Class List

Here are the classes, structs, unions and interfaces with brief descriptions:
ConstrainedOptPack::QPSchur::ActiveSetRepresents and manages the active set for the QPSchur algorithm
ConstrainedOptPack::MeritFuncPenaltyParams::CanNotResize
ConstrainedOptPack::QPSchurPack::ConstraintsRepresents the extra constraints in the QP to be satisfied by the schur complement QP solver QPSchur {abstract}
ConstrainedOptPack::QPSchurPack::ConstraintsRelaxedStdConstraints subclass that is used to represent generic varaible bounds, and general inequality and equality constraints
ConstrainedOptPack::DecompositionSystemThis 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::DecompositionSystemCoordinateCoordinate variable reduction subclass
ConstrainedOptPack::DecompositionSystemOrthogonalOrthogonal variable reduction subclass
ConstrainedOptPack::DecompositionSystemTesterTesting class for DecompositionSystem interface
ConstrainedOptPack::DecompositionSystemTesterSetOptionsSet options for DecompositionSystemTester from an OptionsFromStream object
ConstrainedOptPack::DecompositionSystemVarReductSpecialization of DecompositionSystem for variable reduction decompositions
ConstrainedOptPack::DecompositionSystemVarReductImpSpecialization node implementation subclass of DecompositionSystem for variable reduction decompositions
ConstrainedOptPack::DecompositionSystemVarReductPermSpecialization interface of DecompositonSystem that allows basis permutations
ConstrainedOptPack::DecompositionSystemVarReductPermStdConcreate subclass of DecompositionSystemVarReductPerm that uses an aggregate DecompostionSystemVarReductImp object
ConstrainedOptPack::DirectLineSearch_StrategyAbstract strategy interface for 1D line searches {abstract}
ConstrainedOptPack::DirectLineSearchArmQuad_StrategyPerforms a line search using the Armijo condition and uses quadratic interpolation to select each new alpha
ConstrainedOptPack::DirectLineSearchArmQuad_StrategySetOptionsSet options for DirectLineSearchArmQuad_Strategy from a OptionsFromStream object
ConstrainedOptPack::QPSchur::DualInfeasibleExceptionThrown if during the course of the primal-dual iteration a non-dual feasible point if found
ConstrainedOptPack::QPSchur::InconsistantConstraintsExceptionThrown if constraints are inconsistant (no feasible region)
ConstrainedOptPack::QPSolverRelaxed::InfeasibleThrown if the QP is infeasible
ConstrainedOptPack::QPSolverRelaxedQPSchur::InitKKTSystemInterface for the object that forms the initial KKT system {abstract}
ConstrainedOptPack::MeritFuncNLE::InvalidInitialization
ConstrainedOptPack::MeritFuncNLP::InvalidInitialization
ConstrainedOptPack::QPSolverRelaxed::InvalidInputThrown if there is invalid input
ConstrainedOptPack::MatrixKKTFullSpaceRelaxed::InvalidMatrixType
ConstrainedOptPack::DecompositionSystem::InvalidMatrixType
ConstrainedOptPack::QPSchurPack::ConstraintsRelaxedStd::MatrixConstraintsMatrix type for A_bar
ConstrainedOptPack::MatrixDecompRangeOrthogMatrix subclass for variable reduction orthogonal matrix R = Gc(:,con_decomp)'*Y
ConstrainedOptPack::MatrixGenBandedMatrix subclass for general (possibly singular) banded matrices
ConstrainedOptPack::MatrixHessianRelaxedRepresents a symmetric Hessian matrix with a relaxation variable added
ConstrainedOptPack::MatrixHessianSuperBasicMatrix class that represents a hessian matrix where only the super submatrix for the super basic variables need be nonsingular
ConstrainedOptPack::MatrixHessianSuperBasicInitDiagonalMatrix class that adds the ability to initialize to a diagonal to a MatrixHessainSuperBasic object
ConstrainedOptPack::MatrixIdentConcatMatrix class for a matrix vertically concatonated with an identity matrix {abstract}
ConstrainedOptPack::MatrixIdentConcatStdConcrete implementation class for a matrix vertically concatonated with an identity matrix
ConstrainedOptPack::MatrixKKTFullSpaceRelaxedImplementation of a KKT matrix factorized in the full space
ConstrainedOptPack::MatrixSymAddDelBunchKaufmanThis class maintains the factorization of symmetric indefinite matrix using a Bunch & Kaufman factorization
ConstrainedOptPack::MatrixSymAddDelUpdateableWithOpNonsingularInterface for updating a symmetric matrix and its factorization by adding and deleting rows and columns and preforming operations with it
ConstrainedOptPack::MatrixSymHessianRelaxNonSingMatrix class for non-singular Hessian matrix augmented with a terms for "Big M" relaxation variables
ConstrainedOptPack::MatrixSymIdentitySerialMatrix class for a serial scaled identity matrix
ConstrainedOptPack::MatrixSymPosDefBandedCholMatrix subclass for banded symmetric positive definite matrices and their Cholesky factors
ConstrainedOptPack::MatrixSymPosDefInvCholFactorImplementation of MatrixOp abstract interface for SymInvCholMatrix
ConstrainedOptPack::MatrixSymPosDefLBFGSImplementation of limited Memory BFGS matrix for arbitrary vector spaces
ConstrainedOptPack::MatrixVarReductImplicitImplements D = - inv(C) * N for a variable reduction projection
ConstrainedOptPack::MeritFuncCalcAbstract iterface for n-D merit functions {abstract}
ConstrainedOptPack::MeritFuncCalc1DAbstracts a 1D merit function {abstract}
ConstrainedOptPack::MeritFuncCalc1DQuadraticAdds the ability to compute phi(alpha) at alpha of a given set of vectors
ConstrainedOptPack::MeritFuncCalcNLEAdds 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::MeritFuncCalcNLPAdds 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::MeritFuncNLEBase class for all merit functions for systems of NonLinear Equations (NLE) {abstract}
ConstrainedOptPack::MeritFuncNLESqrResidA merit function for the square of the constriant values
ConstrainedOptPack::MeritFuncNLPBase class for all merit functions for NonLinear Programs (NLP) {abstract}
ConstrainedOptPack::MeritFuncNLPDirecDerivThis class provides a mix-in interface for allowing subclass merit functions to compute the directional 1D derivative at a base point
ConstrainedOptPack::MeritFuncNLPL1The L1 merit function
ConstrainedOptPack::MeritFuncNLPModL1The modified L1 merit function using different penatly parameters for each constriant
ConstrainedOptPack::MeritFuncPenaltyParamThis class provides interface for setting and retrieving a penalty parameter that many merit functions use {abstract}
ConstrainedOptPack::MeritFuncPenaltyParamsThis class provides interface for setting and retrieving a penalty parameter that many merit functions use {abstract}
ConstrainedOptPack::DirectLineSearch_Strategy::NotDescentDirectionThrown if the direction vector d_k is not a descent direction for the merit funciton
ConstrainedOptPack::MatrixKKTFullSpaceRelaxed::NotInitializedException
ConstrainedOptPack::QPSchur::NumericalInstabilityExceptionThrown if there is some numerical instability
ConstrainedOptPack::MatrixSymPosDefLBFGS::PostModPostMod class to use with MemMngPack::AbstractFactorStd
ConstrainedOptPack::QPSchurPack::QPRepresents the QP to be solved by QPSchur {abstract}
ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStdGeneral (and flexible) implementation class for a QPSchur QP problem
ConstrainedOptPack::QPSchurSolves a Quadratic Program with a dual QP method using a schur complement factorization
ConstrainedOptPack::QPSchurInitKKTSystemHessianFixedFreeImplementation of initial KKT system using the Hessian for the free variables only
ConstrainedOptPack::QPSchurInitKKTSystemHessianFullImplementation of initial KKT system for all variables initially free and Ko = G
ConstrainedOptPack::QPSchurInitKKTSystemHessianRelaxedImplementation of initial KKT system where all original variables are free and all the relaxation variables are fixed
ConstrainedOptPack::QPSchurInitKKTSystemHessianSuperBasicImplementation of initial KKT system for all variables initially fixed and free where Ko = B_RR#
ConstrainedOptPack::QPSolverRelaxedSolves Quadratic Programs (QPs) of several different forms while allowing a relaxation of the constraints
ConstrainedOptPack::QPSolverRelaxedQPKWIKSolves Quadratic Programming (QP) problem using the primal-dual active-set solver QPKWIK
ConstrainedOptPack::QPSolverRelaxedQPOPTSOLNode base clase for the primal QP solvers QPOPT and QPSOL
ConstrainedOptPack::QPSolverRelaxedQPSchurSolves Quadratic Programming (QP) problems using QPSchur
ConstrainedOptPack::QPSolverRelaxedQPSchurSetOptionsSet options for QPSolverRelaxedQPSchur from an OptionsFromStream object
ConstrainedOptPack::QPSolverRelaxedTesterTests the optimality conditions of the output from a QPSolverRelaxed object
ConstrainedOptPack::QPSolverRelaxedTesterSetOptionsSet options for QPSolverRelaxedTester from an OptionsFromStream object
ConstrainedOptPack::QPSolverStatsClass for storing statistics about a run of a (active set?) QP solver
ConstrainedOptPack::QPSolverRelaxedQPSchur::ReinitKKTSystemInterface for the object that can reform an initial KKT system dynamically {abstract}
QPKWIK_Output::set_output
ConstrainedOptPack::DecompositionSystem::SingularDecomposition
ConstrainedOptPack::MatrixKKTFullSpaceRelaxed::SingularMatrixException
ConstrainedOptPack::QPSolverRelaxed::TestFailedThrown if a test failed
ConstrainedOptPack::DecompositionSystem::TestFailed
ConstrainedOptPack::QPSchur::TestFailedThrown if a test failed
ConstrainedOptPack::QPSchur::U_hat_tRepresents the matrix U_hat
ConstrainedOptPack::QPSolverRelaxed::UnboundedThrown if the QP is unbounded
ConstrainedOptPack::VariableBoundsTesterTests that a set of variables are within their bounds
ConstrainedOptPack::VariableBoundsTesterSetOptionsSet options for VariableBoundsTester from an OptionsFromStream object
ConstrainedOptPack::QPSchurPack::vector_one_based_checked< T >Utility class for a ranged check vector
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