Solves the unconstrained QP subproblem: min qp_grad' * pz + (1/2) * pz' * rHL * pz. More...

Inheritance diagram for MoochoPack::TangentialStepWithoutBounds_Step:

Public Member Functions
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, max_pz_norm)
	Set the maximum size for \|\|pz\|\| dampening. More...

	STANDARD_MEMBER_COMPOSITION_MEMBERS (int, num_pz_damp_iters)
	Set the number of iterations to dampen pz for. More...

	TangentialStepWithoutBounds_Step ()

Overridden from AlgorithmStep
bool	do_step (Algorithm &algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss)

void	print_step (const Algorithm &algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss, std::ostream &out, const std::string &leading_str) const

Detailed Description

Solves the unconstrained QP subproblem: min qp_grad' * pz + (1/2) * pz' * rHL * pz.

The solution to this system is just:
pz = inv(rHL) *qp_grad.

If use_qp_correc is false then:
qp_grad = rGf else
qp_grad = rGf + zeta * ZtHLYpy.

Then Zpz = Z * pz

Constructor & Destructor Documentation

MoochoPack::TangentialStepWithoutBounds_Step::TangentialStepWithoutBounds_Step ( )

MoochoPack::TangentialStepWithoutBounds_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		max_pz_norm
	)

Set the maximum size for ||pz|| dampening.

A value of max_pz_norm <= 0.0 means not to dampen pz!

MoochoPack::TangentialStepWithoutBounds_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	int	,
		num_pz_damp_iters
	)

Set the number of iterations to dampen pz for.

A value of num_pz_damp_iters <= 0 means not to dampen pz for any iterations!

bool MoochoPack::TangentialStepWithoutBounds_Step::do_step	(	Algorithm &	algo,
		poss_type	step_poss,
		IterationPack::EDoStepType	type,
		poss_type	assoc_step_poss
	)

void MoochoPack::TangentialStepWithoutBounds_Step::print_step	(	const Algorithm &	algo,
		poss_type	step_poss,
		IterationPack::EDoStepType	type,
		poss_type	assoc_step_poss,
		std::ostream &	out,
		const std::string &	leading_str
	)		const

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