ConstrainedOptPack::QPSolverRelaxedQPKWIK Class Reference

Solves Quadratic Programming (QP) problem using the primal-dual active-set solver QPKWIK. More...

#include <ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp>

Inheritance diagram for ConstrainedOptPack::QPSolverRelaxedQPKWIK:

[legend]List of all members.

Initialization
void	max_qp_iter_frac (const value_type &max_qp_iter_frac)
	Set the maximum number of QP iterations as max_itr = max_qp_iter_frac * n.
void	infinite_bound (const value_type &infinite_bound)
	Set the value of an infinite bound.
	QPSolverRelaxedQPKWIK (value_type max_qp_iter_frac=10.0, value_type infinite_bound=1e+20)
	~QPSolverRelaxedQPKWIK ()
Overridden from QPSolverRelaxed
QPSolverStats	get_qp_stats () const
void	release_memory ()
Overridden from QPSolverRelaxed
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)

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Detailed Description

Solves Quadratic Programming (QP) problem using the primal-dual active-set solver QPKWIK.

In this implementation it is required that G support the {MatrixExtractInvCholFactor} interface and is therefore quite restrictive on the likes of QPs it can solve.

Definition at line 47 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

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Constructor & Destructor Documentation

ConstrainedOptPack::QPSolverRelaxedQPKWIK::QPSolverRelaxedQPKWIK (  value_type  max_qp_iter_frac = 10.0, value_type  infinite_bound = 1e+20 )

Definition at line 178 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.cpp.

ConstrainedOptPack::QPSolverRelaxedQPKWIK::~QPSolverRelaxedQPKWIK (   )

Definition at line 194 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.cpp.

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Member Function Documentation

void ConstrainedOptPack::QPSolverRelaxedQPKWIK::max_qp_iter_frac (  const value_type &  max_qp_iter_frac  )  [inline]

Set the maximum number of QP iterations as max_itr = max_qp_iter_frac * n. Definition at line 55 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

void ConstrainedOptPack::QPSolverRelaxedQPKWIK::infinite_bound (  const value_type &  infinite_bound  )  [inline]

Set the value of an infinite bound. Reimplemented from ConstrainedOptPack::QPSolverRelaxed. Definition at line 58 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

QPSolverStats ConstrainedOptPack::QPSolverRelaxedQPKWIK::get_qp_stats (   )  const [virtual]

Implements ConstrainedOptPack::QPSolverRelaxed. Definition at line 202 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.cpp.

void ConstrainedOptPack::QPSolverRelaxedQPKWIK::release_memory (   )  [virtual]

Implements ConstrainedOptPack::QPSolverRelaxed. Definition at line 207 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.cpp.

QPSolverStats::ESolutionType ConstrainedOptPack::QPSolverRelaxedQPKWIK::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 213 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.cpp.

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

• ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp
• ConstrainedOptPack_QPSolverRelaxedQPKWIK.cpp

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