ConstrainedOptPack::QPSolverRelaxedQPOPTSOL Class Reference

Node base clase for the primal QP solvers QPOPT and QPSOL. More...

#include <ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp>

Inheritance diagram for ConstrainedOptPack::QPSolverRelaxedQPOPTSOL:


Public Types
typedef FortranTypes::f_int	f_int

typedef FortranTypes::f_dbl_prec	f_dbl_prec

typedef FortranTypes::f_logical	f_logical

Input/Output parameters common to both QPOPT and QPSOL
These are access and updated by subclasses that call QPOPT and QPSOL.
f_int	N_

f_int	NCLIN_

DMatrix	A_

DVector	BL_

DVector	BU_

DVector	CVEC_

ISTATE_t	ISTATE_

DVector	X_

DVector	AX_

DVector	CLAMDA_

f_int	ITER_

f_dbl_prec	OBJ_

f_int	LIWORK_

IWORK_t	IWORK_

f_int	LWORK_

WORK_t	WORK_

Public Types
enum	EInform
	More...
Public Member Functions
	QPSolverRelaxedQPOPTSOL ()

	~QPSolverRelaxedQPOPTSOL ()

virtual const MatrixOp *	G () const
	Return a pointer to the matrix G to be used in the calculation of H*x by QPOPT and QPSOL.
virtual value_type	use_as_bigM () const
	Return the value of the "big M" used in the relaxation (called by QPHESS functions).
QPSolverStats	get_qp_stats () const

void	release_memory ()

Protected Types
typedef std::vector< f_int >	ISTATE_t

typedef std::vector< f_int >	IWORK_t

typedef std::vector< f_dbl_prec >	WORK_t

Protected Member Functions
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)

virtual f_int	liwork (f_int N, f_int NCLIN) const =0
	Length of integer workspace.
virtual f_int	lrwork (f_int N, f_int NCLIN) const =0
	Length of real workspace.
virtual EInform	call_qp_solver (bool warm_start)=0
	Solve the QP defined in the protected input data members and set the solution in the protected output data members.

Detailed Description

Node base clase for the primal QP solvers QPOPT and QPSOL.

In this implementation it is required that G only support the MatrixOp interface and is therefore quite flexible in the QPs it can solve.

Definition at line 47 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

Member Typedef Documentation

typedef FortranTypes::f_int ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::f_int

Definition at line 56 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

typedef FortranTypes::f_dbl_prec ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::f_dbl_prec

Definition at line 58 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

typedef FortranTypes::f_logical ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::f_logical

Definition at line 60 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

typedef std::vector<f_int> ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::ISTATE_t [protected]

Definition at line 110 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

typedef std::vector<f_int> ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::IWORK_t [protected]

Definition at line 112 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

typedef std::vector<f_dbl_prec> ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::WORK_t [protected]

Definition at line 114 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

Member Enumeration Documentation

enum ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::EInform

Definition at line 117 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

Constructor & Destructor Documentation

ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::QPSolverRelaxedQPOPTSOL ( )

Definition at line 102 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.cpp.

ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::~QPSolverRelaxedQPOPTSOL ( )

Definition at line 109 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.cpp.

Member Function Documentation

const MatrixOp * ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::G ( ) const [virtual]

Return a pointer to the matrix G to be used in the calculation of H*x by QPOPT and QPSOL.

Definition at line 114 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.cpp.

value_type ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::use_as_bigM ( ) const [virtual]

Return the value of the "big M" used in the relaxation (called by QPHESS functions).

Definition at line 119 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.cpp.

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

Implements ConstrainedOptPack::QPSolverRelaxed.
Definition at line 127 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.cpp.

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

Implements ConstrainedOptPack::QPSolverRelaxed.
Definition at line 132 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.cpp.

QPSolverStats::ESolutionType ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::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 138 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.cpp.

virtual f_int ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::liwork ( f_int N,

f_int NCLIN

) const [protected, pure virtual]

Length of integer workspace.

virtual f_int ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::lrwork ( f_int N,

f_int NCLIN

) const [protected, pure virtual]

Length of real workspace.

virtual EInform ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::call_qp_solver ( bool warm_start ) [protected, pure virtual]

Solve the QP defined in the protected input data members and set the solution in the protected output data members.