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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 #ifndef QPSCHUR_INIT_KKT_SYSTEM_HESSIAN_RELAXED_H 00043 #define QPSCHUR_INIT_KKT_SYSTEM_HESSIAN_RELAXED_H 00044 00045 #include "ConstrainedOptPack_QPSolverRelaxedQPSchur.hpp" 00046 #include "ConstrainedOptPack_QPSchurInitKKTSystemHessianFull.hpp" 00047 00048 namespace ConstrainedOptPack { 00049 00057 class QPSchurInitKKTSystemHessianRelaxed 00058 : public QPSchurInitKKTSystemHessianFull 00059 { 00060 public: 00061 00062 // //////////////////////////////// 00063 // Overridden from InitKKTSystem 00064 00094 void initialize_kkt_system( 00095 const DVectorSlice& g 00096 ,const MatrixOp& G 00097 ,value_type etaL 00098 ,const SpVectorSlice& dL 00099 ,const SpVectorSlice& dU 00100 ,const MatrixOp* F 00101 ,BLAS_Cpp::Transp trans_F 00102 ,const DVectorSlice* f 00103 ,const DVectorSlice& d 00104 ,const SpVectorSlice& nu 00105 ,size_type* n_R 00106 ,i_x_free_t* i_x_free 00107 ,i_x_fixed_t* i_x_fixed 00108 ,bnd_fixed_t* bnd_fixed 00109 ,j_f_decomp_t* j_f_decomp 00110 ,DVector* b_X 00111 ,Ko_ptr_t* Ko 00112 ,DVector* fo 00113 ) const; 00114 00115 private: 00116 QPSchurInitKKTSystemHessianFull init_kkt_full_; 00117 00118 }; // end class QPSchurInitKKTSystemHessianRelaxed 00119 00120 } // end namesapce ConstrainedOptPack 00121 00122 #endif // QPSCHUR_INIT_KKT_SYSTEM_HESSIAN_RELAXED_H
1.7.6.1