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:

Inheritance graph
[legend]
List of all members.

Initialization

 STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, max_qp_iter_frac)
 Set the maximum number of QP iterations as max_itr = max_qp_iter_frac * n.
 STANDARD_MEMBER_COMPOSITION_MEMBERS (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)
 

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.


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.


Member Function Documentation

ConstrainedOptPack::QPSolverRelaxedQPKWIK::STANDARD_MEMBER_COMPOSITION_MEMBERS ( value_type  ,
max_qp_iter_frac   
)

Set the maximum number of QP iterations as max_itr = max_qp_iter_frac * n.

ConstrainedOptPack::QPSolverRelaxedQPKWIK::STANDARD_MEMBER_COMPOSITION_MEMBERS ( value_type  ,
infinite_bound   
)

Set the value of an infinite bound.

Reimplemented from ConstrainedOptPack::QPSolverRelaxed.

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]

Definition at line 213 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.cpp.


The documentation for this class was generated from the following files:
Generated on Wed May 12 21:51:15 2010 for ConstrainedOptPack: C++ Tools for Constrained (and Unconstrained) Optimization by  doxygen 1.4.7