ConstrainedOptPack::QPSolverRelaxedQPKWIK Class Reference

Solves Quadratic Programming (QP) problem using the primal-dual active-set solver QPKWIK. More...

#include <ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp>

Inheritance diagram for ConstrainedOptPack::QPSolverRelaxedQPKWIK:

[legend]
List of all members.

Initialization

void max_qp_iter_frac (const value_type &max_qp_iter_frac)
 Set the maximum number of QP iterations as max_itr = max_qp_iter_frac * n.
const value_typemax_qp_iter_frac () const
void infinite_bound (const value_type &infinite_bound)
 Set the value of an infinite bound.
const value_typeinfinite_bound () const
 QPSolverRelaxedQPKWIK (value_type max_qp_iter_frac=10.0, value_type infinite_bound=1e+20)
 
 ~QPSolverRelaxedQPKWIK ()
 
value_type max_qp_iter_frac_
value_type infinite_bound_

Overridden from QPSolverRelaxed

QPSolverStats get_qp_stats () const
 
void release_memory ()
 

Overridden from QPSolverRelaxed

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)
 

Private Types

typedef std::vector< index_typeIBND_t
 
typedef std::vector< index_typeIACTSTORE_t
 
typedef std::vector< index_typeIACT_t
 
typedef std::vector< index_typeISTATE_t
 

Private Attributes

QPSolverStats qp_stats_
IBND_t IBND_INV_
index_type N_
 
index_type M1_
 
index_type M2_
 
index_type M3_
 
DVector GRAD_
 
DMatrix UINV_AUG_
 
index_type LDUINV_AUG_
 
IBND_t IBND_
 
DVector BL_
 
DVector BU_
 
DMatrix A_
 
index_type LDA_
 
DVector YPY_
 
index_type IYPY_
 
index_type WARM_
 
value_type NUMPARAM_ [3]
 
index_type MAX_ITER_
 
DVector X_
 
index_type NACTSTORE_
 
IACTSTORE_t IACTSTORE_
 
index_type INF_
 
index_type NACT_
 
IACT_t IACT_
 
DVector UR_
 
value_type EXTRA_
 
index_type ITER_
 
index_type NUM_ADDS_
 
index_type NUM_DROPS_
 
ISTATE_t ISTATE_
 
index_type LRW_
 
DVector RW_
 

Detailed Description

Solves Quadratic Programming (QP) problem using the primal-dual active-set solver QPKWIK.

In this implementation it is required that G support the {MatrixExtractInvCholFactor} interface and is therefore quite restrictive on the likes of QPs it can solve.

Definition at line 47 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.


Member Typedef Documentation

typedef std::vector<index_type> ConstrainedOptPack::QPSolverRelaxedQPKWIK::IBND_t [private]
 

Definition at line 110 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

typedef std::vector<index_type> ConstrainedOptPack::QPSolverRelaxedQPKWIK::IACTSTORE_t [private]
 

Definition at line 112 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

typedef std::vector<index_type> ConstrainedOptPack::QPSolverRelaxedQPKWIK::IACT_t [private]
 

Definition at line 114 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

typedef std::vector<index_type> ConstrainedOptPack::QPSolverRelaxedQPKWIK::ISTATE_t [private]
 

Definition at line 116 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.


Constructor & Destructor Documentation

ConstrainedOptPack::QPSolverRelaxedQPKWIK::QPSolverRelaxedQPKWIK value_type  max_qp_iter_frac = 10.0,
value_type  infinite_bound = 1e+20
 

Definition at line 178 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.cpp.

ConstrainedOptPack::QPSolverRelaxedQPKWIK::~QPSolverRelaxedQPKWIK  ) 
 

Definition at line 194 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.cpp.


Member Function Documentation

void ConstrainedOptPack::QPSolverRelaxedQPKWIK::max_qp_iter_frac const value_type max_qp_iter_frac  )  [inline]
 

Set the maximum number of QP iterations as max_itr = max_qp_iter_frac * n.

Definition at line 55 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

const value_type& ConstrainedOptPack::QPSolverRelaxedQPKWIK::max_qp_iter_frac  )  const [inline]
 

Definition at line 55 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

void ConstrainedOptPack::QPSolverRelaxedQPKWIK::infinite_bound const value_type infinite_bound  )  [inline]
 

Set the value of an infinite bound.

Reimplemented from ConstrainedOptPack::QPSolverRelaxed.

Definition at line 58 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

const value_type& ConstrainedOptPack::QPSolverRelaxedQPKWIK::infinite_bound  )  const [inline]
 

Reimplemented from ConstrainedOptPack::QPSolverRelaxed.

Definition at line 58 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

QPSolverStats ConstrainedOptPack::QPSolverRelaxedQPKWIK::get_qp_stats  )  const [virtual]
 

Implements ConstrainedOptPack::QPSolverRelaxed.

Definition at line 202 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.cpp.

void ConstrainedOptPack::QPSolverRelaxedQPKWIK::release_memory  )  [virtual]
 

Implements ConstrainedOptPack::QPSolverRelaxed.

Definition at line 207 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.cpp.

QPSolverStats::ESolutionType ConstrainedOptPack::QPSolverRelaxedQPKWIK::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]
 

Implements ConstrainedOptPack::QPSolverRelaxed.

Definition at line 213 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.cpp.


Member Data Documentation

value_type ConstrainedOptPack::QPSolverRelaxedQPKWIK::max_qp_iter_frac_ [private]
 

Definition at line 55 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

value_type ConstrainedOptPack::QPSolverRelaxedQPKWIK::infinite_bound_ [private]
 

Reimplemented from ConstrainedOptPack::QPSolverRelaxed.

Definition at line 58 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

QPSolverStats ConstrainedOptPack::QPSolverRelaxedQPKWIK::qp_stats_ [private]
 

Definition at line 121 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

IBND_t ConstrainedOptPack::QPSolverRelaxedQPKWIK::IBND_INV_ [private]
 

Definition at line 124 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

index_type ConstrainedOptPack::QPSolverRelaxedQPKWIK::N_ [private]
 

Definition at line 129 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

index_type ConstrainedOptPack::QPSolverRelaxedQPKWIK::M1_ [private]
 

Definition at line 131 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

index_type ConstrainedOptPack::QPSolverRelaxedQPKWIK::M2_ [private]
 

Definition at line 133 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

index_type ConstrainedOptPack::QPSolverRelaxedQPKWIK::M3_ [private]
 

Definition at line 135 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

DVector ConstrainedOptPack::QPSolverRelaxedQPKWIK::GRAD_ [private]
 

Definition at line 137 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

DMatrix ConstrainedOptPack::QPSolverRelaxedQPKWIK::UINV_AUG_ [private]
 

Definition at line 139 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

index_type ConstrainedOptPack::QPSolverRelaxedQPKWIK::LDUINV_AUG_ [private]
 

Definition at line 141 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

IBND_t ConstrainedOptPack::QPSolverRelaxedQPKWIK::IBND_ [private]
 

Definition at line 143 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

DVector ConstrainedOptPack::QPSolverRelaxedQPKWIK::BL_ [private]
 

Definition at line 145 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

DVector ConstrainedOptPack::QPSolverRelaxedQPKWIK::BU_ [private]
 

Definition at line 147 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

DMatrix ConstrainedOptPack::QPSolverRelaxedQPKWIK::A_ [private]
 

Definition at line 149 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

index_type ConstrainedOptPack::QPSolverRelaxedQPKWIK::LDA_ [private]
 

Definition at line 151 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

DVector ConstrainedOptPack::QPSolverRelaxedQPKWIK::YPY_ [private]
 

Definition at line 153 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

index_type ConstrainedOptPack::QPSolverRelaxedQPKWIK::IYPY_ [private]
 

Definition at line 155 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

index_type ConstrainedOptPack::QPSolverRelaxedQPKWIK::WARM_ [private]
 

Definition at line 157 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

value_type ConstrainedOptPack::QPSolverRelaxedQPKWIK::NUMPARAM_[3] [private]
 

Definition at line 159 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

index_type ConstrainedOptPack::QPSolverRelaxedQPKWIK::MAX_ITER_ [private]
 

Definition at line 161 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

DVector ConstrainedOptPack::QPSolverRelaxedQPKWIK::X_ [private]
 

Definition at line 166 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

index_type ConstrainedOptPack::QPSolverRelaxedQPKWIK::NACTSTORE_ [private]
 

Definition at line 168 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

IACTSTORE_t ConstrainedOptPack::QPSolverRelaxedQPKWIK::IACTSTORE_ [private]
 

Definition at line 170 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

index_type ConstrainedOptPack::QPSolverRelaxedQPKWIK::INF_ [private]
 

Definition at line 172 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

index_type ConstrainedOptPack::QPSolverRelaxedQPKWIK::NACT_ [private]
 

Definition at line 177 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

IACT_t ConstrainedOptPack::QPSolverRelaxedQPKWIK::IACT_ [private]
 

Definition at line 179 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

DVector ConstrainedOptPack::QPSolverRelaxedQPKWIK::UR_ [private]
 

Definition at line 181 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

value_type ConstrainedOptPack::QPSolverRelaxedQPKWIK::EXTRA_ [private]
 

Definition at line 183 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

index_type ConstrainedOptPack::QPSolverRelaxedQPKWIK::ITER_ [private]
 

Definition at line 185 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

index_type ConstrainedOptPack::QPSolverRelaxedQPKWIK::NUM_ADDS_ [private]
 

Definition at line 187 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

index_type ConstrainedOptPack::QPSolverRelaxedQPKWIK::NUM_DROPS_ [private]
 

Definition at line 189 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

ISTATE_t ConstrainedOptPack::QPSolverRelaxedQPKWIK::ISTATE_ [private]
 

Definition at line 194 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

index_type ConstrainedOptPack::QPSolverRelaxedQPKWIK::LRW_ [private]
 

Definition at line 199 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

DVector ConstrainedOptPack::QPSolverRelaxedQPKWIK::RW_ [private]
 

Definition at line 201 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.


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