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:

[legend]
List of all 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_
 

Public Types

enum  EInform { STRONG_LOCAL_MIN, WEAK_LOCAL_MIN, MAX_ITER_EXCEEDED, OTHER_ERROR }
  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.

Protected Attributes

QPSolverStats qp_stats_

Private Types

typedef std::vector< f_intibnds_t

Private Member Functions

 QPSolverRelaxedQPOPTSOL (const QPSolverRelaxedQPOPTSOL &)
QPSolverRelaxedQPOPTSOLoperator= (const QPSolverRelaxedQPOPTSOL &)

Private Attributes

size_type n_inequ_bnds_
ibnds_t i_inequ_bnds_
value_type bigM_
value_type use_as_bigM_
const MatrixOp * G_

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

typedef FortranTypes::f_int ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::f_int
 

Definition at line 56 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

typedef FortranTypes::f_dbl_prec ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::f_dbl_prec
 

Definition at line 58 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

typedef FortranTypes::f_logical ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::f_logical
 

Definition at line 60 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

typedef std::vector<f_int> ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::ISTATE_t [protected]
 

Definition at line 110 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

typedef std::vector<f_int> ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::IWORK_t [protected]
 

Definition at line 112 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

typedef std::vector<f_dbl_prec> ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::WORK_t [protected]
 

Definition at line 114 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

typedef std::vector<f_int> ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::ibnds_t [private]
 

Definition at line 192 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.


Member Enumeration Documentation

enum ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::EInform
 

Enumeration values:
STRONG_LOCAL_MIN 
WEAK_LOCAL_MIN 
MAX_ITER_EXCEEDED 
OTHER_ERROR 

Definition at line 117 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.


Constructor & Destructor Documentation

ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::QPSolverRelaxedQPOPTSOL  ) 
 

Definition at line 102 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.cpp.

ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::~QPSolverRelaxedQPOPTSOL  ) 
 

Definition at line 109 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.cpp.

ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::QPSolverRelaxedQPOPTSOL const QPSolverRelaxedQPOPTSOL  )  [private]
 


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]
 

Implements ConstrainedOptPack::QPSolverRelaxed.

Definition at line 127 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.cpp.

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

Implements ConstrainedOptPack::QPSolverRelaxed.

Definition at line 132 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.cpp.

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]
 

Implements ConstrainedOptPack::QPSolverRelaxed.

Definition at line 138 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.cpp.

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.

QPSolverRelaxedQPOPTSOL& ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::operator= const QPSolverRelaxedQPOPTSOL  )  [private]
 


Member Data Documentation

QPSolverStats ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::qp_stats_ [protected]
 

Definition at line 129 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

f_int ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::N_ [protected]
 

Definition at line 139 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

f_int ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::NCLIN_ [protected]
 

Definition at line 141 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

DMatrix ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::A_ [protected]
 

Definition at line 143 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

DVector ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::BL_ [protected]
 

Definition at line 145 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

DVector ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::BU_ [protected]
 

Definition at line 147 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

DVector ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::CVEC_ [protected]
 

Definition at line 149 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

ISTATE_t ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::ISTATE_ [protected]
 

Definition at line 151 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

DVector ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::X_ [protected]
 

Definition at line 153 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

DVector ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::AX_ [protected]
 

Definition at line 155 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

DVector ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::CLAMDA_ [protected]
 

Definition at line 157 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

f_int ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::ITER_ [protected]
 

Definition at line 159 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

f_dbl_prec ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::OBJ_ [protected]
 

Definition at line 161 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

f_int ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::LIWORK_ [protected]
 

Definition at line 163 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

IWORK_t ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::IWORK_ [protected]
 

Definition at line 165 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

f_int ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::LWORK_ [protected]
 

Definition at line 167 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

WORK_t ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::WORK_ [protected]
 

Definition at line 169 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

size_type ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::n_inequ_bnds_ [private]
 

Definition at line 197 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

ibnds_t ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::i_inequ_bnds_ [private]
 

Definition at line 199 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

value_type ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::bigM_ [private]
 

Definition at line 202 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

value_type ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::use_as_bigM_ [private]
 

Definition at line 203 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

const MatrixOp* ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::G_ [private]
 

Definition at line 204 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.


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