ConstrainedOptPack::QPSchurInitKKTSystemHessianFull Class Reference

Implementation of initial KKT system for all variables initially free and Ko = G. More...

#include <ConstrainedOptPack_QPSchurInitKKTSystemHessianFull.hpp>

Inheritance diagram for ConstrainedOptPack::QPSchurInitKKTSystemHessianFull:

List of all members.

Overridden from InitKKTSystem
void	initialize_kkt_system (const Vector &g, const MatrixOp &G, value_type etaL, const Vector *dL, const Vector *dU, const MatrixOp *F, BLAS_Cpp::Transp trans_F, const Vector *f, const Vector *d, const Vector *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 all variables (except the relaxation variable) are initially free and no constraints are in Ko.

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Detailed Description

Implementation of initial KKT system for all variables initially free and Ko = G.

In this implementation, G must support the MatrixSymOpNonsing interface. Using this initial KKT system essentially make QPSchur use a range space approach (Nocedal & Wright, 1999) for factorizing the KKT system for the current active set.

Definition at line 57 of file ConstrainedOptPack_QPSchurInitKKTSystemHessianFull.hpp.

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Member Function Documentation

void ConstrainedOptPack::QPSchurInitKKTSystemHessianFull::initialize_kkt_system	(	const Vector &	g,
		const MatrixOp &	G,
		value_type	etaL,
		const Vector *	dL,
		const Vector *	dU,
		const MatrixOp *	F,
		BLAS_Cpp::Transp	trans_F,
		const Vector *	f,
		const Vector *	d,
		const Vector *	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 [virtual]

Initialize the KKT system where all variables (except the relaxation variable) are initially free and no constraints are in Ko.

For this implementation:

n_R = nd\ i_x_free = emply (it is identity)\ i_x_fixed[0] = nd+1\ bnd_fixed[0] = LOWER\ j_f_decomp[] = empty\ b_X = etaL\ Ko = G\ fo = -g\

Implements ConstrainedOptPack::QPSolverRelaxedQPSchur::InitKKTSystem.

Definition at line 51 of file ConstrainedOptPack_QPSchurInitKKTSystemHessianFull.cpp.

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

• ConstrainedOptPack_QPSchurInitKKTSystemHessianFull.hpp
• ConstrainedOptPack_QPSchurInitKKTSystemHessianFull.cpp