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ConstrainedOptPack: C++ Tools for Constrained (and Unconstrained) Optimization
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00001 // @HEADER 00002 // *********************************************************************** 00003 // 00004 // Moocho: Multi-functional Object-Oriented arCHitecture for Optimization 00005 // Copyright (2003) Sandia Corporation 00006 // 00007 // Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive 00008 // license for use of this work by or on behalf of the U.S. Government. 00009 // 00010 // Redistribution and use in source and binary forms, with or without 00011 // modification, are permitted provided that the following conditions are 00012 // met: 00013 // 00014 // 1. Redistributions of source code must retain the above copyright 00015 // notice, this list of conditions and the following disclaimer. 00016 // 00017 // 2. Redistributions in binary form must reproduce the above copyright 00018 // notice, this list of conditions and the following disclaimer in the 00019 // documentation and/or other materials provided with the distribution. 00020 // 00021 // 3. Neither the name of the Corporation nor the names of the 00022 // contributors may be used to endorse or promote products derived from 00023 // this software without specific prior written permission. 00024 // 00025 // THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY 00026 // EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 00027 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR 00028 // PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE 00029 // CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, 00030 // EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, 00031 // PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR 00032 // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF 00033 // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING 00034 // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS 00035 // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. 00036 // 00037 // Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov) 00038 // 00039 // *********************************************************************** 00040 // @HEADER 00041 00042 #include "ConstrainedOptPack_QPSchurInitKKTSystemHessianFull.hpp" 00043 #include "AbstractLinAlgPack_MatrixSymOpNonsing.hpp" 00044 #include "AbstractLinAlgPack_LinAlgOpPack.hpp" 00045 #include "AbstractLinAlgPack_VectorDenseEncap.hpp" 00046 #include "DenseLinAlgPack_LinAlgOpPack.hpp" 00047 #include "Teuchos_dyn_cast.hpp" 00048 00049 namespace ConstrainedOptPack { 00050 00051 void QPSchurInitKKTSystemHessianFull::initialize_kkt_system( 00052 const Vector &g 00053 ,const MatrixOp &G 00054 ,value_type etaL 00055 ,const Vector *dL 00056 ,const Vector *dU 00057 ,const MatrixOp *F 00058 ,BLAS_Cpp::Transp trans_F 00059 ,const Vector *f 00060 ,const Vector *d 00061 ,const Vector *nu 00062 ,size_type *n_R 00063 ,i_x_free_t *i_x_free 00064 ,i_x_fixed_t *i_x_fixed 00065 ,bnd_fixed_t *bnd_fixed 00066 ,j_f_decomp_t *j_f_decomp 00067 ,DVector *b_X 00068 ,Ko_ptr_t *Ko 00069 ,DVector *fo 00070 ) const 00071 { 00072 namespace mmp = MemMngPack; 00073 using Teuchos::dyn_cast; 00074 using LinAlgOpPack::V_mV; 00075 00076 // Validate type of and convert G 00077 const MatrixSymOpNonsing& 00078 G_sym = dyn_cast<const MatrixSymOpNonsing>(G); 00079 00080 const size_type nd = g.dim(); 00081 00082 // n_R 00083 *n_R = nd; 00084 // i_x_free[i-1] = i, i = 1...nd 00085 i_x_free->resize(0); 00086 // i_x_fixed[0] = nd+1 00087 i_x_fixed->resize(1); 00088 (*i_x_fixed)[0] = nd+1; 00089 // bnd_fixed[0] = LOWER 00090 bnd_fixed->resize(1); 00091 (*bnd_fixed)[0] = LOWER; 00092 // j_f_decomp[] = empty 00093 j_f_decomp->resize(0); 00094 // b_X = etaL 00095 b_X->resize(1); 00096 (*b_X)[0] = etaL; 00097 // Ko = G 00098 *Ko = Teuchos::rcp(&G_sym,false); // Not dynamically allocated so don't delete! 00099 // fo = -g 00100 V_mV(fo,VectorDenseEncap(g)()); 00101 } 00102 00103 } // end namesapce ConstrainedOptPack
1.7.6.1