MoochoPack::TangentialStepWithoutBounds_Step Class Reference

Solves the unconstrained QP subproblem: min qp_grad' * pz + (1/2) * pz' * rHL * pz. More...

#include <MoochoPack_TangentialStepWithoutBounds_Step.hpp>

Inheritance diagram for MoochoPack::TangentialStepWithoutBounds_Step:

[legend]List of all members.

Overridden from AlgorithmStep
bool	do_step (Algorithm &algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss)
void	print_step (const Algorithm &algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss, std::ostream &out, const std::string &leading_str) const

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Detailed Description

Solves the unconstrained QP subproblem: min qp_grad' * pz + (1/2) * pz' * rHL * pz.

The solution to this system is just:
pz = inv(rHL) *qp_grad.

If use_qp_correc is false then:
qp_grad = rGf else
qp_grad = rGf + zeta * ZtHLYpy.


Then Zpz = Z * pz

Definition at line 49 of file MoochoPack_TangentialStepWithoutBounds_Step.hpp.

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Member Function Documentation

bool MoochoPack::TangentialStepWithoutBounds_Step::do_step (  Algorithm &  algo, poss_type  step_poss, IterationPack::EDoStepType  type, poss_type  assoc_step_poss )

Definition at line 53 of file MoochoPack_TangentialStepWithoutBounds_Step.cpp.

void MoochoPack::TangentialStepWithoutBounds_Step::print_step (  const Algorithm &  algo, poss_type  step_poss, IterationPack::EDoStepType  type, poss_type  assoc_step_poss, std::ostream &  out, const std::string &  leading_str )  const

Definition at line 135 of file MoochoPack_TangentialStepWithoutBounds_Step.cpp.

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

• MoochoPack_TangentialStepWithoutBounds_Step.hpp
• MoochoPack_TangentialStepWithoutBounds_Step.cpp

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