ConstrainedOptPack::QPSchur Class Reference

Solves a Quadratic Program with a dual QP method using a schur complement factorization. More...

#include <ConstrainedOptPack_QPSchur.hpp>

List of all members.

Public Types

typedef QPSchurPack::QP QP

typedef MatrixSymAddDelUpdateable MSADU

enum ERunTests

Enumeration for if to run internal tests or not. More...

enum ESolveReturn

solve_qp return values More...

enum EOutputLevel

Output level. More...

value_type DEGENERATE_MULT = std::numeric_limits<value_type>::min()

Value for near degenerate lagrange multipliers.

Public Member functions

void set_schur_comp (const Teuchos::RefCountPtr< MatrixSymAddDelUpdateableWithOpNonsingular > &schur_comp)

Schur complement matrix object S_hat.

void max_iter (const size_type &max_iter)

Set the maximum number of primal-dual QP iterations to take.

void max_real_runtime (const value_type &max_real_runtime)

Set the maximum wall clock runtime (in minutes).

void feas_tol (const value_type &feas_tol)

Set the feasibility tolerance for the constriants.

void loose_feas_tol (const value_type &loose_feas_tol)

Set a looser feasibility tolerance ( > feas_tol ).

void dual_infeas_tol (const value_type &dual_infeas_tol)

Set the tolerence where a scaled Langrange multiplier is considered degenerate.

void huge_primal_step (const value_type &huge_primal_step)

Set the tolerence for the size of the step in the primal space that is considered to be a near infinite step. This is used to determine if the KKT system is near singular.

void huge_dual_step (const value_type &huge_dual_step)

Set the tolerence for the size of the step in the dual space that is considered to be a near infinite step. This is used to determine if the constriants are infeasible.

void warning_tol (const value_type &warning_tol)

<<std member="" comp="">> members for the warning tolerance for tests.

void error_tol (const value_type &error_tol)

<<std member="" comp="">> members for the error tolerance for tests.

void iter_refine_min_iter (const size_type &iter_refine_min_iter)

Set the minimum number of refinement iterations to perform when using iterative refinement.

void iter_refine_max_iter (const size_type &iter_refine_max_iter)

Set the maximum number of refinement iterations to perform when using iterative refinement.

void iter_refine_opt_tol (const value_type &iter_refine_opt_tol)

Set the maxinum scaled tolerance the residual of the optimality conditions must be before terminating iterative refinement.

void iter_refine_feas_tol (const value_type &iter_refine_feas_tol)

Set the maxinum scaled tolerance the residual of the feasibility conditions must be before terminating iterative refinement.

void iter_refine_at_solution (const bool &iter_refine_at_solution)

Set whether iterative refinement is automatically used once the solution is found.

void salvage_init_schur_comp (const bool &salvage_init_schur_comp)

Set whether a singular initial schur complement will attempted to be salvaged by adding as many nonsingular rows/cols as possible.

void pivot_tols (MSADU::PivotTolerances pivot_tols)

Set the tolerances to use when updating the schur complement.

MSADU::PivotTolerances pivot_tols () const

virtual ~QPSchur ()

QPSchur (const schur_comp_ptr_t &schur_comp=Teuchos::null, size_type max_iter=100, value_type max_real_runtime=1e+20, value_type feas_tol=1e-8, value_type loose_feas_tol=1e-6, value_type dual_infeas_tol=1e-12, value_type huge_primal_step=1e+20, value_type huge_dual_step=1e+20, value_type warning_tol=1e-10, value_type error_tol=1e-5, size_type iter_refine_min_iter=1, size_type iter_refine_max_iter=3, value_type iter_refine_opt_tol=1e-12, value_type iter_refine_feas_tol=1e-12, bool iter_refine_at_solution=true, bool salvage_init_schur_comp=true, MSADU::PivotTolerances pivot_tols=MSADU::PivotTolerances(1e-8, 1e-11, 1e-11))

virtual ESolveReturn solve_qp (QP &qp, size_type num_act_change, const int ij_act_change[], const EBounds bnds[], std::ostream *out, EOutputLevel output_level, ERunTests test_what, DVectorSlice *x, SpVector *mu, DVectorSlice *lambda, SpVector *lambda_breve, size_type *iter, size_type *num_adds, size_type *num_drops)

Solve a QP.

Public Member Functions

const ActiveSet & act_set () const

Return a reference to the active set object.

Static Public Member Functions

void dump_act_set_quantities (const ActiveSet &act_set, std::ostream &out, bool print_S_hat=true)

Dump all the active set quantities for debugging.

Protected Types

enum EPDSteps

More...

enum EIterRefineReturn

More...

Protected Member Functions

virtual ESolveReturn qp_algo (EPDSteps first_step, std::ostream *out, EOutputLevel output_level, ERunTests test_what, const DVectorSlice &vo, ActiveSet *act_set, DVectorSlice *v, DVectorSlice *x, size_type *iter, size_type *num_adds, size_type *num_drops, size_type *iter_refine_num_resid, size_type *iter_refine_num_solves, StopWatchPack::stopwatch *timer)

Run the algorithm from a dual feasible point.

virtual void set_x (const ActiveSet &act_set, const DVectorSlice &v, DVectorSlice *x)

Set the values in x for all the variables.

virtual void set_multipliers (const ActiveSet &act_set, const DVectorSlice &v, SpVector *mu, DVectorSlice *lambda, SpVector *lambda_breve)

Map from the active set to the sparse multipliers for the inequality constraints.

bool timeout_return (StopWatchPack::stopwatch *timer, std::ostream *out, EOutputLevel output_level) const

Determine if time has run out and if we should return.

EIterRefineReturn iter_refine (const ActiveSet &act_set, std::ostream *out, EOutputLevel output_level, const value_type ao, const DVectorSlice *bo, const value_type aa, const DVectorSlice *ba, DVectorSlice *v, DVectorSlice *z, size_type *iter_refine_num_resid, size_type *iter_refine_num_solves)

Perform iterative refinement on the augmented KKT system for the current active set.

Detailed Description

Solves a Quadratic Program with a dual QP method using a schur complement factorization.

See the paper "QPSchur: A Primal-Dual Active-Set Quadratic Programming Algorithm Using a Schur Complement Factorization Method" for a description of what this class does.

Definition at line 382 of file ConstrainedOptPack_QPSchur.hpp.

Member Typedef Documentation

typedef QPSchurPack::QP ConstrainedOptPack::QPSchur::QP

Definition at line 389 of file ConstrainedOptPack_QPSchur.hpp.

typedef MatrixSymAddDelUpdateable ConstrainedOptPack::QPSchur::MSADU

Definition at line 391 of file ConstrainedOptPack_QPSchur.hpp.

Member Enumeration Documentation

enum ConstrainedOptPack::QPSchur::ERunTests

Enumeration for if to run internal tests or not.

Definition at line 406 of file ConstrainedOptPack_QPSchur.hpp.

enum ConstrainedOptPack::QPSchur::ESolveReturn

solve_qp return values

Definition at line 408 of file ConstrainedOptPack_QPSchur.hpp.

enum ConstrainedOptPack::QPSchur::EOutputLevel

Output level.

Definition at line 420 of file ConstrainedOptPack_QPSchur.hpp.

enum ConstrainedOptPack::QPSchur::EPDSteps [protected]

Definition at line 1070 of file ConstrainedOptPack_QPSchur.hpp.

enum ConstrainedOptPack::QPSchur::EIterRefineReturn [protected]

Definition at line 1105 of file ConstrainedOptPack_QPSchur.hpp.

Constructor & Destructor Documentation

virtual ConstrainedOptPack::QPSchur::~QPSchur ( ) [inline, virtual]

Definition at line 517 of file ConstrainedOptPack_QPSchur.hpp.

ConstrainedOptPack::QPSchur::QPSchur ( const schur_comp_ptr_t & schur_comp = Teuchos::null,

size_type max_iter = 100,

value_type max_real_runtime = 1e+20,

value_type feas_tol = 1e-8,

value_type loose_feas_tol = 1e-6,

value_type dual_infeas_tol = 1e-12,

value_type huge_primal_step = 1e+20,

value_type huge_dual_step = 1e+20,

value_type warning_tol = 1e-10,

value_type error_tol = 1e-5,

size_type iter_refine_min_iter = 1,

size_type iter_refine_max_iter = 3,

value_type iter_refine_opt_tol = 1e-12,

value_type iter_refine_feas_tol = 1e-12,

bool iter_refine_at_solution = true,

bool salvage_init_schur_comp = true,

MSADU::PivotTolerances pivot_tols = MSADU::PivotTolerances(1e-8, 1e-11, 1e-11)

)

Definition at line 2230 of file ConstrainedOptPack_QPSchur.cpp.

Member Function Documentation

void ConstrainedOptPack::QPSchur::set_schur_comp ( const Teuchos::RefCountPtr< MatrixSymAddDelUpdateableWithOpNonsingular > & schur_comp ) [inline]

Schur complement matrix object S_hat.

Definition at line 437 of file ConstrainedOptPack_QPSchur.hpp.

void ConstrainedOptPack::QPSchur::max_iter ( const size_type & max_iter ) [inline]

Set the maximum number of primal-dual QP iterations to take.

Definition at line 441 of file ConstrainedOptPack_QPSchur.hpp.

void ConstrainedOptPack::QPSchur::max_real_runtime ( const value_type & max_real_runtime ) [inline]

Set the maximum wall clock runtime (in minutes).

Definition at line 445 of file ConstrainedOptPack_QPSchur.hpp.

void ConstrainedOptPack::QPSchur::feas_tol ( const value_type & feas_tol ) [inline]

Set the feasibility tolerance for the constriants.

Definition at line 449 of file ConstrainedOptPack_QPSchur.hpp.

void ConstrainedOptPack::QPSchur::loose_feas_tol ( const value_type & loose_feas_tol ) [inline]

Set a looser feasibility tolerance ( > feas_tol ).

Definition at line 453 of file ConstrainedOptPack_QPSchur.hpp.

void ConstrainedOptPack::QPSchur::dual_infeas_tol ( const value_type & dual_infeas_tol ) [inline]

Set the tolerence where a scaled Langrange multiplier is considered degenerate.

Definition at line 458 of file ConstrainedOptPack_QPSchur.hpp.

void ConstrainedOptPack::QPSchur::huge_primal_step ( const value_type & huge_primal_step ) [inline]

Set the tolerence for the size of the step in the primal space that is considered to be a near infinite step. This is used to determine if the KKT system is near singular.

Definition at line 464 of file ConstrainedOptPack_QPSchur.hpp.

void ConstrainedOptPack::QPSchur::huge_dual_step ( const value_type & huge_dual_step ) [inline]

Set the tolerence for the size of the step in the dual space that is considered to be a near infinite step. This is used to determine if the constriants are infeasible.

Definition at line 470 of file ConstrainedOptPack_QPSchur.hpp.

void ConstrainedOptPack::QPSchur::warning_tol ( const value_type & warning_tol ) [inline]

<<std member="" comp="">> members for the warning tolerance for tests.

Definition at line 474 of file ConstrainedOptPack_QPSchur.hpp.

void ConstrainedOptPack::QPSchur::error_tol ( const value_type & error_tol ) [inline]

<<std member="" comp="">> members for the error tolerance for tests.

Definition at line 478 of file ConstrainedOptPack_QPSchur.hpp.

void ConstrainedOptPack::QPSchur::iter_refine_min_iter ( const size_type & iter_refine_min_iter ) [inline]

Set the minimum number of refinement iterations to perform when using iterative refinement.

Definition at line 483 of file ConstrainedOptPack_QPSchur.hpp.

void ConstrainedOptPack::QPSchur::iter_refine_max_iter ( const size_type & iter_refine_max_iter ) [inline]

Set the maximum number of refinement iterations to perform when using iterative refinement.

Definition at line 488 of file ConstrainedOptPack_QPSchur.hpp.

void ConstrainedOptPack::QPSchur::iter_refine_opt_tol ( const value_type & iter_refine_opt_tol ) [inline]

Set the maxinum scaled tolerance the residual of the optimality conditions must be before terminating iterative refinement.

Definition at line 493 of file ConstrainedOptPack_QPSchur.hpp.

void ConstrainedOptPack::QPSchur::iter_refine_feas_tol ( const value_type & iter_refine_feas_tol ) [inline]

Set the maxinum scaled tolerance the residual of the feasibility conditions must be before terminating iterative refinement.

Definition at line 498 of file ConstrainedOptPack_QPSchur.hpp.

void ConstrainedOptPack::QPSchur::iter_refine_at_solution ( const bool & iter_refine_at_solution ) [inline]

Set whether iterative refinement is automatically used once the solution is found.

Definition at line 503 of file ConstrainedOptPack_QPSchur.hpp.

void ConstrainedOptPack::QPSchur::salvage_init_schur_comp ( const bool & salvage_init_schur_comp ) [inline]

Set whether a singular initial schur complement will attempted to be salvaged by adding as many nonsingular rows/cols as possible.

Definition at line 508 of file ConstrainedOptPack_QPSchur.hpp.

void ConstrainedOptPack::QPSchur::pivot_tols ( MSADU::PivotTolerances pivot_tols )

Set the tolerances to use when updating the schur complement.

Definition at line 2220 of file ConstrainedOptPack_QPSchur.cpp.

QPSchur::MSADU::PivotTolerances ConstrainedOptPack::QPSchur::pivot_tols ( ) const

Definition at line 2225 of file ConstrainedOptPack_QPSchur.cpp.

QPSchur::ESolveReturn ConstrainedOptPack::QPSchur::solve_qp ( QP & qp,

size_type num_act_change,

const int ij_act_change[],

const EBounds bnds[],

std::ostream * out,

EOutputLevel output_level,

ERunTests test_what,

DVectorSlice * x,

SpVector * mu,

DVectorSlice * lambda,

SpVector * lambda_breve,

size_type * iter,

size_type * num_adds,

size_type * num_drops

) [virtual]

Solve a QP.
If the initial schur complement turns out to have the wrong inertia then the QP is nonconvex, and the exception WrongInteriaUpdateExecption will be thrown. Otherwise, unless some other strange exception is thrown, this function will return normally (see return).

Parameters:

qp [in] The abstraction for the QP being solved

num_act_change [in] The number of changes to the active set before the primal-dual QP algorithm starts.

ij_act_change [in] Array (size num_act_change): specifying how to initialize the active set. If i = -ij_act_change(s) > 0 then the initially fixed variable x(i) is to be freed. If j = ij_act_change(s) > 0 then the constraint a_bar(j)'*x is to be added to the active set to the bound bnd(s). The order of these changes can significantly effect the performance of the algorithm if these changes are not part of the optimal active set. Put changes that you are sure about earlier in the list and those that you are not a sure about later.

bnd [in] Array (size num_act_change): bnd(s) gives which bound to make active. If ij_act_change(s) < 0 then this is ignored.

out [out] output stream. Iteration information is printed according to output_level. If output_level == NO_OUTPUT then out may be NULL. If out==NULL, then output_level is forced to NO_OUTPUT

output_level [in] Specifies the level of output (see EOutputLevel).

test_what [in] Determines if internal validation tests are performed. The optimality conditions for the QP are not checked internally, since this is something that client can (and should) do independently. RUN_TESTS : As many validation/consistency tests are performed internally as possible. If a test fails then a TestFailed execption will be thrown. NO_TEST : No tests are performed internally. This is to allow the fastest possible execution.

x [out] vector (size qp.n()): Solution or current iteration value

mu [out] sparse vector (size qp.n()): Optimal lagrange multipliers for bound constraints. On output mu->is_sorted() == true.

lambda [out] vector (size q.m()): Optimal lagrange multipliers for equality constraints.

lambda_breve [out] sparse vector (size qp.constraints().m_breve()) for the active constraints in A_breve. On output lambda_breve->is_sorted() == true.

iter [out] The number of warm start drops and primal-dual iterations.

num_adds [out] The number of updates to the active set where a constraint was added. These do not include initially fixed variables.

num_drops [out] The number of updates to the active set where a constraint was dropped. These include constraints dropped during a warm start as well as during the primal-dual QP iterations.

Returns:
Returns the type of point that x, mu , lambda and lambda_breve represents.

Definition at line 2268 of file ConstrainedOptPack_QPSchur.cpp.

const QPSchur::ActiveSet & ConstrainedOptPack::QPSchur::act_set ( ) const

Return a reference to the active set object.

Definition at line 2829 of file ConstrainedOptPack_QPSchur.cpp.

void ConstrainedOptPack::QPSchur::dump_act_set_quantities ( const ActiveSet & act_set,

std::ostream & out,

bool print_S_hat = true

) [static]

Dump all the active set quantities for debugging.

Definition at line 4906 of file ConstrainedOptPack_QPSchur.cpp.

QPSchur::ESolveReturn ConstrainedOptPack::QPSchur::qp_algo ( EPDSteps first_step,

std::ostream * out,

EOutputLevel output_level,

ERunTests test_what,

const DVectorSlice & vo,

ActiveSet * act_set,

DVectorSlice * v,

DVectorSlice * x,

size_type * iter,

size_type * num_adds,

size_type * num_drops,

size_type * iter_refine_num_resid,

size_type * iter_refine_num_solves,

StopWatchPack::stopwatch * timer

) [protected, virtual]

Run the algorithm from a dual feasible point.
By default, the algorithm should start with first_step = PICK_VIOLATED_CONSTRAINT if we are starting with a dual feasible point.
Definition at line 2836 of file ConstrainedOptPack_QPSchur.cpp.

void ConstrainedOptPack::QPSchur::set_x ( const ActiveSet & act_set,

const DVectorSlice & v,

DVectorSlice * x

) [protected, virtual]

Set the values in x for all the variables.

Definition at line 4502 of file ConstrainedOptPack_QPSchur.cpp.

void ConstrainedOptPack::QPSchur::set_multipliers ( const ActiveSet & act_set,

const DVectorSlice & v,

SpVector * mu,

DVectorSlice * lambda,

SpVector * lambda_breve

) [protected, virtual]

Map from the active set to the sparse multipliers for the inequality constraints.

Definition at line 4516 of file ConstrainedOptPack_QPSchur.cpp.

bool ConstrainedOptPack::QPSchur::timeout_return ( StopWatchPack::stopwatch * timer,

std::ostream * out,

EOutputLevel output_level

) const [protected]

Determine if time has run out and if we should return.

Definition at line 4577 of file ConstrainedOptPack_QPSchur.cpp.

QPSchur::EIterRefineReturn ConstrainedOptPack::QPSchur::iter_refine ( const ActiveSet & act_set,

std::ostream * out,

EOutputLevel output_level,

const value_type ao,

const DVectorSlice * bo,

const value_type aa,

const DVectorSlice * ba,

DVectorSlice * v,

DVectorSlice * z,

size_type * iter_refine_num_resid,

size_type * iter_refine_num_solves

) [protected]

Perform iterative refinement on the augmented KKT system for the current active set.

[ Ko U_hat ] [ v ] + [ ao * bo ] [ U_hat' V_hat ] [ z ] [ aa * ba ]
Returns true if iterative refinement satisfied the convergence criteria.
Definition at line 4592 of file ConstrainedOptPack_QPSchur.cpp.

Member Data Documentation

value_type ConstrainedOptPack::QPSchur::DEGENERATE_MULT = std::numeric_limits<value_type>::min() [static]

Value for near degenerate lagrange multipliers.

Definition at line 2218 of file ConstrainedOptPack_QPSchur.cpp.

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

Generated on Thu Sep 18 12:34:17 2008 for ConstrainedOptPack: C++ Tools for Constrained (and Unconstrained) Optimization by

1.3.9.1


Public Types
typedef QPSchurPack::QP	QP

typedef MatrixSymAddDelUpdateable	MSADU

enum	ERunTests
	Enumeration for if to run internal tests or not. More...
enum	ESolveReturn
	solve_qp return values More...
enum	EOutputLevel
	Output level. More...
value_type	DEGENERATE_MULT = std::numeric_limits<value_type>::min()
	Value for near degenerate lagrange multipliers.
Public Member functions
void	set_schur_comp (const Teuchos::RefCountPtr< MatrixSymAddDelUpdateableWithOpNonsingular > &schur_comp)
	Schur complement matrix object S_hat.
void	max_iter (const size_type &max_iter)
	Set the maximum number of primal-dual QP iterations to take.
void	max_real_runtime (const value_type &max_real_runtime)
	Set the maximum wall clock runtime (in minutes).
void	feas_tol (const value_type &feas_tol)
	Set the feasibility tolerance for the constriants.
void	loose_feas_tol (const value_type &loose_feas_tol)
	Set a looser feasibility tolerance ( > feas_tol ).
void	dual_infeas_tol (const value_type &dual_infeas_tol)
	Set the tolerence where a scaled Langrange multiplier is considered degenerate.
void	huge_primal_step (const value_type &huge_primal_step)
	Set the tolerence for the size of the step in the primal space that is considered to be a near infinite step. This is used to determine if the KKT system is near singular.
void	huge_dual_step (const value_type &huge_dual_step)
	Set the tolerence for the size of the step in the dual space that is considered to be a near infinite step. This is used to determine if the constriants are infeasible.
void	warning_tol (const value_type &warning_tol)
	<<std member="" comp="">> members for the warning tolerance for tests.
void	error_tol (const value_type &error_tol)
	<<std member="" comp="">> members for the error tolerance for tests.
void	iter_refine_min_iter (const size_type &iter_refine_min_iter)
	Set the minimum number of refinement iterations to perform when using iterative refinement.
void	iter_refine_max_iter (const size_type &iter_refine_max_iter)
	Set the maximum number of refinement iterations to perform when using iterative refinement.
void	iter_refine_opt_tol (const value_type &iter_refine_opt_tol)
	Set the maxinum scaled tolerance the residual of the optimality conditions must be before terminating iterative refinement.
void	iter_refine_feas_tol (const value_type &iter_refine_feas_tol)
	Set the maxinum scaled tolerance the residual of the feasibility conditions must be before terminating iterative refinement.
void	iter_refine_at_solution (const bool &iter_refine_at_solution)
	Set whether iterative refinement is automatically used once the solution is found.
void	salvage_init_schur_comp (const bool &salvage_init_schur_comp)
	Set whether a singular initial schur complement will attempted to be salvaged by adding as many nonsingular rows/cols as possible.
void	pivot_tols (MSADU::PivotTolerances pivot_tols)
	Set the tolerances to use when updating the schur complement.
MSADU::PivotTolerances	pivot_tols () const

virtual	~QPSchur ()

	QPSchur (const schur_comp_ptr_t &schur_comp=Teuchos::null, size_type max_iter=100, value_type max_real_runtime=1e+20, value_type feas_tol=1e-8, value_type loose_feas_tol=1e-6, value_type dual_infeas_tol=1e-12, value_type huge_primal_step=1e+20, value_type huge_dual_step=1e+20, value_type warning_tol=1e-10, value_type error_tol=1e-5, size_type iter_refine_min_iter=1, size_type iter_refine_max_iter=3, value_type iter_refine_opt_tol=1e-12, value_type iter_refine_feas_tol=1e-12, bool iter_refine_at_solution=true, bool salvage_init_schur_comp=true, MSADU::PivotTolerances pivot_tols=MSADU::PivotTolerances(1e-8, 1e-11, 1e-11))

virtual ESolveReturn	solve_qp (QP &qp, size_type num_act_change, const int ij_act_change[], const EBounds bnds[], std::ostream out, EOutputLevel output_level, ERunTests test_what, DVectorSlice x, SpVector mu, DVectorSlice lambda, SpVector lambda_breve, size_type iter, size_type num_adds, size_type num_drops)
	Solve a QP.
Public Member Functions
const ActiveSet &	act_set () const
	Return a reference to the active set object.
Static Public Member Functions
void	dump_act_set_quantities (const ActiveSet &act_set, std::ostream &out, bool print_S_hat=true)
	Dump all the active set quantities for debugging.
Protected Types
enum	EPDSteps
	More...
enum	EIterRefineReturn
	More...
Protected Member Functions
virtual ESolveReturn	qp_algo (EPDSteps first_step, std::ostream out, EOutputLevel output_level, ERunTests test_what, const DVectorSlice &vo, ActiveSet act_set, DVectorSlice v, DVectorSlice x, size_type iter, size_type num_adds, size_type num_drops, size_type iter_refine_num_resid, size_type iter_refine_num_solves, StopWatchPack::stopwatch timer)
	Run the algorithm from a dual feasible point.
virtual void	set_x (const ActiveSet &act_set, const DVectorSlice &v, DVectorSlice *x)
	Set the values in x for all the variables.
virtual void	set_multipliers (const ActiveSet &act_set, const DVectorSlice &v, SpVector mu, DVectorSlice lambda, SpVector *lambda_breve)
	Map from the active set to the sparse multipliers for the inequality constraints.
bool	timeout_return (StopWatchPack::stopwatch timer, std::ostream out, EOutputLevel output_level) const
	Determine if time has run out and if we should return.
EIterRefineReturn	iter_refine (const ActiveSet &act_set, std::ostream out, EOutputLevel output_level, const value_type ao, const DVectorSlice bo, const value_type aa, const DVectorSlice ba, DVectorSlice v, DVectorSlice z, size_type iter_refine_num_resid, size_type *iter_refine_num_solves)
	Perform iterative refinement on the augmented KKT system for the current active set.