![]() | Implements second order correction |
![]() ![]() ![]() | Set options for LineSearch2ndOrderCorrect_Step from an OptionsFromStream object |
![]() ![]() ![]() | Delegates the line search to a DirectLineSearch_Strategy object |
![]() ![]() ![]() | Directs the selection of a new decomposition if the line search fails |
![]() ![]() ![]() | Filter line-search step class |
![]() ![]() ![]() | Takes the full step x_kp1 = x_k + d_k (d_k = Ypy_k + Zpz_k) |
![]() ![]() ![]() | Changes from a line search step to just taking full steps after full_steps_after_k iterations |
![]() ![]() ![]() | Delegates the line search to a DirectLineSearch_Strategy object |
![]() ![]() ![]() | Implements watchdog line search |
![]() ![]() ![]() | Set options for LineSearchWatchDog_Step from a OptionsFromStream object |
![]() ![]() ![]() | Simply updates merit_func_nlp_k = merit_func_nlp_km1 |
![]() ![]() ![]() | This function increases the penalty parameters of the modifed L1 merit function to allow for larger steps by taking advantage of constraints that are reduced for a full step |
![]() ![]() ![]() | Set options for MeritFunc_ModifiedL1LargerSteps_AddedStep from a OptionsFromStream object |
![]() ![]() ![]() | Updates a set of penalty parameters for a merit function as: mu(j) = max( mu(j), |lambda_k(j)| ) |
![]() ![]() ![]() | Base class for steps that update penalty parameters based on the Lagrange multipliers lambda_k (or some approximation to them) |
![]() ![]() ![]() | Set options for MeritFunc_PenaltyParamUpdate_AddedStep from a OptionsFromStream object |
![]() ![]() ![]() | Updates the penalty parameter for a merit function as: mu_k = max( mu_km1, min_mu ) |
![]() ![]() ![]() | Specializes the update of the penalty parameter for a merit function as: min_mu = |(Gf_k+nu_k)'* Ypy_k| / ||c_k||1 |
![]() ![]() ![]() | Specializes the update of the penalty parameter for a merit function as: min_mu =||lambda||inf |
![]() ![]() ![]() | This rSQP iteration class provides a tablular output suitable for an 80 char wide console |
![]() ![]() ![]() | This is a simple track class for getting statistics about a solved (or not solved) NLP |
![]() ![]() ![]() | This class simply outputs the convergence information for each iteration |
![]() ![]() ![]() | This class outputs an XML summary file of the algorithm results and performance |
![]() ![]() ![]() | Abstract interface for an object that directs the selection of a new decomposition |
![]() ![]() ![]() | Just force the decomposition system object to select a new decomposition and let everyone else fend for themselves |
![]() ![]() ![]() | Computes and outputs the number of fixed variables from the dependent and independent set. |
![]() ![]() ![]() | Standard evaluation step class for extra parameters in primal/dual barrier method |
![]() ![]() ![]() | Fraction to boundary rule for calculating alpha max |
![]() ![]() ![]() | Standard evaluation step class for extra parameters in primal/dual barrier method |
![]() ![]() ![]() | Fraction to boundary rule for calculating alpha max |
![]() ![]() ![]() | Class for object that attempts to return an IterQuantityAccess<QPSolverStats> from an AlgorithmState object with the name qp_solver_stats_name |
![]() ![]() ![]() | Directs the algorithm to reinitalize the reduced Hessian on the event of a QP failure |
![]() ![]() ![]() | Class for object that attempts to return an IterQuantityAccess<QuasiNewtonStats> from an AlgorithmState object with the name quasi_newton_stats_name |
![]() ![]() ![]() | Class for storing statistics about the Quasi-Newton updating |
![]() ![]() ![]() | Calculates the range space step by, solving for py = -inv(R)*c(equ_decomp) , then setting Ypy = Y * py |
![]() ![]() ![]() | Abstract interface for a strategy object that will compute a step that will approximalty solve a range space subproblem {abstract} |
![]() ![]() ![]() | Strategy class for computing a quasi-range-space step by solving the approximate range space problem directly |
![]() ![]() ![]() | Strategy class for computing a quasi range space step for the tailored approach NLP interface |
![]() ![]() ![]() | Computes the reducecd gradient of the objective rGf_k = Z_k' * Gf_k |
![]() ![]() ![]() | Computes the exact reduced Hessian rHL_k = Z_k' * HL_k * Z_k |
![]() ![]() ![]() | Strategy interface for performing secant updates {abstract} |
![]() ![]() ![]() | Perform BFGS updates on full reduced Hessian |
![]() ![]() ![]() | Perform BFGS updates on only the free independent (super basic) variables |
![]() ![]() ![]() | Set options for ReducedHessianSecantUpdateBFGSProjected_Strategy from a OptionsFromStream object |
![]() ![]() ![]() | Perform BFGS updates on only the free independent (super basic) variables |
![]() ![]() ![]() | Set options for ReducedHessianSecantUpdateBFGSProjected_Strategy from a OptionsFromStream object |
![]() ![]() ![]() | Updates rHL_k using a secant update |
![]() ![]() ![]() | Serializes rHL_k to and from a file |
![]() ![]() ![]() | Computes the bounds for the QP subproblem from the NLP bounds |
![]() ![]() ![]() | Null Space Step for Interior Point algorithm |
![]() ![]() ![]() | Solves the reduced QP subproblem with bounds and/or general inequalities |
![]() ![]() ![]() | Set options for TangentialStepWithInequStd_Step from an OptionsFromStream object |
![]() ![]() ![]() | Solves the unconstrained QP subproblem: min qp_grad' * pz + (1/2) * pz' * rHL * pz |
![]() ![]() ![]() | Barrier Parameter (mu) Update |
![]() ![]() ![]() | Standard class for updating the reduced sigma for interior point optimization |
![]() ![]() ![]() | This is a do all configuration class for NLPAlgo |
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![]() ![]() ![]() | This is a do all configuration class for NLPAlgo |
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![]() ![]() ![]() | Universal interface to a MOOCHO solver |
![]() ![]() ![]() | Standard builder object for creating DecompositionSystem, EvalNewPoint Step and other objects and setting up some of the state object |
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