Classes | |
| class | InfeasibleConstraints |
| class | LineSearchFailure |
| Thrown if a line search failure occurs. More... | |
| class | TestFailed |
| Thrown if a runtime test failed. More... | |
| class | QPFailure |
| Thrown if a the QP failed and was not corrected. More... | |
| class | IpState |
| class | NLPAlgo |
| rSQP Algorithm control class. More... | |
| class | NLPAlgoClientInterface |
| Interface that smart clients use to set the algorithm configuration object that defines the rSQP algorithm to be used to solve the NLP. More... | |
| class | NLPAlgoConfig |
| Interface for objects responsible for configuring an rSQP algorithm. More... | |
| class | NLPAlgoContainer |
| Implementation for NLPAlgo solver. More... | |
| class | NLPAlgoInterface |
Interface NLPAlgoContainer uses to access NLPAlgo. More... | |
| class | NLPAlgoState |
| Reduced space SQP state encapsulation interface. More... | |
| class | NLPSolverClientInterface |
| This is the most basic interface that clients use to solve an NLP. More... | |
| class | NLPSolverClientInterfaceSetOptions |
Set options for NLPSolverClientInterface from an OptionsFromStream object. More... | |
| class | act_set_stats_iq_member |
| Class for object that attempts to return an IterQuantityAccess<ActSetStats> from an AlgorithmState object with the name act_set_stats_name. More... | |
| class | ActSetStats |
| Class for storing statistics about the changes in the active set of an SQP algorithm. More... | |
| class | ActSetStats_AddedStep |
| Updates the active set statistics for the current iteration. More... | |
| class | BFGSUpdate_Strategy |
| Strategy interface which contains the guts for a dampened BFGS update. More... | |
| class | BFGSUpdate_StrategySetOptions |
| Set options for BFGSUpdate_Strategy from an OptionsFromStream object. More... | |
| class | CalcD_vStep_Step |
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. More... | |
| class | CalcDFromYPY_Step |
Calculates d = Ypy. More... | |
| class | CalcDFromYPYZPZ_Step |
Calculates d = Ypy + Zpz. More... | |
| class | CalcDFromZPZ_Step |
Calculates d = Zpz. More... | |
| class | CalcLambdaIndepStd_AddedStep |
| Calculates the lagrange multipliers for the independent constraints. More... | |
| class | CalcReducedGradLagrangianStd_AddedStep |
Calculates the reduced gradient of the Lagrangian rGL = rGf + Z' * nu + GcUP' * lambda(equ_undecomp) + GhUP' * lambdaI(inequ_undecomp). More... | |
| class | CheckConvergence_Strategy |
| Strategy interface for performing convergence checks. More... | |
| class | CheckConvergence_StrategySetOptions |
| Set options for CheckConvergence_Strategy from an OptionsFromStream object. More... | |
| class | CheckConvergenceIP_Strategy |
| Implementation of CheckConvergence_Strategy interface. More... | |
| class | CheckConvergenceStd_AddedStep |
| Check for convergence. More... | |
| class | CheckConvergenceStd_AddedStepSetOptions |
| Set options for CheckConvergenceStd_AddedStep from an OptionsFromStream object. More... | |
| class | CheckConvergenceStd_Strategy |
| Implementation of CheckConvergence_Strategy interface. More... | |
| class | CheckDecompositionFromPy_Step |
| Check if the decomposition is going singular and if it is select a new decomposition. More... | |
| class | CheckDecompositionFromRPy_Step |
| Check if the decomposition is going singular and if it is select a new decomposition. More... | |
| class | CheckDescentQuasiNormalStep_Step |
Checks for descent in the decomposed equality constraints with respect to the range space step Ypy using finite differences. More... | |
| class | CheckSkipBFGSUpdateStd_Step |
| Checks if a BFGS update should be preformed. More... | |
| class | CheckSkipBFGSUpdateStd_StepSetOptions |
| Set options for CheckSkipBFGSUpdateStd_Step from a OptionsFromStream object. More... | |
| class | CrossTermExactStd_Step |
| w_k = Z_k' * HL_k * Ypy_k More... | |
| class | DampenCrossTermStd_Step |
| Compute a dampening term zeta_k for the cross term w_k such that Gf'*Z*pz <= 0. More... | |
| class | DecompositionSystemHandler_Strategy |
| Interface for range/null decomposition handling. More... | |
| class | DecompositionSystemHandlerSelectNew_Strategy |
| Interface for range/null decomposition handling. More... | |
| class | DecompositionSystemHandlerStd_Strategy |
| Subclass for updating the range/null space decomposition using the base DecompositionSystem interface only. More... | |
| class | DecompositionSystemHandlerVarReductPerm_Strategy |
| Subclass for selecting and updating the range/null space decomposition using the DecompositionSystemVarReductPerm interface. More... | |
| class | EvalNewPointStd_Step |
| Standard new point evaluation step class. More... | |
| class | EvalNewPointTailoredApproach_Step |
| Base class for evaluating a new point for the "Tailored Approach". More... | |
| class | EvalNewPointTailoredApproach_StepSetOptions |
| Set options for EvalNewPointTailoredApproach_Step from an OptionsFromStream object. More... | |
| class | EvalNewPointTailoredApproachCoordinate_Step |
| Implements "coordinate" decompostion for "Tailored Appraoch". More... | |
| class | EvalNewPointTailoredApproachOrthogonal_Step |
| Implements "orthogonal" decompostion for "Tailored Appraoch". More... | |
| class | FeasibilityStep_Strategy |
| Abstract interface for a strategy object that will compute a step that will improve feasibility (at least descent) {abstract}. More... | |
| class | FeasibilityStepReducedStd_Strategy |
| Implements the feasibility step computation for reduced space SQP. More... | |
| class | FeasibilityStepReducedStd_StrategySetOptions |
| Set options for FeasibilityStepReducedStd_Strategy from an OptionsFromStream object. More... | |
| class | InitFinDiffReducedHessian_Step |
| Initializes the reduced hessian using a single finite difference along the null space of the constraints. More... | |
| class | InitFinDiffReducedHessian_StepSetOptions |
| Set options for InitFinDiffReducedHessian_Step from an OptionsFromStream object. More... | |
| class | LineSearch2ndOrderCorrect_Step |
| Implements second order correction. More... | |
| class | LineSearch2ndOrderCorrect_StepSetOptions |
| Set options for LineSearch2ndOrderCorrect_Step from an OptionsFromStream object. More... | |
| class | LineSearchDirect_Step |
Delegates the line search to a DirectLineSearch_Strategy object. More... | |
| class | LineSearchFailureNewDecompositionSelection_Step |
| Directs the selection of a new decomposition if the line search fails. More... | |
| class | FilterEntry |
| class | LineSearchFilter_Step |
| Filter line-search step class. More... | |
| class | LineSearchFullStep_Step |
Takes the full step x_kp1 = x_k + d_k (d_k = Ypy_k + Zpz_k). More... | |
| class | LineSearchFullStepAfterKIter_Step |
| Changes from a line search step to just taking full steps after full_steps_after_k iterations. More... | |
| class | LineSearchNLE_Step |
Delegates the line search to a DirectLineSearch_Strategy object. More... | |
| class | LineSearchWatchDog_Step |
| Implements watchdog line search. More... | |
| class | LineSearchWatchDog_StepSetOptions |
| Set options for LineSearchWatchDog_Step from a OptionsFromStream object. More... | |
| class | MeritFunc_DummyUpdate_Step |
Simply updates merit_func_nlp_k = merit_func_nlp_km1. More... | |
| class | MeritFunc_ModifiedL1LargerSteps_AddedStep |
| 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. More... | |
| class | MeritFunc_ModifiedL1LargerSteps_AddedStepSetOptions |
| Set options for MeritFunc_ModifiedL1LargerSteps_AddedStep from a OptionsFromStream object. More... | |
| class | MeritFunc_PenaltyParamsUpdateWithMult_AddedStep |
| Updates a set of penalty parameters for a merit function as: mu(j) = max( mu(j), |lambda_k(j)| ). More... | |
| class | MeritFunc_PenaltyParamUpdate_AddedStep |
| Base class for steps that update penalty parameters based on the Lagrange multipliers lambda_k (or some approximation to them). More... | |
| class | MeritFunc_PenaltyParamUpdate_AddedStepSetOptions |
| Set options for MeritFunc_PenaltyParamUpdate_AddedStep from a OptionsFromStream object. More... | |
| class | MeritFunc_PenaltyParamUpdateGuts_AddedStep |
| Updates the penalty parameter for a merit function as: mu_k = max( mu_km1, min_mu ). More... | |
| class | MeritFunc_PenaltyParamUpdateMultFree_AddedStep |
| Specializes the update of the penalty parameter for a merit function as: min_mu = |(Gf_k+nu_k)'* Ypy_k| / ||c_k||1. More... | |
| class | MeritFunc_PenaltyParamUpdateWithMult_AddedStep |
| Specializes the update of the penalty parameter for a merit function as: min_mu =||lambda||inf. More... | |
| class | MoochoTrackerConsoleStd |
| This rSQP iteration class provides a tablular output suitable for an 80 char wide console. More... | |
| class | MoochoTrackerStatsStd |
| This is a simple track class for getting statistics about a solved (or not solved) NLP. More... | |
| class | MoochoTrackerSummaryStd |
| This class simply outputs the convergence information for each iteration. More... | |
| class | MoochoTrackerXMLSummary |
| This class outputs an XML summary file of the algorithm results and performance. More... | |
| class | NewDecompositionSelection_Strategy |
| Abstract interface for an object that directs the selection of a new decomposition. More... | |
| class | NewDecompositionSelectionStd_Strategy |
| Just force the decomposition system object to select a new decomposition and let everyone else fend for themselves. More... | |
| class | NumFixedDepIndep_AddedStep |
| Computes and outputs the number of fixed variables from the dependent and independent set.. More... | |
| class | PostEvalNewPointBarrier_Step |
| Standard evaluation step class for extra parameters in primal/dual barrier method. More... | |
| class | PostProcessBarrierLineSearch_Step |
| Fraction to boundary rule for calculating alpha max. More... | |
| class | PreEvalNewPointBarrier_Step |
| Standard evaluation step class for extra parameters in primal/dual barrier method. More... | |
| class | PreEvalNewPointBarrier_StepSetOptions |
| class | PreProcessBarrierLineSearch_Step |
| Fraction to boundary rule for calculating alpha max. More... | |
| class | PreProcessBarrierLineSearch_StepSetOptions |
| class | qp_solver_stats_iq_member |
| Class for object that attempts to return an IterQuantityAccess<QPSolverStats> from an AlgorithmState object with the name qp_solver_stats_name. More... | |
| class | QPFailureReinitReducedHessian_Step |
| Directs the algorithm to reinitalize the reduced Hessian on the event of a QP failure. More... | |
| class | quasi_newton_stats_iq_member |
| Class for object that attempts to return an IterQuantityAccess<QuasiNewtonStats> from an AlgorithmState object with the name quasi_newton_stats_name. More... | |
| class | QuasiNewtonStats |
| Class for storing statistics about the Quasi-Newton updating. More... | |
| class | QuasiNormalStepStd_Step |
Calculates the range space step by, solving for py = -inv(R)*c(equ_decomp), then setting Ypy = Y * py. More... | |
| class | QuasiRangeSpaceStep_Strategy |
| Abstract interface for a strategy object that will compute a step that will approximalty solve a range space subproblem {abstract}. More... | |
| class | QuasiRangeSpaceStepStd_Strategy |
| Strategy class for computing a quasi-range-space step by solving the approximate range space problem directly. More... | |
| class | QuasiRangeSpaceStepTailoredApproach_Strategy |
| Strategy class for computing a quasi range space step for the tailored approach NLP interface. More... | |
| class | ReducedGradientStd_Step |
Computes the reducecd gradient of the objective rGf_k = Z_k' * Gf_k. More... | |
| class | ReducedHessianExactStd_Step |
| Computes the exact reduced Hessian rHL_k = Z_k' * HL_k * Z_k. More... | |
| class | ReducedHessianSecantUpdate_Strategy |
| Strategy interface for performing secant updates {abstract}. More... | |
| class | ReducedHessianSecantUpdateBFGSFull_Strategy |
| Perform BFGS updates on full reduced Hessian. More... | |
| class | ReducedHessianSecantUpdateBFGSProjected_Strategy |
| Perform BFGS updates on only the free independent (super basic) variables. More... | |
| class | ReducedHessianSecantUpdateBFGSProjected_StrategySetOptions |
| Set options for ReducedHessianSecantUpdateBFGSProjected_Strategy from a OptionsFromStream object. More... | |
| class | ReducedHessianSecantUpdateLPBFGS_Strategy |
| Perform BFGS updates on only the free independent (super basic) variables. More... | |
| class | ReducedHessianSecantUpdateLPBFGS_StrategySetOptions |
| Set options for ReducedHessianSecantUpdateBFGSProjected_Strategy from a OptionsFromStream object. More... | |
| class | ReducedHessianSecantUpdateStd_Step |
| Updates rHL_k using a secant update. More... | |
| class | ReducedHessianSerialization_Step |
| Serializes rHL_k to and from a file. More... | |
| class | SetDBoundsStd_AddedStep |
| Computes the bounds for the QP subproblem from the NLP bounds. More... | |
| class | TangentialStepIP_Step |
| Null Space Step for Interior Point algorithm. More... | |
| class | TangentialStepWithInequStd_Step |
| Solves the reduced QP subproblem with bounds and/or general inequalities. More... | |
| class | TangentialStepWithInequStd_StepSetOptions |
| Set options for TangentialStepWithInequStd_Step from an OptionsFromStream object. More... | |
| class | TangentialStepWithoutBounds_Step |
Solves the unconstrained QP subproblem: min qp_grad' * pz + (1/2) * pz' * rHL * pz. More... | |
| class | UpdateBarrierParameter_Step |
| Barrier Parameter (mu) Update. More... | |
| class | UpdateBarrierParameter_StepSetOptions |
| class | UpdateReducedSigma_Step |
| Standard class for updating the reduced sigma for interior point optimization. More... | |
| class | UpdateReducedSigma_StepSetOptions |
| class | NLPAlgoConfigIP |
This is a do all configuration class for NLPAlgo. More... | |
| class | NLPAlgoConfigMamaJama |
This is a do all configuration class for NLPAlgo. More... | |
| class | MoochoSolver |
| Universal interface to a MOOCHO solver. More... | |
| class | DecompositionSystemStateStepBuilderStd |
| Standard builder object for creating DecompositionSystem, EvalNewPoint Step and other objects and setting up some of the state object. More... | |
Namespaces | |
| namespace | PBFGSPack |
Names for MOOCHOsteps | |
| const std::string | EvalNewPoint_name = "EvalNewPoint" |
| const std::string | ReducedGradient_name = "ReducedGradient" |
| const std::string | ReducedHessian_name = "ReducedHessian" |
| const std::string | QuasiNormalStep_name = "QuasiNormalStep" |
| const std::string | TangentialStep_name = "TangentialStep" |
| const std::string | SearchDirec_name = "SearchDirec" |
| const std::string | LineSearch_name = "LineSearch" |
| const std::string | CheckConvergence_name = "CheckConvergence" |
| const std::string | CalcLambdaIndep_name = "CalcLambdaIndep" |
| const std::string | CalcReducedGradLagrangian_name = "CalcReducedGradLagrangian" |
| const std::string | CheckSkipBFGSUpdate_name = "CheckSkipBFGSUpdate" |
| const std::string | CalcDFromYPYZPZ_name = "CalcDFromYPYZPZ" |
Typedefs | |
| typedef std::list< FilterEntry > | Filter_T |
Enumerations | |
| enum | EJournalOutputLevel |
| enum for journal output. More... | |
Functions | |
| STATE_VECTOR_IQ_DEF (IpState, grad_barrier_obj, grad_barrier_obj_name, get_space_x(), VST_SPACE_X) STATE_VECTOR_IQ_DEF(IpState | |
| ********** Iteration Quantities ************** | |
| NLPAlgo & | rsqp_algo (Algorithm &algo) |
| Convert from a Algorithm to a NLPAlgo. | |
| const NLPAlgo & | rsqp_algo (const Algorithm &algo) |
| Convert from a Algorithm to a NLPAlgo. | |
|
VST_SPACE_X VST_SPACE_RANGE VST_SPACE_NULL VST_SPACE_X VST_SPACE_NULL VST_SPACE_X VST_SPACE_C | STATE_VECTOR_IQ_DEF (NLPAlgoState, nu, nu_name, get_space_x(), VST_SPACE_X) void NLPAlgoState |
| Teuchos::EVerbosityLevel | convertToVerbLevel (const EJournalOutputLevel output_level) |
| Conver to Teuchos::EVerbosityLevel. | |
| void | active_set_change (const SpVectorSlice &nu_k, const SpVectorSlice &nu_km1, Range1D indep, EJournalOutputLevel olevel, std::ostream *out, size_type *num_adds, size_type *num_drops, size_type *num_active_indep, size_type *num_adds_indep, size_type *num_drops_indep) |
| Calculate the change in the active set and output change if asked to. | |
| void | get_init_fixed_free_indep (const size_type n, const size_type r, const SpVectorSlice &nu_indep, const value_type super_basic_mult_drop_tol, EJournalOutputLevel olevel, std::ostream &out, size_type *n_pz_X, size_type *n_pz_R, size_type i_x_free[], size_type i_x_fixed[], ConstrainedOptPack::EBounds bnd_fixed[]) |
| Determine the set of initially fixed and free independent variables. | |
| value_type | MIN (value_type x, value_type y) |
| value_type | MAX (value_type x, value_type y) |
Variables | |
| w_sigma | |
| w_sigma_name = "w_sigma" | |
| VST_SPACE_NULL | dvu |
| VST_SPACE_NULL | dvu_name = "dvu" |
| const std::string | barrier_parameter_name = "barrier_parameter" |
| const std::string | barrier_obj_name = "barrier_obj" |
| const std::string | grad_barrier_obj_name = "grad_barrier_obj" |
| const std::string | e_tol_name = "e_tol" |
| const std::string | comp_err_mu_name = "comp_err_mu" |
| const std::string | Vu_name = "Vu" |
| const std::string | Vl_name = "Vl" |
| const std::string | invXu_name = "invXu" |
| const std::string | invXl_name = "invXl" |
| const std::string | rHB_name = "rHB" |
| const std::string | B_name = "B" |
| const std::string | Sigma_name = "Sigma" |
| const std::string | w_sigma_name |
| const std::string | dvl_name = "dvl" |
| const std::string | dvu_name |
| const std::string | alpha_vl_name = "alpha_vl" |
| const std::string | alpha_vu_name = "alpha_vu" |
| Gf | |
| Gf_name = "Gf" | |
| VST_SPACE_X | py |
| VST_SPACE_X | py_name = "py" |
| VST_SPACE_X VST_SPACE_RANGE | pz |
| VST_SPACE_X VST_SPACE_RANGE | pz_name = "pz" |
|
VST_SPACE_X VST_SPACE_RANGE VST_SPACE_NULL | d |
|
VST_SPACE_X VST_SPACE_RANGE VST_SPACE_NULL | d_name = "d" |
|
VST_SPACE_X VST_SPACE_RANGE VST_SPACE_NULL VST_SPACE_X | w |
|
VST_SPACE_X VST_SPACE_RANGE VST_SPACE_NULL VST_SPACE_X | w_name = "w" |
|
VST_SPACE_X VST_SPACE_RANGE VST_SPACE_NULL VST_SPACE_X VST_SPACE_NULL | GL |
|
VST_SPACE_X VST_SPACE_RANGE VST_SPACE_NULL VST_SPACE_X VST_SPACE_NULL | GL_name = "GL" |
|
VST_SPACE_X VST_SPACE_RANGE VST_SPACE_NULL VST_SPACE_X VST_SPACE_NULL VST_SPACE_X | lambda |
|
VST_SPACE_X VST_SPACE_RANGE VST_SPACE_NULL VST_SPACE_X VST_SPACE_NULL VST_SPACE_X | lambda_name = "lambda" |
| const std::string | num_basis_name = "num_basis" |
| const std::string | x_name = "x" |
| const std::string | f_name = "f" |
| const std::string | Gf_name |
| const std::string | HL_name = "HL" |
| const std::string | c_name = "c" |
| const std::string | Gc_name = "Gc" |
| const std::string | Y_name = "Y" |
| const std::string | Z_name = "Z" |
| const std::string | R_name = "R" |
| const std::string | Uy_name = "Uy" |
| const std::string | Uz_name = "Uz" |
| const std::string | py_name |
| const std::string | Ypy_name = "Ypy" |
| const std::string | pz_name |
| const std::string | Zpz_name = "Zpz" |
| const std::string | d_name |
| const std::string | rGf_name = "rGf" |
| const std::string | rHL_name = "rHL" |
| const std::string | w_name |
| const std::string | zeta_name = "zeta" |
| const std::string | qp_grad_name = "qp_grad" |
| const std::string | eta_name = "eta" |
| const std::string | alpha_name = "alpha" |
| const std::string | merit_func_nlp_name = "merit_func_nlp" |
| const std::string | mu_name = "mu" |
| const std::string | phi_name = "phi" |
| const std::string | opt_kkt_err_name = "opt_kkt_err" |
| const std::string | feas_kkt_err_name = "feas_kkt_err" |
| const std::string | comp_kkt_err_name = "comp_kkt_err" |
| const std::string | GL_name |
| const std::string | rGL_name = "rGL" |
| const std::string | lambda_name |
| const std::string | nu_name = "nu" |
| const std::string | act_set_stats_name = "act_set_stats" |
| Name given to the active set statistics iteration quantity. | |
| const int | local_num_options = 4 |
| const char * | local_SOptions [local_num_options] |
| const std::string | dl_name = "dl" |
| | |
| const std::string | du_name = "du" |
| | |
| const std::string | FILTER_IQ_STRING = "LS_FilterEntries" |
| const int | local_num_options = 2 |
| const char * | local_SOptions [local_num_options] |
| const int | local_num_options = 1 |
| const char * | local_SOptions [local_num_options] |
| const std::string | qp_solver_stats_name = "qp_solver_stats" |
| Name given to the active set statistics iteration quantity. | |
| const std::string | quasi_newton_stats_name = "quasi_newton_stats" |
| Name given to the quasi-Newton updating staistics iteration quantity. | |
| const int | local_num_options = 5 |
| const char * | local_SOptions [local_num_options] |
| const int | local_num_options = 1 |
| const char * | local_SOptions [local_num_options] |
| const int | num_update_methods = 5 |
| const char * | s_update_methods [num_update_methods] |
| const char | UpdateReducedSigma_opt_grp_name [] = "UpdateReducedSigma" |
| MoochoPack::STATE_VECTOR_IQ_DEF | ( | IpState | , | |
| grad_barrier_obj | , | |||
| grad_barrier_obj_name | , | |||
| get_space_x() | , | |||
| VST_SPACE_X | ||||
| ) |
********** Iteration Quantities **************
| NLPAlgo& MoochoPack::rsqp_algo | ( | Algorithm & | algo | ) | [inline] |
Convert from a Algorithm to a NLPAlgo.
Definition at line 39 of file MoochoPack_moocho_algo_conversion.hpp.
| const NLPAlgo& MoochoPack::rsqp_algo | ( | const Algorithm & | algo | ) | [inline] |
Convert from a Algorithm to a NLPAlgo.
Definition at line 44 of file MoochoPack_moocho_algo_conversion.hpp.
| Teuchos::EVerbosityLevel MoochoPack::convertToVerbLevel | ( | const EJournalOutputLevel | output_level | ) | [inline] |
| void MoochoPack::active_set_change | ( | const SpVectorSlice & | nu_k, | |
| const SpVectorSlice & | nu_km1, | |||
| Range1D | indep, | |||
| EJournalOutputLevel | olevel, | |||
| std::ostream * | out, | |||
| size_type * | num_adds, | |||
| size_type * | num_drops, | |||
| size_type * | num_active_indep, | |||
| size_type * | num_adds_indep, | |||
| size_type * | num_drops_indep | |||
| ) |
Calculate the change in the active set and output change if asked to.
ToDo: Add more description of the output you get.
| nu_k | [in] Multipliers for variable bounds for iteration k. | |
| num_km1 | [in] Multipliers for variable bounds for iteration k-1 | |
| olevel | [in] Specifies the output level. We have:\ PRINT_NOTHING : No output is sent to out\ PRINT_ALGORITHM_STEPS : Just the number of additions and deletions to the active set and the total number of active constraints is output.\ PRINT_ACTIVE_SET : Enumerates which variable were added and dropped from the active set.\ | |
| num_adds | [out] Gives the total number of variables fixed at a bound added to the active set. | |
| num_drops | [out] Gives the total number of variables freed from a bound and dropped from the active set. | |
| num_adds_indep | [out] Gives the number of independent variables fixed at a bound added to the active set. | |
| num_drops_indep | [out] Gives the number of independent variables freed from a bound and dropped from the active set. | |
| out | [O] Target for output. |
| void MoochoPack::get_init_fixed_free_indep | ( | const size_type | n, | |
| const size_type | r, | |||
| const SpVectorSlice & | nu_indep, | |||
| const value_type | super_basic_mult_drop_tol, | |||
| EJournalOutputLevel | olevel, | |||
| std::ostream & | out, | |||
| size_type * | n_pz_X, | |||
| size_type * | n_pz_R, | |||
| size_type | i_x_free[], | |||
| size_type | i_x_fixed[], | |||
| ConstrainedOptPack::EBounds | bnd_fixed[] | |||
| ) |
Determine the set of initially fixed and free independent variables.
This function will drop all but one of the fixed independent variables whos Lagrange multiplier is above a predefined value.
ToDo: Finish documentation.
| n | [in] Total number of variables. | |
| r | [in] Number of decomposed constraints. | |
| nu_indep | [in] Sparse vector (size == n-r) of Lagrange multipliers for the independent variables. | |
| super_basic_mult_drop_tol | [in] Tolerance of nu_indep(i)/||nu_indep||inf below which active variables will not be dropped from the superbasis. | |
| olevel | [in] Printing level. | |
| out | [out] Stream the output is printed to based on olevel. | |
| n_pz_X | [out] Number of dropped super basic variables (n_pz_X <= nu_indep.nz()). | |
| n_pz_R | [out] Number of free super basic variables (n-r == n_pz_R + n_pz_X) | |
| i_x_free | [out] Array (size >= n_pz_R) of indices the free independent (superbasic) variables. | |
| i_x_fixed | [out] Array (size >= n_pz_X) of indices the droped (nonbasic) variables. | |
| bnd_fixed | [out] Array (size >= n_pz_X) of the bounds for the dropped (nonbasic) variables. |
| const std::string MoochoPack::act_set_stats_name = "act_set_stats" |
Name given to the active set statistics iteration quantity.
Definition at line 32 of file MoochoPack_act_set_stats.cpp.
| const std::string MoochoPack::dl_name = "dl" |
| const std::string MoochoPack::du_name = "du" |
| const std::string MoochoPack::qp_solver_stats_name = "qp_solver_stats" |
Name given to the active set statistics iteration quantity.
Definition at line 32 of file MoochoPack_qp_solver_stats.cpp.
| const std::string MoochoPack::quasi_newton_stats_name = "quasi_newton_stats" |
Name given to the quasi-Newton updating staistics iteration quantity.
Definition at line 32 of file MoochoPack_quasi_newton_stats.cpp.
1.4.7