SQProblemSchur Class Reference

Implements the online active set strategy for QPs with varying, sparse matrices. More...

#include <SQProblemSchur.hpp>

Inheritance diagram for SQProblemSchur:

Public Member Functions
int_t	getNumFactorizations () const
virtual SQProblemSchur &	operator= (const SQProblemSchur &rhs)
virtual returnValue	reset ()
returnValue	resetSchurComplement (BooleanType allowInertiaCorrection)
	SQProblemSchur ()
	SQProblemSchur (int_t _nV, int_t _nC, HessianType _hessianType=HST_UNKNOWN, int_t maxSchurUpdates=75)
	SQProblemSchur (const SQProblemSchur &rhs)
virtual	~SQProblemSchur ()
Public Member Functions inherited from SQProblem
returnValue	hotstart (const real_t *const H_new, const real_t *const g_new, const real_t *const A_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	hotstart (SymmetricMatrix *H_new, const real_t *const g_new, Matrix *A_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_t &nWSR, real_t *const cputime=0, const Bounds *const guessedBounds=0, const Constraints *const guessedConstraints=0)
returnValue	hotstart (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	hotstart (const real_t *const H_new, const real_t *const g_new, const real_t *const A_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_t &nWSR, real_t *const cputime=0, const Bounds *const guessedBounds=0, const Constraints *const guessedConstraints=0)
returnValue	hotstart (SymmetricMatrix *H_new, const real_t *const g_new, Matrix *A_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	hotstart (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_t &nWSR, real_t *const cputime=0, const Bounds *const guessedBounds=0, const Constraints *const guessedConstraints=0)
returnValue	hotstart (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	hotstart (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_t &nWSR, real_t *const cputime=0, const Bounds *const guessedBounds=0, const Constraints *const guessedConstraints=0)
returnValue	hotstart (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	hotstart (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_t &nWSR, real_t *const cputime=0, const Bounds *const guessedBounds=0, const Constraints *const guessedConstraints=0)
returnValue	hotstart (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, const Bounds *const guessedBounds, const Constraints *const guessedConstraints)
returnValue	hotstart (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, const Bounds *const guessedBounds, const Constraints *const guessedConstraints)
virtual SQProblem &	operator= (const SQProblem &rhs)
SQProblem &	operator= (const SQProblem &rhs)
	SQProblem ()
	SQProblem ()
	SQProblem (int_t _nV, int_t _nC, HessianType _hessianType=HST_UNKNOWN)
	SQProblem (int _nV, int _nC, HessianType _hessianType=HST_UNKNOWN)
	SQProblem (const SQProblem &rhs)
	SQProblem (const SQProblem &rhs)
virtual	~SQProblem ()
virtual	~SQProblem ()
Public Member Functions inherited from QProblem
returnValue	getA (real_t *const _A) const
returnValue	getA (int number, real_t *const row) const
returnValue	getA (real_t *const _A) const
returnValue	getA (int number, real_t *const row) const
returnValue	getConstraints (Constraints *const _constraints) const
returnValue	getConstraints (Constraints *const _constraints) const
returnValue	getConstraints (Constraints &_constraints) const
returnValue	getConstraints (Constraints &_constraints) const
returnValue	getDualSolution (real_t *const yOpt) const
returnValue	getDualSolution (real_t *const yOpt) const
virtual returnValue	getDualSolution (real_t *const yOpt) const
virtual returnValue	getDualSolution (real_t *const yOpt) const
returnValue	getFreeVariablesFlags (BooleanType *varIsFree)
returnValue	getLBA (real_t *const _lbA) const
returnValue	getLBA (int number, real_t &value) const
returnValue	getLBA (real_t *const _lbA) const
returnValue	getLBA (int number, real_t &value) const
int	getNAC ()
int	getNAC ()
int_t	getNAC () const
int	getNAC () const
int	getNC () const
int	getNC () const
int_t	getNC () const
int	getNC () const
int	getNEC () const
int	getNEC () const
int_t	getNEC () const
int	getNEC () const
int	getNIAC ()
int	getNIAC ()
int_t	getNIAC () const
int	getNIAC () const
int	getNZ ()
int	getNZ ()
virtual int_t	getNZ () const
virtual int	getNZ () const
returnValue	getUBA (real_t *const _ubA) const
returnValue	getUBA (int number, real_t &value) const
returnValue	getUBA (real_t *const _ubA) const
returnValue	getUBA (int number, real_t &value) const
virtual returnValue	getWorkingSet (real_t *workingSet)
virtual returnValue	getWorkingSetBounds (real_t *workingSetB)
virtual returnValue	getWorkingSetConstraints (real_t *workingSetC)
returnValue	hotstart (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	hotstart (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	hotstart (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_t &nWSR, real_t *const cputime=0, const Bounds *const guessedBounds=0, const Constraints *const guessedConstraints=0)
returnValue	hotstart (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_t &nWSR, real_t *const cputime=0, const Bounds *const guessedBounds=0, const Constraints *const guessedConstraints=0)
returnValue	hotstart (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	hotstart (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	hotstart (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, const Bounds *const guessedBounds, const Constraints *const guessedConstraints)
returnValue	hotstart (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, const Bounds *const guessedBounds, const Constraints *const guessedConstraints)
returnValue	init (const real_t *const _H, const real_t *const _g, const 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, const real_t *const yOpt=0, real_t *const cputime=0)
returnValue	init (const real_t *const _H, const real_t *const _g, const 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, const real_t *const yOpt=0, real_t *const cputime=0)
returnValue	init (SymmetricMatrix *_H, const real_t *const _g, Matrix *_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	init (SymmetricMatrix *_H, const real_t *const _g, Matrix *_A, const real_t *const _lb, const real_t *const _ub, const real_t *const _lbA, const real_t *const _ubA, int_t &nWSR, real_t *const cputime=0, const real_t *const xOpt=0, const real_t *const yOpt=0, const Bounds *const guessedBounds=0, const Constraints *const guessedConstraints=0, const real_t *const _R=0)
returnValue	init (const real_t *const _H, const real_t *const _R, const real_t *const _g, const 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, const real_t *const yOpt=0, real_t *const cputime=0)
returnValue	init (const real_t *const _H, const real_t *const _g, const 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	init (const real_t *const _H, const real_t *const _g, const 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_t &nWSR, real_t *const cputime=0, const real_t *const xOpt=0, const real_t *const yOpt=0, const Bounds *const guessedBounds=0, const Constraints *const guessedConstraints=0, const real_t *const _R=0)
returnValue	init (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	init (SymmetricMatrix *_H, const real_t *const _g, Matrix *_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, const Bounds *const guessedBounds, const Constraints *const guessedConstraints)
returnValue	init (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_t &nWSR, real_t *const cputime=0, const real_t *const xOpt=0, const real_t *const yOpt=0, const Bounds *const guessedBounds=0, const Constraints *const guessedConstraints=0, const char *const R_file=0)
returnValue	init (const real_t *const _H, const real_t *const _g, const 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, const Bounds *const guessedBounds, const Constraints *const guessedConstraints)
returnValue	init (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, const Bounds *const guessedBounds, const Constraints *const guessedConstraints)
QProblem &	operator= (const QProblem &rhs)
QProblem &	operator= (const QProblem &rhs)
virtual QProblem &	operator= (const QProblem &rhs)
QProblem &	operator= (const QProblem &rhs)
virtual returnValue	printProperties ()
virtual returnValue	printProperties ()
	QProblem ()
	QProblem ()
	QProblem (int _nV, int _nC)
	QProblem (int _nV, int _nC)
	QProblem (const QProblem &rhs)
	QProblem ()
	QProblem ()
	QProblem (const QProblem &rhs)
	QProblem (int_t _nV, int_t _nC, HessianType _hessianType=HST_UNKNOWN)
	QProblem (int _nV, int _nC, HessianType _hessianType=HST_UNKNOWN)
	QProblem (const QProblem &rhs)
	QProblem (const QProblem &rhs)
returnValue	setConstraintProduct (ConstraintProduct *const _constraintProduct)
returnValue	setConstraintProduct (ConstraintProduct *const _constraintProduct)
returnValue	solveCurrentEQP (const int_t 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	solveCurrentEQP (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	writeQpDataIntoMatFile (const char *const filename) const
returnValue	writeQpWorkspaceIntoMatFile (const char *const filename)
	~QProblem ()
	~QProblem ()
virtual	~QProblem ()
virtual	~QProblem ()
Public Member Functions inherited from QProblemB
returnValue	getBounds (Bounds *const _bounds) const
returnValue	getBounds (Bounds *const _bounds) const
returnValue	getBounds (Bounds &_bounds) const
returnValue	getBounds (Bounds &_bounds) const
uint_t	getCount () const
returnValue	getDualSolution (real_t *const yOpt) const
returnValue	getDualSolution (real_t *const yOpt) const
returnValue	getG (real_t *const _g) const
returnValue	getG (real_t *const _g) const
returnValue	getH (real_t *const _H) const
returnValue	getH (real_t *const _H) const
HessianType	getHessianType () const
HessianType	getHessianType () const
HessianType	getHessianType () const
HessianType	getHessianType () const
returnValue	getLB (real_t *const _lb) const
returnValue	getLB (int number, real_t &value) const
returnValue	getLB (real_t *const _lb) const
returnValue	getLB (int number, real_t &value) const
int	getNFR ()
int	getNFR ()
int_t	getNFR () const
int	getNFR () const
int	getNFV () const
int	getNFV () const
int_t	getNFV () const
int	getNFV () const
int	getNFX ()
int	getNFX ()
int_t	getNFX () const
int	getNFX () const
int	getNV () const
int	getNV () const
int_t	getNV () const
int	getNV () const
int	getNZ ()
int	getNZ ()
real_t	getObjVal () const
real_t	getObjVal (const real_t *const _x) const
real_t	getObjVal () const
real_t	getObjVal (const real_t *const _x) const
real_t	getObjVal () const
real_t	getObjVal (const real_t *const _x) const
real_t	getObjVal () const
real_t	getObjVal (const real_t *const _x) const
Options	getOptions () const
Options	getOptions () const
returnValue	getPrimalSolution (real_t *const xOpt) const
returnValue	getPrimalSolution (real_t *const xOpt) const
returnValue	getPrimalSolution (real_t *const xOpt) const
returnValue	getPrimalSolution (real_t *const xOpt) const
PrintLevel	getPrintLevel () const
PrintLevel	getPrintLevel () const
PrintLevel	getPrintLevel () const
PrintLevel	getPrintLevel () const
QProblemStatus	getStatus () const
QProblemStatus	getStatus () const
QProblemStatus	getStatus () const
QProblemStatus	getStatus () const
returnValue	getUB (real_t *const _ub) const
returnValue	getUB (int number, real_t &value) const
returnValue	getUB (real_t *const _ub) const
returnValue	getUB (int number, real_t &value) const
returnValue	hotstart (const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new, int &nWSR, real_t *const cputime)
returnValue	hotstart (const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new, int &nWSR, real_t *const cputime)
returnValue	hotstart (const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new, int_t &nWSR, real_t *const cputime=0, const Bounds *const guessedBounds=0)
returnValue	hotstart (const char *const g_file, const char *const lb_file, const char *const ub_file, int_t &nWSR, real_t *const cputime=0, const Bounds *const guessedBounds=0)
returnValue	hotstart (const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new, int &nWSR, real_t *const cputime)
returnValue	hotstart (const char *const g_file, const char *const lb_file, const char *const ub_file, int &nWSR, real_t *const cputime)
returnValue	hotstart (const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new, int &nWSR, real_t *const cputime, const Bounds *const guessedBounds)
returnValue	hotstart (const char *const g_file, const char *const lb_file, const char *const ub_file, int &nWSR, real_t *const cputime, const Bounds *const guessedBounds)
returnValue	init (const real_t *const _H, const real_t *const _g, const real_t *const _lb, const real_t *const _ub, int &nWSR, const real_t *const yOpt=0, real_t *const cputime=0)
returnValue	init (const real_t *const _H, const real_t *const _g, const real_t *const _lb, const real_t *const _ub, int &nWSR, const real_t *const yOpt=0, real_t *const cputime=0)
returnValue	init (SymmetricMatrix *_H, const real_t *const _g, const real_t *const _lb, const real_t *const _ub, int &nWSR, real_t *const cputime)
returnValue	init (SymmetricMatrix *_H, const real_t *const _g, const real_t *const _lb, const real_t *const _ub, int_t &nWSR, real_t *const cputime=0, const real_t *const xOpt=0, const real_t *const yOpt=0, const Bounds *const guessedBounds=0, const real_t *const _R=0)
returnValue	init (const real_t *const _H, const real_t *const _R, const real_t *const _g, const real_t *const _lb, const real_t *const _ub, int &nWSR, const real_t *const yOpt=0, real_t *const cputime=0)
returnValue	init (const real_t *const _H, const real_t *const _g, const real_t *const _lb, const real_t *const _ub, int &nWSR, real_t *const cputime)
returnValue	init (const char *const H_file, const char *const g_file, const char *const lb_file, const char *const ub_file, int &nWSR, real_t *const cputime)
returnValue	init (const real_t *const _H, const real_t *const _g, const real_t *const _lb, const real_t *const _ub, int_t &nWSR, real_t *const cputime=0, const real_t *const xOpt=0, const real_t *const yOpt=0, const Bounds *const guessedBounds=0, const real_t *const _R=0)
returnValue	init (SymmetricMatrix *_H, const real_t *const _g, const real_t *const _lb, const real_t *const _ub, int &nWSR, real_t *const cputime, const real_t *const xOpt, const real_t *const yOpt, const Bounds *const guessedBounds)
returnValue	init (const char *const H_file, const char *const g_file, const char *const lb_file, const char *const ub_file, int_t &nWSR, real_t *const cputime=0, const real_t *const xOpt=0, const real_t *const yOpt=0, const Bounds *const guessedBounds=0, const char *const R_file=0)
returnValue	init (const real_t *const _H, const real_t *const _g, const real_t *const _lb, const real_t *const _ub, int &nWSR, real_t *const cputime, const real_t *const xOpt, const real_t *const yOpt, const Bounds *const guessedBounds)
returnValue	init (const char *const H_file, const char *const g_file, const char *const lb_file, const char *const ub_file, int &nWSR, real_t *const cputime, const real_t *const xOpt, const real_t *const yOpt, const Bounds *const guessedBounds)
BooleanType	isInfeasible () const
BooleanType	isInfeasible () const
BooleanType	isInfeasible () const
BooleanType	isInfeasible () const
BooleanType	isInitialised () const
BooleanType	isInitialised () const
BooleanType	isInitialised () const
BooleanType	isInitialised () const
BooleanType	isSolved () const
BooleanType	isSolved () const
BooleanType	isSolved () const
BooleanType	isSolved () const
BooleanType	isUnbounded () const
BooleanType	isUnbounded () const
BooleanType	isUnbounded () const
BooleanType	isUnbounded () const
QProblemB &	operator= (const QProblemB &rhs)
QProblemB &	operator= (const QProblemB &rhs)
QProblemB &	operator= (const QProblemB &rhs)
virtual QProblemB &	operator= (const QProblemB &rhs)
returnValue	printOptions () const
returnValue	printOptions () const
	QProblemB ()
	QProblemB ()
	QProblemB (int _nV)
	QProblemB (int _nV)
	QProblemB (const QProblemB &rhs)
	QProblemB (const QProblemB &rhs)
	QProblemB ()
	QProblemB ()
	QProblemB (int_t _nV, HessianType _hessianType=HST_UNKNOWN)
	QProblemB (int _nV, HessianType _hessianType=HST_UNKNOWN)
	QProblemB (const QProblemB &rhs)
	QProblemB (const QProblemB &rhs)
returnValue	reset ()
returnValue	reset ()
returnValue	resetCounter ()
returnValue	setHessianType (HessianType _hessianType)
returnValue	setHessianType (HessianType _hessianType)
returnValue	setHessianType (HessianType _hessianType)
returnValue	setHessianType (HessianType _hessianType)
returnValue	setOptions (const Options &_options)
returnValue	setOptions (const Options &_options)
returnValue	setPrintLevel (PrintLevel _printlevel)
returnValue	setPrintLevel (PrintLevel _printlevel)
returnValue	setPrintLevel (PrintLevel _printlevel)
returnValue	setPrintLevel (PrintLevel _printlevel)
BooleanType	usingRegularisation () const
BooleanType	usingRegularisation () const
	~QProblemB ()
	~QProblemB ()
virtual	~QProblemB ()
virtual	~QProblemB ()

Protected Member Functions
virtual returnValue	addBound (int_t number, SubjectToStatus B_status, BooleanType updateCholesky, BooleanType ensureLI=BT_TRUE)
virtual returnValue	addBound_checkLI (int_t number)
virtual returnValue	addBound_ensureLI (int_t number, SubjectToStatus B_status)
virtual returnValue	addConstraint (int_t number, SubjectToStatus C_status, BooleanType updateCholesky, BooleanType ensureLI=BT_TRUE)
virtual returnValue	addConstraint_checkLI (int_t number)
virtual returnValue	addConstraint_ensureLI (int_t number, SubjectToStatus C_status)
virtual returnValue	backsolveR (const real_t *const b, BooleanType transposed, real_t *const a) const
virtual returnValue	backsolveR (const real_t *const b, BooleanType transposed, BooleanType removingBound, real_t *const a) const
virtual returnValue	backsolveT (const real_t *const b, BooleanType transposed, real_t *const a) const
returnValue	clear ()
virtual returnValue	computeInitialCholesky ()
virtual returnValue	computeProjectedCholesky ()
returnValue	copy (const SQProblemSchur &rhs)
virtual returnValue	determineStepDirection (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)
virtual returnValue	determineStepDirection2 (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)
virtual returnValue	removeBound (int_t number, BooleanType updateCholesky, BooleanType allowFlipping=BT_FALSE, BooleanType ensureNZC=BT_FALSE)
virtual returnValue	removeConstraint (int_t number, BooleanType updateCholesky, BooleanType allowFlipping=BT_FALSE, BooleanType ensureNZC=BT_FALSE)
virtual returnValue	setupAuxiliaryQP (SymmetricMatrix *H_new, Matrix *A_new, const real_t *lb_new, const real_t *ub_new, const real_t *lbA_new, const real_t *ubA_new)
virtual returnValue	setupAuxiliaryWorkingSet (const Bounds *const auxiliaryBounds, const Constraints *const auxiliaryConstraints, BooleanType setupAfresh)
virtual returnValue	setupTQfactorisation ()
Protected Member Functions inherited from SQProblem
virtual returnValue	setupAuxiliaryQP (const real_t *const H_new, const real_t *const A_new)
virtual returnValue	setupAuxiliaryQP (SymmetricMatrix *H_new, Matrix *A_new)
virtual returnValue	setupNewAuxiliaryQP (SymmetricMatrix *H_new, Matrix *A_new, const real_t *lb_new, const real_t *ub_new, const real_t *lbA_new, const real_t *ubA_new)
virtual returnValue	setupNewAuxiliaryQP (const real_t *const H_new, const real_t *const A_new, const real_t *lb_new, const real_t *ub_new, const real_t *lbA_new, const real_t *ubA_new)
Protected Member Functions inherited from QProblem
returnValue	addBound (int number, SubjectToStatus B_status, BooleanType updateCholesky)
returnValue	addBound (int number, SubjectToStatus B_status, BooleanType updateCholesky)
returnValue	addBound (int number, SubjectToStatus B_status, BooleanType updateCholesky, BooleanType ensureLI=BT_TRUE)
returnValue	addBound_checkLI (int number)
returnValue	addBound_checkLI (int number)
returnValue	addBound_checkLI (int number)
returnValue	addBound_ensureLI (int number, SubjectToStatus B_status)
returnValue	addBound_ensureLI (int number, SubjectToStatus B_status)
returnValue	addBound_ensureLI (int number, SubjectToStatus B_status)
returnValue	addConstraint (int number, SubjectToStatus C_status, BooleanType updateCholesky)
returnValue	addConstraint (int number, SubjectToStatus C_status, BooleanType updateCholesky)
returnValue	addConstraint (int number, SubjectToStatus C_status, BooleanType updateCholesky, BooleanType ensureLI=BT_TRUE)
returnValue	addConstraint_checkLI (int number)
returnValue	addConstraint_checkLI (int number)
returnValue	addConstraint_checkLI (int number)
returnValue	addConstraint_ensureLI (int number, SubjectToStatus C_status)
returnValue	addConstraint_ensureLI (int number, SubjectToStatus C_status)
returnValue	addConstraint_ensureLI (int number, SubjectToStatus C_status)
BooleanType	areBoundsConsistent (const real_t *const delta_lb, const real_t *const delta_ub, const real_t *const delta_lbA, const real_t *const delta_ubA) const
BooleanType	areBoundsConsistent (const real_t *const delta_lb, const real_t *const delta_ub, const real_t *const delta_lbA, const real_t *const delta_ubA) const
returnValue	areBoundsConsistent (const real_t *const lb, const real_t *const ub, const real_t *const lbA, const real_t *const ubA) const
returnValue	backsolveR (const real_t *const b, BooleanType transposed, real_t *const a)
returnValue	backsolveR (const real_t *const b, BooleanType transposed, BooleanType removingBound, real_t *const a)
returnValue	backsolveR (const real_t *const b, BooleanType transposed, real_t *const a)
returnValue	backsolveR (const real_t *const b, BooleanType transposed, BooleanType removingBound, real_t *const a)
returnValue	backsolveT (const real_t *const b, BooleanType transposed, real_t *const a)
returnValue	backsolveT (const real_t *const b, BooleanType transposed, real_t *const a)
returnValue	backsolveT (const real_t *const b, BooleanType transposed, real_t *const a) const
returnValue	changeActiveSet (int_t BC_idx, SubjectToStatus BC_status, BooleanType BC_isBound)
returnValue	changeActiveSet (int BC_idx, SubjectToStatus BC_status, BooleanType BC_isBound)
returnValue	checkKKTconditions ()
returnValue	checkKKTconditions ()
returnValue	clear ()
returnValue	clear ()
returnValue	computeInitialCholesky ()
returnValue	copy (const QProblem &rhs)
returnValue	copy (const QProblem &rhs)
returnValue	determineDataShift (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	determineDataShift (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	determineStepDirection (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	dropInfeasibles (int_t BC_number, SubjectToStatus BC_status, BooleanType BC_isBound, real_t *xiB, real_t *xiC)
returnValue	ensureNonzeroCurvature (BooleanType removeBoundNotConstraint, int_t remIdx, BooleanType &exchangeHappened, BooleanType &addBoundNotConstraint, int_t &addIdx, SubjectToStatus &addStatus)
returnValue	ensureNonzeroCurvature (BooleanType removeBoundNotConstraint, int remIdx, BooleanType &exchangeHappened, BooleanType &addBoundNotConstraint, int &addIdx, SubjectToStatus &addStatus)
real_t	getRelativeHomotopyLength (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	hotstart_determineDataShift (const int *const FX_idx, const int *const AC_idx, 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	hotstart_determineDataShift (const int *const FX_idx, const int *const AC_idx, 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	hotstart_determineStepDirection (const int *const FR_idx, const int *const FX_idx, const int *const AC_idx, 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	hotstart_determineStepDirection (const int *const FR_idx, const int *const FX_idx, const int *const AC_idx, 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	hotstart_determineStepLength (const int *const FR_idx, const int *const FX_idx, const int *const AC_idx, const int *const IAC_idx, 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, real_t *const delta_Ax, int &BC_idx, SubjectToStatus &BC_status, BooleanType &BC_isBound)
returnValue	hotstart_determineStepLength (const int *const FR_idx, const int *const FX_idx, const int *const AC_idx, const int *const IAC_idx, 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, real_t *const delta_Ax, int &BC_idx, SubjectToStatus &BC_status, BooleanType &BC_isBound)
returnValue	hotstart_performStep (const int *const FR_idx, const int *const FX_idx, const int *const AC_idx, const int *const IAC_idx, 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, const real_t *const delta_Ax, int BC_idx, SubjectToStatus BC_status, BooleanType BC_isBound)
returnValue	hotstart_performStep (const int *const FR_idx, const int *const FX_idx, const int *const AC_idx, const int *const IAC_idx, 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, const real_t *const delta_Ax, int BC_idx, SubjectToStatus BC_status, BooleanType BC_isBound)
returnValue	loadQPvectorsFromFile (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) const
returnValue	loadQPvectorsFromFile (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) const
returnValue	obtainAuxiliaryWorkingSet (const real_t *const xOpt, const real_t *const yOpt, const Bounds *const guessedBounds, const Constraints *const guessedConstraints, Bounds *auxiliaryBounds, Constraints *auxiliaryConstraints) const
returnValue	obtainAuxiliaryWorkingSet (const real_t *const xOpt, const real_t *const yOpt, const Bounds *const guessedBounds, const Constraints *const guessedConstraints, Bounds *auxiliaryBounds, Constraints *auxiliaryConstraints) const
returnValue	obtainAuxiliaryWorkingSet (const real_t *const xOpt, const real_t *const yOpt, const Bounds *const guessedBounds, const Constraints *const guessedConstraints, Bounds *auxiliaryBounds, Constraints *auxiliaryConstraints) const
returnValue	obtainAuxiliaryWorkingSet (const real_t *const xOpt, const real_t *const yOpt, const Bounds *const guessedBounds, const Constraints *const guessedConstraints, Bounds *auxiliaryBounds, Constraints *auxiliaryConstraints) const
virtual returnValue	performDriftCorrection ()
returnValue	performDriftCorrection ()
returnValue	performPlainRatioTest (int_t nIdx, const int_t *const idxList, const real_t *const num, const real_t *const den, real_t epsNum, real_t epsDen, real_t &t, int_t &BC_idx) const
returnValue	performPlainRatioTest (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) const
virtual returnValue	performRamping ()
virtual returnValue	performRamping ()
returnValue	performStep (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_t &BC_idx, SubjectToStatus &BC_status, BooleanType &BC_isBound)
returnValue	performStep (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	printIteration (int_t iter, int_t BC_idx, SubjectToStatus BC_status, BooleanType BC_isBound, real_t homotopyLength, BooleanType isFirstCall=BT_TRUE)
returnValue	printIteration (int iteration, int BC_idx, SubjectToStatus BC_status, BooleanType BC_isBound)
real_t	relativeHomotopyLength (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	removeBound (int number, BooleanType updateCholesky)
returnValue	removeBound (int number, BooleanType updateCholesky)
returnValue	removeBound (int number, BooleanType updateCholesky, BooleanType allowFlipping=BT_FALSE, BooleanType ensureNZC=BT_FALSE)
returnValue	removeConstraint (int number, BooleanType updateCholesky)
returnValue	removeConstraint (int number, BooleanType updateCholesky)
returnValue	removeConstraint (int number, BooleanType updateCholesky, BooleanType allowFlipping=BT_FALSE, BooleanType ensureNZC=BT_FALSE)
returnValue	setA (const real_t *const A_new)
returnValue	setA (int number, const real_t *const value)
returnValue	setA (const real_t *const A_new)
returnValue	setA (int number, const real_t *const value)
returnValue	setA (Matrix *A_new)
returnValue	setA (const real_t *const A_new)
returnValue	setA (Matrix *A_new)
returnValue	setA (const real_t *const A_new)
returnValue	setLBA (const real_t *const lbA_new)
returnValue	setLBA (int number, real_t value)
returnValue	setLBA (const real_t *const lbA_new)
returnValue	setLBA (int number, real_t value)
returnValue	setLBA (const real_t *const lbA_new)
returnValue	setLBA (int_t number, real_t value)
returnValue	setLBA (const real_t *const lbA_new)
returnValue	setLBA (int number, real_t value)
returnValue	setUBA (const real_t *const ubA_new)
returnValue	setUBA (int number, real_t value)
returnValue	setUBA (const real_t *const ubA_new)
returnValue	setUBA (int number, real_t value)
returnValue	setUBA (const real_t *const ubA_new)
returnValue	setUBA (int_t number, real_t value)
returnValue	setUBA (const real_t *const ubA_new)
returnValue	setUBA (int number, real_t value)
virtual returnValue	setupAuxiliaryQP (const Bounds *const guessedBounds, const Constraints *const guessedConstraints)
virtual returnValue	setupAuxiliaryQP (const Bounds *const guessedBounds, const Constraints *const guessedConstraints)
returnValue	setupAuxiliaryQPbounds (const Bounds *const auxiliaryBounds, const Constraints *const auxiliaryConstraints, BooleanType useRelaxation)
returnValue	setupAuxiliaryQPbounds (const Bounds *const auxiliaryBounds, const Constraints *const auxiliaryConstraints, BooleanType useRelaxation)
returnValue	setupAuxiliaryQPbounds (const Bounds *const auxiliaryBounds, const Constraints *const auxiliaryConstraints, BooleanType useRelaxation)
returnValue	setupAuxiliaryQPbounds (const Bounds *const auxiliaryBounds, const Constraints *const auxiliaryConstraints, BooleanType useRelaxation)
returnValue	setupAuxiliaryQPgradient ()
returnValue	setupAuxiliaryQPgradient ()
returnValue	setupAuxiliaryQPgradient ()
returnValue	setupAuxiliaryQPgradient ()
returnValue	setupAuxiliaryQPsolution (const real_t *const xOpt, const real_t *const yOpt)
returnValue	setupAuxiliaryQPsolution (const real_t *const xOpt, const real_t *const yOpt)
returnValue	setupAuxiliaryQPsolution (const real_t *const xOpt, const real_t *const yOpt)
returnValue	setupAuxiliaryQPsolution (const real_t *const xOpt, const real_t *const yOpt)
returnValue	setupAuxiliaryWorkingSet (const Bounds *const auxiliaryBounds, const Constraints *const auxiliaryConstraints, BooleanType setupAfresh)
returnValue	setupAuxiliaryWorkingSet (const Bounds *const auxiliaryBounds, const Constraints *const auxiliaryConstraints, BooleanType setupAfresh)
returnValue	setupAuxiliaryWorkingSet (const Bounds *const auxiliaryBounds, const Constraints *const auxiliaryConstraints, BooleanType setupAfresh)
returnValue	setupCholeskyDecompositionProjected ()
returnValue	setupCholeskyDecompositionProjected ()
returnValue	setupCholeskyDecompositionProjected ()
virtual returnValue	setupInitialCholesky ()
returnValue	setupQPdata (const real_t *const _H, const real_t *const _g, const 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	setupQPdata (const real_t *const _H, const real_t *const _R, const real_t *const _g, const 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	setupQPdata (SymmetricMatrix *_H, const real_t *const _g, Matrix *_A, const real_t *const _lb, const real_t *const _ub, const real_t *const _lbA, const real_t *const _ubA)
returnValue	setupQPdata (const real_t *const _H, const real_t *const _g, const 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	setupQPdata (SymmetricMatrix *_H, const real_t *const _g, Matrix *_A, const real_t *const _lb, const real_t *const _ub, const real_t *const _lbA, const real_t *const _ubA)
returnValue	setupQPdata (const real_t *const _H, const real_t *const _g, const 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	setupQPdataFromFile (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	setupQPdataFromFile (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	setupSubjectToType ()
returnValue	setupSubjectToType ()
virtual returnValue	setupSubjectToType ()
virtual returnValue	setupSubjectToType (const real_t *const lb_new, const real_t *const ub_new, const real_t *const lbA_new, const real_t *const ubA_new)
virtual returnValue	setupSubjectToType ()
virtual returnValue	setupSubjectToType (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	setupTQfactorisation ()
returnValue	setupTQfactorisation ()
returnValue	setupTQfactorisation ()
BooleanType	shallRefactorise (const Bounds *const guessedBounds, const Constraints *const guessedConstraints) const
BooleanType	shallRefactorise (const Bounds *const guessedBounds, const Constraints *const guessedConstraints) const
returnValue	solveInitialQP (const real_t *const xOpt, const real_t *const yOpt, const Bounds *const guessedBounds, const Constraints *const guessedConstraints, int &nWSR, real_t *const cputime)
returnValue	solveInitialQP (const real_t *const xOpt, const real_t *const yOpt, const Bounds *const guessedBounds, const Constraints *const guessedConstraints, int &nWSR, real_t *const cputime)
returnValue	solveInitialQP (const real_t *const xOpt, const real_t *const yOpt, const Bounds *const guessedBounds, const Constraints *const guessedConstraints, const real_t *const _R, int_t &nWSR, real_t *const cputime)
returnValue	solveInitialQP (const real_t *const xOpt, const real_t *const yOpt, const Bounds *const guessedBounds, const Constraints *const guessedConstraints, int &nWSR, real_t *const cputime)
returnValue	solveQP (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_t &nWSR, real_t *const cputime, int_t nWSRperformed=0, BooleanType isFirstCall=BT_TRUE)
returnValue	solveQP (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=0)
returnValue	solveRegularisedQP (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_t &nWSR, real_t *const cputime, int_t nWSRperformed=0, BooleanType isFirstCall=BT_TRUE)
returnValue	solveRegularisedQP (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=0)
virtual returnValue	updateActivitiesForHotstart (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	updateFarBounds (real_t curFarBound, int_t 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) const
Protected Member Functions inherited from QProblemB
returnValue	addBound (int number, SubjectToStatus B_status, BooleanType updateCholesky)
returnValue	addBound (int number, SubjectToStatus B_status, BooleanType updateCholesky)
void	applyGivens (real_t c, real_t s, real_t xold, real_t yold, real_t &xnew, real_t &ynew) const
void	applyGivens (real_t c, real_t s, real_t xold, real_t yold, real_t &xnew, real_t &ynew) const
void	applyGivens (real_t c, real_t s, real_t nu, real_t xold, real_t yold, real_t &xnew, real_t &ynew) const
void	applyGivens (real_t c, real_t s, real_t nu, real_t xold, real_t yold, real_t &xnew, real_t &ynew) const
BooleanType	areBoundsConsistent (const real_t *const delta_lb, const real_t *const delta_ub) const
BooleanType	areBoundsConsistent (const real_t *const delta_lb, const real_t *const delta_ub) const
returnValue	areBoundsConsistent (const real_t *const lb, const real_t *const ub) const
returnValue	backsolveR (const real_t *const b, BooleanType transposed, real_t *const a)
returnValue	backsolveR (const real_t *const b, BooleanType transposed, BooleanType removingBound, real_t *const a)
returnValue	backsolveR (const real_t *const b, BooleanType transposed, real_t *const a)
returnValue	backsolveR (const real_t *const b, BooleanType transposed, BooleanType removingBound, real_t *const a)
returnValue	backsolveR (const real_t *const b, BooleanType transposed, real_t *const a) const
returnValue	backsolveR (const real_t *const b, BooleanType transposed, BooleanType removingBound, real_t *const a) const
returnValue	checkForIdentityHessian ()
returnValue	checkForIdentityHessian ()
returnValue	clear ()
returnValue	clear ()
virtual returnValue	computeCholesky ()
void	computeGivens (real_t xold, real_t yold, real_t &xnew, real_t &ynew, real_t &c, real_t &s) const
void	computeGivens (real_t xold, real_t yold, real_t &xnew, real_t &ynew, real_t &c, real_t &s) const
void	computeGivens (real_t xold, real_t yold, real_t &xnew, real_t &ynew, real_t &c, real_t &s) const
void	computeGivens (real_t xold, real_t yold, real_t &xnew, real_t &ynew, real_t &c, real_t &s) const
returnValue	copy (const QProblemB &rhs)
returnValue	copy (const QProblemB &rhs)
SymSparseMat *	createDiagSparseMat (int_t n, real_t diagVal=1.0)
returnValue	determineDataShift (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)
returnValue	determineDataShift (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)
returnValue	determineHessianType ()
returnValue	determineHessianType ()
real_t	getRelativeHomotopyLength (const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new)
returnValue	hotstart_determineDataShift (const int *const FX_idx, 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)
returnValue	hotstart_determineDataShift (const int *const FX_idx, 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)
BooleanType	isBlocking (real_t num, real_t den, real_t epsNum, real_t epsDen, real_t &t) const
BooleanType	isBlocking (real_t num, real_t den, real_t epsNum, real_t epsDen, real_t &t) const
BooleanType	isCPUtimeLimitExceeded (const real_t *const cputime, real_t starttime, int_t nWSR) const
BooleanType	isCPUtimeLimitExceeded (const real_t *const cputime, real_t starttime, int nWSR) const
returnValue	loadQPvectorsFromFile (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) const
returnValue	loadQPvectorsFromFile (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) const
returnValue	obtainAuxiliaryWorkingSet (const real_t *const xOpt, const real_t *const yOpt, const Bounds *const guessedBounds, Bounds *auxiliaryBounds) const
returnValue	obtainAuxiliaryWorkingSet (const real_t *const xOpt, const real_t *const yOpt, const Bounds *const guessedBounds, Bounds *auxiliaryBounds) const
returnValue	obtainAuxiliaryWorkingSet (const real_t *const xOpt, const real_t *const yOpt, const Bounds *const guessedBounds, Bounds *auxiliaryBounds) const
returnValue	obtainAuxiliaryWorkingSet (const real_t *const xOpt, const real_t *const yOpt, const Bounds *const guessedBounds, Bounds *auxiliaryBounds) const
returnValue	performRatioTest (int_t nIdx, const int_t *const idxList, const SubjectTo *const subjectTo, const real_t *const num, const real_t *const den, real_t epsNum, real_t epsDen, real_t &t, int_t &BC_idx) const
returnValue	performRatioTest (int nIdx, const int *const idxList, const SubjectTo *const subjectTo, const real_t *const num, const real_t *const den, real_t epsNum, real_t epsDen, real_t &t, int &BC_idx) const
returnValue	regulariseHessian ()
returnValue	regulariseHessian ()
real_t	relativeHomotopyLength (const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new)
returnValue	removeBound (int number, BooleanType updateCholesky)
returnValue	removeBound (int number, BooleanType updateCholesky)
returnValue	setG (const real_t *const g_new)
returnValue	setG (const real_t *const g_new)
returnValue	setG (const real_t *const g_new)
returnValue	setG (const real_t *const g_new)
returnValue	setH (const real_t *const H_new)
returnValue	setH (const real_t *const H_new)
returnValue	setH (SymmetricMatrix *H_new)
returnValue	setH (const real_t *const H_new)
returnValue	setH (SymmetricMatrix *H_new)
returnValue	setH (const real_t *const H_new)
returnValue	setInfeasibilityFlag (returnValue returnvalue, BooleanType doThrowError=BT_FALSE)
returnValue	setInfeasibilityFlag (returnValue returnvalue)
returnValue	setLB (const real_t *const lb_new)
returnValue	setLB (int number, real_t value)
returnValue	setLB (const real_t *const lb_new)
returnValue	setLB (int number, real_t value)
returnValue	setLB (const real_t *const lb_new)
returnValue	setLB (int_t number, real_t value)
returnValue	setLB (const real_t *const lb_new)
returnValue	setLB (int number, real_t value)
returnValue	setUB (const real_t *const ub_new)
returnValue	setUB (int number, real_t value)
returnValue	setUB (const real_t *const ub_new)
returnValue	setUB (int number, real_t value)
returnValue	setUB (const real_t *const ub_new)
returnValue	setUB (int_t number, real_t value)
returnValue	setUB (const real_t *const ub_new)
returnValue	setUB (int number, real_t value)
virtual returnValue	setupAuxiliaryQP (const Bounds *const guessedBounds)
returnValue	setupAuxiliaryQPbounds (BooleanType useRelaxation)
returnValue	setupAuxiliaryQPbounds (BooleanType useRelaxation)
returnValue	setupAuxiliaryQPgradient ()
returnValue	setupAuxiliaryQPgradient ()
returnValue	setupAuxiliaryQPsolution (const real_t *const xOpt, const real_t *const yOpt)
returnValue	setupAuxiliaryQPsolution (const real_t *const xOpt, const real_t *const yOpt)
returnValue	setupAuxiliaryWorkingSet (const Bounds *const auxiliaryBounds, BooleanType setupAfresh)
returnValue	setupAuxiliaryWorkingSet (const Bounds *const auxiliaryBounds, BooleanType setupAfresh)
returnValue	setupCholeskyDecomposition ()
returnValue	setupCholeskyDecomposition ()
returnValue	setupCholeskyDecomposition ()
returnValue	setupQPdata (const real_t *const _H, const real_t *const _g, const real_t *const _lb, const real_t *const _ub)
returnValue	setupQPdata (const real_t *const _H, const real_t *const _R, const real_t *const _g, const real_t *const _lb, const real_t *const _ub)
returnValue	setupQPdata (SymmetricMatrix *_H, const real_t *const _g, const real_t *const _lb, const real_t *const _ub)
returnValue	setupQPdata (const real_t *const _H, const real_t *const _g, const real_t *const _lb, const real_t *const _ub)
returnValue	setupQPdata (SymmetricMatrix *_H, const real_t *const _g, const real_t *const _lb, const real_t *const _ub)
returnValue	setupQPdata (const real_t *const _H, const real_t *const _g, const real_t *const _lb, const real_t *const _ub)
returnValue	setupQPdataFromFile (const char *const H_file, const char *const g_file, const char *const lb_file, const char *const ub_file)
returnValue	setupQPdataFromFile (const char *const H_file, const char *const g_file, const char *const lb_file, const char *const ub_file)
returnValue	setupSubjectToType ()
returnValue	setupSubjectToType ()
virtual returnValue	setupSubjectToType (const real_t *const lb_new, const real_t *const ub_new)
virtual returnValue	setupSubjectToType (const real_t *const lb_new, const real_t *const ub_new)
returnValue	solveInitialQP (const real_t *const xOpt, const real_t *const yOpt, const Bounds *const guessedBounds, int &nWSR, real_t *const cputime)
returnValue	solveInitialQP (const real_t *const xOpt, const real_t *const yOpt, const Bounds *const guessedBounds, int &nWSR, real_t *const cputime)
returnValue	updateFarBounds (real_t curFarBound, int_t 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

Protected Attributes
Indexlist	boundsFreeStart
Indexlist	constraintsActiveStart
real_t	detS
sparse_int_t *	M_ir
sparse_int_t *	M_jc
int_t	M_physicallength
real_t *	M_vals
int_t	nS
int_t	nSmax
int_t	numFactorizations
real_t *	Q_
real_t *	R_
real_t	rcondS
real_t *	S
SchurUpdateType *	schurUpdate
int_t *	schurUpdateIndex
SparseSolver *	sparseSolver
Protected Attributes inherited from QProblem
real_t	A [NCMAX_ALLOC *NVMAX]
Matrix *	A
real_t	Ax [NCMAX_ALLOC]
real_t *	Ax
real_t *	Ax_l
real_t *	Ax_u
ConstraintProduct *	constraintProduct
Constraints	constraints
CyclingManager	cyclingManager
real_t *	delta_xFRy
real_t *	delta_xFRz
real_t *	delta_yAC_TMP
BooleanType	freeConstraintMatrix
int	idxAddB
int	idxAddC
int	idxRemB
int	idxRemC
real_t	lbA [NCMAX_ALLOC]
real_t *	lbA
real_t	Q [NVMAX *NVMAX]
real_t *	Q
int	sizeT
int_t	sizeT
real_t	T [NVMAX *NVMAX]
real_t *	T
real_t *	tempA
real_t *	tempB
real_t	ubA [NCMAX_ALLOC]
real_t *	ubA
real_t *	ZFR_delta_xFRz
Protected Attributes inherited from QProblemB
Bounds	bounds
int	count
uint_t	count
real_t *	delta_xFR_TMP
Flipper	flipper
BooleanType	freeHessian
real_t	g [NVMAX]
real_t *	g
real_t	H [NVMAX *NVMAX]
SymmetricMatrix *	H
BooleanType	hasCholesky
BooleanType	hasHessian
BooleanType	haveCholesky
HessianType	hessianType
BooleanType	infeasible
BooleanType	isRegularised
real_t	lb [NVMAX]
real_t *	lb
Options	options
PrintLevel	printlevel
real_t	R [NVMAX *NVMAX]
real_t *	R
real_t	ramp0
real_t	ramp1
int_t	rampOffset
real_t	regVal
QProblemStatus	status
TabularOutput	tabularOutput
real_t	tau
real_t	ub [NVMAX]
real_t *	ub
BooleanType	unbounded
real_t	x [NVMAX]
real_t *	x
real_t	y [NVMAX+NCMAX]
real_t *	y

Private Member Functions
returnValue	addBound_checkLISchur (int_t number, real_t *const xiC, real_t *const xiX)
returnValue	addConstraint_checkLISchur (int_t number, real_t *const xiC, real_t *const xiX)
returnValue	addToSchurComplement (int_t number, SchurUpdateType update, int_t numNonzerosM, const sparse_int_t *M_pos, const real_t *const M_vals, int_t numNonzerosN, const sparse_int_t *Npos, const real_t *const Nvals, real_t N_diag)
returnValue	backsolveSchurQR (int_t dimS, const real_t *const rhs, int_t dimRhs, real_t *const sol)
real_t	calcDetSchur (int_t idxDel)
returnValue	computeMTimes (real_t alpha, const real_t *const x, real_t beta, real_t *const y)
returnValue	computeMTransTimes (real_t alpha, const real_t *const x, real_t beta, real_t *const y)
returnValue	correctInertia ()
returnValue	deleteFromSchurComplement (int_t idx, BooleanType allowUndo=BT_FALSE)
returnValue	repairSingularWorkingSet ()
returnValue	stepCalcBacksolveSchur (int_t nFR, int_t nFX, int_t nAC, int_t *FR_idx, int_t *FX_idx, int_t *AC_idx, int_t dim, real_t *rhs, real_t *sol)
returnValue	stepCalcDeltayFx (int_t nFR, int_t nFX, int_t nAC, int_t *FX_idx, const real_t *const delta_g, real_t *const delta_xFX, real_t *const delta_xFR, real_t *const delta_yAC, real_t *const delta_yFX)
returnValue	stepCalcReorder (int_t nFR, int_t nAC, int_t *FR_idx, int_t *AC_idx, int_t nFRStart, int_t nACStart, int_t *FR_idxStart, int_t *AC_idxStart, int_t *FR_iSort, int_t *FR_iSortStart, int_t *AC_iSort, int_t *AC_iSortStart, real_t *rhs)
returnValue	stepCalcReorder2 (int_t nFR, int_t nAC, int_t *FR_idx, int_t *AC_idx, int_t nFRStart, int_t nACStart, int_t *FR_idxStart, int_t *AC_idxStart, int_t *FR_iSort, int_t *FR_iSortStart, int_t *AC_iSort, int_t *AC_iSortStart, real_t *sol, real_t *const delta_xFR, real_t *const delta_yAC)
returnValue	stepCalcResid (int_t nFR, int_t nFX, int_t nAC, int_t *FR_idx, int_t *FX_idx, int_t *AC_idx, BooleanType Delta_bC_isZero, real_t *const delta_xFX, real_t *const delta_xFR, real_t *const delta_yAC, const real_t *const delta_g, const real_t *const delta_lbA, const real_t *const delta_ubA, real_t &rnrm)
returnValue	stepCalcRhs (int_t nFR, int_t nFX, int_t nAC, int_t *FR_idx, int_t *FX_idx, int_t *AC_idx, real_t &rhs_max, 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	undoDeleteFromSchurComplement (int_t idx)
returnValue	updateSchurQR (int_t idxDel)

Friends
class	SolutionAnalysis

Additional Inherited Members
Public Attributes inherited from QProblem
DenseMatrix *	A
DenseMatrix	AA
real_t	Ax_l [NCMAX]
real_t	Ax_u [NCMAX]
Bounds	bounds
ConstraintProduct	constraintProduct
unsigned int	count
real_t	delta_xFR_TMP [NVMAX]
real_t	delta_xFRy [NCMAX]
real_t	delta_xFRz [NVMAX]
real_t	delta_yAC_TMP [NCMAX]
Flipper	flipper
real_t	g [NVMAX]
DenseMatrix *	H
BooleanType	haveCholesky
HessianType	hessianType
DenseMatrix	HH
BooleanType	infeasible
real_t	lb [NVMAX]
Options	options
real_t	R [NVMAX *NVMAX]
real_t	ramp0
real_t	ramp1
int	rampOffset
real_t	regVal
QProblemStatus	status
TabularOutput	tabularOutput
real_t	tau
real_t	tempA [NVMAX]
real_t	tempB [NCMAX]
real_t	ub [NVMAX]
BooleanType	unbounded
real_t	x [NVMAX]
real_t	y [NVMAX+NCMAX]
real_t	ZFR_delta_xFRz [NVMAX]
Public Attributes inherited from QProblemB
unsigned int	count
real_t	delta_xFR_TMP [NVMAX]
DenseMatrix *	H
DenseMatrix	HH
int	rampOffset

Detailed Description

Implements the online active set strategy for QPs with varying, sparse matrices.

A class for setting up and solving quadratic programs with varying, sparse QP matrices. Here, sparsity is exploited by means of a Schur complement approach to solve the linear systems.

Author

Andreas Waechter, Dennis Janka

Version

3.2

Date

2012-2015

Definition at line 115 of file SQProblemSchur.hpp.

Constructor & Destructor Documentation

BEGIN_NAMESPACE_QPOASES SQProblemSchur::SQProblemSchur

(

)

Default constructor.

Definition at line 68 of file SQProblemSchur.cpp.

SQProblemSchur::SQProblemSchur	(	int_t	_nV,
		int_t	_nC,
		HessianType	_hessianType = HST_UNKNOWN,
		int_t	maxSchurUpdates = 75
	)

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.
maxSchurUpdates	Maximal number of Schur updates

Definition at line 99 of file SQProblemSchur.cpp.

SQProblemSchur::SQProblemSchur

(

const SQProblemSchur &

rhs

)

Copy constructor (deep copy).

Parameters

rhs	Rhs object.

Definition at line 154 of file SQProblemSchur.cpp.

SQProblemSchur::~SQProblemSchur ( )

virtual

Destructor.

Definition at line 170 of file SQProblemSchur.cpp.

Member Function Documentation

returnValue SQProblemSchur::addBound ( int_t  number, SubjectToStatus  B_status, BooleanType  updateCholesky, BooleanType  ensureLI = BT_TRUE  )

protectedvirtual

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.

Reimplemented from QProblem.

Definition at line 1120 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::addBound_checkLI ( int_t  number )

protectedvirtual

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.

Reimplemented from QProblem.

Definition at line 1255 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::addBound_checkLISchur ( int_t  number, real_t *const  xiC, real_t *const  xiX  )

private

Checks if new active bound to be added is linearly dependent from from row of the active constraints matrix. This version computes the multipliers in the (full) test.

Returns

RET_LINEARLY_DEPENDENT
RET_LINEARLY_INDEPENDENT

Parameters

number	Number of bound to be added to active set.
xiC	Output: Multipliers in linear independence test for active constraints.
xiX	Output: Multipliers in linear independence test for fixed variables.

Definition at line 1275 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::addBound_ensureLI ( int_t  number, SubjectToStatus  B_status  )

protectedvirtual

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.

Reimplemented from QProblem.

Definition at line 1362 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::addConstraint ( int_t  number, SubjectToStatus  C_status, BooleanType  updateCholesky, BooleanType  ensureLI = BT_TRUE  )

protectedvirtual

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.

Reimplemented from QProblem.

Definition at line 653 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::addConstraint_checkLI ( int_t  number )

protectedvirtual

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.

Reimplemented from QProblem.

Definition at line 839 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::addConstraint_checkLISchur ( int_t  number, real_t *const  xiC, real_t *const  xiX  )

private

Checks if new active bound to be added is linearly dependent from from row of the active constraints matrix. This version computes the multipliers in the (full) test.

Returns

RET_LINEARLY_DEPENDENT
RET_LINEARLY_INDEPENDENT

Parameters

number	Number of bound to be added to active set.
xiC	Output: Multipliers in linear independence test for active constraints.
xiX	Output: Multipliers in linear independence test for fixed variables.

Definition at line 860 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::addConstraint_ensureLI ( int_t  number, SubjectToStatus  C_status  )

protectedvirtual

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.

Reimplemented from QProblem.

Definition at line 952 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::addToSchurComplement ( int_t  number, SchurUpdateType  update, int_t  numNonzerosM, const sparse_int_t *  M_pos, const real_t *const  M_vals, int_t  numNonzerosN, const sparse_int_t *  Npos, const real_t *const  Nvals, real_t  N_diag  )

private

Add a row/column to the Schur complement.

Definition at line 3165 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::backsolveR ( const real_t *const  b, BooleanType  transposed, real_t *const  a  ) const

protectedvirtual

Solves the system Ra = b or R^Ta = b where R is an upper triangular matrix. This must not be called for the Schur complement version.

Parameters

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

Reimplemented from QProblemB.

Definition at line 2178 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::backsolveR ( const real_t *const  b, BooleanType  transposed, BooleanType  removingBound, real_t *const  a  ) const

protectedvirtual

Solves the system Ra = b or R^Ta = b where R is an upper triangular matrix.
This must not be called for the Schur complement version.

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

Reimplemented from QProblemB.

Definition at line 2187 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::backsolveSchurQR ( int_t  dimS, const real_t *const  rhs, int_t  dimRhs, real_t *const  sol  )

private

Compute the solution to QRx = rhs and store it in sol

Definition at line 2428 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::backsolveT ( const real_t *const  b, BooleanType  transposed, real_t *const  a  ) const

protectedvirtual

Solves the system Ta = b or T^Ta = b where T is a reverse upper triangular matrix. This must not be called for the Schur complement version.

Parameters

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

Reimplemented from QProblem.

Definition at line 2169 of file SQProblemSchur.cpp.

real_t SQProblemSchur::calcDetSchur ( int_t  idxDel )

private

Compute determinant of new nS*nS Schur complement from old factorization

Todo:

I think we do not need to transform all columns of R, i+3 or so should be sufficient

Definition at line 2196 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::clear ( )

protected

Frees all allocated memory.

Returns

SUCCESSFUL_RETURN

Definition at line 216 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::computeInitialCholesky ( )

protectedvirtual

Computes initial Cholesky decomposition of the projected Hessian making use of the function setupCholeskyDecomposition() or setupCholeskyDecompositionProjected(). For the Schur complement version, this function only returns SUCCESSFUL_RETURN.

Definition at line 635 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::computeMTimes ( real_t  alpha, const real_t *const  x, real_t  beta, real_t *const  y  )

private

Compute product of "M" matrix (additional columns in KKT matrix) with vector. y = alpha * M * x + beta * y

Definition at line 3119 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::computeMTransTimes ( real_t  alpha, const real_t *const  x, real_t  beta, real_t *const  y  )

private

Compute product of transpose of "M" matrix (additional columns in KKT matrix) with vector. y = alpha * M^T * x + beta * y

Definition at line 3136 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::computeProjectedCholesky ( )

protectedvirtual

Computes the Cholesky decomposition of the projected Hessian (i.e. R^T*R = Z^T*H*Z). For the Schur complement version, this function only returns SUCCESSFUL_RETURN.

Reimplemented from QProblem.

Definition at line 626 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::copy ( const SQProblemSchur &  rhs )

protected

Copies all members from given rhs object.

Returns

SUCCESSFUL_RETURN

Parameters

rhs	Rhs object.

Definition at line 240 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::correctInertia ( )

private

If negative curvature is discovered in the reduced Hessian, add bounds until all eigenvalues are positive

Definition at line 3431 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::deleteFromSchurComplement ( int_t  idx, BooleanType  allowUndo = BT_FALSE  )

private

Remove a row/column from the Schur complement.

Definition at line 3247 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::determineStepDirection ( 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  )

protectedvirtual

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.

Reimplemented from QProblem.

Definition at line 2813 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::determineStepDirection2 ( 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  )

protectedvirtual

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 2844 of file SQProblemSchur.cpp.

int_t SQProblemSchur::getNumFactorizations ( ) const

inline

Return the total number of sparse matrix factorizations performed so far.

SQProblemSchur & SQProblemSchur::operator= ( const SQProblemSchur &  rhs )

virtual

Assignment operator (deep copy).

Parameters

rhs	Rhs object.

Definition at line 181 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::removeBound ( int_t  number, BooleanType  updateCholesky, BooleanType  allowFlipping = BT_FALSE, BooleanType  ensureNZC = BT_FALSE  )

protectedvirtual

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.

Reimplemented from QProblem.

Definition at line 1803 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::removeConstraint ( int_t  number, BooleanType  updateCholesky, BooleanType  allowFlipping = BT_FALSE, BooleanType  ensureNZC = BT_FALSE  )

protectedvirtual

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.

Reimplemented from QProblem.

Definition at line 1528 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::repairSingularWorkingSet ( )

private

If the KKT matrix is declared singular during refactorization, remove linearly dependent constraints or add bounds

Todo:

make sure that this is so.

Definition at line 3528 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::reset ( )

virtual

Clears all data structures of QProblem except for QP data.

Returns

SUCCESSFUL_RETURN
RET_RESET_FAILED

Reimplemented from QProblem.

Definition at line 196 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::resetSchurComplement

(

BooleanType

allowInertiaCorrection

)

Resets Schur complement. This sets up the KKT matrix for the current activities, copies the activities, etc. TODO: Return values

Definition at line 2987 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::setupAuxiliaryQP ( SymmetricMatrix *  H_new, Matrix *  A_new, const real_t *  lb_new, const real_t *  ub_new, const real_t *  lbA_new, const real_t *  ubA_new  )

protectedvirtual

This method is overloaded from SQProblem. Sets new matrices and calculates their factorisations. 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. Afterwards, all QP vectors are transformed in order to start from an optimal solution.

Returns

SUCCESSFUL_RETURN
RET_MATRIX_FACTORISATION_FAILED
RET_NO_HESSIAN_SPECIFIED

Parameters

H_new	New Hessian matrix. If Hessian matrix is trivial, a NULL pointer can be passed.
A_new	New constraint matrix. If QP sequence does not involve constraints, a NULL pointer can be passed.

Definition at line 317 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::setupAuxiliaryWorkingSet ( const Bounds *const  auxiliaryBounds, const Constraints *const  auxiliaryConstraints, BooleanType  setupAfresh  )

protectedvirtual

Setup bounds and constraints data structures according to auxiliaryBounds/Constraints. Calls the sparse solver to obtain the factorization for the initial active set.

Returns

SUCCESSFUL_RETURN
RET_SETUP_WORKINGSET_FAILED
RET_INVALID_ARGUMENTS
RET_UNKNOWN_BUG

Reimplemented from QProblem.

Definition at line 517 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::setupTQfactorisation ( )

protectedvirtual

Initialises TQ factorisation of A (i.e. A*Q = [0 T]) if NO constraint is active. For the Schur complement version, this function only returns SUCCESSFUL_RETURN.

Reimplemented from QProblem.

Definition at line 644 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::stepCalcBacksolveSchur ( int_t  nFR, int_t  nFX, int_t  nAC, int_t *  FR_idx, int_t *  FX_idx, int_t *  AC_idx, int_t  dim, real_t *  rhs, real_t *  sol  )

private

Definition at line 2579 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::stepCalcDeltayFx ( int_t  nFR, int_t  nFX, int_t  nAC, int_t *  FX_idx, const real_t *const  delta_g, real_t *const  delta_xFX, real_t *const  delta_xFR, real_t *const  delta_yAC, real_t *const  delta_yFX  )

private

Definition at line 2786 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::stepCalcReorder ( int_t  nFR, int_t  nAC, int_t *  FR_idx, int_t *  AC_idx, int_t  nFRStart, int_t  nACStart, int_t *  FR_idxStart, int_t *  AC_idxStart, int_t *  FR_iSort, int_t *  FR_iSortStart, int_t *  AC_iSort, int_t *  AC_iSortStart, real_t *  rhs  )

private

Definition at line 2533 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::stepCalcReorder2 ( int_t  nFR, int_t  nAC, int_t *  FR_idx, int_t *  AC_idx, int_t  nFRStart, int_t  nACStart, int_t *  FR_idxStart, int_t *  AC_idxStart, int_t *  FR_iSort, int_t *  FR_iSortStart, int_t *  AC_iSort, int_t *  AC_iSortStart, real_t *  sol, real_t *const  delta_xFR, real_t *const  delta_yAC  )

private

Definition at line 2683 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::stepCalcResid ( int_t  nFR, int_t  nFX, int_t  nAC, int_t *  FR_idx, int_t *  FX_idx, int_t *  AC_idx, BooleanType  Delta_bC_isZero, real_t *const  delta_xFX, real_t *const  delta_xFR, real_t *const  delta_yAC, const real_t *const  delta_g, const real_t *const  delta_lbA, const real_t *const  delta_ubA, real_t &  rnrm  )

private

Definition at line 2724 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::stepCalcRhs ( int_t  nFR, int_t  nFX, int_t  nAC, int_t *  FR_idx, int_t *  FX_idx, int_t *  AC_idx, real_t &  rhs_max, 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  )

private

Definition at line 2466 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::undoDeleteFromSchurComplement ( int_t  idx )

private

Undo the last deletion from the Schur complement by moving the nS+1th row/column to position idx.

Definition at line 3346 of file SQProblemSchur.cpp.

returnValue SQProblemSchur::updateSchurQR ( int_t  idxDel )

private

Update QR factorization and determinant of Schur complement after a row and column have been added or removed

Definition at line 2289 of file SQProblemSchur.cpp.

Friends And Related Function Documentation

friend class SolutionAnalysis

friend

Definition at line 118 of file SQProblemSchur.hpp.

Member Data Documentation

Indexlist SQProblemSchur::boundsFreeStart

protected

Index list for free bounds when major iteration started.

Definition at line 461 of file SQProblemSchur.hpp.

Indexlist SQProblemSchur::constraintsActiveStart

protected

Index list for active constraints when major iteration started.

Definition at line 462 of file SQProblemSchur.hpp.

real_t SQProblemSchur::detS

protected

Determinant of Schur complement

Definition at line 449 of file SQProblemSchur.hpp.

sparse_int_t* SQProblemSchur::M_ir

protected

Row indices (length).

Definition at line 458 of file SQProblemSchur.hpp.

sparse_int_t* SQProblemSchur::M_jc

protected

Indices in M to first entry of columns (nS+1).

Definition at line 459 of file SQProblemSchur.hpp.

int_t SQProblemSchur::M_physicallength

protected

Allocated size of the M_vals and M_ir arrays.

Definition at line 456 of file SQProblemSchur.hpp.

real_t* SQProblemSchur::M_vals

protected

Values of the sparse M matrix containing the vectors with the additional rows defining the Schur complement (length).

Definition at line 457 of file SQProblemSchur.hpp.

int_t SQProblemSchur::nS

protected

Current size of Schur complement matrix. -1 means that the Schur complement has not yet been initialized.

Definition at line 444 of file SQProblemSchur.hpp.

int_t SQProblemSchur::nSmax

protected

Maximum size of Schur complement matrix.

Definition at line 445 of file SQProblemSchur.hpp.

int_t SQProblemSchur::numFactorizations

protected

Total number of factorizations performed

Definition at line 451 of file SQProblemSchur.hpp.

real_t* SQProblemSchur::Q_

protected

QR factorization of S: orthogonal matrix Q

Definition at line 447 of file SQProblemSchur.hpp.

real_t* SQProblemSchur::R_

protected

QR factorization of S: upper triangular matrix R

Definition at line 448 of file SQProblemSchur.hpp.

real_t SQProblemSchur::rcondS

protected

Reciprocal of condition number of S (estimate)

Definition at line 450 of file SQProblemSchur.hpp.

real_t* SQProblemSchur::S

protected

Schur complement matrix. (This is actually the negative of the Schur complement!)

Definition at line 443 of file SQProblemSchur.hpp.

SchurUpdateType* SQProblemSchur::schurUpdate

protected

Type of update for each update in Schur complement.

Definition at line 454 of file SQProblemSchur.hpp.

int_t* SQProblemSchur::schurUpdateIndex

protected

Indices of variables or constraints for each update in Schur complement.

Definition at line 453 of file SQProblemSchur.hpp.

SparseSolver* SQProblemSchur::sparseSolver

protected

Interface to the sparse linear solver.

Definition at line 441 of file SQProblemSchur.hpp.

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

• SQProblemSchur.hpp
• SQProblemSchur.cpp