QProblem.c File Reference

#include <qpOASES_e/QProblem.h>
#include <qpOASES_e/QProblemB.h>

Include dependency graph for QProblem.c:

Go to the source code of this file.

Functions
returnValue	QProblem_addBound (QProblem *_THIS, int number, SubjectToStatus B_status, BooleanType updateCholesky, BooleanType ensureLI)
returnValue	QProblem_addBound_checkLI (QProblem *_THIS, int number)
returnValue	QProblem_addBound_ensureLI (QProblem *_THIS, int number, SubjectToStatus B_status)
returnValue	QProblem_addConstraint (QProblem *_THIS, int number, SubjectToStatus C_status, BooleanType updateCholesky, BooleanType ensureLI)
returnValue	QProblem_addConstraint_checkLI (QProblem *_THIS, int number)
returnValue	QProblem_addConstraint_ensureLI (QProblem *_THIS, int number, SubjectToStatus C_status)
returnValue	QProblem_areBoundsConsistent (QProblem *_THIS, const real_t *const lb_new, const real_t *const ub_new, const real_t *const lbA_new, const real_t *const ubA_new)
returnValue	QProblem_backsolveR (QProblem *_THIS, const real_t *const b, BooleanType transposed, real_t *const a)
returnValue	QProblem_backsolveRrem (QProblem *_THIS, const real_t *const b, BooleanType transposed, BooleanType removingBound, real_t *const a)
returnValue	QProblem_backsolveT (QProblem *_THIS, const real_t *const b, BooleanType transposed, real_t *const a)
returnValue	QProblem_changeActiveSet (QProblem *_THIS, int BC_idx, SubjectToStatus BC_status, BooleanType BC_isBound)
returnValue	QProblem_computeProjectedCholesky (QProblem *_THIS)
returnValue	QProblem_determineDataShift (QProblem *_THIS, const real_t *const g_new, const real_t *const lbA_new, const real_t *const ubA_new, const real_t *const lb_new, const real_t *const ub_new, real_t *const delta_g, real_t *const delta_lbA, real_t *const delta_ubA, real_t *const delta_lb, real_t *const delta_ub, BooleanType *Delta_bC_isZero, BooleanType *Delta_bB_isZero)
returnValue	QProblem_determineHessianType (QProblem *_THIS)
returnValue	QProblem_determineStepDirection (QProblem *_THIS, const real_t *const delta_g, const real_t *const delta_lbA, const real_t *const delta_ubA, const real_t *const delta_lb, const real_t *const delta_ub, BooleanType Delta_bC_isZero, BooleanType Delta_bB_isZero, real_t *const delta_xFX, real_t *const delta_xFR, real_t *const delta_yAC, real_t *const delta_yFX)
returnValue	QProblem_dropInfeasibles (QProblem *_THIS, int BC_number, SubjectToStatus BC_status, BooleanType BC_isBound, real_t *xiB, real_t *xiC)
returnValue	QProblem_ensureNonzeroCurvature (QProblem *_THIS, BooleanType removeBoundNotConstraint, int remIdx, BooleanType *exchangeHappened, BooleanType *addBoundNotConstraint, int *addIdx, SubjectToStatus *addStatus)
returnValue	QProblem_getDualSolution (QProblem *_THIS, real_t *const yOpt)
int	QProblem_getNZ (QProblem *_THIS)
real_t	QProblem_getObjVal (QProblem *_THIS)
real_t	QProblem_getObjValX (QProblem *_THIS, const real_t *const _x)
returnValue	QProblem_getPrimalSolution (QProblem *_THIS, real_t *const xOpt)
real_t	QProblem_getRelativeHomotopyLength (QProblem *_THIS, const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new, const real_t *const lbA_new, const real_t *const ubA_new)
returnValue	QProblem_getWorkingSet (QProblem *_THIS, real_t *workingSet)
returnValue	QProblem_getWorkingSetBounds (QProblem *_THIS, real_t *workingSetB)
returnValue	QProblem_getWorkingSetConstraints (QProblem *_THIS, real_t *workingSetC)
returnValue	QProblem_hotstart (QProblem *_THIS, const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new, const real_t *const lbA_new, const real_t *const ubA_new, int *nWSR, real_t *const cputime)
returnValue	QProblem_hotstartF (QProblem *_THIS, const char *const g_file, const char *const lb_file, const char *const ub_file, const char *const lbA_file, const char *const ubA_file, int *nWSR, real_t *const cputime)
returnValue	QProblem_hotstartFW (QProblem *_THIS, const char *const g_file, const char *const lb_file, const char *const ub_file, const char *const lbA_file, const char *const ubA_file, int *nWSR, real_t *const cputime, Bounds *const guessedBounds, Constraints *const guessedConstraints)
returnValue	QProblem_hotstartW (QProblem *_THIS, const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new, const real_t *const lbA_new, const real_t *const ubA_new, int *nWSR, real_t *const cputime, Bounds *const guessedBounds, Constraints *const guessedConstraints)
returnValue	QProblem_init (QProblem *_THIS, real_t *const _H, const real_t *const _g, real_t *const _A, const real_t *const _lb, const real_t *const _ub, const real_t *const _lbA, const real_t *const _ubA, int *nWSR, real_t *const cputime)
returnValue	QProblem_initF (QProblem *_THIS, const char *const H_file, const char *const g_file, const char *const A_file, const char *const lb_file, const char *const ub_file, const char *const lbA_file, const char *const ubA_file, int *nWSR, real_t *const cputime)
returnValue	QProblem_initFW (QProblem *_THIS, const char *const H_file, const char *const g_file, const char *const A_file, const char *const lb_file, const char *const ub_file, const char *const lbA_file, const char *const ubA_file, int *nWSR, real_t *const cputime, const real_t *const xOpt, const real_t *const yOpt, Bounds *const guessedBounds, Constraints *const guessedConstraints, const char *const R_file)
returnValue	QProblem_initM (QProblem *_THIS, DenseMatrix *_H, const real_t *const _g, DenseMatrix *_A, const real_t *const _lb, const real_t *const _ub, const real_t *const _lbA, const real_t *const _ubA, int *nWSR, real_t *const cputime)
returnValue	QProblem_initMW (QProblem *_THIS, DenseMatrix *_H, const real_t *const _g, DenseMatrix *_A, const real_t *const _lb, const real_t *const _ub, const real_t *const _lbA, const real_t *const _ubA, int *nWSR, real_t *const cputime, const real_t *const xOpt, const real_t *const yOpt, Bounds *const guessedBounds, Constraints *const guessedConstraints, const real_t *const _R)
returnValue	QProblem_initW (QProblem *_THIS, real_t *const _H, const real_t *const _g, real_t *const _A, const real_t *const _lb, const real_t *const _ub, const real_t *const _lbA, const real_t *const _ubA, int *nWSR, real_t *const cputime, const real_t *const xOpt, const real_t *const yOpt, Bounds *const guessedBounds, Constraints *const guessedConstraints, const real_t *const _R)
BooleanType	QProblem_isCPUtimeLimitExceeded (QProblem *_THIS, const real_t *const cputime, real_t starttime, int nWSR)
returnValue	QProblem_loadQPvectorsFromFile (QProblem *_THIS, const char *const g_file, const char *const lb_file, const char *const ub_file, const char *const lbA_file, const char *const ubA_file, real_t *const g_new, real_t *const lb_new, real_t *const ub_new, real_t *const lbA_new, real_t *const ubA_new)
returnValue	QProblem_obtainAuxiliaryWorkingSet (QProblem *_THIS, const real_t *const xOpt, const real_t *const yOpt, Bounds *const guessedBounds, Constraints *const guessedConstraints, Bounds *auxiliaryBounds, Constraints *auxiliaryConstraints)
returnValue	QProblem_performDriftCorrection (QProblem *_THIS)
returnValue	QProblem_performPlainRatioTest (QProblem *_THIS, int nIdx, const int *const idxList, const real_t *const num, const real_t *const den, real_t epsNum, real_t epsDen, real_t *t, int *BC_idx)
returnValue	QProblem_performRamping (QProblem *_THIS)
returnValue	QProblem_performRatioTestB (QProblem *_THIS, int nIdx, const int *const idxList, Bounds *const subjectTo, const real_t *const num, const real_t *const den, real_t epsNum, real_t epsDen, real_t *t, int *BC_idx)
returnValue	QProblem_performRatioTestC (QProblem *_THIS, int nIdx, const int *const idxList, Constraints *const subjectTo, const real_t *const num, const real_t *const den, real_t epsNum, real_t epsDen, real_t *t, int *BC_idx)
returnValue	QProblem_performStep (QProblem *_THIS, const real_t *const delta_g, const real_t *const delta_lbA, const real_t *const delta_ubA, const real_t *const delta_lb, const real_t *const delta_ub, const real_t *const delta_xFX, const real_t *const delta_xFR, const real_t *const delta_yAC, const real_t *const delta_yFX, int *BC_idx, SubjectToStatus *BC_status, BooleanType *BC_isBound)
returnValue	QProblem_printIteration (QProblem *_THIS, int iter, int BC_idx, SubjectToStatus BC_status, BooleanType BC_isBound, real_t homotopyLength, BooleanType isFirstCall)
returnValue	QProblem_printOptions (QProblem *_THIS)
returnValue	QProblem_printProperties (QProblem *_THIS)
returnValue	QProblem_regulariseHessian (QProblem *_THIS)
returnValue	QProblem_removeBound (QProblem *_THIS, int number, BooleanType updateCholesky, BooleanType allowFlipping, BooleanType ensureNZC)
returnValue	QProblem_removeConstraint (QProblem *_THIS, int number, BooleanType updateCholesky, BooleanType allowFlipping, BooleanType ensureNZC)
returnValue	QProblem_reset (QProblem *_THIS)
returnValue	QProblem_setConstraintProduct (QProblem *_THIS, ConstraintProduct _constraintProduct)
returnValue	QProblem_setInfeasibilityFlag (QProblem *_THIS, returnValue returnvalue, BooleanType doThrowError)
returnValue	QProblem_setPrintLevel (QProblem *_THIS, PrintLevel _printLevel)
returnValue	QProblem_setupAuxiliaryQP (QProblem *_THIS, Bounds *const guessedBounds, Constraints *const guessedConstraints)
returnValue	QProblem_setupAuxiliaryQPbounds (QProblem *_THIS, Bounds *const auxiliaryBounds, Constraints *const auxiliaryConstraints, BooleanType useRelaxation)
returnValue	QProblem_setupAuxiliaryQPgradient (QProblem *_THIS)
returnValue	QProblem_setupAuxiliaryQPsolution (QProblem *_THIS, const real_t *const xOpt, const real_t *const yOpt)
returnValue	QProblem_setupAuxiliaryWorkingSet (QProblem *_THIS, Bounds *const auxiliaryBounds, Constraints *const auxiliaryConstraints, BooleanType setupAfresh)
returnValue	QProblem_setupInitialCholesky (QProblem *_THIS)
returnValue	QProblem_setupQPdata (QProblem *_THIS, real_t *const _H, const real_t *const _g, real_t *const _A, const real_t *const _lb, const real_t *const _ub, const real_t *const _lbA, const real_t *const _ubA)
returnValue	QProblem_setupQPdataFromFile (QProblem *_THIS, const char *const H_file, const char *const g_file, const char *const A_file, const char *const lb_file, const char *const ub_file, const char *const lbA_file, const char *const ubA_file)
returnValue	QProblem_setupQPdataM (QProblem *_THIS, DenseMatrix *_H, const real_t *const _g, DenseMatrix *_A, const real_t *const _lb, const real_t *const _ub, const real_t *const _lbA, const real_t *const _ubA)
returnValue	QProblem_setupSubjectToType (QProblem *_THIS)
returnValue	QProblem_setupSubjectToTypeNew (QProblem *_THIS, const real_t *const lb_new, const real_t *const ub_new, const real_t *const lbA_new, const real_t *const ubA_new)
returnValue	QProblem_setupTQfactorisation (QProblem *_THIS)
BooleanType	QProblem_shallRefactorise (QProblem *_THIS, Bounds *const guessedBounds, Constraints *const guessedConstraints)
returnValue	QProblem_solveCurrentEQP (QProblem *_THIS, const int n_rhs, const real_t *g_in, const real_t *lb_in, const real_t *ub_in, const real_t *lbA_in, const real_t *ubA_in, real_t *x_out, real_t *y_out)
returnValue	QProblem_solveInitialQP (QProblem *_THIS, const real_t *const xOpt, const real_t *const yOpt, Bounds *const guessedBounds, Constraints *const guessedConstraints, const real_t *const _R, int *nWSR, real_t *const cputime)
returnValue	QProblem_solveQP (QProblem *_THIS, const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new, const real_t *const lbA_new, const real_t *const ubA_new, int *nWSR, real_t *const cputime, int nWSRperformed, BooleanType isFirstCall)
returnValue	QProblem_solveRegularisedQP (QProblem *_THIS, const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new, const real_t *const lbA_new, const real_t *const ubA_new, int *nWSR, real_t *const cputime, int nWSRperformed, BooleanType isFirstCall)
returnValue	QProblem_updateFarBounds (QProblem *_THIS, real_t curFarBound, int nRamp, const real_t *const lb_new, real_t *const lb_new_far, const real_t *const ub_new, real_t *const ub_new_far, const real_t *const lbA_new, real_t *const lbA_new_far, const real_t *const ubA_new, real_t *const ubA_new_far)
returnValue	QProblemBCPY_computeCholesky (QProblem *_THIS)
returnValue	QProblemBCPY_determineDataShift (QProblem *_THIS, const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new, real_t *const delta_g, real_t *const delta_lb, real_t *const delta_ub, BooleanType *Delta_bB_isZero)
real_t	QProblemBCPY_getRelativeHomotopyLength (QProblem *_THIS, const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new)
returnValue	QProblemBCPY_loadQPvectorsFromFile (QProblem *_THIS, const char *const g_file, const char *const lb_file, const char *const ub_file, real_t *const g_new, real_t *const lb_new, real_t *const ub_new)
returnValue	QProblemBCPY_obtainAuxiliaryWorkingSet (QProblem *_THIS, const real_t *const xOpt, const real_t *const yOpt, Bounds *const guessedBounds, Bounds *auxiliaryBounds)
returnValue	QProblemBCPY_setupQPdata (QProblem *_THIS, real_t *const _H, const real_t *const _g, const real_t *const _lb, const real_t *const _ub)
returnValue	QProblemBCPY_setupQPdataFromFile (QProblem *_THIS, const char *const H_file, const char *const g_file, const char *const lb_file, const char *const ub_file)
returnValue	QProblemBCPY_setupQPdataM (QProblem *_THIS, DenseMatrix *_H, const real_t *const _g, const real_t *const _lb, const real_t *const _ub)
returnValue	QProblemBCPY_updateFarBounds (QProblem *_THIS, real_t curFarBound, int nRamp, const real_t *const lb_new, real_t *const lb_new_far, const real_t *const ub_new, real_t *const ub_new_far)
BEGIN_NAMESPACE_QPOASES void	QProblemCON (QProblem *_THIS, int _nV, int _nC, HessianType _hessianType)
void	QProblemCPY (QProblem *FROM, QProblem *TO)

Detailed Description

Author

Hans Joachim Ferreau, Andreas Potschka, Christian Kirches (thanks to D. Kwame Minde Kufoalor)

Version

3.1embedded

Date

2007-2015

Implementation of the QProblem class which is able to use the newly developed online active set strategy for parametric quadratic programming.

Definition in file QProblem.c.

Function Documentation

returnValue QProblem_addBound	(	QProblem *	_THIS,
		int	number,
		SubjectToStatus	B_status,
		BooleanType	updateCholesky,
		BooleanType	ensureLI
	)

Adds a bound to active set.

Returns

SUCCESSFUL_RETURN
RET_ADDBOUND_FAILED
RET_ADDBOUND_FAILED_INFEASIBILITY
RET_ENSURELI_FAILED

Parameters

number	Number of bound to be added to active set.
B_status	Status of new active bound.
updateCholesky	Flag indicating if Cholesky decomposition shall be updated.
ensureLI	Ensure linear independence by exchange rules by default.

Definition at line 4107 of file QProblem.c.

returnValue QProblem_addBound_checkLI	(	QProblem *	_THIS,
		int	number
	)

Checks if new active bound to be added is linearly dependent from from row of the active constraints matrix.

Returns

RET_LINEARLY_DEPENDENT
RET_LINEARLY_INDEPENDENT

Parameters

number

Number of bound to be added to active set.

Definition at line 4283 of file QProblem.c.

returnValue QProblem_addBound_ensureLI	(	QProblem *	_THIS,
		int	number,
		SubjectToStatus	B_status
	)

Ensures linear independence of constraint matrix when a new bound is added. To _THIS end a bound or constraint is removed simultaneously if necessary.

Returns

SUCCESSFUL_RETURN
RET_LI_RESOLVED
RET_ENSURELI_FAILED
RET_ENSURELI_FAILED_TQ
RET_ENSURELI_FAILED_NOINDEX
RET_REMOVE_FROM_ACTIVESET

Parameters

number	Number of bound to be added to active set.
B_status	Status of new active bound.

Definition at line 4388 of file QProblem.c.

returnValue QProblem_addConstraint	(	QProblem *	_THIS,
		int	number,
		SubjectToStatus	C_status,
		BooleanType	updateCholesky,
		BooleanType	ensureLI
	)

Adds a constraint to active set.

Returns

SUCCESSFUL_RETURN
RET_ADDCONSTRAINT_FAILED
RET_ADDCONSTRAINT_FAILED_INFEASIBILITY
RET_ENSURELI_FAILED

Parameters

number	Number of constraint to be added to active set.
C_status	Status of new active constraint.
updateCholesky	Flag indicating if Cholesky decomposition shall be updated.
ensureLI	Ensure linear independence by exchange rules by default.

Definition at line 3639 of file QProblem.c.

returnValue QProblem_addConstraint_checkLI	(	QProblem *	_THIS,
		int	number
	)

Checks if new active constraint to be added is linearly dependent from from row of the active constraints matrix.

Returns

RET_LINEARLY_DEPENDENT
RET_LINEARLY_INDEPENDENT
RET_INDEXLIST_CORRUPTED

Parameters

number

Number of constraint to be added to active set.

Definition at line 3803 of file QProblem.c.

returnValue QProblem_addConstraint_ensureLI	(	QProblem *	_THIS,
		int	number,
		SubjectToStatus	C_status
	)

Ensures linear independence of constraint matrix when a new constraint is added. To _THIS end a bound or constraint is removed simultaneously if necessary.

Returns

SUCCESSFUL_RETURN
RET_LI_RESOLVED
RET_ENSURELI_FAILED
RET_ENSURELI_FAILED_TQ
RET_ENSURELI_FAILED_NOINDEX
RET_REMOVE_FROM_ACTIVESET

Parameters

number	Number of constraint to be added to active set.
C_status	Status of new active bound.

Definition at line 3925 of file QProblem.c.

returnValue QProblem_areBoundsConsistent	(	QProblem *	_THIS,
		const real_t *const	lb,
		const real_t *const	ub,
		const real_t *const	lbA,
		const real_t *const	ubA
	)

Decides if lower bounds are smaller than upper bounds

Returns

SUCCESSFUL_RETURN
RET_QP_INFEASIBLE

Parameters

lb_new	Vector of lower bounds
ub_new	Vector of upper bounds
lbA_new	Vector of lower constraints
ubA_new	Vector of upper constraints

Definition at line 7090 of file QProblem.c.

returnValue QProblem_backsolveR	(	QProblem *	_THIS,
		const real_t *const	b,
		BooleanType	transposed,
		real_t *const	a
	)

Solves the system Ra = b or R^Ta = b where R is an upper triangular matrix.

Returns

SUCCESSFUL_RETURN
RET_DIV_BY_ZERO

Parameters

b	Right hand side vector.
transposed	Indicates if the transposed system shall be solved.
a	Output: Solution vector

Definition at line 1748 of file QProblem.c.

returnValue QProblem_backsolveRrem	(	QProblem *	_THIS,
		const real_t *const	b,
		BooleanType	transposed,
		BooleanType	removingBound,
		real_t *const	a
	)

Solves the system Ra = b or R^Ta = b where R is an upper triangular matrix.
Special variant for the case that _THIS function is called from within "removeBound()".

Returns

SUCCESSFUL_RETURN
RET_DIV_BY_ZERO

Parameters

b	Right hand side vector.
transposed	Indicates if the transposed system shall be solved.
removingBound	Indicates if function is called from "removeBound()".
a	Output: Solution vector

Definition at line 1760 of file QProblem.c.

returnValue QProblem_backsolveT	(	QProblem *	_THIS,
		const real_t *const	b,
		BooleanType	transposed,
		real_t *const	a
	)

Solves the system Ta = b or T^Ta = b where T is a reverse upper triangular matrix.

Returns

SUCCESSFUL_RETURN
RET_DIV_BY_ZERO

Parameters

b	Right hand side vector.
transposed	Indicates if the transposed system shall be solved.
a	Output: Solution vector

Definition at line 5280 of file QProblem.c.

returnValue QProblem_changeActiveSet	(	QProblem *	_THIS,
		int	BC_idx,
		SubjectToStatus	BC_status,
		BooleanType	BC_isBound
	)

Updates the active set.

Returns

SUCCESSFUL_RETURN
RET_REMOVE_FROM_ACTIVESET_FAILED
RET_ADD_TO_ACTIVESET_FAILED

Parameters

BC_idx	Index of blocking constraint.
BC_status	Status of blocking constraint.
BC_isBound	Indicates if blocking constraint is a bound.

Definition at line 6055 of file QProblem.c.

returnValue QProblem_computeProjectedCholesky

(

QProblem *

_THIS

)

Computes the Cholesky decomposition of the projected Hessian (i.e. R^T*R = Z^T*H*Z). Note: If Hessian turns out not to be positive definite, the Hessian type is set to HST_SEMIDEF accordingly.

Returns

SUCCESSFUL_RETURN
RET_HESSIAN_NOT_SPD
RET_INDEXLIST_CORRUPTED

Definition at line 2917 of file QProblem.c.

returnValue QProblem_determineDataShift	(	QProblem *	_THIS,
		const real_t *const	g_new,
		const real_t *const	lbA_new,
		const real_t *const	ubA_new,
		const real_t *const	lb_new,
		const real_t *const	ub_new,
		real_t *const	delta_g,
		real_t *const	delta_lbA,
		real_t *const	delta_ubA,
		real_t *const	delta_lb,
		real_t *const	delta_ub,
		BooleanType *	Delta_bC_isZero,
		BooleanType *	Delta_bB_isZero
	)

Determines step direction of the shift of the QP data.

Returns

SUCCESSFUL_RETURN

Parameters

g_new	New gradient vector.
lbA_new	New lower constraints' bounds.
ubA_new	New upper constraints' bounds.
lb_new	New lower bounds.
ub_new	New upper bounds.
delta_g	Output: Step direction of gradient vector.
delta_lbA	Output: Step direction of lower constraints' bounds.
delta_ubA	Output: Step direction of upper constraints' bounds.
delta_lb	Output: Step direction of lower bounds.
delta_ub	Output: Step direction of upper bounds.
Delta_bC_isZero	Output: Indicates if active constraints' bounds are to be shifted.
Delta_bB_isZero	Output: Indicates if active bounds are to be shifted.

Definition at line 5333 of file QProblem.c.

returnValue QProblem_determineHessianType

(

QProblem *

_THIS

)

If Hessian type has been set by the user, nothing is done. Otherwise the Hessian type is set to HST_IDENTITY, HST_ZERO, or HST_POSDEF (default), respectively.

Returns

SUCCESSFUL_RETURN
RET_HESSIAN_INDEFINITE

Definition at line 1421 of file QProblem.c.

returnValue QProblem_determineStepDirection	(	QProblem *	_THIS,
		const real_t *const	delta_g,
		const real_t *const	delta_lbA,
		const real_t *const	delta_ubA,
		const real_t *const	delta_lb,
		const real_t *const	delta_ub,
		BooleanType	Delta_bC_isZero,
		BooleanType	Delta_bB_isZero,
		real_t *const	delta_xFX,
		real_t *const	delta_xFR,
		real_t *const	delta_yAC,
		real_t *const	delta_yFX
	)

Determines step direction of the homotopy path.

Returns

SUCCESSFUL_RETURN
RET_STEPDIRECTION_FAILED_TQ
RET_STEPDIRECTION_FAILED_CHOLESKY

Parameters

delta_g	Step direction of gradient vector.
delta_lbA	Step direction of lower constraints' bounds.
delta_ubA	Step direction of upper constraints' bounds.
delta_lb	Step direction of lower bounds.
delta_ub	Step direction of upper bounds.
Delta_bC_isZero	Indicates if active constraints' bounds are to be shifted.
Delta_bB_isZero	Indicates if active bounds are to be shifted.
delta_xFX	Output: Primal homotopy step direction of fixed variables.
delta_xFR	Output: Primal homotopy step direction of free variables.
delta_yAC	Output: Dual homotopy step direction of active constraints' multiplier.
delta_yFX	Output: Dual homotopy step direction of fixed variables' multiplier.

Definition at line 5397 of file QProblem.c.

returnValue QProblem_dropInfeasibles	(	QProblem *	_THIS,
		int	BC_number,
		SubjectToStatus	BC_status,
		BooleanType	BC_isBound,
		real_t *	xiB,
		real_t *	xiC
	)

Drops the blocking bound/constraint that led to infeasibility, or finds another bound/constraint to drop according to drop priorities.

Returns

SUCCESSFUL_RETURN

Parameters

BC_number	Number of the bound or constraint to be added
BC_status	New status of the bound or constraint to be added
BC_isBound	Whether a bound or a constraint is to be added

Definition at line 7121 of file QProblem.c.

returnValue QProblem_ensureNonzeroCurvature	(	QProblem *	_THIS,
		BooleanType	removeBoundNotConstraint,
		int	remIdx,
		BooleanType *	exchangeHappened,
		BooleanType *	addBoundNotConstraint,
		int *	addIdx,
		SubjectToStatus *	addStatus
	)

Ensure non-zero curvature by primal jump.

Returns

SUCCESSFUL_RETURN
RET_HOTSTART_STOPPED_UNBOUNDEDNESS

Parameters

removeBoundNotConstraint	SubjectTo to be removed is a bound.
remIdx	Index of bound/constraint to be removed.
exchangeHappened	Output: Exchange was necessary to ensure.
addBoundNotConstraint	SubjectTo to be added is a bound.
addIdx	Index of bound/constraint to be added.
addStatus	Status of bound/constraint to be added.

Definition at line 5050 of file QProblem.c.

returnValue QProblem_getDualSolution	(	QProblem *	_THIS,
		real_t *const	yOpt
	)

Returns the dual solution vector (deep copy).

Returns

SUCCESSFUL_RETURN
RET_QP_NOT_SOLVED

Parameters

yOpt	Output: Dual solution vector (if QP has been solved).

Definition at line 1058 of file QProblem.c.

int QProblem_getNZ

(

QProblem *

_THIS

)

Returns the dimension of null space.

Returns

Dimension of null space.

Definition at line 1048 of file QProblem.c.

real_t QProblem_getObjVal

(

QProblem *

_THIS

)

Returns the optimal objective function value.

Returns

finite value: Optimal objective function value (QP was solved)
+infinity: QP was not yet solved

Definition at line 1095 of file QProblem.c.

real_t QProblem_getObjValX	(	QProblem *	_THIS,
		const real_t *const	_x
	)

Returns the objective function value at an arbitrary point x.

Returns

Objective function value at point x

Parameters

_x	Point at which the objective function shall be evaluated.

Definition at line 1119 of file QProblem.c.

returnValue QProblem_getPrimalSolution	(	QProblem *	_THIS,
		real_t *const	xOpt
	)

Returns the primal solution vector.

Returns

SUCCESSFUL_RETURN
RET_QP_NOT_SOLVED

Parameters

xOpt	Output: Primal solution vector (if QP has been solved).

Definition at line 1168 of file QProblem.c.

real_t QProblem_getRelativeHomotopyLength	(	QProblem *	_THIS,
		const real_t *const	g_new,
		const real_t *const	lb_new,
		const real_t *const	ub_new,
		const real_t *const	lbA_new,
		const real_t *const	ubA_new
	)

Compute relative length of homotopy in data space for termination criterion.

Returns

Relative length in data space.

Parameters

g_new	Final gradient.
lb_new	Final lower variable bounds.
ub_new	Final upper variable bounds.
lbA_new	Final lower constraint bounds.
ubA_new	Final upper constraint bounds.

Definition at line 6142 of file QProblem.c.

returnValue QProblem_getWorkingSet	(	QProblem *	_THIS,
		real_t *	workingSet
	)

Writes a vector with the state of the working set

Returns

SUCCESSFUL_RETURN

Parameters

workingSet

Output: array containing state of the working set.

Definition at line 981 of file QProblem.c.

returnValue QProblem_getWorkingSetBounds	(	QProblem *	_THIS,
		real_t *	workingSetB
	)

Writes a vector with the state of the working set of bounds

Returns

SUCCESSFUL_RETURN
RET_INVALID_ARGUMENTS

Parameters

workingSetB

Output: array containing state of the working set of bounds.

Definition at line 1001 of file QProblem.c.

returnValue QProblem_getWorkingSetConstraints	(	QProblem *	_THIS,
		real_t *	workingSetC
	)

Writes a vector with the state of the working set of constraints

Returns

SUCCESSFUL_RETURN
RET_INVALID_ARGUMENTS

Parameters

workingSetC

Output: array containing state of the working set of constraints.

Definition at line 1022 of file QProblem.c.

returnValue QProblem_hotstart	(	QProblem *	_THIS,
		const real_t *const	g_new,
		const real_t *const	lb_new,
		const real_t *const	ub_new,
		const real_t *const	lbA_new,
		const real_t *const	ubA_new,
		int *	nWSR,
		real_t *const	cputime
	)

Solves an initialised QP sequence using the online active set strategy. QP solution is started from previous solution.

Note: This function internally calls solveQP/solveRegularisedQP for solving an initialised QP!

Returns

SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_SHIFT_DETERMINATION_FAILED
RET_STEPDIRECTION_DETERMINATION_FAILED
RET_STEPLENGTH_DETERMINATION_FAILED
RET_HOMOTOPY_STEP_FAILED
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_HOTSTART_STOPPED_UNBOUNDEDNESS

Parameters

g_new	Gradient of neighbouring QP to be solved.
lb_new	Lower bounds of neighbouring QP to be solved. If no lower bounds exist, a NULL pointer can be passed.
ub_new	Upper bounds of neighbouring QP to be solved. If no upper bounds exist, a NULL pointer can be passed.
lbA_new	Lower constraints' bounds of neighbouring QP to be solved. If no lower constraints' bounds exist, a NULL pointer can be passed.
ubA_new	Upper constraints' bounds of neighbouring QP to be solved. If no upper constraints' bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations; Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP solution. Output: CPU time spent for QP solution (or to perform nWSR iterations).

Definition at line 578 of file QProblem.c.

returnValue QProblem_hotstartF	(	QProblem *	_THIS,
		const char *const	g_file,
		const char *const	lb_file,
		const char *const	ub_file,
		const char *const	lbA_file,
		const char *const	ubA_file,
		int *	nWSR,
		real_t *const	cputime
	)

Solves an initialised QP sequence using the online active set strategy, where QP data is read from files. QP solution is started from previous solution.

Note: This function internally calls solveQP/solveRegularisedQP for solving an initialised QP!

Returns

SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_SHIFT_DETERMINATION_FAILED
RET_STEPDIRECTION_DETERMINATION_FAILED
RET_STEPLENGTH_DETERMINATION_FAILED
RET_HOMOTOPY_STEP_FAILED
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_HOTSTART_STOPPED_UNBOUNDEDNESS
RET_UNABLE_TO_READ_FILE
RET_INVALID_ARGUMENTS

Parameters

g_file	Name of file where gradient, of neighbouring QP to be solved, is stored.
lb_file	Name of file where lower bounds, of neighbouring QP to be solved, is stored. If no lower bounds exist, a NULL pointer can be passed.
ub_file	Name of file where upper bounds, of neighbouring QP to be solved, is stored. If no upper bounds exist, a NULL pointer can be passed.
lbA_file	Name of file where lower constraints' bounds, of neighbouring QP to be solved, is stored. If no lower constraints' bounds exist, a NULL pointer can be passed.
ubA_file	Name of file where upper constraints' bounds, of neighbouring QP to be solved, is stored. If no upper constraints' bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations; Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP solution. Output: CPU time spent for QP solution (or to perform nWSR iterations).

Definition at line 759 of file QProblem.c.

returnValue QProblem_hotstartFW	(	QProblem *	_THIS,
		const char *const	g_file,
		const char *const	lb_file,
		const char *const	ub_file,
		const char *const	lbA_file,
		const char *const	ubA_file,
		int *	nWSR,
		real_t *const	cputime,
		Bounds *const	guessedBounds,
		Constraints *const	guessedConstraints
	)

Solves an initialised QP sequence using the online active set strategy, where QP data is read from files. By default, QP solution is started from previous solution. If a guess for the working set is provided, an initialised homotopy is performed.

Note: This function internally calls solveQP/solveRegularisedQP for solving an initialised QP!

Returns

SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_SHIFT_DETERMINATION_FAILED
RET_STEPDIRECTION_DETERMINATION_FAILED
RET_STEPLENGTH_DETERMINATION_FAILED
RET_HOMOTOPY_STEP_FAILED
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_HOTSTART_STOPPED_UNBOUNDEDNESS
RET_SETUP_AUXILIARYQP_FAILED
RET_UNABLE_TO_READ_FILE
RET_INVALID_ARGUMENTS

Parameters

g_file	Name of file where gradient, of neighbouring QP to be solved, is stored.
lb_file	Name of file where lower bounds, of neighbouring QP to be solved, is stored. If no lower bounds exist, a NULL pointer can be passed.
ub_file	Name of file where upper bounds, of neighbouring QP to be solved, is stored. If no upper bounds exist, a NULL pointer can be passed.
lbA_file	Name of file where lower constraints' bounds, of neighbouring QP to be solved, is stored. If no lower constraints' bounds exist, a NULL pointer can be passed.
ubA_file	Name of file where upper constraints' bounds, of neighbouring QP to be solved, is stored. If no upper constraints' bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations; Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP solution. Output: CPU time spent for QP solution (or to perform nWSR iterations).
guessedBounds	Optimal working set of bounds for solution (xOpt,yOpt). (If a null pointer is passed, the previous working set of bounds is kept!)
guessedConstraints	Optimal working set of constraints for solution (xOpt,yOpt). (If a null pointer is passed, the previous working set of constraints is kept!)

Definition at line 864 of file QProblem.c.

returnValue QProblem_hotstartW	(	QProblem *	_THIS,
		const real_t *const	g_new,
		const real_t *const	lb_new,
		const real_t *const	ub_new,
		const real_t *const	lbA_new,
		const real_t *const	ubA_new,
		int *	nWSR,
		real_t *const	cputime,
		Bounds *const	guessedBounds,
		Constraints *const	guessedConstraints
	)

Solves an initialised QP sequence using the online active set strategy. By default, QP solution is started from previous solution. If a guess for the working set is provided, an initialised homotopy is performed.

Note: This function internally calls solveQP/solveRegularisedQP for solving an initialised QP!

Returns

SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_SHIFT_DETERMINATION_FAILED
RET_STEPDIRECTION_DETERMINATION_FAILED
RET_STEPLENGTH_DETERMINATION_FAILED
RET_HOMOTOPY_STEP_FAILED
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_HOTSTART_STOPPED_UNBOUNDEDNESS
RET_SETUP_AUXILIARYQP_FAILED

Parameters

g_new	Gradient of neighbouring QP to be solved.
lb_new	Lower bounds of neighbouring QP to be solved. If no lower bounds exist, a NULL pointer can be passed.
ub_new	Upper bounds of neighbouring QP to be solved. If no upper bounds exist, a NULL pointer can be passed.
lbA_new	Lower constraints' bounds of neighbouring QP to be solved. If no lower constraints' bounds exist, a NULL pointer can be passed.
ubA_new	Upper constraints' bounds of neighbouring QP to be solved. If no upper constraints' bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations; Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP solution. Output: CPU time spent for QP solution (or to perform nWSR iterations).
guessedBounds	Optimal working set of bounds for solution (xOpt,yOpt). (If a null pointer is passed, the previous working set of bounds is kept!)
guessedConstraints	Optimal working set of constraints for solution (xOpt,yOpt). (If a null pointer is passed, the previous working set of constraints is kept!)

Definition at line 801 of file QProblem.c.

returnValue QProblem_init	(	QProblem *	_THIS,
		real_t *const	_H,
		const real_t *const	_g,
		real_t *const	_A,
		const real_t *const	_lb,
		const real_t *const	_ub,
		const real_t *const	_lbA,
		const real_t *const	_ubA,
		int *	nWSR,
		real_t *const	cputime
	)

Initialises a QP problem with given QP data and tries to solve it using at most nWSR iterations.

Note: This function internally calls solveInitialQP for initialisation!

\return SUCCESSFUL_RETURN \n
            RET_INIT_FAILED \n
            RET_INIT_FAILED_CHOLESKY \n
            RET_INIT_FAILED_TQ \n
            RET_INIT_FAILED_HOTSTART \n
            RET_INIT_FAILED_INFEASIBILITY \n
            RET_INIT_FAILED_UNBOUNDEDNESS \n
            RET_MAX_NWSR_REACHED \n
            RET_INVALID_ARGUMENTS  

Parameters

_H	Hessian matrix. If Hessian matrix is trivial, a NULL pointer can be passed.
_g	Gradient vector.
_A	Constraint matrix.
_lb	Lower bound vector (on variables). If no lower bounds exist, a NULL pointer can be passed.
_ub	Upper bound vector (on variables). If no upper bounds exist, a NULL pointer can be passed.
_lbA	Lower constraints' bound vector. If no lower constraints' bounds exist, a NULL pointer can be passed.
_ubA	Upper constraints' bound vector. If no lower constraints' bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations when using initial homotopy. Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP initialisation. Output: CPU time spent for QP initialisation (if pointer passed).

Definition at line 299 of file QProblem.c.

returnValue QProblem_initF	(	QProblem *	_THIS,
		const char *const	H_file,
		const char *const	g_file,
		const char *const	A_file,
		const char *const	lb_file,
		const char *const	ub_file,
		const char *const	lbA_file,
		const char *const	ubA_file,
		int *	nWSR,
		real_t *const	cputime
	)

Initialises a QP problem with given QP data to be read from files and tries to solve it using at most nWSR iterations.

Note: This function internally calls solveInitialQP for initialisation!

\return SUCCESSFUL_RETURN \n
            RET_INIT_FAILED \n
            RET_INIT_FAILED_CHOLESKY \n
            RET_INIT_FAILED_TQ \n
            RET_INIT_FAILED_HOTSTART \n
            RET_INIT_FAILED_INFEASIBILITY \n
            RET_INIT_FAILED_UNBOUNDEDNESS \n
            RET_MAX_NWSR_REACHED \n
            RET_UNABLE_TO_READ_FILE  

Parameters

H_file	Name of file where Hessian matrix is stored. If Hessian matrix is trivial, a NULL pointer can be passed.
g_file	Name of file where gradient vector is stored.
A_file	Name of file where constraint matrix is stored.
lb_file	Name of file where lower bound vector. If no lower bounds exist, a NULL pointer can be passed.
ub_file	Name of file where upper bound vector. If no upper bounds exist, a NULL pointer can be passed.
lbA_file	Name of file where lower constraints' bound vector. If no lower constraints' bounds exist, a NULL pointer can be passed.
ubA_file	Name of file where upper constraints' bound vector. If no upper constraints' bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations when using initial homotopy. Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP initialisation. Output: CPU time spent for QP initialisation (if pointer passed).

Definition at line 327 of file QProblem.c.

returnValue QProblem_initFW	(	QProblem *	_THIS,
		const char *const	H_file,
		const char *const	g_file,
		const char *const	A_file,
		const char *const	lb_file,
		const char *const	ub_file,
		const char *const	lbA_file,
		const char *const	ubA_file,
		int *	nWSR,
		real_t *const	cputime,
		const real_t *const	xOpt,
		const real_t *const	yOpt,
		Bounds *const	guessedBounds,
		Constraints *const	guessedConstraints,
		const char *const	R_file
	)

Initialises a QP problem with given QP data to be ream from files and tries to solve it using at most nWSR iterations. Depending on the parameter constellation it:

1. 0, 0, 0 : starts with xOpt = 0, yOpt = 0 and gB/gC empty (or all implicit equality bounds),
   
2. xOpt, 0, 0 : starts with xOpt, yOpt = 0 and obtain gB/gC by "clipping",
   
3. 0, yOpt, 0 : starts with xOpt = 0, yOpt and obtain gB/gC from yOpt != 0,
   
4. 0, 0, gB/gC: starts with xOpt = 0, yOpt = 0 and gB/gC,
   
5. xOpt, yOpt, 0 : starts with xOpt, yOpt and obtain gB/gC from yOpt != 0,
   
6. xOpt, 0, gB/gC: starts with xOpt, yOpt = 0 and gB/gC,
   
7. xOpt, yOpt, gB/gC: starts with xOpt, yOpt and gB/gC (assume them to be consistent!)

Note: This function internally calls solveInitialQP for initialisation!

\return SUCCESSFUL_RETURN \n
            RET_INIT_FAILED \n
            RET_INIT_FAILED_CHOLESKY \n
            RET_INIT_FAILED_TQ \n
            RET_INIT_FAILED_HOTSTART \n
            RET_INIT_FAILED_INFEASIBILITY \n
            RET_INIT_FAILED_UNBOUNDEDNESS \n
            RET_MAX_NWSR_REACHED \n
            RET_UNABLE_TO_READ_FILE  

Parameters

H_file	Name of file where Hessian matrix is stored. If Hessian matrix is trivial, a NULL pointer can be passed.
g_file	Name of file where gradient vector is stored.
A_file	Name of file where constraint matrix is stored.
lb_file	Name of file where lower bound vector. If no lower bounds exist, a NULL pointer can be passed.
ub_file	Name of file where upper bound vector. If no upper bounds exist, a NULL pointer can be passed.
lbA_file	Name of file where lower constraints' bound vector. If no lower constraints' bounds exist, a NULL pointer can be passed.
ubA_file	Name of file where upper constraints' bound vector. If no upper constraints' bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations when using initial homotopy. Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP initialisation. Output: CPU time spent for QP initialisation.
xOpt	Optimal primal solution vector. (If a null pointer is passed, the old primal solution is kept!)
yOpt	Optimal dual solution vector. (If a null pointer is passed, the old dual solution is kept!)
guessedBounds	Optimal working set of bounds for solution (xOpt,yOpt).
guessedConstraints	Optimal working set of constraints for solution (xOpt,yOpt).
R_file	Pre-computed (upper triangular) Cholesky factor of Hessian matrix. The Cholesky factor must be stored in a real_t array of size nV*nV in row-major format. Note: Only used if xOpt/yOpt and gB are NULL! (If a null pointer is passed, Cholesky decomposition is computed internally!)

Definition at line 472 of file QProblem.c.

returnValue QProblem_initM	(	QProblem *	_THIS,
		DenseMatrix *	_H,
		const real_t *const	_g,
		DenseMatrix *	_A,
		const real_t *const	_lb,
		const real_t *const	_ub,
		const real_t *const	_lbA,
		const real_t *const	_ubA,
		int *	nWSR,
		real_t *const	cputime
	)

Initialises a QP problem with given QP data and tries to solve it using at most nWSR iterations.

Note: This function internally calls solveInitialQP for initialisation!

\return SUCCESSFUL_RETURN \n
            RET_INIT_FAILED \n
            RET_INIT_FAILED_CHOLESKY \n
            RET_INIT_FAILED_TQ \n
            RET_INIT_FAILED_HOTSTART \n
            RET_INIT_FAILED_INFEASIBILITY \n
            RET_INIT_FAILED_UNBOUNDEDNESS \n
            RET_MAX_NWSR_REACHED \n
            RET_INVALID_ARGUMENTS  

Parameters

_H	Hessian matrix.
_g	Gradient vector.
_A	Constraint matrix.
_lb	Lower bound vector (on variables). If no lower bounds exist, a NULL pointer can be passed.
_ub	Upper bound vector (on variables). If no upper bounds exist, a NULL pointer can be passed.
_lbA	Lower constraints' bound vector. If no lower constraints' bounds exist, a NULL pointer can be passed.
_ubA	Upper constraints' bound vector. If no lower constraints' bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations when using initial homotopy. Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP initialisation. Output: CPU time spent for QP initialisation (if pointer passed).

Definition at line 256 of file QProblem.c.

returnValue QProblem_initMW	(	QProblem *	_THIS,
		DenseMatrix *	_H,
		const real_t *const	_g,
		DenseMatrix *	_A,
		const real_t *const	_lb,
		const real_t *const	_ub,
		const real_t *const	_lbA,
		const real_t *const	_ubA,
		int *	nWSR,
		real_t *const	cputime,
		const real_t *const	xOpt,
		const real_t *const	yOpt,
		Bounds *const	guessedBounds,
		Constraints *const	guessedConstraints,
		const real_t *const	_R
	)

Initialises a QP problem with given QP data and tries to solve it using at most nWSR iterations. Depending on the parameter constellation it:

1. 0, 0, 0 : starts with xOpt = 0, yOpt = 0 and gB/gC empty (or all implicit equality bounds),
   
2. xOpt, 0, 0 : starts with xOpt, yOpt = 0 and obtain gB/gC by "clipping",
   
3. 0, yOpt, 0 : starts with xOpt = 0, yOpt and obtain gB/gC from yOpt != 0,
   
4. 0, 0, gB/gC: starts with xOpt = 0, yOpt = 0 and gB/gC,
   
5. xOpt, yOpt, 0 : starts with xOpt, yOpt and obtain gB/gC from yOpt != 0,
   
6. xOpt, 0, gB/gC: starts with xOpt, yOpt = 0 and gB/gC,
   
7. xOpt, yOpt, gB/gC: starts with xOpt, yOpt and gB/gC (assume them to be consistent!)

Note: This function internally calls solveInitialQP for initialisation!

\return SUCCESSFUL_RETURN \n
            RET_INIT_FAILED \n
            RET_INIT_FAILED_CHOLESKY \n
            RET_INIT_FAILED_TQ \n
            RET_INIT_FAILED_HOTSTART \n
            RET_INIT_FAILED_INFEASIBILITY \n
            RET_INIT_FAILED_UNBOUNDEDNESS \n
            RET_MAX_NWSR_REACHED \n
            RET_INVALID_ARGUMENTS  

Parameters

_H	Hessian matrix. If Hessian matrix is trivial, a NULL pointer can be passed.
_g	Gradient vector.
_A	Constraint matrix.
_lb	Lower bound vector (on variables). If no lower bounds exist, a NULL pointer can be passed.
_ub	Upper bound vector (on variables). If no upper bounds exist, a NULL pointer can be passed.
_lbA	Lower constraints' bound vector. If no lower constraints' bounds exist, a NULL pointer can be passed.
_ubA	Upper constraints' bound vector. If no lower constraints' bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations when using initial homotopy. Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP initialisation. Output: CPU time spent for QP initialisation.
xOpt	Optimal primal solution vector. (If a null pointer is passed, the old primal solution is kept!)
yOpt	Optimal dual solution vector. (If a null pointer is passed, the old dual solution is kept!)
guessedBounds	Optimal working set of bounds for solution (xOpt,yOpt).
guessedConstraints	Optimal working set of constraints for solution (xOpt,yOpt).
_R	Pre-computed (upper triangular) Cholesky factor of Hessian matrix. The Cholesky factor must be stored in a real_t array of size nV*nV in row-major format. Note: Only used if xOpt/yOpt and gB are NULL! (If a null pointer is passed, Cholesky decomposition is computed internally!)

Definition at line 355 of file QProblem.c.

returnValue QProblem_initW	(	QProblem *	_THIS,
		real_t *const	_H,
		const real_t *const	_g,
		real_t *const	_A,
		const real_t *const	_lb,
		const real_t *const	_ub,
		const real_t *const	_lbA,
		const real_t *const	_ubA,
		int *	nWSR,
		real_t *const	cputime,
		const real_t *const	xOpt,
		const real_t *const	yOpt,
		Bounds *const	guessedBounds,
		Constraints *const	guessedConstraints,
		const real_t *const	_R
	)

Initialises a QP problem with given QP data and tries to solve it using at most nWSR iterations. Depending on the parameter constellation it:

1. 0, 0, 0 : starts with xOpt = 0, yOpt = 0 and gB/gC empty (or all implicit equality bounds),
   
2. xOpt, 0, 0 : starts with xOpt, yOpt = 0 and obtain gB/gC by "clipping",
   
3. 0, yOpt, 0 : starts with xOpt = 0, yOpt and obtain gB/gC from yOpt != 0,
   
4. 0, 0, gB/gC: starts with xOpt = 0, yOpt = 0 and gB/gC,
   
5. xOpt, yOpt, 0 : starts with xOpt, yOpt and obtain gB/gC from yOpt != 0,
   
6. xOpt, 0, gB/gC: starts with xOpt, yOpt = 0 and gB/gC,
   
7. xOpt, yOpt, gB/gC: starts with xOpt, yOpt and gB/gC (assume them to be consistent!)

Note: This function internally calls solveInitialQP for initialisation!

\return SUCCESSFUL_RETURN \n
            RET_INIT_FAILED \n
            RET_INIT_FAILED_CHOLESKY \n
            RET_INIT_FAILED_TQ \n
            RET_INIT_FAILED_HOTSTART \n
            RET_INIT_FAILED_INFEASIBILITY \n
            RET_INIT_FAILED_UNBOUNDEDNESS \n
            RET_MAX_NWSR_REACHED \n
            RET_INVALID_ARGUMENTS  

Parameters

_H	Hessian matrix. If Hessian matrix is trivial, a NULL pointer can be passed.
_g	Gradient vector.
_A	Constraint matrix.
_lb	Lower bound vector (on variables). If no lower bounds exist, a NULL pointer can be passed.
_ub	Upper bound vector (on variables). If no upper bounds exist, a NULL pointer can be passed.
_lbA	Lower constraints' bound vector. If no lower constraints' bounds exist, a NULL pointer can be passed.
_ubA	Upper constraints' bound vector. If no lower constraints' bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations when using initial homotopy. Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP initialisation. Output: CPU time spent for QP initialisation.
xOpt	Optimal primal solution vector. (If a null pointer is passed, the old primal solution is kept!)
yOpt	Optimal dual solution vector. (If a null pointer is passed, the old dual solution is kept!)
guessedBounds	Optimal working set of bounds for solution (xOpt,yOpt).
guessedConstraints	Optimal working set of constraints for solution (xOpt,yOpt).
_R	Pre-computed (upper triangular) Cholesky factor of Hessian matrix. The Cholesky factor must be stored in a real_t array of size nV*nV in row-major format. Note: Only used if xOpt/yOpt and gB are NULL! (If a null pointer is passed, Cholesky decomposition is computed internally!)

Definition at line 414 of file QProblem.c.

BooleanType QProblem_isCPUtimeLimitExceeded	(	QProblem *	_THIS,
		const real_t *const	cputime,
		real_t	starttime,
		int	nWSR
	)

Determines if next QP iteration can be performed within given CPU time limit.

Returns

BT_TRUE: CPU time limit is exceeded, stop QP solution.
BT_FALSE: Sufficient CPU time for next QP iteration.

Parameters

cputime	Maximum CPU time allowed for QP solution.
starttime	Start time of current QP solution.
nWSR	Number of working set recalculations performed so far.

Definition at line 2064 of file QProblem.c.

returnValue QProblem_loadQPvectorsFromFile	(	QProblem *	_THIS,
		const char *const	g_file,
		const char *const	lb_file,
		const char *const	ub_file,
		const char *const	lbA_file,
		const char *const	ubA_file,
		real_t *const	g_new,
		real_t *const	lb_new,
		real_t *const	ub_new,
		real_t *const	lbA_new,
		real_t *const	ubA_new
	)

Loads new QP vectors from files (internal members are not affected!).

Returns

SUCCESSFUL_RETURN
RET_UNABLE_TO_OPEN_FILE
RET_UNABLE_TO_READ_FILE
RET_INVALID_ARGUMENTS

Parameters

g_file	Name of file where gradient, of neighbouring QP to be solved, is stored.
lb_file	Name of file where lower bounds, of neighbouring QP to be solved, is stored. If no lower bounds exist, a NULL pointer can be passed.
ub_file	Name of file where upper bounds, of neighbouring QP to be solved, is stored. If no upper bounds exist, a NULL pointer can be passed.
lbA_file	Name of file where lower constraints' bounds, of neighbouring QP to be solved, is stored. If no lower constraints' bounds exist, a NULL pointer can be passed.
ubA_file	Name of file where upper constraints' bounds, of neighbouring QP to be solved, is stored. If no upper constraints' bounds exist, a NULL pointer can be passed.
g_new	Output: Gradient of neighbouring QP to be solved.
lb_new	Output: Lower bounds of neighbouring QP to be solved
ub_new	Output: Upper bounds of neighbouring QP to be solved
lbA_new	Output: Lower constraints' bounds of neighbouring QP to be solved
ubA_new	Output: Upper constraints' bounds of neighbouring QP to be solved

Definition at line 6785 of file QProblem.c.

returnValue QProblem_obtainAuxiliaryWorkingSet	(	QProblem *	_THIS,
		const real_t *const	xOpt,
		const real_t *const	yOpt,
		Bounds *const	guessedBounds,
		Constraints *const	guessedConstraints,
		Bounds *	auxiliaryBounds,
		Constraints *	auxiliaryConstraints
	)

Obtains the desired working set for the auxiliary initial QP in accordance with the user specifications (assumes that member AX has already been initialised!)

Returns

SUCCESSFUL_RETURN
RET_OBTAINING_WORKINGSET_FAILED
RET_INVALID_ARGUMENTS

Parameters

xOpt	Optimal primal solution vector. If a NULL pointer is passed, all entries are assumed to be zero.
yOpt	Optimal dual solution vector. If a NULL pointer is passed, all entries are assumed to be zero.
guessedBounds	Guessed working set of bounds for solution (xOpt,yOpt).
guessedConstraints	Guessed working set for solution (xOpt,yOpt).
auxiliaryBounds	Input: Allocated bound object. Ouput: Working set of constraints for auxiliary QP.
auxiliaryConstraints	Input: Allocated bound object. Ouput: Working set for auxiliary QP.

Definition at line 3040 of file QProblem.c.

returnValue QProblem_performDriftCorrection

(

QProblem *

_THIS

)

Drift correction at end of each active set iteration

Returns

SUCCESSFUL_RETURN

Definition at line 6429 of file QProblem.c.

returnValue QProblem_performPlainRatioTest	(	QProblem *	_THIS,
		int	nIdx,
		const int *const	idxList,
		const real_t *const	num,
		const real_t *const	den,
		real_t	epsNum,
		real_t	epsDen,
		real_t *	t,
		int *	BC_idx
	)

Performs robustified ratio test yield the maximum possible step length along the homotopy path.

Returns

SUCCESSFUL_RETURN

Parameters

nIdx	Number of ratios to be checked.
idxList	Array containing the indices of all ratios to be checked.
num	Array containing all numerators for performing the ratio test.
den	Array containing all denominators for performing the ratio test.
epsNum	Numerator tolerance.
epsDen	Denominator tolerance.
t	Output: Maximum possible step length along the homotopy path.
BC_idx	Output: Index of blocking constraint.

Definition at line 5027 of file QProblem.c.

returnValue QProblem_performRamping

(

QProblem *

_THIS

)

Ramping Strategy to avoid ties. Modifies homotopy start without changing current active set.

Returns

SUCCESSFUL_RETURN

Definition at line 6296 of file QProblem.c.

returnValue QProblem_performRatioTestB	(	QProblem *	_THIS,
		int	nIdx,
		const int *const	idxList,
		Bounds *const	subjectTo,
		const real_t *const	num,
		const real_t *const	den,
		real_t	epsNum,
		real_t	epsDen,
		real_t *	t,
		int *	BC_idx
	)

Performs robustified ratio test yield the maximum possible step length along the homotopy path.

Returns

SUCCESSFUL_RETURN

Parameters

nIdx	Number of ratios to be checked.
idxList	Array containing the indices of all ratios to be checked.
subjectTo	Bound object corresponding to ratios to be checked.
num	Array containing all numerators for performing the ratio test.
den	Array containing all denominators for performing the ratio test.
epsNum	Numerator tolerance.
epsDen	Denominator tolerance.
t	Output: Maximum possible step length along the homotopy path.
BC_idx	Output: Index of blocking constraint.

Definition at line 2133 of file QProblem.c.

returnValue QProblem_performRatioTestC	(	QProblem *	_THIS,
		int	nIdx,
		const int *const	idxList,
		Constraints *const	subjectTo,
		const real_t *const	num,
		const real_t *const	den,
		real_t	epsNum,
		real_t	epsDen,
		real_t *	t,
		int *	BC_idx
	)

Performs robustified ratio test yield the maximum possible step length along the homotopy path.

Returns

SUCCESSFUL_RETURN

Parameters

nIdx	Number of ratios to be checked.
idxList	Array containing the indices of all ratios to be checked.
subjectTo	Constraint object corresponding to ratios to be checked.
num	Array containing all numerators for performing the ratio test.
den	Array containing all denominators for performing the ratio test.
epsNum	Numerator tolerance.
epsDen	Denominator tolerance.
t	Output: Maximum possible step length along the homotopy path.
BC_idx	Output: Index of blocking constraint.

Definition at line 6379 of file QProblem.c.

returnValue QProblem_performStep	(	QProblem *	_THIS,
		const real_t *const	delta_g,
		const real_t *const	delta_lbA,
		const real_t *const	delta_ubA,
		const real_t *const	delta_lb,
		const real_t *const	delta_ub,
		const real_t *const	delta_xFX,
		const real_t *const	delta_xFR,
		const real_t *const	delta_yAC,
		const real_t *const	delta_yFX,
		int *	BC_idx,
		SubjectToStatus *	BC_status,
		BooleanType *	BC_isBound
	)

Determines the maximum possible step length along the homotopy path and performs _THIS step (without changing working set).

Returns

SUCCESSFUL_RETURN
RET_ERROR_IN_CONSTRAINTPRODUCT
RET_QP_INFEASIBLE

Parameters

delta_g	Step direction of gradient.
delta_lbA	Step direction of lower constraints' bounds.
delta_ubA	Step direction of upper constraints' bounds.
delta_lb	Step direction of lower bounds.
delta_ub	Step direction of upper bounds.
delta_xFX	Primal homotopy step direction of fixed variables.
delta_xFR	Primal homotopy step direction of free variables.
delta_yAC	Dual homotopy step direction of active constraints' multiplier.
delta_yFX	Dual homotopy step direction of fixed variables' multiplier.
BC_idx	Output: Index of blocking constraint.
BC_status	Output: Status of blocking constraint.
BC_isBound	Output: Indicates if blocking constraint is a bound.

Definition at line 5741 of file QProblem.c.

returnValue QProblem_printIteration	(	QProblem *	_THIS,
		int	iter,
		int	BC_idx,
		SubjectToStatus	BC_status,
		BooleanType	BC_isBound,
		real_t	homotopyLength,
		BooleanType	isFirstCall
	)

Prints concise information on the current iteration.

Returns

SUCCESSFUL_RETURN

Parameters

iter	Number of current iteration.
BC_idx	Index of blocking constraint.
BC_status	Status of blocking constraint.
BC_isBound	Indicates if blocking constraint is a bound.
homotopyLength	Current homotopy distance.
isFirstCall	Indicating whether this is the first call for current QP.

Definition at line 6844 of file QProblem.c.

returnValue QProblem_printOptions

(

QProblem *

_THIS

)

Prints a list of all options and their current values.

Returns

SUCCESSFUL_RETURN

Definition at line 1240 of file QProblem.c.

returnValue QProblem_printProperties

(

QProblem *

_THIS

)

Prints concise list of properties of the current QP.

Returns

SUCCESSFUL_RETURN

Definition at line 1249 of file QProblem.c.

returnValue QProblem_regulariseHessian

(

QProblem *

_THIS

)

Regularise Hessian matrix by adding a scaled identity matrix to it.

Returns

SUCCESSFUL_RETURN
RET_HESSIAN_ALREADY_REGULARISED

Definition at line 2094 of file QProblem.c.

returnValue QProblem_removeBound	(	QProblem *	_THIS,
		int	number,
		BooleanType	updateCholesky,
		BooleanType	allowFlipping,
		BooleanType	ensureNZC
	)

Removes a bounds from active set.

Returns

SUCCESSFUL_RETURN
RET_BOUND_NOT_ACTIVE
RET_HESSIAN_NOT_SPD
RET_REMOVEBOUND_FAILED

Parameters

number	Number of bound to be removed from active set.
updateCholesky	Flag indicating if Cholesky decomposition shall be updated.
allowFlipping	Flag indicating if flipping bounds are allowed.
ensureNZC	Flag indicating if non-zero curvature is ensured by exchange rules.

Definition at line 4796 of file QProblem.c.

returnValue QProblem_removeConstraint	(	QProblem *	_THIS,
		int	number,
		BooleanType	updateCholesky,
		BooleanType	allowFlipping,
		BooleanType	ensureNZC
	)

Removes a constraint from active set.

Returns

SUCCESSFUL_RETURN
RET_CONSTRAINT_NOT_ACTIVE
RET_REMOVECONSTRAINT_FAILED
RET_HESSIAN_NOT_SPD

Parameters

number	Number of constraint to be removed from active set.
updateCholesky	Flag indicating if Cholesky decomposition shall be updated.
allowFlipping	Flag indicating if flipping bounds are allowed.
ensureNZC	Flag indicating if non-zero curvature is ensured by exchange rules.

Definition at line 4565 of file QProblem.c.

returnValue QProblem_reset

(

QProblem *

_THIS

)

Clears all data structures of QProblem except for QP data.

Returns

SUCCESSFUL_RETURN
RET_RESET_FAILED

Definition at line 202 of file QProblem.c.

returnValue QProblem_setConstraintProduct	(	QProblem *	_THIS,
		ConstraintProduct	_constraintProduct
	)

Defines user-defined routine for calculating the constraint product A*x

Returns

SUCCESSFUL_RETURN

Definition at line 1084 of file QProblem.c.

returnValue QProblem_setInfeasibilityFlag	(	QProblem *	_THIS,
		returnValue	returnvalue,
		BooleanType	doThrowError
	)

Sets internal infeasibility flag and throws given error in case the far bound strategy is not enabled (as QP might actually not be infeasible in _THIS case).

Returns

RET_HOTSTART_STOPPED_INFEASIBILITY
RET_ENSURELI_FAILED_CYCLING
RET_ENSURELI_FAILED_NOINDEX

Parameters

returnvalue	Returnvalue to be tunneled.
doThrowError	Flag forcing to throw an error.

Definition at line 2048 of file QProblem.c.

returnValue QProblem_setPrintLevel	(	QProblem *	_THIS,
		PrintLevel	_printlevel
	)

Changes the print level.

Returns

SUCCESSFUL_RETURN

Parameters

_printLevel

New print level.

Definition at line 1193 of file QProblem.c.

returnValue QProblem_setupAuxiliaryQP	(	QProblem *	_THIS,
		Bounds *const	guessedBounds,
		Constraints *const	guessedConstraints
	)

Updates QP vectors, working sets and internal data structures in order to start from an optimal solution corresponding to initial guesses of the working set for bounds and constraints.

Returns

SUCCESSFUL_RETURN
RET_SETUP_AUXILIARYQP_FAILED
RET_INVALID_ARGUMENTS

Parameters

guessedBounds	Initial guess for working set of bounds.
guessedConstraints	Initial guess for working set of constraints.

Definition at line 6528 of file QProblem.c.

returnValue QProblem_setupAuxiliaryQPbounds	(	QProblem *	_THIS,
		Bounds *const	auxiliaryBounds,
		Constraints *const	auxiliaryConstraints,
		BooleanType	useRelaxation
	)

Sets up (constraints') bounds of the auxiliary initial QP for given optimal primal/dual solution and given initial working set (assumes that members X, Y and BOUNDS, CONSTRAINTS have already been initialised!).

Returns

SUCCESSFUL_RETURN
RET_UNKNOWN_BUG

Parameters

auxiliaryBounds	Working set of bounds for auxiliary QP.
auxiliaryConstraints	Working set of constraints for auxiliary QP.
useRelaxation	Flag indicating if inactive (constraints') bounds shall be relaxed.

Definition at line 3489 of file QProblem.c.

returnValue QProblem_setupAuxiliaryQPgradient

(

QProblem *

_THIS

)

Sets up gradient of the auxiliary initial QP for given optimal primal/dual solution and given initial working set (assumes that members X, Y and BOUNDS, CONSTRAINTS have already been initialised!).

Returns

SUCCESSFUL_RETURN

Definition at line 3444 of file QProblem.c.

returnValue QProblem_setupAuxiliaryQPsolution	(	QProblem *	_THIS,
		const real_t *const	xOpt,
		const real_t *const	yOpt
	)

Sets up the optimal primal/dual solution of the auxiliary initial QP.

Returns

SUCCESSFUL_RETURN

Parameters

xOpt	Optimal primal solution vector. If a NULL pointer is passed, all entries are set to zero.
yOpt	Optimal dual solution vector. If a NULL pointer is passed, all entries are set to zero.

Definition at line 3386 of file QProblem.c.

returnValue QProblem_setupAuxiliaryWorkingSet	(	QProblem *	_THIS,
		Bounds *const	auxiliaryBounds,
		Constraints *const	auxiliaryConstraints,
		BooleanType	setupAfresh
	)

Sets up bound and constraints data structures according to auxiliaryBounds/Constraints. (If the working set shall be setup afresh, make sure that bounds and constraints data structure have been resetted and the TQ factorisation has been initialised!)

Returns

SUCCESSFUL_RETURN
RET_SETUP_WORKINGSET_FAILED
RET_INVALID_ARGUMENTS
RET_UNKNOWN_BUG

Parameters

auxiliaryBounds	Working set of bounds for auxiliary QP.
auxiliaryConstraints	Working set of constraints for auxiliary QP.
setupAfresh	Flag indicating if given working set shall be setup afresh or by updating the current one.

Definition at line 3192 of file QProblem.c.

returnValue QProblem_setupInitialCholesky

(

QProblem *

_THIS

)

Computes initial Cholesky decomposition of the projected Hessian making use of the function setupCholeskyDecomposition() or setupCholeskyDecompositionProjected().

Returns

SUCCESSFUL_RETURN
RET_HESSIAN_NOT_SPD
RET_INDEXLIST_CORRUPTED

Definition at line 544 of file QProblem.c.

returnValue QProblem_setupQPdata	(	QProblem *	_THIS,
		real_t *const	_H,
		const real_t *const	_g,
		real_t *const	_A,
		const real_t *const	_lb,
		const real_t *const	_ub,
		const real_t *const	_lbA,
		const real_t *const	_ubA
	)

Sets up dense internal QP data. If the current Hessian is trivial (i.e. HST_ZERO or HST_IDENTITY) but a non-trivial one is given, memory for Hessian is allocated and it is set to the given one.

Returns

SUCCESSFUL_RETURN
RET_INVALID_ARGUMENTS
RET_UNKNONW_BUG

Parameters

_H	Hessian matrix. If Hessian matrix is trivial,a NULL pointer can be passed.
_g	Gradient vector.
_A	Constraint matrix.
_lb	Lower bound vector (on variables). If no lower bounds exist, a NULL pointer can be passed.
_ub	Upper bound vector (on variables). If no upper bounds exist, a NULL pointer can be passed.
_lbA	Lower constraints' bound vector. If no lower constraints' bounds exist, a NULL pointer can be passed.
_ubA	Upper constraints' bound vector. If no lower constraints' bounds exist, a NULL pointer can be passed.

Definition at line 6682 of file QProblem.c.

returnValue QProblem_setupQPdataFromFile	(	QProblem *	_THIS,
		const char *const	H_file,
		const char *const	g_file,
		const char *const	A_file,
		const char *const	lb_file,
		const char *const	ub_file,
		const char *const	lbA_file,
		const char *const	ubA_file
	)

Sets up internal QP data by loading it from files. If the current Hessian is trivial (i.e. HST_ZERO or HST_IDENTITY) but a non-trivial one is given, memory for Hessian is allocated and it is set to the given one.

Returns

SUCCESSFUL_RETURN
RET_UNABLE_TO_OPEN_FILE
RET_UNABLE_TO_READ_FILE
RET_INVALID_ARGUMENTS
RET_UNKNONW_BUG

Parameters

H_file	Name of file where Hessian matrix, of neighbouring QP to be solved, is stored. If Hessian matrix is trivial,a NULL pointer can be passed.
g_file	Name of file where gradient, of neighbouring QP to be solved, is stored.
A_file	Name of file where constraint matrix, of neighbouring QP to be solved, is stored.
lb_file	Name of file where lower bounds, of neighbouring QP to be solved, is stored. If no lower bounds exist, a NULL pointer can be passed.
ub_file	Name of file where upper bounds, of neighbouring QP to be solved, is stored. If no upper bounds exist, a NULL pointer can be passed.
lbA_file	Name of file where lower constraints' bounds, of neighbouring QP to be solved, is stored. If no lower constraints' bounds exist, a NULL pointer can be passed.
ubA_file	Name of file where upper constraints' bounds, of neighbouring QP to be solved, is stored. If no upper constraints' bounds exist, a NULL pointer can be passed.

Definition at line 6718 of file QProblem.c.

returnValue QProblem_setupQPdataM	(	QProblem *	_THIS,
		DenseMatrix *	_H,
		const real_t *const	_g,
		DenseMatrix *	_A,
		const real_t *const	_lb,
		const real_t *const	_ub,
		const real_t *const	_lbA,
		const real_t *const	_ubA
	)

Setups internal QP data.

Returns

SUCCESSFUL_RETURN
RET_INVALID_ARGUMENTS
RET_UNKNONW_BUG

Parameters

_H	Hessian matrix. If Hessian matrix is trivial,a NULL pointer can be passed.
_g	Gradient vector.
_A	Constraint matrix.
_lb	Lower bound vector (on variables). If no lower bounds exist, a NULL pointer can be passed.
_ub	Upper bound vector (on variables). If no upper bounds exist, a NULL pointer can be passed.
_lbA	Lower constraints' bound vector. If no lower constraints' bounds exist, a NULL pointer can be passed.
_ubA	Upper constraints' bound vector. If no lower constraints' bounds exist, a NULL pointer can be passed.

Definition at line 6656 of file QProblem.c.

returnValue QProblem_setupSubjectToType

(

QProblem *

_THIS

)

Determines type of existing constraints and bounds (i.e. implicitly fixed, unbounded etc.).

Returns

SUCCESSFUL_RETURN
RET_SETUPSUBJECTTOTYPE_FAILED

Definition at line 2760 of file QProblem.c.

returnValue QProblem_setupSubjectToTypeNew	(	QProblem *	_THIS,
		const real_t *const	lb_new,
		const real_t *const	ub_new,
		const real_t *const	lbA_new,
		const real_t *const	ubA_new
	)

Determines type of new constraints and bounds (i.e. implicitly fixed, unbounded etc.).

Returns

SUCCESSFUL_RETURN
RET_SETUPSUBJECTTOTYPE_FAILED

Parameters

lb_new	New lower bounds.
ub_new	New upper bounds.
lbA_new	New lower constraints' bounds.
ubA_new	New upper constraints' bounds.

Definition at line 2769 of file QProblem.c.

returnValue QProblem_setupTQfactorisation

(

QProblem *

_THIS

)

Initialises TQ factorisation of A (i.e. A*Q = [0 T]) if NO constraint is active.

Returns

SUCCESSFUL_RETURN
RET_INDEXLIST_CORRUPTED

Definition at line 3011 of file QProblem.c.

BooleanType QProblem_shallRefactorise	(	QProblem *	_THIS,
		Bounds *const	guessedBounds,
		Constraints *const	guessedConstraints
	)

Determines if it is more efficient to refactorise the matrices when hotstarting or not (i.e. better to update the existing factorisations).

Returns

BT_TRUE iff matrices shall be refactorised afresh

Parameters

guessedBounds	Guessed new working set of bounds.
guessedConstraints	Guessed new working set of constraints.

Definition at line 6617 of file QProblem.c.

returnValue QProblem_solveCurrentEQP	(	QProblem *	_THIS,
		const int	n_rhs,
		const real_t *	g_in,
		const real_t *	lb_in,
		const real_t *	ub_in,
		const real_t *	lbA_in,
		const real_t *	ubA_in,
		real_t *	x_out,
		real_t *	y_out
	)

Solves using the current working set

Returns

SUCCESSFUL_RETURN
RET_STEPDIRECTION_FAILED_TQ
RET_STEPDIRECTION_FAILED_CHOLESKY
RET_INVALID_ARGUMENTS

Parameters

n_rhs	Number of consecutive right hand sides
g_in	Gradient of neighbouring QP to be solved.
lb_in	Lower bounds of neighbouring QP to be solved. If no lower bounds exist, a NULL pointer can be passed.
ub_in	Upper bounds of neighbouring QP to be solved. If no upper bounds exist, a NULL pointer can be passed.
lbA_in	Lower constraints' bounds of neighbouring QP to be solved. If no lower constraints' bounds exist, a NULL pointer can be passed.
ubA_in	Upper constraints' bounds of neighbouring QP to be solved.
x_out	Output: Primal solution
y_out	Output: Dual solution

Definition at line 910 of file QProblem.c.

returnValue QProblem_solveInitialQP	(	QProblem *	_THIS,
		const real_t *const	xOpt,
		const real_t *const	yOpt,
		Bounds *const	guessedBounds,
		Constraints *const	guessedConstraints,
		const real_t *const	_R,
		int *	nWSR,
		real_t *const	cputime
	)

Solves a QProblem whose QP data is assumed to be stored in the member variables. A guess for its primal/dual optimal solution vectors and the corresponding working sets of bounds and constraints can be provided. Note: This function is internally called by all init functions!

Returns

SUCCESSFUL_RETURN
RET_INIT_FAILED
RET_INIT_FAILED_CHOLESKY
RET_INIT_FAILED_TQ
RET_INIT_FAILED_HOTSTART
RET_INIT_FAILED_INFEASIBILITY
RET_INIT_FAILED_UNBOUNDEDNESS
RET_MAX_NWSR_REACHED

Parameters

xOpt	Optimal primal solution vector.
yOpt	Optimal dual solution vector.
guessedBounds	Optimal working set of bounds for solution (xOpt,yOpt).
guessedConstraints	Optimal working set of constraints for solution (xOpt,yOpt).
_R	Pre-computed (upper triangular) Cholesky factor of Hessian matrix.
nWSR	Input: Maximum number of working set recalculations; Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP solution. Output: CPU time spent for QP solution (or to perform nWSR iterations).

Definition at line 2232 of file QProblem.c.

returnValue QProblem_solveQP	(	QProblem *	_THIS,
		const real_t *const	g_new,
		const real_t *const	lb_new,
		const real_t *const	ub_new,
		const real_t *const	lbA_new,
		const real_t *const	ubA_new,
		int *	nWSR,
		real_t *const	cputime,
		int	nWSRperformed,
		BooleanType	isFirstCall
	)

Solves QProblem using online active set strategy. Note: This function is internally called by all hotstart functions!

Returns

SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_SHIFT_DETERMINATION_FAILED
RET_STEPDIRECTION_DETERMINATION_FAILED
RET_STEPLENGTH_DETERMINATION_FAILED
RET_HOMOTOPY_STEP_FAILED
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_HOTSTART_STOPPED_UNBOUNDEDNESS

Parameters

g_new	Gradient of neighbouring QP to be solved.
lb_new	Lower bounds of neighbouring QP to be solved. If no lower bounds exist, a NULL pointer can be passed.
ub_new	Upper bounds of neighbouring QP to be solved. If no upper bounds exist, a NULL pointer can be passed.
lbA_new	Lower constraints' bounds of neighbouring QP to be solved. If no lower constraints' bounds exist, a NULL pointer can be passed.
ubA_new	Upper constraints' bounds of neighbouring QP to be solved. If no upper constraints' bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations; Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP solution. Output: CPU time spent for QP solution (or to perform nWSR iterations).
nWSRperformed	Number of working set recalculations already performed to solve this QP within previous solveQP() calls. This number is always zero, except for successive calls from solveRegularisedQP() or when using the far bound strategy.
isFirstCall	Indicating whether this is the first call for current QP.

Definition at line 2414 of file QProblem.c.

returnValue QProblem_solveRegularisedQP	(	QProblem *	_THIS,
		const real_t *const	g_new,
		const real_t *const	lb_new,
		const real_t *const	ub_new,
		const real_t *const	lbA_new,
		const real_t *const	ubA_new,
		int *	nWSR,
		real_t *const	cputime,
		int	nWSRperformed,
		BooleanType	isFirstCall
	)

Solves QProblem using online active set strategy. Note: This function is internally called by all hotstart functions!

Returns

SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_SHIFT_DETERMINATION_FAILED
RET_STEPDIRECTION_DETERMINATION_FAILED
RET_STEPLENGTH_DETERMINATION_FAILED
RET_HOMOTOPY_STEP_FAILED
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_HOTSTART_STOPPED_UNBOUNDEDNESS

Parameters

g_new	Gradient of neighbouring QP to be solved.
lb_new	Lower bounds of neighbouring QP to be solved. If no lower bounds exist, a NULL pointer can be passed.
ub_new	Upper bounds of neighbouring QP to be solved. If no upper bounds exist, a NULL pointer can be passed.
lbA_new	Lower constraints' bounds of neighbouring QP to be solved. If no lower constraints' bounds exist, a NULL pointer can be passed.
ubA_new	Upper constraints' bounds of neighbouring QP to be solved. If no upper constraints' bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations; Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP solution. Output: CPU time spent for QP solution (or to perform nWSR iterations).
nWSRperformed	Number of working set recalculations already performed to solve this QP within previous solveRegularisedQP() calls. This number is always zero, except for successive calls when using the far bound strategy.
isFirstCall	Indicating whether this is the first call for current QP.

Definition at line 2655 of file QProblem.c.

returnValue QProblem_updateFarBounds	(	QProblem *	_THIS,
		real_t	curFarBound,
		int	nRamp,
		const real_t *const	lb_new,
		real_t *const	lb_new_far,
		const real_t *const	ub_new,
		real_t *const	ub_new_far,
		const real_t *const	lbA_new,
		real_t *const	lbA_new_far,
		const real_t *const	ubA_new,
		real_t *const	ubA_new_far
	)

...

Parameters

curFarBound	...
nRamp	...
lb_new	...
lb_new_far	...
ub_new	...
ub_new_far	...
lbA_new	...
lbA_new_far	...
ubA_new	...
ubA_new_far	...

Definition at line 6185 of file QProblem.c.

returnValue QProblemBCPY_computeCholesky

(

QProblem *

_THIS

)

Computes the Cholesky decomposition of the (simply projected) Hessian (i.e. R^T*R = Z^T*H*Z). It only works in the case where Z is a simple projection matrix! Note: If Hessian turns out not to be positive definite, the Hessian type is set to HST_SEMIDEF accordingly.

Returns

SUCCESSFUL_RETURN
RET_HESSIAN_NOT_SPD
RET_INDEXLIST_CORRUPTED

Definition at line 1525 of file QProblem.c.

returnValue QProblemBCPY_determineDataShift	(	QProblem *	_THIS,
		const real_t *const	g_new,
		const real_t *const	lb_new,
		const real_t *const	ub_new,
		real_t *const	delta_g,
		real_t *const	delta_lb,
		real_t *const	delta_ub,
		BooleanType *	Delta_bB_isZero
	)

Determines step direction of the shift of the QP data.

Returns

SUCCESSFUL_RETURN

Parameters

g_new	New gradient vector.
lb_new	New lower bounds.
ub_new	New upper bounds.
delta_g	Output: Step direction of gradient vector.
delta_lb	Output: Step direction of lower bounds.
delta_ub	Output: Step direction of upper bounds.
Delta_bB_isZero	Output: Indicates if active bounds are to be shifted.

Definition at line 1818 of file QProblem.c.

real_t QProblemBCPY_getRelativeHomotopyLength	(	QProblem *	_THIS,
		const real_t *const	g_new,
		const real_t *const	lb_new,
		const real_t *const	ub_new
	)

Compute relative length of homotopy in data space for termination criterion.

Returns

Relative length in data space.

Parameters

g_new	Final gradient.
lb_new	Final lower variable bounds.
ub_new	Final upper variable bounds.

Definition at line 2183 of file QProblem.c.

returnValue QProblemBCPY_loadQPvectorsFromFile	(	QProblem *	_THIS,
		const char *const	g_file,
		const char *const	lb_file,
		const char *const	ub_file,
		real_t *const	g_new,
		real_t *const	lb_new,
		real_t *const	ub_new
	)

Loads new QP vectors from files (internal members are not affected!).

Returns

SUCCESSFUL_RETURN
RET_UNABLE_TO_OPEN_FILE
RET_UNABLE_TO_READ_FILE
RET_INVALID_ARGUMENTS

Parameters

g_file	Name of file where gradient, of neighbouring QP to be solved, is stored.
lb_file	Name of file where lower bounds, of neighbouring QP to be solved, is stored. If no lower bounds exist, a NULL pointer can be passed.
ub_file	Name of file where upper bounds, of neighbouring QP to be solved, is stored. If no upper bounds exist, a NULL pointer can be passed.
g_new	Output: Gradient of neighbouring QP to be solved.
lb_new	Output: Lower bounds of neighbouring QP to be solved
ub_new	Output: Upper bounds of neighbouring QP to be solved

Definition at line 1987 of file QProblem.c.

returnValue QProblemBCPY_obtainAuxiliaryWorkingSet	(	QProblem *	_THIS,
		const real_t *const	xOpt,
		const real_t *const	yOpt,
		Bounds *const	guessedBounds,
		Bounds *	auxiliaryBounds
	)

Obtains the desired working set for the auxiliary initial QP in accordance with the user specifications

Returns

SUCCESSFUL_RETURN
RET_OBTAINING_WORKINGSET_FAILED
RET_INVALID_ARGUMENTS

Parameters

xOpt	Optimal primal solution vector. If a NULL pointer is passed, all entries are assumed to be zero.
yOpt	Optimal dual solution vector. If a NULL pointer is passed, all entries are assumed to be zero.
guessedBounds	Guessed working set for solution (xOpt,yOpt).
auxiliaryBounds	Input: Allocated bound object. Output: Working set for auxiliary QP.

Definition at line 1604 of file QProblem.c.

returnValue QProblemBCPY_setupQPdata	(	QProblem *	_THIS,
		real_t *const	_H,
		const real_t *const	_g,
		const real_t *const	_lb,
		const real_t *const	_ub
	)

Sets up internal QP data. If the current Hessian is trivial (i.e. HST_ZERO or HST_IDENTITY) but a non-trivial one is given, memory for Hessian is allocated and it is set to the given one.

Returns

SUCCESSFUL_RETURN
RET_INVALID_ARGUMENTS
RET_NO_HESSIAN_SPECIFIED

Parameters

_H	Hessian matrix. If Hessian matrix is trivial,a NULL pointer can be passed.
_g	Gradient vector.
_lb	Lower bounds (on variables). If no lower bounds exist, a NULL pointer can be passed.
_ub	Upper bounds (on variables). If no upper bounds exist, a NULL pointer can be passed.

Definition at line 1895 of file QProblem.c.

returnValue QProblemBCPY_setupQPdataFromFile	(	QProblem *	_THIS,
		const char *const	H_file,
		const char *const	g_file,
		const char *const	lb_file,
		const char *const	ub_file
	)

Sets up internal QP data by loading it from files. If the current Hessian is trivial (i.e. HST_ZERO or HST_IDENTITY) but a non-trivial one is given, memory for Hessian is allocated and it is set to the given one.

Returns

SUCCESSFUL_RETURN
RET_UNABLE_TO_OPEN_FILE
RET_UNABLE_TO_READ_FILE
RET_INVALID_ARGUMENTS
RET_NO_HESSIAN_SPECIFIED

Parameters

H_file	Name of file where Hessian matrix, of neighbouring QP to be solved, is stored. If Hessian matrix is trivial,a NULL pointer can be passed.
g_file	Name of file where gradient, of neighbouring QP to be solved, is stored.
lb_file	Name of file where lower bounds, of neighbouring QP to be solved, is stored. If no lower bounds exist, a NULL pointer can be passed.
ub_file	Name of file where upper bounds, of neighbouring QP to be solved, is stored. If no upper bounds exist, a NULL pointer can be passed.

Definition at line 1919 of file QProblem.c.

returnValue QProblemBCPY_setupQPdataM	(	QProblem *	_THIS,
		DenseMatrix *	_H,
		const real_t *const	_g,
		const real_t *const	_lb,
		const real_t *const	_ub
	)

Sets up internal QP data.

Returns

SUCCESSFUL_RETURN
RET_INVALID_ARGUMENTS

Parameters

_H	Hessian matrix.
_g	Gradient vector.
_lb	Lower bounds (on variables). If no lower bounds exist, a NULL pointer can be passed.
_ub	Upper bounds (on variables). If no upper bounds exist, a NULL pointer can be passed.

Definition at line 1881 of file QProblem.c.

returnValue QProblemBCPY_updateFarBounds	(	QProblem *	_THIS,
		real_t	curFarBound,
		int	nRamp,
		const real_t *const	lb_new,
		real_t *const	lb_new_far,
		const real_t *const	ub_new,
		real_t *const	ub_new_far
	)

...

Parameters

curFarBound	...
nRamp	...
lb_new	...
lb_new_far	...
ub_new	...
ub_new_far	...

Definition at line 6245 of file QProblem.c.

BEGIN_NAMESPACE_QPOASES void QProblemCON	(	QProblem *	_THIS,
		int	_nV,
		int	_nC,
		HessianType	_hessianType
	)

Constructor which takes the QP dimension and Hessian type information. If the Hessian is the zero (i.e. HST_ZERO) or the identity matrix (i.e. HST_IDENTITY), respectively, no memory is allocated for it and a NULL pointer can be passed for it to the init() functions.

Parameters

_nV	Number of variables.
_nC	Number of constraints.
_hessianType	Type of Hessian matrix.

Definition at line 51 of file QProblem.c.

void QProblemCPY	(	QProblem *	FROM,
		QProblem *	TO
	)

Copies all members from given rhs object.

Returns

SUCCESSFUL_RETURN

Definition at line 132 of file QProblem.c.