Implementation of initial KKT system using the Hessian for the free variables only. More...

Inheritance diagram for ConstrainedOptPack::QPSchurInitKKTSystemHessianFixedFree:

Public Member Functions
void	initialize_kkt_system (const DVectorSlice &g, const MatrixOp &G, value_type etaL, const SpVectorSlice &dL, const SpVectorSlice &dU, const MatrixOp F, BLAS_Cpp::Transp trans_F, const DVectorSlice f, const DVectorSlice &d, const SpVectorSlice &nu, size_type n_R, i_x_free_t i_x_free, i_x_fixed_t i_x_fixed, bnd_fixed_t bnd_fixed, j_f_decomp_t j_f_decomp, DVector b_X, Ko_ptr_t Ko, DVector fo) const
	Initialize the KKT system where initially fixed variables are removed and no equality constraints are included in Ko.

Detailed Description

Implementation of initial KKT system using the Hessian for the free variables only.

In this implementation, #G# must support the #MatrixSymOp# interface.

Member Function Documentation

void ConstrainedOptPack::QPSchurInitKKTSystemHessianFixedFree::initialize_kkt_system	(	const DVectorSlice &	g,
		const MatrixOp &	G,
		value_type	etaL,
		const SpVectorSlice &	dL,
		const SpVectorSlice &	dU,
		const MatrixOp *	F,
		BLAS_Cpp::Transp	trans_F,
		const DVectorSlice *	f,
		const DVectorSlice &	d,
		const SpVectorSlice &	nu,
		size_type *	n_R,
		i_x_free_t *	i_x_free,
		i_x_fixed_t *	i_x_fixed,
		bnd_fixed_t *	bnd_fixed,
		j_f_decomp_t *	j_f_decomp,
		DVector *	b_X,
		Ko_ptr_t *	Ko,
		DVector *	fo
	)		const

Initialize the KKT system where initially fixed variables are removed and no equality constraints are included in Ko.

For this implementation:

ToDo: Finish documentation!

The documentation for this class was generated from the following file: