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
Public Member Functions
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, max_pz_norm)
	Set the maximum size for ||pz|| dampening.
	STANDARD_MEMBER_COMPOSITION_MEMBERS (int, num_pz_damp_iters)
	Set the number of iterations to dampen pz for.
	TangentialStepWithoutBounds_Step ()

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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 50 of file MoochoPack_TangentialStepWithoutBounds_Step.hpp.

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Constructor & Destructor Documentation

MoochoPack::TangentialStepWithoutBounds_Step::TangentialStepWithoutBounds_Step

(

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Definition at line 56 of file MoochoPack_TangentialStepWithoutBounds_Step.cpp.

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Member Function Documentation

MoochoPack::TangentialStepWithoutBounds_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		max_pz_norm
	)

Set the maximum size for ||pz|| dampening.

A value of max_pz_norm <= 0.0 means not to dampen pz!

MoochoPack::TangentialStepWithoutBounds_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	int	,
		num_pz_damp_iters
	)

Set the number of iterations to dampen pz for.

A value of num_pz_damp_iters <= 0 means not to dampen pz for any iterations!

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

Definition at line 62 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 180 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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