gtsam::LPPolicy Struct Reference

Policy for ActivetSetSolver to solve Linear Programming. More...

#include <LPSolver.h>

Static Public Member Functions
static GaussianFactorGraph	buildCostFunction (const LP &lp, const VectorValues &xk)

Static Public Attributes
static constexpr double	maxAlpha = std::numeric_limits<double>::infinity()

Detailed Description

Policy for ActivetSetSolver to solve Linear Programming.

See also

LP problems

Definition at line 32 of file LPSolver.h.

Member Function Documentation

buildCostFunction()

static GaussianFactorGraph gtsam::LPPolicy::buildCostFunction ( const LP &  lp, const VectorValues &  xk  )

inlinestatic

Create the factor ||x-xk - (-g)||^2 where xk is the current feasible solution on the constraint surface and g is the gradient of the linear cost, i.e. -g is the direction we wish to follow to decrease the cost.

Essentially, we try to match the direction d = x-xk with -g as much as possible subject to the condition that x needs to be on the constraint surface, i.e., d is along the surface's subspace.

The least-square solution of this quadratic subject to a set of linear constraints is the projection of the gradient onto the constraints' subspace

Definition at line 49 of file LPSolver.h.

Member Data Documentation

maxAlpha

constexpr double gtsam::LPPolicy::maxAlpha = std::numeric_limits<double>::infinity()

staticconstexpr

Maximum alpha for line search x'=xk + alpha*p, where p is the cost gradient For LP, maxAlpha = Infinity

Definition at line 35 of file LPSolver.h.

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

• LPSolver.h
• LPSolver.cpp