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ConstrainedOptPack::QPSchurInitKKTSystemHessianFull Class Reference

Implementation of initial KKT system for all variables initially free and Ko = G. More...

#include <ConstrainedOptPack_QPSchurInitKKTSystemHessianFull.hpp>

Inheritance diagram for ConstrainedOptPack::QPSchurInitKKTSystemHessianFull:

[legend]
List of all members.

Overridden from InitKKTSystem

void initialize_kkt_system (const Vector &g, const MatrixOp &G, value_type etaL, const Vector *dL, const Vector *dU, const MatrixOp *F, BLAS_Cpp::Transp trans_F, const Vector *f, const Vector *d, const Vector *nu, size_type *n_R, i_x_free_t *i_x_free, i_x_fixed_t *i_x_fixed, bnd_fixed_t *bnd_fixed, j_f_decomp_t *j_f_decomp, DVector *b_X, Ko_ptr_t *Ko, DVector *fo) const
 Initialize the KKT system where all variables (except the relaxation variable) are initially free and no constraints are in Ko.

Detailed Description

Implementation of initial KKT system for all variables initially free and Ko = G.

In this implementation, G must support the MatrixSymOpNonsing interface. Using this initial KKT system essentially make QPSchur use a range space approach (Nocedal & Wright, 1999) for factorizing the KKT system for the current active set.

Definition at line 44 of file ConstrainedOptPack_QPSchurInitKKTSystemHessianFull.hpp.

Member Function Documentation

void ConstrainedOptPack::QPSchurInitKKTSystemHessianFull::initialize_kkt_system (  const Vector &  g,
const MatrixOp &  G,
value_type  etaL,
const Vector *  dL,
const Vector *  dU,
const MatrixOp *  F,
BLAS_Cpp::Transp  trans_F,
const Vector *  f,
const Vector *  d,
const Vector *  nu,
size_type *  n_R,
i_x_free_t *  i_x_free,
i_x_fixed_t *  i_x_fixed,
bnd_fixed_t *  bnd_fixed,
j_f_decomp_t *  j_f_decomp,
DVector *  b_X,
Ko_ptr_t *  Ko,
DVector *  fo
)  const [virtual]
 

Initialize the KKT system where all variables (except the relaxation variable) are initially free and no constraints are in Ko.

For this implementation:

n_R = nd\ i_x_free = emply (it is identity)\ i_x_fixed[0] = nd+1\ bnd_fixed[0] = LOWER\ j_f_decomp[] = empty\ b_X = etaL\ Ko = G\ fo = -g\

Implements ConstrainedOptPack::QPSolverRelaxedQPSchur::InitKKTSystem.

Definition at line 38 of file ConstrainedOptPack_QPSchurInitKKTSystemHessianFull.cpp.

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