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ConstrainedOptPack::QPSolverRelaxedQPOPTSOL Class Reference

Node base clase for the primal QP solvers QPOPT and QPSOL. More...

#include <ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp>

Inheritance diagram for ConstrainedOptPack::QPSolverRelaxedQPOPTSOL:
Inheritance graph
[legend]

List of all members.

Public Types

enum  EInform
  More...

Public Member Functions

 QPSolverRelaxedQPOPTSOL ()
 
 ~QPSolverRelaxedQPOPTSOL ()
 
virtual const MatrixOp * G () const
 Return a pointer to the matrix G to be used in the calculation of H*x by QPOPT and QPSOL.
virtual value_type use_as_bigM () const
 Return the value of the "big M" used in the relaxation (called by QPHESS functions).
QPSolverStats get_qp_stats () const
 
void release_memory ()
 

Protected Types

typedef std::vector< f_intISTATE_t
 
typedef std::vector< f_intIWORK_t
 
typedef std::vector< f_dbl_precWORK_t
 

Protected Member Functions

QPSolverStats::ESolutionType imp_solve_qp (std::ostream *out, EOutputLevel olevel, ERunTests test_what, const Vector &g, const MatrixSymOp &G, value_type etaL, const Vector *dL, const Vector *dU, const MatrixOp *E, BLAS_Cpp::Transp trans_E, const Vector *b, const Vector *eL, const Vector *eU, const MatrixOp *F, BLAS_Cpp::Transp trans_F, const Vector *f, value_type *obj_d, value_type *eta, VectorMutable *d, VectorMutable *nu, VectorMutable *mu, VectorMutable *Ed, VectorMutable *lambda, VectorMutable *Fd)
 
virtual f_int liwork (f_int N, f_int NCLIN) const =0
 Length of integer workspace.
virtual f_int lrwork (f_int N, f_int NCLIN) const =0
 Length of real workspace.
virtual EInform call_qp_solver (bool warm_start)=0
 Solve the QP defined in the protected input data members and set the solution in the protected output data members.

Public Types

typedef FortranTypes::f_int f_int
 
typedef FortranTypes::f_dbl_prec f_dbl_prec
 
typedef FortranTypes::f_logical f_logical
 

Input/Output parameters common to both QPOPT and QPSOL

These are access and updated by subclasses that call QPOPT and QPSOL.

f_int N_
 
f_int NCLIN_
 
DMatrix A_
 
DVector BL_
 
DVector BU_
 
DVector CVEC_
 
ISTATE_t ISTATE_
 
DVector X_
 
DVector AX_
 
DVector CLAMDA_
 
f_int ITER_
 
f_dbl_prec OBJ_
 
f_int LIWORK_
 
IWORK_t IWORK_
 
f_int LWORK_
 
WORK_t WORK_
 

Detailed Description

Node base clase for the primal QP solvers QPOPT and QPSOL.

In this implementation it is required that G only support the MatrixOp interface and is therefore quite flexible in the QPs it can solve.

Definition at line 47 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.


Member Typedef Documentation


Member Enumeration Documentation


Constructor & Destructor Documentation

ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::QPSolverRelaxedQPOPTSOL ( )
ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::~QPSolverRelaxedQPOPTSOL ( )

Member Function Documentation

const MatrixOp * ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::G ( ) const [virtual]

Return a pointer to the matrix G to be used in the calculation of H*x by QPOPT and QPSOL.

Definition at line 114 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.cpp.

value_type ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::use_as_bigM ( ) const [virtual]

Return the value of the "big M" used in the relaxation (called by QPHESS functions).

Definition at line 119 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.cpp.

QPSolverStats ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::get_qp_stats ( ) const [virtual]
void ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::release_memory ( ) [virtual]
QPSolverStats::ESolutionType ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::imp_solve_qp ( std::ostream *  out,
EOutputLevel  olevel,
ERunTests  test_what,
const Vector g,
const MatrixSymOp G,
value_type  etaL,
const Vector dL,
const Vector dU,
const MatrixOp *  E,
BLAS_Cpp::Transp  trans_E,
const Vector b,
const Vector eL,
const Vector eU,
const MatrixOp *  F,
BLAS_Cpp::Transp  trans_F,
const Vector f,
value_type *  obj_d,
value_type *  eta,
VectorMutable d,
VectorMutable nu,
VectorMutable mu,
VectorMutable Ed,
VectorMutable lambda,
VectorMutable Fd 
) [protected, virtual]
virtual f_int ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::liwork ( f_int  N,
f_int  NCLIN 
) const [protected, pure virtual]

Length of integer workspace.

virtual f_int ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::lrwork ( f_int  N,
f_int  NCLIN 
) const [protected, pure virtual]

Length of real workspace.

virtual EInform ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::call_qp_solver ( bool  warm_start) [protected, pure virtual]

Solve the QP defined in the protected input data members and set the solution in the protected output data members.


Member Data Documentation


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