ConstrainedOptPack::QPSolverRelaxedQPKWIK Class Reference

Solves Quadratic Programming (QP) problem using the primal-dual active-set solver QPKWIK. More...

#include <ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp>

Inheritance diagram for ConstrainedOptPack::QPSolverRelaxedQPKWIK:

List of all members.

Initialization
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, max_qp_iter_frac)
	Set the maximum number of QP iterations as max_itr = max_qp_iter_frac * n.
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, infinite_bound)
	Set the value of an infinite bound.
	QPSolverRelaxedQPKWIK (value_type max_qp_iter_frac=10.0, value_type infinite_bound=1e+20)
	~QPSolverRelaxedQPKWIK ()
Overridden from QPSolverRelaxed
QPSolverStats	get_qp_stats () const
void	release_memory ()
QPSolverStats::ESolutionType	imp_solve_qp (std::ostream *out, EOutputLevel olevel, ERunTests test_what, const Vector &g, const MatrixSymOp &G, value_type etaL, const Vector *dL, const Vector *dU, const MatrixOp *E, BLAS_Cpp::Transp trans_E, const Vector *b, const Vector *eL, const Vector *eU, const MatrixOp *F, BLAS_Cpp::Transp trans_F, const Vector *f, value_type *obj_d, value_type *eta, VectorMutable *d, VectorMutable *nu, VectorMutable *mu, VectorMutable *Ed, VectorMutable *lambda, VectorMutable *Fd)

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Detailed Description

Solves Quadratic Programming (QP) problem using the primal-dual active-set solver QPKWIK.

In this implementation it is required that G support the {MatrixExtractInvCholFactor} interface and is therefore quite restrictive on the likes of QPs it can solve.

Definition at line 61 of file ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp.

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Constructor & Destructor Documentation

ConstrainedOptPack::QPSolverRelaxedQPKWIK::QPSolverRelaxedQPKWIK	(	value_type	max_qp_iter_frac = 10.0,
		value_type	infinite_bound = 1e+20
	)

ConstrainedOptPack::QPSolverRelaxedQPKWIK::~QPSolverRelaxedQPKWIK

(

)

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Member Function Documentation

ConstrainedOptPack::QPSolverRelaxedQPKWIK::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		max_qp_iter_frac
	)

Set the maximum number of QP iterations as max_itr = max_qp_iter_frac * n.

ConstrainedOptPack::QPSolverRelaxedQPKWIK::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		infinite_bound
	)

Set the value of an infinite bound.

Reimplemented from ConstrainedOptPack::QPSolverRelaxed.

QPSolverStats ConstrainedOptPack::QPSolverRelaxedQPKWIK::get_qp_stats

(

)

const [virtual]

Implements ConstrainedOptPack::QPSolverRelaxed.

void ConstrainedOptPack::QPSolverRelaxedQPKWIK::release_memory

(

)

[virtual]

Implements ConstrainedOptPack::QPSolverRelaxed.

QPSolverStats::ESolutionType ConstrainedOptPack::QPSolverRelaxedQPKWIK::imp_solve_qp	(	std::ostream *	out,
		EOutputLevel	olevel,
		ERunTests	test_what,
		const Vector &	g,
		const MatrixSymOp &	G,
		value_type	etaL,
		const Vector *	dL,
		const Vector *	dU,
		const MatrixOp *	E,
		BLAS_Cpp::Transp	trans_E,
		const Vector *	b,
		const Vector *	eL,
		const Vector *	eU,
		const MatrixOp *	F,
		BLAS_Cpp::Transp	trans_F,
		const Vector *	f,
		value_type *	obj_d,
		value_type *	eta,
		VectorMutable *	d,
		VectorMutable *	nu,
		VectorMutable *	mu,
		VectorMutable *	Ed,
		VectorMutable *	lambda,
		VectorMutable *	Fd
	)		[protected, virtual]

Implements ConstrainedOptPack::QPSolverRelaxed.

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

• ConstrainedOptPack_QPSolverRelaxedQPKWIK.hpp