ConstrainedOptPack: C++ Tools for Constrained (and Unconstrained) Optimization Version of the Day
ConstrainedOptPack_QPSolverRelaxedQPOPT.hpp
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00004 // Moocho: Multi-functional Object-Oriented arCHitecture for Optimization
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00041 
00042 #ifdef CONSTRAINED_OPTIMIZATION_PACK_USE_QPOPT
00043 
00044 #ifndef QP_SOLVER_RELAXED_QPOPT_H
00045 #define QP_SOLVER_RELAXED_QPOPT_H
00046 
00047 #include "ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp"
00048 #include "Teuchos_StandardMemberCompositionMacros.hpp"
00049 
00050 namespace ConstrainedOptPack {
00051 
00056 class QPSolverRelaxedQPOPT : public QPSolverRelaxedQPOPTSOL
00057 {
00058 public:
00059 
00061   typedef QPSolverRelaxedQPOPTSOL inherited;
00062 
00065   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, max_qp_iter_frac );
00066 
00068   QPSolverRelaxedQPOPT(
00069     value_type max_qp_iter_frac = 10.0
00070     );
00071 
00073   ~QPSolverRelaxedQPOPT();
00074 
00075   // /////////////////////////////////
00076   // Overridden from QPSolverRelaxed
00077 
00079   void release_memory();
00080 
00081 protected:
00082 
00083   // /////////////////////////////////////////////////////////////
00084   // Overridden from QPSolverRelaxedQPOPTSOL
00085 
00087   f_int liwork(f_int N, f_int NCLIN) const;
00089   f_int lrwork(f_int N, f_int NCLIN) const;
00091   EInform call_qp_solver(bool warm_start);
00092 
00093 private:
00094 
00095   // ////////////////////////////
00096   // Private types
00097 
00099   enum EQPOPTInform {
00100     STRONG_LOCAL_MIN      = 0,
00101     WEAK_LOCAL_MIN        = 1,
00102     UNBOUNDED             = 2,
00103     INFEASIBLE            = 3,
00104     ITMAX_EXCEEDED        = 4,
00105     MAX_DOF_TOO_SMALL     = 5,
00106     INVALID_INPUT         = 6,
00107     PROB_TYPE_NOT_REGOG   = 7
00108   };
00109 
00110   // ////////////////////////////
00111   // Private data members
00112 
00113   // extra QPOPT control and input parameters.
00114 
00115   // control
00116 
00117   f_int        ITMAX_;
00118   f_dbl_prec   BIGBND_;
00119   f_dbl_prec   FEATOL_;
00120 
00121   // input/output
00122 
00123   f_int           LDA_;
00124   f_int           LDH_;
00125   f_dbl_prec*     H_;
00126   f_int           INFORM_;
00127 
00128   // ////////////////////////////
00129   // Private member functions
00130 
00131   // not defined and not to be called.
00132   QPSolverRelaxedQPOPT(const QPSolverRelaxedQPOPT&);
00133   QPSolverRelaxedQPOPT& operator=(const QPSolverRelaxedQPOPT&);
00134 
00135 };  // end class QPSolverRelaxedQPOPT
00136 
00137 } // end namespace ConstrainedOptPack
00138 
00139 #endif // QP_SOLVER_RELAXED_QPOPT_H
00140 
00141 #endif // CONSTRAINED_OPTIMIZATION_PACK_USE_QPOPT
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