MoochoPack Namespace Reference


Classes

class  MoochoPack::NLPAlgoConfigIP
 This is a do all configuration class for NLPAlgo. More...
struct  MoochoPack::NLPAlgoConfigIP::SOptionValues
  More...
class  MoochoPack::NLPAlgoConfigMamaJama
 This is a do all configuration class for NLPAlgo. More...
struct  MoochoPack::NLPAlgoConfigMamaJama::SOptionValues
  More...
class  MoochoPack::MoochoSolver
 Universal interface to a MOOCHO solver. More...
class  MoochoPack::DecompositionSystemStateStepBuilderStd
 Standard builder object for creating DecompositionSystem, EvalNewPoint Step and other objects and setting up some of the state object. More...
struct  MoochoPack::DecompositionSystemStateStepBuilderStd::SOptionValues
  More...
class  MoochoPack::InfeasibleConstraints
class  MoochoPack::LineSearchFailure
 Thrown if a line search failure occurs. More...
class  MoochoPack::TestFailed
 Thrown if a runtime test failed. More...
class  MoochoPack::QPFailure
 Thrown if a the QP failed and was not corrected. More...
class  MoochoPack::IpState
class  MoochoPack::NLPAlgo
 rSQP Algorithm control class. More...
class  MoochoPack::NLPAlgoClientInterface
 Interface that smart clients use to set the algorithm configuration object that defines the rSQP algorithm to be used to solve the NLP. More...
class  MoochoPack::NLPAlgoConfig
 Interface for objects responsible for configuring an rSQP algorithm. More...
class  MoochoPack::NLPAlgoConfig::InvalidNLPType
 Thrown if NLP type is incompatible with this config. More...
class  MoochoPack::NLPAlgoContainer
 Implementation for NLPAlgo solver. More...
class  MoochoPack::NLPAlgoInterface
 Interface NLPAlgoContainer uses to access NLPAlgo. More...
class  MoochoPack::NLPAlgoState
 Reduced space SQP state encapsulation interface. More...
class  MoochoPack::NLPAlgoState::InvalidType
 Thrown if an iteration quantity is of an invalid type. More...
struct  MoochoPack::NLPAlgoState::iq_id_encap
  More...
class  MoochoPack::NLPSolverClientInterface
 This is the most basic interface that clients use to solve an NLP. More...
class  MoochoPack::NLPSolverClientInterface::InvalidSetup
 Thrown if the setup is not valid. More...
class  MoochoPack::NLPSolverClientInterfaceSetOptions
 Set options for NLPSolverClientInterface from an OptionsFromStream object. More...
class  MoochoPack::act_set_stats_iq_member
 Class for object that attempts to return an IterQuantityAccess<ActSetStats> from an AlgorithmState object with the name act_set_stats_name. More...
class  MoochoPack::ActSetStats
 Class for storing statistics about the changes in the active set of an SQP algorithm. More...
class  MoochoPack::ActSetStats_AddedStep
 Updates the active set statistics for the current iteration. More...
class  MoochoPack::BFGSUpdate_Strategy
 Strategy interface which contains the guts for a dampened BFGS update. More...
class  MoochoPack::BFGSUpdate_StrategySetOptions
 Set options for BFGSUpdate_Strategy from an OptionsFromStream object. More...
class  MoochoPack::CalcD_vStep_Step
 Calculates dvl_k = mu*invXl_k*e - vl_k - invXl_k*Vl_k*d_k and dvu_k = mu*invXu_k*e - vu_k + invXu_k*Vu_k*d_k. More...
class  MoochoPack::CalcDFromYPY_Step
 Calculates d = Ypy. More...
class  MoochoPack::CalcDFromYPYZPZ_Step
 Calculates d = Ypy + Zpz. More...
class  MoochoPack::CalcDFromZPZ_Step
 Calculates d = Zpz. More...
class  MoochoPack::CalcLambdaIndepStd_AddedStep
 Calculates the lagrange multipliers for the independent constraints. More...
class  MoochoPack::CalcReducedGradLagrangianStd_AddedStep
 Calculates the reduced gradient of the Lagrangian rGL = rGf + Z' * nu + GcUP' * lambda(equ_undecomp) + GhUP' * lambdaI(inequ_undecomp). More...
class  MoochoPack::CheckConvergence_Strategy
 Strategy interface for performing convergence checks. More...
class  MoochoPack::CheckConvergence_StrategySetOptions
 Set options for CheckConvergence_Strategy from an OptionsFromStream object. More...
class  MoochoPack::CheckConvergenceIP_Strategy
 Implementation of CheckConvergence_Strategy interface. More...
class  MoochoPack::CheckConvergenceStd_AddedStep
 Check for convergence. More...
class  MoochoPack::CheckConvergenceStd_AddedStepSetOptions
 Set options for CheckConvergenceStd_AddedStep from an OptionsFromStream object. More...
class  MoochoPack::CheckConvergenceStd_Strategy
 Implementation of CheckConvergence_Strategy interface. More...
class  MoochoPack::CheckDecompositionFromPy_Step
 Check if the decomposition is going singular and if it is select a new decomposition. More...
class  MoochoPack::CheckDecompositionFromRPy_Step
 Check if the decomposition is going singular and if it is select a new decomposition. More...
class  MoochoPack::CheckDescentQuasiNormalStep_Step
 Checks for descent in the decomposed equality constraints with respect to the range space step Ypy using finite differences. More...
class  MoochoPack::CheckSkipBFGSUpdateStd_Step
 Checks if a BFGS update should be preformed. More...
class  MoochoPack::CheckSkipBFGSUpdateStd_StepSetOptions
 Set options for CheckSkipBFGSUpdateStd_Step from a OptionsFromStream object. More...
class  MoochoPack::CrossTermExactStd_Step
 w_k = Z_k' * HL_k * Ypy_k More...
class  MoochoPack::DampenCrossTermStd_Step
 Compute a dampening term zeta_k for the cross term w_k such that Gf'*Z*pz <= 0. More...
class  MoochoPack::DecompositionSystemHandler_Strategy
 Interface for range/null decomposition handling. More...
class  MoochoPack::DecompositionSystemHandlerSelectNew_Strategy
 Interface for range/null decomposition handling. More...
class  MoochoPack::DecompositionSystemHandlerStd_Strategy
 Subclass for updating the range/null space decomposition using the base DecompositionSystem interface only. More...
class  MoochoPack::DecompositionSystemHandlerVarReductPerm_Strategy
 Subclass for selecting and updating the range/null space decomposition using the DecompositionSystemVarReductPerm interface. More...
class  MoochoPack::EvalNewPointStd_Step
 Standard new point evaluation step class. More...
class  MoochoPack::EvalNewPointTailoredApproach_Step
 Base class for evaluating a new point for the "Tailored Approach". More...
class  MoochoPack::EvalNewPointTailoredApproach_StepSetOptions
 Set options for EvalNewPointTailoredApproach_Step from an OptionsFromStream object. More...
class  MoochoPack::EvalNewPointTailoredApproachCoordinate_Step
 Implements "coordinate" decompostion for "Tailored Appraoch". More...
class  MoochoPack::EvalNewPointTailoredApproachOrthogonal_Step
 Implements "orthogonal" decompostion for "Tailored Appraoch". More...
class  MoochoPack::FeasibilityStep_Strategy
 Abstract interface for a strategy object that will compute a step that will improve feasibility (at least descent) {abstract}. More...
class  MoochoPack::FeasibilityStepReducedStd_Strategy
 Implements the feasibility step computation for reduced space SQP. More...
class  MoochoPack::FeasibilityStepReducedStd_StrategySetOptions
 Set options for FeasibilityStepReducedStd_Strategy from an OptionsFromStream object. More...
class  MoochoPack::InitFinDiffReducedHessian_Step
 Initializes the reduced hessian using a single finite difference along the null space of the constraints. More...
class  MoochoPack::InitFinDiffReducedHessian_StepSetOptions
 Set options for InitFinDiffReducedHessian_Step from an OptionsFromStream object. More...
class  MoochoPack::LineSearch2ndOrderCorrect_Step
 Implements second order correction. More...
class  MoochoPack::LineSearch2ndOrderCorrect_StepSetOptions
 Set options for LineSearch2ndOrderCorrect_Step from an OptionsFromStream object. More...
class  MoochoPack::LineSearchDirect_Step
 Delegates the line search to a DirectLineSearch_Strategy object. More...
class  MoochoPack::LineSearchFailureNewDecompositionSelection_Step
 Directs the selection of a new decomposition if the line search fails. More...
class  MoochoPack::FilterEntry
class  MoochoPack::LineSearchFilter_Step
 Filter line-search step class. More...
class  MoochoPack::LineSearchFullStep_Step
 Takes the full step x_kp1 = x_k + d_k (d_k = Ypy_k + Zpz_k). More...
class  MoochoPack::LineSearchFullStepAfterKIter_Step
 Changes from a line search step to just taking full steps after full_steps_after_k iterations. More...
class  MoochoPack::LineSearchNLE_Step
 Delegates the line search to a DirectLineSearch_Strategy object. More...
class  MoochoPack::LineSearchWatchDog_Step
 Implements watchdog line search. More...
class  MoochoPack::LineSearchWatchDog_StepSetOptions
 Set options for LineSearchWatchDog_Step from a OptionsFromStream object. More...
class  MoochoPack::MeritFunc_DummyUpdate_Step
 Simply updates merit_func_nlp_k = merit_func_nlp_km1. More...
class  MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStep
 This function increases the penalty parameters of the modifed L1 merit function to allow for larger steps by taking advantage of constraints that are reduced for a full step. More...
class  MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStepSetOptions
 Set options for MeritFunc_ModifiedL1LargerSteps_AddedStep from a OptionsFromStream object. More...
class  MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep
 Updates a set of penalty parameters for a merit function as: mu(j) = max( mu(j), |lambda_k(j)| ). More...
class  MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep
 Base class for steps that update penalty parameters based on the Lagrange multipliers lambda_k (or some approximation to them). More...
class  MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStepSetOptions
 Set options for MeritFunc_PenaltyParamUpdate_AddedStep from a OptionsFromStream object. More...
class  MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep
 Updates the penalty parameter for a merit function as: mu_k = max( mu_km1, min_mu ). More...
class  MoochoPack::MeritFunc_PenaltyParamUpdateMultFree_AddedStep
 Specializes the update of the penalty parameter for a merit function as: min_mu = |(Gf_k+nu_k)'* Ypy_k| / ||c_k||1. More...
class  MoochoPack::MeritFunc_PenaltyParamUpdateWithMult_AddedStep
 Specializes the update of the penalty parameter for a merit function as: min_mu =||lambda||inf. More...
class  MoochoPack::MoochoTrackerConsoleStd
 This rSQP iteration class provides a tablular output suitable for an 80 char wide console. More...
class  MoochoPack::MoochoTrackerStatsStd
 This is a simple track class for getting statistics about a solved (or not solved) NLP. More...
class  MoochoPack::MoochoTrackerSummaryStd
 This class simply outputs the convergence information for each iteration. More...
class  MoochoPack::MoochoTrackerXMLSummary
 This class outputs an XML summary file of the algorithm results and performance. More...
class  MoochoPack::NewDecompositionSelection_Strategy
 Abstract interface for an object that directs the selection of a new decomposition. More...
class  MoochoPack::NewDecompositionSelectionStd_Strategy
 Just force the decomposition system object to select a new decomposition and let everyone else fend for themselves. More...
class  MoochoPack::NumFixedDepIndep_AddedStep
 Computes and outputs the number of fixed variables from the dependent and independent set.. More...
class  MoochoPack::PostEvalNewPointBarrier_Step
 Standard evaluation step class for extra parameters in primal/dual barrier method. More...
class  MoochoPack::PostProcessBarrierLineSearch_Step
 Fraction to boundary rule for calculating alpha max. More...
class  MoochoPack::PreEvalNewPointBarrier_Step
 Standard evaluation step class for extra parameters in primal/dual barrier method. More...
class  MoochoPack::PreEvalNewPointBarrier_StepSetOptions
class  MoochoPack::PreProcessBarrierLineSearch_Step
 Fraction to boundary rule for calculating alpha max. More...
class  MoochoPack::PreProcessBarrierLineSearch_StepSetOptions
class  MoochoPack::qp_solver_stats_iq_member
 Class for object that attempts to return an IterQuantityAccess<QPSolverStats> from an AlgorithmState object with the name qp_solver_stats_name. More...
class  MoochoPack::QPFailureReinitReducedHessian_Step
 Directs the algorithm to reinitalize the reduced Hessian on the event of a QP failure. More...
class  MoochoPack::quasi_newton_stats_iq_member
 Class for object that attempts to return an IterQuantityAccess<QuasiNewtonStats> from an AlgorithmState object with the name quasi_newton_stats_name. More...
class  MoochoPack::QuasiNewtonStats
 Class for storing statistics about the Quasi-Newton updating. More...
class  MoochoPack::QuasiNormalStepStd_Step
 Calculates the range space step by, solving for py = -inv(R)*c(equ_decomp), then setting Ypy = Y * py. More...
class  MoochoPack::QuasiRangeSpaceStep_Strategy
 Abstract interface for a strategy object that will compute a step that will approximalty solve a range space subproblem {abstract}. More...
class  MoochoPack::QuasiRangeSpaceStepStd_Strategy
 Strategy class for computing a quasi-range-space step by solving the approximate range space problem directly. More...
class  MoochoPack::QuasiRangeSpaceStepTailoredApproach_Strategy
 Strategy class for computing a quasi range space step for the tailored approach NLP interface. More...
class  MoochoPack::ReducedGradientStd_Step
 Computes the reducecd gradient of the objective rGf_k = Z_k' * Gf_k. More...
class  MoochoPack::ReducedHessianExactStd_Step
 Computes the exact reduced Hessian rHL_k = Z_k' * HL_k * Z_k. More...
class  MoochoPack::ReducedHessianSecantUpdate_Strategy
 Strategy interface for performing secant updates {abstract}. More...
class  MoochoPack::ReducedHessianSecantUpdateBFGSFull_Strategy
 Perform BFGS updates on full reduced Hessian. More...
class  MoochoPack::ReducedHessianSecantUpdateBFGSProjected_Strategy
 Perform BFGS updates on only the free independent (super basic) variables. More...
class  MoochoPack::ReducedHessianSecantUpdateBFGSProjected_StrategySetOptions
 Set options for ReducedHessianSecantUpdateBFGSProjected_Strategy from a OptionsFromStream object. More...
class  MoochoPack::ReducedHessianSecantUpdateLPBFGS_Strategy
 Perform BFGS updates on only the free independent (super basic) variables. More...
class  MoochoPack::ReducedHessianSecantUpdateLPBFGS_StrategySetOptions
 Set options for ReducedHessianSecantUpdateBFGSProjected_Strategy from a OptionsFromStream object. More...
class  MoochoPack::ReducedHessianSecantUpdateStd_Step
 Updates rHL_k using a secant update. More...
class  MoochoPack::ReducedHessianSerialization_Step
 Serializes rHL_k to and from a file. More...
class  MoochoPack::SetDBoundsStd_AddedStep
 Computes the bounds for the QP subproblem from the NLP bounds. More...
class  MoochoPack::TangentialStepIP_Step
 Null Space Step for Interior Point algorithm. More...
class  MoochoPack::TangentialStepWithInequStd_Step
 Solves the reduced QP subproblem with bounds and/or general inequalities. More...
class  MoochoPack::TangentialStepWithInequStd_StepSetOptions
 Set options for TangentialStepWithInequStd_Step from an OptionsFromStream object. More...
class  MoochoPack::TangentialStepWithoutBounds_Step
 Solves the unconstrained QP subproblem: min qp_grad' * pz + (1/2) * pz' * rHL * pz. More...
class  MoochoPack::UpdateBarrierParameter_Step
 Barrier Parameter (mu) Update. More...
class  MoochoPack::UpdateBarrierParameter_StepSetOptions
class  MoochoPack::UpdateReducedSigma_Step
 Standard class for updating the reduced sigma for interior point optimization. More...
class  MoochoPack::UpdateReducedSigma_StepSetOptions
class  MoochoPack::ThyraModelEvaluatorSolver
 NLP Solver class for models represented through Thyra::ModelEvaluator. More...

Names for MOOCHOsteps

const std::string EvalNewPoint_name = "EvalNewPoint"
const std::string ReducedGradient_name = "ReducedGradient"
const std::string ReducedHessian_name = "ReducedHessian"
const std::string QuasiNormalStep_name = "QuasiNormalStep"
const std::string TangentialStep_name = "TangentialStep"
const std::string SearchDirec_name = "SearchDirec"
const std::string LineSearch_name = "LineSearch"
const std::string CheckConvergence_name = "CheckConvergence"
const std::string CalcLambdaIndep_name = "CalcLambdaIndep"
const std::string CalcReducedGradLagrangian_name = "CalcReducedGradLagrangian"
const std::string CheckSkipBFGSUpdate_name = "CheckSkipBFGSUpdate"
const std::string CalcDFromYPYZPZ_name = "CalcDFromYPYZPZ"

Typedefs

typedef std::list< FilterEntryFilter_T

Enumerations

enum  EJournalOutputLevel {
  PRINT_NOTHING = 0, PRINT_BASIC_ALGORITHM_INFO = 1, PRINT_ALGORITHM_STEPS = 2, PRINT_ACTIVE_SET = 3,
  PRINT_VECTORS = 4, PRINT_ITERATION_QUANTITIES = 5
}
 enum for journal output. More...

Functions

 STATE_VECTOR_IQ_DEF (IpState, grad_barrier_obj, grad_barrier_obj_name, get_space_x(), VST_SPACE_X) STATE_VECTOR_IQ_DEF(IpState
 ********** Iteration Quantities **************
 get_space_null ()
VST_SPACE_NULL STATE_VECTOR_IQ_DEF (IpState, dvl, dvl_name, get_space_x(), VST_SPACE_X) STATE_VECTOR_IQ_DEF(IpState
VST_SPACE_NULL get_space_x ()
NLPAlgorsqp_algo (Algorithm &algo)
 Convert from a Algorithm to a NLPAlgo.
const NLPAlgorsqp_algo (const Algorithm &algo)
 Convert from a Algorithm to a NLPAlgo.
 STATE_VECTOR_IQ_DEF (NLPAlgoState, x, x_name, get_space_x(), VST_SPACE_X) STATE_VECTOR_IQ_DEF(NLPAlgoState
VST_SPACE_X STATE_VECTOR_IQ_DEF (NLPAlgoState, c, c_name, get_space_c(), VST_SPACE_C) STATE_VECTOR_IQ_DEF(NLPAlgoState
VST_SPACE_X get_space_range ()
VST_SPACE_X VST_SPACE_RANGE STATE_VECTOR_IQ_DEF (NLPAlgoState, Ypy, Ypy_name, get_space_x(), VST_SPACE_X) STATE_VECTOR_IQ_DEF(NLPAlgoState
VST_SPACE_X VST_SPACE_RANGE
VST_SPACE_NULL 
STATE_VECTOR_IQ_DEF (NLPAlgoState, Zpz, Zpz_name, get_space_x(), VST_SPACE_X) STATE_VECTOR_IQ_DEF(NLPAlgoState
VST_SPACE_X VST_SPACE_RANGE
VST_SPACE_NULL VST_SPACE_X 
STATE_VECTOR_IQ_DEF (NLPAlgoState, rGf, rGf_name, get_space_null(), VST_SPACE_NULL) STATE_VECTOR_IQ_DEF(NLPAlgoState
VST_SPACE_X VST_SPACE_RANGE
VST_SPACE_NULL VST_SPACE_X
VST_SPACE_NULL 
STATE_VECTOR_IQ_DEF (NLPAlgoState, qp_grad, qp_grad_name, get_space_null(), VST_SPACE_NULL) STATE_VECTOR_IQ_DEF(NLPAlgoState
VST_SPACE_X VST_SPACE_RANGE
VST_SPACE_NULL VST_SPACE_X
VST_SPACE_NULL VST_SPACE_X 
STATE_VECTOR_IQ_DEF (NLPAlgoState, rGL, rGL_name, get_space_null(), VST_SPACE_NULL) STATE_VECTOR_IQ_DEF(NLPAlgoState
VST_SPACE_X VST_SPACE_RANGE
VST_SPACE_NULL VST_SPACE_X
VST_SPACE_NULL VST_SPACE_X 
get_space_c ()
VST_SPACE_X VST_SPACE_RANGE
VST_SPACE_NULL VST_SPACE_X
VST_SPACE_NULL VST_SPACE_X
VST_SPACE_C 
STATE_VECTOR_IQ_DEF (NLPAlgoState, nu, nu_name, get_space_x(), VST_SPACE_X) void NLPAlgoState
Teuchos::EVerbosityLevel convertToVerbLevel (const EJournalOutputLevel output_level)
 Conver to Teuchos::EVerbosityLevel.
void active_set_change (const SpVectorSlice &nu_k, const SpVectorSlice &nu_km1, Range1D indep, EJournalOutputLevel olevel, std::ostream *out, size_type *num_adds, size_type *num_drops, size_type *num_active_indep, size_type *num_adds_indep, size_type *num_drops_indep)
 Calculate the change in the active set and output change if asked to.
void get_init_fixed_free_indep (const size_type n, const size_type r, const SpVectorSlice &nu_indep, const value_type super_basic_mult_drop_tol, EJournalOutputLevel olevel, std::ostream &out, size_type *n_pz_X, size_type *n_pz_R, size_type i_x_free[], size_type i_x_fixed[], ConstrainedOptPack::EBounds bnd_fixed[])
 Determine the set of initially fixed and free independent variables.
value_type MIN (value_type x, value_type y)
value_type MAX (value_type x, value_type y)

Variables

 w_sigma
 w_sigma_name = "w_sigma"
VST_SPACE_NULL dvu
VST_SPACE_NULL dvu_name = "dvu"
const std::string barrier_parameter_name = "barrier_parameter"
const std::string barrier_obj_name = "barrier_obj"
const std::string grad_barrier_obj_name = "grad_barrier_obj"
const std::string e_tol_name = "e_tol"
const std::string comp_err_mu_name = "comp_err_mu"
const std::string Vu_name = "Vu"
const std::string Vl_name = "Vl"
const std::string invXu_name = "invXu"
const std::string invXl_name = "invXl"
const std::string rHB_name = "rHB"
const std::string B_name = "B"
const std::string Sigma_name = "Sigma"
const std::string dvl_name = "dvl"
const std::string alpha_vl_name = "alpha_vl"
const std::string alpha_vu_name = "alpha_vu"
 Gf
 Gf_name = "Gf"
VST_SPACE_X py
VST_SPACE_X py_name = "py"
VST_SPACE_X VST_SPACE_RANGE pz
VST_SPACE_X VST_SPACE_RANGE pz_name = "pz"
VST_SPACE_X VST_SPACE_RANGE
VST_SPACE_NULL 
d
VST_SPACE_X VST_SPACE_RANGE
VST_SPACE_NULL 
d_name = "d"
VST_SPACE_X VST_SPACE_RANGE
VST_SPACE_NULL VST_SPACE_X 
w
VST_SPACE_X VST_SPACE_RANGE
VST_SPACE_NULL VST_SPACE_X 
w_name = "w"
VST_SPACE_X VST_SPACE_RANGE
VST_SPACE_NULL VST_SPACE_X
VST_SPACE_NULL 
GL
VST_SPACE_X VST_SPACE_RANGE
VST_SPACE_NULL VST_SPACE_X
VST_SPACE_NULL 
GL_name = "GL"
VST_SPACE_X VST_SPACE_RANGE
VST_SPACE_NULL VST_SPACE_X
VST_SPACE_NULL VST_SPACE_X 
lambda
VST_SPACE_X VST_SPACE_RANGE
VST_SPACE_NULL VST_SPACE_X
VST_SPACE_NULL VST_SPACE_X 
lambda_name = "lambda"
const std::string num_basis_name = "num_basis"
const std::string x_name = "x"
const std::string f_name = "f"
const std::string HL_name = "HL"
const std::string c_name = "c"
const std::string h_name
const std::string Gc_name = "Gc"
const std::string Y_name = "Y"
const std::string Z_name = "Z"
const std::string R_name = "R"
const std::string Uy_name = "Uy"
const std::string Uz_name = "Uz"
const std::string Ypy_name = "Ypy"
const std::string Zpz_name = "Zpz"
const std::string rGf_name = "rGf"
const std::string rHL_name = "rHL"
const std::string zeta_name = "zeta"
const std::string qp_grad_name = "qp_grad"
const std::string eta_name = "eta"
const std::string alpha_name = "alpha"
const std::string merit_func_nlp_name = "merit_func_nlp"
const std::string mu_name = "mu"
const std::string phi_name = "phi"
const std::string opt_kkt_err_name = "opt_kkt_err"
const std::string feas_kkt_err_name = "feas_kkt_err"
const std::string comp_kkt_err_name = "comp_kkt_err"
const std::string rGL_name = "rGL"
const std::string nu_name = "nu"
const std::string act_set_stats_name = "act_set_stats"
 Name given to the active set statistics iteration quantity.
const int local_num_options = 4
const char * local_SOptions [local_num_options]
const std::string dl_name = "dl"
 
const std::string du_name = "du"
 
const std::string FILTER_IQ_STRING = "LS_FilterEntries"
const std::string qp_solver_stats_name = "qp_solver_stats"
 Name given to the active set statistics iteration quantity.
const std::string quasi_newton_stats_name = "quasi_newton_stats"
 Name given to the quasi-Newton updating staistics iteration quantity.
const int num_update_methods = 5
const char * s_update_methods [num_update_methods]
const char UpdateReducedSigma_opt_grp_name [] = "UpdateReducedSigma"


Typedef Documentation

typedef std::list< FilterEntry > MoochoPack::Filter_T
 

Definition at line 56 of file MoochoPack_LineSearchFilter_Step.hpp.


Enumeration Type Documentation

enum EJournalOutputLevel
 

enum for journal output.

Enumeration values:
PRINT_NOTHING 
PRINT_BASIC_ALGORITHM_INFO 
PRINT_ALGORITHM_STEPS 
PRINT_ACTIVE_SET 
PRINT_VECTORS 
PRINT_ITERATION_QUANTITIES 

Definition at line 45 of file MoochoPack_Types.hpp.


Function Documentation

STATE_VECTOR_IQ_DEF IpState  ,
grad_barrier_obj  ,
grad_barrier_obj_name  ,
get_space_x()  ,
VST_SPACE_X 
 

********** Iteration Quantities **************

VST_SPACE_X VST_SPACE_RANGE VST_SPACE_NULL VST_SPACE_X MoochoPack::get_space_null  ) 
 

VST_SPACE_NULL STATE_VECTOR_IQ_DEF IpState  ,
dvl  ,
dvl_name  ,
get_space_x()  ,
VST_SPACE_X 
 

VST_SPACE_X VST_SPACE_RANGE VST_SPACE_NULL VST_SPACE_X VST_SPACE_NULL MoochoPack::get_space_x  ) 
 

NLPAlgo& rsqp_algo Algorithm &  algo  )  [inline]
 

Convert from a Algorithm to a NLPAlgo.

Definition at line 39 of file MoochoPack_moocho_algo_conversion.hpp.

const NLPAlgo& rsqp_algo const Algorithm &  algo  )  [inline]
 

Convert from a Algorithm to a NLPAlgo.

Definition at line 44 of file MoochoPack_moocho_algo_conversion.hpp.

STATE_VECTOR_IQ_DEF NLPAlgoState  ,
,
x_name  ,
get_space_x()  ,
VST_SPACE_X 
 

VST_SPACE_X STATE_VECTOR_IQ_DEF NLPAlgoState  ,
,
c_name  ,
get_space_c()  ,
VST_SPACE_C 
 

VST_SPACE_X get_space_range  ) 
 

VST_SPACE_X VST_SPACE_RANGE STATE_VECTOR_IQ_DEF NLPAlgoState  ,
Ypy  ,
Ypy_name  ,
get_space_x()  ,
VST_SPACE_X 
 

VST_SPACE_X VST_SPACE_RANGE VST_SPACE_NULL STATE_VECTOR_IQ_DEF NLPAlgoState  ,
Zpz  ,
Zpz_name  ,
get_space_x()  ,
VST_SPACE_X 
 

VST_SPACE_X VST_SPACE_RANGE VST_SPACE_NULL VST_SPACE_X STATE_VECTOR_IQ_DEF NLPAlgoState  ,
rGf  ,
rGf_name  ,
get_space_null()  ,
VST_SPACE_NULL 
 

VST_SPACE_X VST_SPACE_RANGE VST_SPACE_NULL VST_SPACE_X VST_SPACE_NULL STATE_VECTOR_IQ_DEF NLPAlgoState  ,
qp_grad  ,
qp_grad_name  ,
get_space_null()  ,
VST_SPACE_NULL 
 

VST_SPACE_X VST_SPACE_RANGE VST_SPACE_NULL VST_SPACE_X VST_SPACE_NULL VST_SPACE_X STATE_VECTOR_IQ_DEF NLPAlgoState  ,
rGL  ,
rGL_name  ,
get_space_null()  ,
VST_SPACE_NULL 
 

VST_SPACE_X VST_SPACE_RANGE VST_SPACE_NULL VST_SPACE_X VST_SPACE_NULL VST_SPACE_X get_space_c  ) 
 

VST_SPACE_X VST_SPACE_RANGE VST_SPACE_NULL VST_SPACE_X VST_SPACE_NULL VST_SPACE_X VST_SPACE_C STATE_VECTOR_IQ_DEF NLPAlgoState  ,
nu  ,
nu_name  ,
get_space_x()  ,
VST_SPACE_X 
 

Definition at line 169 of file MoochoPack_NLPAlgoState.cpp.

Teuchos::EVerbosityLevel convertToVerbLevel const EJournalOutputLevel  output_level  )  [inline]
 

Conver to Teuchos::EVerbosityLevel.

Definition at line 55 of file MoochoPack_Types.hpp.

void MoochoPack::active_set_change const SpVectorSlice nu_k,
const SpVectorSlice nu_km1,
Range1D  indep,
EJournalOutputLevel  olevel,
std::ostream *  out,
size_type num_adds,
size_type num_drops,
size_type num_active_indep,
size_type num_adds_indep,
size_type num_drops_indep
 

Calculate the change in the active set and output change if asked to.

ToDo: Add more description of the output you get.

Parameters:
nu_k [in] Multipliers for variable bounds for iteration k.
num_km1 [in] Multipliers for variable bounds for iteration k-1
olevel [in] Specifies the output level. We have:\ PRINT_NOTHING : No output is sent to out\ PRINT_ALGORITHM_STEPS : Just the number of additions and deletions to the active set and the total number of active constraints is output.\ PRINT_ACTIVE_SET : Enumerates which variable were added and dropped from the active set.\
num_adds [out] Gives the total number of variables fixed at a bound added to the active set.
num_drops [out] Gives the total number of variables freed from a bound and dropped from the active set.
num_adds_indep [out] Gives the number of independent variables fixed at a bound added to the active set.
num_drops_indep [out] Gives the number of independent variables freed from a bound and dropped from the active set.
out [O] Target for output.

Definition at line 37 of file MoochoPack_active_set_change.cpp.

void MoochoPack::get_init_fixed_free_indep const size_type  n,
const size_type  r,
const SpVectorSlice nu_indep,
const value_type  super_basic_mult_drop_tol,
EJournalOutputLevel  olevel,
std::ostream &  out,
size_type n_pz_X,
size_type n_pz_R,
size_type  i_x_free[],
size_type  i_x_fixed[],
ConstrainedOptPack::EBounds  bnd_fixed[]
 

Determine the set of initially fixed and free independent variables.

This function will drop all but one of the fixed independent variables whos Lagrange multiplier is above a predefined value.

ToDo: Finish documentation.

Parameters:
n [in] Total number of variables.
r [in] Number of decomposed constraints.
nu_indep [in] Sparse vector (size == n-r) of Lagrange multipliers for the independent variables.
super_basic_mult_drop_tol [in] Tolerance of nu_indep(i)/||nu_indep||inf below which active variables will not be dropped from the superbasis.
olevel [in] Printing level.
out [out] Stream the output is printed to based on olevel.
n_pz_X [out] Number of dropped super basic variables (n_pz_X <= nu_indep.nz()).
n_pz_R [out] Number of free super basic variables (n-r == n_pz_R + n_pz_X)
i_x_free [out] Array (size >= n_pz_R) of indices the free independent (superbasic) variables.
i_x_fixed [out] Array (size >= n_pz_X) of indices the droped (nonbasic) variables.
bnd_fixed [out] Array (size >= n_pz_X) of the bounds for the dropped (nonbasic) variables.

Definition at line 36 of file MoochoPack_get_init_fixed_free_indep.cpp.

value_type MIN value_type  x,
value_type  y
 

Definition at line 53 of file MoochoPack_LineSearchFilter_Step.cpp.

value_type MAX value_type  x,
value_type  y
 

Definition at line 56 of file MoochoPack_LineSearchFilter_Step.cpp.


Variable Documentation

MoochoPack::w_sigma
 

Definition at line 95 of file MoochoPack_IpState.cpp.

const std::string MoochoPack::w_sigma_name = "w_sigma"
 

Definition at line 95 of file MoochoPack_IpState.cpp.

VST_SPACE_NULL MoochoPack::dvu
 

Definition at line 97 of file MoochoPack_IpState.cpp.

const std::string MoochoPack::dvu_name = "dvu"
 

Definition at line 97 of file MoochoPack_IpState.cpp.

const std::string MoochoPack::barrier_parameter_name = "barrier_parameter"
 

Definition at line 33 of file MoochoPack_IpState.cpp.

const std::string MoochoPack::barrier_obj_name = "barrier_obj"
 

Definition at line 34 of file MoochoPack_IpState.cpp.

const std::string MoochoPack::grad_barrier_obj_name = "grad_barrier_obj"
 

Definition at line 35 of file MoochoPack_IpState.cpp.

const std::string MoochoPack::e_tol_name = "e_tol"
 

Definition at line 36 of file MoochoPack_IpState.cpp.

const std::string MoochoPack::comp_err_mu_name = "comp_err_mu"
 

Definition at line 37 of file MoochoPack_IpState.cpp.

const std::string MoochoPack::Vu_name = "Vu"
 

Definition at line 38 of file MoochoPack_IpState.cpp.

const std::string MoochoPack::Vl_name = "Vl"
 

Definition at line 39 of file MoochoPack_IpState.cpp.

const std::string MoochoPack::invXu_name = "invXu"
 

Definition at line 40 of file MoochoPack_IpState.cpp.

const std::string MoochoPack::invXl_name = "invXl"
 

Definition at line 41 of file MoochoPack_IpState.cpp.

const std::string MoochoPack::rHB_name = "rHB"
 

Definition at line 42 of file MoochoPack_IpState.cpp.

const std::string MoochoPack::B_name = "B"
 

Definition at line 43 of file MoochoPack_IpState.cpp.

const std::string MoochoPack::Sigma_name = "Sigma"
 

Definition at line 44 of file MoochoPack_IpState.cpp.

const std::string MoochoPack::dvl_name = "dvl"
 

Definition at line 46 of file MoochoPack_IpState.cpp.

const std::string MoochoPack::alpha_vl_name = "alpha_vl"
 

Definition at line 48 of file MoochoPack_IpState.cpp.

const std::string MoochoPack::alpha_vu_name = "alpha_vu"
 

Definition at line 49 of file MoochoPack_IpState.cpp.

MoochoPack::Gf
 

Definition at line 125 of file MoochoPack_NLPAlgoState.cpp.

VST_SPACE_X MoochoPack::py
 

Definition at line 139 of file MoochoPack_NLPAlgoState.cpp.

VST_SPACE_X VST_SPACE_RANGE MoochoPack::pz
 

Definition at line 141 of file MoochoPack_NLPAlgoState.cpp.

VST_SPACE_X VST_SPACE_RANGE VST_SPACE_NULL MoochoPack::d
 

Definition at line 143 of file MoochoPack_NLPAlgoState.cpp.

VST_SPACE_X VST_SPACE_RANGE VST_SPACE_NULL VST_SPACE_X MoochoPack::w
 

Definition at line 149 of file MoochoPack_NLPAlgoState.cpp.

VST_SPACE_X VST_SPACE_RANGE VST_SPACE_NULL VST_SPACE_X VST_SPACE_NULL MoochoPack::GL
 

Definition at line 166 of file MoochoPack_NLPAlgoState.cpp.

VST_SPACE_X VST_SPACE_RANGE VST_SPACE_NULL VST_SPACE_X VST_SPACE_NULL VST_SPACE_X MoochoPack::lambda
 

Definition at line 168 of file MoochoPack_NLPAlgoState.cpp.

const std::string MoochoPack::act_set_stats_name = "act_set_stats"
 

Name given to the active set statistics iteration quantity.

Definition at line 32 of file MoochoPack_act_set_stats.cpp.

const int MoochoPack::local_num_options = 4 [static]
 

Definition at line 291 of file MoochoPack_UpdateReducedSigma_Step.cpp.

const char* MoochoPack::local_SOptions[local_num_options] [static]
 

Initial value:

 
  {
  "scale_opt_error_by",
  "scale_feas_error_by",
  "scale_comp_error_by",
  "scale_opt_error_by_Gf",
  }

Definition at line 298 of file MoochoPack_UpdateReducedSigma_Step.cpp.

const std::string MoochoPack::dl_name = "dl"
 

Definition at line 31 of file MoochoPack_d_bounds_iter_quant.cpp.

const std::string MoochoPack::du_name = "du"
 

Definition at line 32 of file MoochoPack_d_bounds_iter_quant.cpp.

const std::string MoochoPack::FILTER_IQ_STRING = "LS_FilterEntries"
 

Definition at line 57 of file MoochoPack_LineSearchFilter_Step.hpp.

const std::string MoochoPack::EvalNewPoint_name = "EvalNewPoint"
 

Definition at line 41 of file MoochoPack_MoochoAlgorithmStepNames.hpp.

const std::string MoochoPack::ReducedGradient_name = "ReducedGradient"
 

Definition at line 42 of file MoochoPack_MoochoAlgorithmStepNames.hpp.

const std::string MoochoPack::ReducedHessian_name = "ReducedHessian"
 

Definition at line 43 of file MoochoPack_MoochoAlgorithmStepNames.hpp.

const std::string MoochoPack::QuasiNormalStep_name = "QuasiNormalStep"
 

Definition at line 44 of file MoochoPack_MoochoAlgorithmStepNames.hpp.

const std::string MoochoPack::TangentialStep_name = "TangentialStep"
 

Definition at line 45 of file MoochoPack_MoochoAlgorithmStepNames.hpp.

const std::string MoochoPack::SearchDirec_name = "SearchDirec"
 

Definition at line 46 of file MoochoPack_MoochoAlgorithmStepNames.hpp.

const std::string MoochoPack::LineSearch_name = "LineSearch"
 

Definition at line 47 of file MoochoPack_MoochoAlgorithmStepNames.hpp.

const std::string MoochoPack::CheckConvergence_name = "CheckConvergence"
 

Definition at line 48 of file MoochoPack_MoochoAlgorithmStepNames.hpp.

const std::string MoochoPack::CalcLambdaIndep_name = "CalcLambdaIndep"
 

Definition at line 50 of file MoochoPack_MoochoAlgorithmStepNames.hpp.

const std::string MoochoPack::CalcReducedGradLagrangian_name = "CalcReducedGradLagrangian"
 

Definition at line 51 of file MoochoPack_MoochoAlgorithmStepNames.hpp.

const std::string MoochoPack::CheckSkipBFGSUpdate_name = "CheckSkipBFGSUpdate"
 

Definition at line 52 of file MoochoPack_MoochoAlgorithmStepNames.hpp.

const std::string MoochoPack::CalcDFromYPYZPZ_name = "CalcDFromYPYZPZ"
 

Definition at line 53 of file MoochoPack_MoochoAlgorithmStepNames.hpp.

const std::string MoochoPack::qp_solver_stats_name = "qp_solver_stats"
 

Name given to the active set statistics iteration quantity.

Definition at line 32 of file MoochoPack_qp_solver_stats.cpp.

const std::string MoochoPack::quasi_newton_stats_name = "quasi_newton_stats"
 

Name given to the quasi-Newton updating staistics iteration quantity.

Definition at line 32 of file MoochoPack_quasi_newton_stats.cpp.

const int MoochoPack::num_update_methods = 5 [static]
 

Definition at line 303 of file MoochoPack_UpdateReducedSigma_Step.cpp.

const char* MoochoPack::s_update_methods[num_update_methods] [static]
 

Initial value:

 
  {
  "always_explicit",
  "BFGS_primal",
  "BFGS_dual_no_correction",
  "BFGS_dual_explicit_correction",
  "BFGS_dual_scaling_correction"
  }

Definition at line 305 of file MoochoPack_UpdateReducedSigma_Step.cpp.

const char MoochoPack::UpdateReducedSigma_opt_grp_name[] = "UpdateReducedSigma"
 

Definition at line 109 of file MoochoPack_UpdateReducedSigma_Step.hpp.


Generated on Thu Sep 18 12:36:18 2008 for MOOCHO (Single Doxygen Collection) by doxygen 1.3.9.1