MoochoPack::TangentialStepWithoutBounds_Step Class Reference

Solves the unconstrained QP subproblem: min qp_grad' * pz + (1/2) * pz' * rHL * pz. More...

#include <MoochoPack_TangentialStepWithoutBounds_Step.hpp>

Inheritance diagram for MoochoPack::TangentialStepWithoutBounds_Step:

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List of all members.

Overridden from AlgorithmStep

bool do_step (Algorithm &algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss)
 
void print_step (const Algorithm &algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss, std::ostream &out, const std::string &leading_str) const
 

Detailed Description

Solves the unconstrained QP subproblem: min qp_grad' * pz + (1/2) * pz' * rHL * pz.

The solution to this system is just:
pz = inv(rHL) *qp_grad.

If use_qp_correc is false then:
qp_grad = rGf else
qp_grad = rGf + zeta * ZtHLYpy.

Then Zpz = Z * pz

Definition at line 49 of file MoochoPack_TangentialStepWithoutBounds_Step.hpp.


Member Function Documentation

bool MoochoPack::TangentialStepWithoutBounds_Step::do_step Algorithm algo,
poss_type  step_poss,
IterationPack::EDoStepType  type,
poss_type  assoc_step_poss
 

Definition at line 53 of file MoochoPack_TangentialStepWithoutBounds_Step.cpp.

void MoochoPack::TangentialStepWithoutBounds_Step::print_step const Algorithm algo,
poss_type  step_poss,
IterationPack::EDoStepType  type,
poss_type  assoc_step_poss,
std::ostream &  out,
const std::string &  leading_str
const
 

Definition at line 135 of file MoochoPack_TangentialStepWithoutBounds_Step.cpp.


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