ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd Class Reference

General (and flexible) implementation class for a QPSchur QP problem. More...

#include <ConstrainedOptPack_QPInitFixedFreeStd.hpp>

Inheritance diagram for ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd:


Overridden from QP
size_type	n () const

size_type	m () const

const DVectorSlice	g () const

const MatrixSymOp &	G () const

const MatrixOp &	A () const

size_type	n_R () const

const x_init_t &	x_init () const

const l_x_X_map_t &	l_x_X_map () const

const i_x_X_map_t &	i_x_X_map () const

const DVectorSlice	b_X () const

const GenPermMatrixSlice &	Q_R () const

const GenPermMatrixSlice &	Q_X () const

const MatrixSymOpNonsing &	Ko () const

const DVectorSlice	fo () const

Constraints &	constraints ()

const Constraints &	constraints () const

Public Member Functions
	QPInitFixedFreeStd ()
	Construct uninitialized.
void	initialize (const DVectorSlice &g, const MatrixSymOp &G, const MatrixOp A, size_type n_R, const size_type i_x_free[], const size_type i_x_fixed[], const EBounds bnd_fixed[], const DVectorSlice &b_X, const MatrixSymOpNonsing &Ko, const DVectorSlice &fo, Constraints constraints, std::ostream *out=NULL, bool test_setup=false, value_type warning_tol=1e-10, value_type error_tol=1e-5, bool print_all_warnings=false)
	Initialize.
Private Types
typedef std::vector< size_type >	row_i_t
typedef std::vector< size_type >	col_j_t
Private Member Functions
void	assert_initialized () const
Private Attributes
size_type	n_
size_type	n_R_
size_type	m_
DVectorSlice	g_
const MatrixSymOp *	G_
const MatrixOp *	A_
x_init_t	x_init_
l_x_X_map_t	l_x_X_map_
i_x_X_map_t	i_x_X_map_
DVectorSlice	b_X_
GenPermMatrixSlice	Q_R_
row_i_t	Q_R_row_i_
col_j_t	Q_R_col_j_
GenPermMatrixSlice	Q_X_
row_i_t	Q_X_row_i_
col_j_t	Q_X_col_j_
const MatrixSymOpNonsing *	Ko_
DVectorSlice	fo_
Constraints *	constraints_

Detailed Description

General (and flexible) implementation class for a QPSchur QP problem.

The basic idea of this class is to just build the QP from its various components in a way that is easy and flexible for the client. The class will also do consistency testing if asked to.

Definition at line 45 of file ConstrainedOptPack_QPInitFixedFreeStd.hpp.

Member Typedef Documentation

typedef std::vector<size_type> ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::row_i_t [private]

Definition at line 179 of file ConstrainedOptPack_QPInitFixedFreeStd.hpp.

typedef std::vector<size_type> ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::col_j_t [private]

Definition at line 180 of file ConstrainedOptPack_QPInitFixedFreeStd.hpp.

Constructor & Destructor Documentation

ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::QPInitFixedFreeStd ( )

Construct uninitialized.

Definition at line 39 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

Member Function Documentation

void ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::initialize ( const DVectorSlice & g,

const MatrixSymOp & G,

const MatrixOp * A,

size_type n_R,

const size_type i_x_free[],

const size_type i_x_fixed[],

const EBounds bnd_fixed[],

const DVectorSlice & b_X,

const MatrixSymOpNonsing & Ko,

const DVectorSlice & fo,

Constraints * constraints,

std::ostream * out = NULL,

bool test_setup = false,

value_type warning_tol = 1e-10,

value_type error_tol = 1e-5,

bool print_all_warnings = false

)

Initialize.
The pointers and references to the objects pointed to by the arguments to this function must not be modified by the caller. Copies of these objects are not made internally so these objects must remain valid while this object is in use.
If the sizes of the arguments do not match up or some consistency test fails then exceptions may be thrown with (hopefully) helpful messages.

Parameters:

g [in] vector (size n): objective gradient

G [in] matrix (size n x n): objective Hessian

A [in] matrix (size n x m): full rank equality constraints in Ko. If A==NULL then there are no equality constraints in Ko and m will be zero.

n_R [in] number of initially free variables

i_x_free [in] array (size n_R): i_x_free[l-1], l = 1...n_R defines the matrix Q_R as:
Q_R(:,l) = e(i_x_free[l-1]), l = 1...n_R
The ordering of these indices is significant. It is allowed for i_x_free == NULL in which case it will be considered to be identity.

i_x_fixed [in] array (size n_X = n - n_R): i_x_fixed[l-1], l = 1...n_X defines the matrix Q_X as:
Q_X(:,l) = e(i_x_fixed[l-1]), l = 1...n_X
The ordering of these indices is significant.

bnd_fixed [in] array (size n_X = n - n_R): bnd_fixed[l-1], l = 1...n_X defines the initial active set as:
{verbatim} / LOWER : b_X(l) = xL(i_x_fixed[l-1]) bnd_fixed[l-1] = | UPPER : b_X(l) = xU(i_x_fixed[l-1]) \ EQUALITY : b_X(l) = xL(i) = xU(i) (i = i_x_fixed[l-1]) {verbatim}

b_X [in] vector (size n_X = n - n_R): Initial varaible bounds (see bnd_fixed)

Ko [in] matrix (size (n_R+m) x (n_R+m)): Initial KKT matrix

fo [in] vector (size n_R + m): Initial KKT system rhs vector

constraints [in] Constraints object for the extra constraints cL_bar <= A_bar'*x <= cU_bar

out [out] If out!=NULL, then any warning or error messages will be printed here.

test_setup [in] If set to true, then consistency checks will be made on all the input arguments. The cost of the tests will not be too excessive in runtime or storge costs and do not completly validate everything

waring_tol [in] Warning tolerance for tests.

error_tol [in] Error tolerance for tests. If the relative error of any test exceeds this limit, then an error message will be printed to out (if out!=NULL) and then a runtime exception will be thrown.

print_all_warnings [in] If set to true, then any relative errors for tests that are above warning_tol will be printed to out (if out!= NULL) (O(n) output). Otherwise, if false, then only the number of violations and the maximum violation will be printed (O(1) output).

Definition at line 49 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

size_type ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::n ( ) const [virtual]

Implements ConstrainedOptPack::QPSchurPack::QP.
Definition at line 237 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

size_type ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::m ( ) const [virtual]

Implements ConstrainedOptPack::QPSchurPack::QP.
Definition at line 243 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

const DVectorSlice ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::g ( ) const [virtual]

Implements ConstrainedOptPack::QPSchurPack::QP.
Definition at line 249 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

const MatrixSymOp & ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::G ( ) const [virtual]

Implements ConstrainedOptPack::QPSchurPack::QP.
Definition at line 255 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

const MatrixOp & ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::A ( ) const [virtual]

Implements ConstrainedOptPack::QPSchurPack::QP.
Definition at line 261 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

size_type ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::n_R ( ) const [virtual]

Implements ConstrainedOptPack::QPSchurPack::QP.
Definition at line 267 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

const QP::x_init_t & ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::x_init ( ) const [virtual]

Implements ConstrainedOptPack::QPSchurPack::QP.
Definition at line 273 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

const QP::l_x_X_map_t & ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::l_x_X_map ( ) const [virtual]

Implements ConstrainedOptPack::QPSchurPack::QP.
Definition at line 279 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

const QP::i_x_X_map_t & ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::i_x_X_map ( ) const [virtual]

Implements ConstrainedOptPack::QPSchurPack::QP.
Definition at line 285 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

const DVectorSlice ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::b_X ( ) const [virtual]

Implements ConstrainedOptPack::QPSchurPack::QP.
Definition at line 291 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

const GenPermMatrixSlice & ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::Q_R ( ) const [virtual]

Implements ConstrainedOptPack::QPSchurPack::QP.
Definition at line 297 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

const GenPermMatrixSlice & ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::Q_X ( ) const [virtual]

Implements ConstrainedOptPack::QPSchurPack::QP.
Definition at line 303 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

const MatrixSymOpNonsing & ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::Ko ( ) const [virtual]

Implements ConstrainedOptPack::QPSchurPack::QP.
Definition at line 309 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

const DVectorSlice ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::fo ( ) const [virtual]

Implements ConstrainedOptPack::QPSchurPack::QP.
Definition at line 315 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

Constraints & ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::constraints ( ) [virtual]

Implements ConstrainedOptPack::QPSchurPack::QP.
Definition at line 321 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

const Constraints & ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::constraints ( ) const [virtual]

Implements ConstrainedOptPack::QPSchurPack::QP.
Definition at line 327 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.

void ConstrainedOptPack::QPSchurPack::QPInitFixedFreeStd::assert_initialized ( ) const [private]

Definition at line 335 of file ConstrainedOptPack_QPInitFixedFreeStd.cpp.