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:

[legend]
List of all members.

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_intISTATE_t
 
typedef std::vector< f_intIWORK_t
 
typedef std::vector< f_dbl_precWORK_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.


Member Data Documentation

f_int ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::N_ [protected]
 

Definition at line 139 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

f_int ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::NCLIN_ [protected]
 

Definition at line 141 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

DMatrix ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::A_ [protected]
 

Definition at line 143 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

DVector ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::BL_ [protected]
 

Definition at line 145 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

DVector ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::BU_ [protected]
 

Definition at line 147 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

DVector ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::CVEC_ [protected]
 

Definition at line 149 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

ISTATE_t ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::ISTATE_ [protected]
 

Definition at line 151 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

DVector ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::X_ [protected]
 

Definition at line 153 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

DVector ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::AX_ [protected]
 

Definition at line 155 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

DVector ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::CLAMDA_ [protected]
 

Definition at line 157 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

f_int ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::ITER_ [protected]
 

Definition at line 159 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

f_dbl_prec ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::OBJ_ [protected]
 

Definition at line 161 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

f_int ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::LIWORK_ [protected]
 

Definition at line 163 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

IWORK_t ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::IWORK_ [protected]
 

Definition at line 165 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

f_int ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::LWORK_ [protected]
 

Definition at line 167 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.

WORK_t ConstrainedOptPack::QPSolverRelaxedQPOPTSOL::WORK_ [protected]
 

Definition at line 169 of file ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp.


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