|
ConstrainedOptPack: C++ Tools for Constrained (and Unconstrained) Optimization
Version of the Day
|
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 #ifdef CONSTRAINED_OPTIMIZATION_PACK_USE_QPOPT 00043 00044 #ifndef QP_SOLVER_RELAXED_QPOPT_H 00045 #define QP_SOLVER_RELAXED_QPOPT_H 00046 00047 #include "ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp" 00048 #include "Teuchos_StandardMemberCompositionMacros.hpp" 00049 00050 namespace ConstrainedOptPack { 00051 00056 class QPSolverRelaxedQPOPT : public QPSolverRelaxedQPOPTSOL 00057 { 00058 public: 00059 00061 typedef QPSolverRelaxedQPOPTSOL inherited; 00062 00065 STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, max_qp_iter_frac ); 00066 00068 QPSolverRelaxedQPOPT( 00069 value_type max_qp_iter_frac = 10.0 00070 ); 00071 00073 ~QPSolverRelaxedQPOPT(); 00074 00075 // ///////////////////////////////// 00076 // Overridden from QPSolverRelaxed 00077 00079 void release_memory(); 00080 00081 protected: 00082 00083 // ///////////////////////////////////////////////////////////// 00084 // Overridden from QPSolverRelaxedQPOPTSOL 00085 00087 f_int liwork(f_int N, f_int NCLIN) const; 00089 f_int lrwork(f_int N, f_int NCLIN) const; 00091 EInform call_qp_solver(bool warm_start); 00092 00093 private: 00094 00095 // //////////////////////////// 00096 // Private types 00097 00099 enum EQPOPTInform { 00100 STRONG_LOCAL_MIN = 0, 00101 WEAK_LOCAL_MIN = 1, 00102 UNBOUNDED = 2, 00103 INFEASIBLE = 3, 00104 ITMAX_EXCEEDED = 4, 00105 MAX_DOF_TOO_SMALL = 5, 00106 INVALID_INPUT = 6, 00107 PROB_TYPE_NOT_REGOG = 7 00108 }; 00109 00110 // //////////////////////////// 00111 // Private data members 00112 00113 // extra QPOPT control and input parameters. 00114 00115 // control 00116 00117 f_int ITMAX_; 00118 f_dbl_prec BIGBND_; 00119 f_dbl_prec FEATOL_; 00120 00121 // input/output 00122 00123 f_int LDA_; 00124 f_int LDH_; 00125 f_dbl_prec* H_; 00126 f_int INFORM_; 00127 00128 // //////////////////////////// 00129 // Private member functions 00130 00131 // not defined and not to be called. 00132 QPSolverRelaxedQPOPT(const QPSolverRelaxedQPOPT&); 00133 QPSolverRelaxedQPOPT& operator=(const QPSolverRelaxedQPOPT&); 00134 00135 }; // end class QPSolverRelaxedQPOPT 00136 00137 } // end namespace ConstrainedOptPack 00138 00139 #endif // QP_SOLVER_RELAXED_QPOPT_H 00140 00141 #endif // CONSTRAINED_OPTIMIZATION_PACK_USE_QPOPT
1.7.6.1