#include <qpOASES_e/Bounds.h>
#include <qpOASES_e/Options.h>
#include <qpOASES_e/Matrices.h>
#include <qpOASES_e/Flipper.h>

Include dependency graph for QProblemB.h:

This graph shows which files directly or indirectly include this file:

Go to the source code of this file.

Classes
struct	QProblemB
	Implements the online active set strategy for box-constrained QPs. More...

Functions
returnValue	QProblemB_addBound (QProblemB *_THIS, int number, SubjectToStatus B_status, BooleanType updateCholesky)

static void	QProblemB_applyGivens (real_t c, real_t s, real_t nu, real_t xold, real_t yold, real_t xnew, real_t ynew)

returnValue	QProblemB_areBoundsConsistent (QProblemB _THIS, const real_t const lb, const real_t *const ub)

returnValue	QProblemB_backsolveR (QProblemB _THIS, const real_t const b, BooleanType transposed, real_t *const a)

returnValue	QProblemB_backsolveRrem (QProblemB _THIS, const real_t const b, BooleanType transposed, BooleanType removingBound, real_t *const a)

returnValue	QProblemB_changeActiveSet (QProblemB *_THIS, int BC_idx, SubjectToStatus BC_status)

returnValue	QProblemB_computeCholesky (QProblemB *_THIS)

static void	QProblemB_computeGivens (real_t xold, real_t yold, real_t xnew, real_t ynew, real_t c, real_t s)

returnValue	QProblemB_determineDataShift (QProblemB _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)

returnValue	QProblemB_determineHessianType (QProblemB *_THIS)

returnValue	QProblemB_determineStepDirection (QProblemB _THIS, const real_t const delta_g, const real_t const delta_lb, const real_t const delta_ub, BooleanType Delta_bB_isZero, real_t const delta_xFX, real_t const delta_xFR, real_t *const delta_yFX)

static returnValue	QProblemB_getBounds (QProblemB _THIS, Bounds _bounds)

static unsigned int	QProblemB_getCount (QProblemB *_THIS)

returnValue	QProblemB_getDualSolution (QProblemB _THIS, real_t const yOpt)

static HessianType	QProblemB_getHessianType (QProblemB *_THIS)

static int	QProblemB_getNFR (QProblemB *_THIS)

static int	QProblemB_getNFV (QProblemB *_THIS)

static int	QProblemB_getNFX (QProblemB *_THIS)

static int	QProblemB_getNV (QProblemB *_THIS)

int	QProblemB_getNZ (QProblemB *_THIS)

real_t	QProblemB_getObjVal (QProblemB *_THIS)

real_t	QProblemB_getObjValX (QProblemB _THIS, const real_t const _x)

static Options	QProblemB_getOptions (QProblemB *_THIS)

returnValue	QProblemB_getPrimalSolution (QProblemB _THIS, real_t const xOpt)

static PrintLevel	QProblemB_getPrintLevel (QProblemB *_THIS)

real_t	QProblemB_getRelativeHomotopyLength (QProblemB _THIS, const real_t const g_new, const real_t const lb_new, const real_t const ub_new)

static QProblemStatus	QProblemB_getStatus (QProblemB *_THIS)

returnValue	QProblemB_getWorkingSet (QProblemB _THIS, real_t workingSet)

returnValue	QProblemB_getWorkingSetBounds (QProblemB _THIS, real_t workingSetB)

returnValue	QProblemB_getWorkingSetConstraints (QProblemB _THIS, real_t workingSetC)

returnValue	QProblemB_hotstart (QProblemB _THIS, 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	QProblemB_hotstartF (QProblemB _THIS, const char const g_file, const char const lb_file, const char const ub_file, int nWSR, real_t const cputime)

returnValue	QProblemB_hotstartFW (QProblemB _THIS, const char const g_file, const char const lb_file, const char const ub_file, int nWSR, real_t const cputime, Bounds *const guessedBounds)

returnValue	QProblemB_hotstartW (QProblemB _THIS, const real_t const g_new, const real_t const lb_new, const real_t const ub_new, int nWSR, real_t const cputime, Bounds *const guessedBounds)

returnValue	QProblemB_init (QProblemB _THIS, 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	QProblemB_initF (QProblemB _THIS, 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	QProblemB_initFW (QProblemB _THIS, 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, Bounds const guessedBounds, const char *const R_file)

returnValue	QProblemB_initM (QProblemB _THIS, DenseMatrix _H, const real_t const _g, const real_t const _lb, const real_t const _ub, int nWSR, real_t *const cputime)

returnValue	QProblemB_initMW (QProblemB _THIS, DenseMatrix _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, Bounds const guessedBounds, const real_t *const _R)

returnValue	QProblemB_initW (QProblemB _THIS, 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, Bounds const guessedBounds, const real_t *const _R)

static BooleanType	QProblemB_isBlocking (QProblemB _THIS, real_t num, real_t den, real_t epsNum, real_t epsDen, real_t t)

BooleanType	QProblemB_isCPUtimeLimitExceeded (QProblemB _THIS, const real_t const cputime, real_t starttime, int nWSR)

static BooleanType	QProblemB_isInfeasible (QProblemB *_THIS)

static BooleanType	QProblemB_isInitialised (QProblemB *_THIS)

static BooleanType	QProblemB_isSolved (QProblemB *_THIS)

static BooleanType	QProblemB_isUnbounded (QProblemB *_THIS)

returnValue	QProblemB_loadQPvectorsFromFile (QProblemB _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	QProblemB_obtainAuxiliaryWorkingSet (QProblemB _THIS, const real_t const xOpt, const real_t const yOpt, Bounds const guessedBounds, Bounds *auxiliaryBounds)

returnValue	QProblemB_performDriftCorrection (QProblemB *_THIS)

returnValue	QProblemB_performRamping (QProblemB *_THIS)

returnValue	QProblemB_performRatioTestB (QProblemB _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	QProblemB_performStep (QProblemB _THIS, const real_t const delta_g, 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_yFX, int BC_idx, SubjectToStatus *BC_status)

returnValue	QProblemB_printIteration (QProblemB *_THIS, int iter, int BC_idx, SubjectToStatus BC_status, real_t homotopyLength, BooleanType isFirstCall)

returnValue	QProblemB_printOptions (QProblemB *_THIS)

returnValue	QProblemB_printProperties (QProblemB *_THIS)

returnValue	QProblemB_regulariseHessian (QProblemB *_THIS)

returnValue	QProblemB_removeBound (QProblemB *_THIS, int number, BooleanType updateCholesky)

returnValue	QProblemB_reset (QProblemB *_THIS)

static returnValue	QProblemB_resetCounter (QProblemB *_THIS)

static returnValue	QProblemB_setG (QProblemB _THIS, const real_t const g_new)

static returnValue	QProblemB_setH (QProblemB _THIS, real_t const H_new)

static returnValue	QProblemB_setHessianType (QProblemB *_THIS, HessianType _hessianType)

static returnValue	QProblemB_setHM (QProblemB _THIS, DenseMatrix H_new)

returnValue	QProblemB_setInfeasibilityFlag (QProblemB *_THIS, returnValue returnvalue, BooleanType doThrowError)

static returnValue	QProblemB_setLB (QProblemB _THIS, const real_t const lb_new)

static returnValue	QProblemB_setLBn (QProblemB *_THIS, int number, real_t value)

static returnValue	QProblemB_setOptions (QProblemB *_THIS, Options _options)

returnValue	QProblemB_setPrintLevel (QProblemB *_THIS, PrintLevel _printlevel)

static returnValue	QProblemB_setUB (QProblemB _THIS, const real_t const ub_new)

static returnValue	QProblemB_setUBn (QProblemB *_THIS, int number, real_t value)

returnValue	QProblemB_setupAuxiliaryQP (QProblemB _THIS, Bounds const guessedBounds)

returnValue	QProblemB_setupAuxiliaryQPbounds (QProblemB *_THIS, BooleanType useRelaxation)

returnValue	QProblemB_setupAuxiliaryQPgradient (QProblemB *_THIS)

returnValue	QProblemB_setupAuxiliaryQPsolution (QProblemB _THIS, const real_t const xOpt, const real_t *const yOpt)

returnValue	QProblemB_setupAuxiliaryWorkingSet (QProblemB _THIS, Bounds const auxiliaryBounds, BooleanType setupAfresh)

returnValue	QProblemB_setupInitialCholesky (QProblemB *_THIS)

returnValue	QProblemB_setupQPdata (QProblemB _THIS, real_t const _H, const real_t const _g, const real_t const _lb, const real_t *const _ub)

returnValue	QProblemB_setupQPdataFromFile (QProblemB _THIS, const char const H_file, const char const g_file, const char const lb_file, const char *const ub_file)

returnValue	QProblemB_setupQPdataM (QProblemB _THIS, DenseMatrix _H, const real_t const _g, const real_t const _lb, const real_t *const _ub)

returnValue	QProblemB_setupSubjectToType (QProblemB *_THIS)

returnValue	QProblemB_setupSubjectToTypeNew (QProblemB _THIS, const real_t const lb_new, const real_t *const ub_new)

BooleanType	QProblemB_shallRefactorise (QProblemB _THIS, Bounds const guessedBounds)

returnValue	QProblemB_solveInitialQP (QProblemB _THIS, const real_t const xOpt, const real_t const yOpt, Bounds const guessedBounds, const real_t const _R, int nWSR, real_t *const cputime)

returnValue	QProblemB_solveQP (QProblemB _THIS, const real_t const g_new, const real_t const lb_new, const real_t const ub_new, int nWSR, real_t const cputime, int nWSRperformed, BooleanType isFirstCall)

returnValue	QProblemB_solveRegularisedQP (QProblemB _THIS, const real_t const g_new, const real_t const lb_new, const real_t const ub_new, int nWSR, real_t const cputime, int nWSRperformed, BooleanType isFirstCall)

returnValue	QProblemB_updateFarBounds (QProblemB _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)

static BooleanType	QProblemB_usingRegularisation (QProblemB *_THIS)

void	QProblemBCON (QProblemB *_THIS, int _nV, HessianType _hessianType)

void	QProblemBCPY (QProblemB FROM, QProblemB TO)

Detailed Description

Author: Hans Joachim Ferreau, Andreas Potschka, Christian Kirches

Version: 3.1embedded

Date: 2007-2015

Declaration of the QProblemB class which is able to use the newly developed online active set strategy for parametric quadratic programming for problems with (simple) bounds only.

Definition in file QProblemB.h.

Function Documentation

returnValue QProblemB_addBound	(	QProblemB *	_THIS,
		int	number,
		SubjectToStatus	B_status,
		BooleanType	updateCholesky
	)

Adds a bound to active set (specialised version for the case where no constraints exist).

Returns: SUCCESSFUL_RETURN
RET_ADDBOUND_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.

Definition at line 3342 of file QProblemB.c.

static void QProblemB_applyGivens	(	real_t	c,
		real_t	s,
		real_t	nu,
		real_t	xold,
		real_t	yold,
		real_t *	xnew,
		real_t *	ynew
	)

inlinestatic

Applies Givens matrix determined by c and s (cf. computeGivens).

Returns: SUCCESSFUL_RETURN

Parameters

c	Cosine entry of Givens matrix.
s	Sine entry of Givens matrix.
nu	Further factor: s/(1+c).
xold	Matrix entry to be transformed corresponding to the normalised entry of the original matrix.
yold	Matrix entry to be transformed corresponding to the annihilated entry of the original matrix.
xnew	Output: Transformed matrix entry corresponding to the normalised entry of the original matrix.
ynew	Output: Transformed matrix entry corresponding to the annihilated entry of the original matrix.

Definition at line 1541 of file QProblemB.h.

returnValue QProblemB_areBoundsConsistent	(	QProblemB *	_THIS,
		const real_t *const	lb,
		const real_t *const	ub
	)

Decides if lower bounds are smaller than upper bounds

Returns: SUCCESSFUL_RETURN
RET_QP_INFEASIBLE

Parameters

lb	Vector of lower bounds
ub	Vector of upper bounds

Definition at line 1863 of file QProblemB.c.

returnValue QProblemB_backsolveR	(	QProblemB *	_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 1547 of file QProblemB.c.

returnValue QProblemB_backsolveRrem	(	QProblemB *	_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 1559 of file QProblemB.c.

returnValue QProblemB_changeActiveSet	(	QProblemB *	_THIS,
		int	BC_idx,
		SubjectToStatus	BC_status
	)

Updates 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.

Definition at line 3212 of file QProblemB.c.

returnValue QProblemB_computeCholesky ( QProblemB * _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 1324 of file QProblemB.c.

static void QProblemB_computeGivens	(	real_t	xold,
		real_t	yold,
		real_t *	xnew,
		real_t *	ynew,
		real_t *	c,
		real_t *	s
	)

inlinestatic

Computes parameters for the Givens matrix G for which [x,y]*G = [z,0]

Returns: SUCCESSFUL_RETURN

Parameters

xold	Matrix entry to be normalised.
yold	Matrix entry to be annihilated.
xnew	Output: Normalised matrix entry.
ynew	Output: Annihilated matrix entry.
c	Output: Cosine entry of Givens matrix.
s	Output: Sine entry of Givens matrix.

Definition at line 1503 of file QProblemB.h.

returnValue QProblemB_determineDataShift	(	QProblemB *	_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 1617 of file QProblemB.c.

returnValue QProblemB_determineHessianType ( QProblemB * _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 1135 of file QProblemB.c.

returnValue QProblemB_determineStepDirection	(	QProblemB *	_THIS,
		const real_t *const	delta_g,
		const real_t *const	delta_lb,
		const real_t *const	delta_ub,
		BooleanType	Delta_bB_isZero,
		real_t *const	delta_xFX,
		real_t *const	delta_xFR,
		real_t *const	delta_yFX
	)

Determines step direction of the homotopy path.

Returns: SUCCESSFUL_RETURN
RET_STEPDIRECTION_FAILED_CHOLESKY

Parameters

delta_g	Step direction of gradient vector.
delta_lb	Step direction of lower bounds.
delta_ub	Step direction of upper bounds.
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_yFX	Output: Dual homotopy step direction of fixed variables' multiplier.

Definition at line 2900 of file QProblemB.c.

static returnValue QProblemB_getBounds	(	QProblemB *	_THIS,
		Bounds *	_bounds
	)

inlinestatic

Returns current bounds object of the QP (deep copy).

Returns: SUCCESSFUL_RETURN
RET_QPOBJECT_NOT_SETUP

Parameters

_bounds Output: Bounds object.

Definition at line 1156 of file QProblemB.h.

static unsigned int QProblemB_getCount ( QProblemB * _THIS )

inlinestatic

Returns the current number of QP problems solved.

Returns: Number of QP problems solved.

Definition at line 1325 of file QProblemB.h.

returnValue QProblemB_getDualSolution	(	QProblemB *	_THIS,
		real_t *const	yOpt
	)

Returns the dual solution vector.

Returns: SUCCESSFUL_RETURN
RET_QP_NOT_SOLVED

Parameters

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

Definition at line 905 of file QProblemB.c.

static HessianType QProblemB_getHessianType ( QProblemB * _THIS )

inlinestatic

Returns Hessian type flag (type is not determined due to _THIS call!).

Returns: Hessian type.

Definition at line 1259 of file QProblemB.h.

static int QProblemB_getNFR ( QProblemB * _THIS )

inlinestatic

Returns the number of free variables.

Returns: Number of free variables.

Definition at line 1181 of file QProblemB.h.

static int QProblemB_getNFV ( QProblemB * _THIS )

inlinestatic

Returns the number of implicitly fixed variables.

Returns: Number of implicitly fixed variables.

Definition at line 1199 of file QProblemB.h.

static int QProblemB_getNFX ( QProblemB * _THIS )

inlinestatic

Returns the number of fixed variables.

Returns: Number of fixed variables.

Definition at line 1190 of file QProblemB.h.

static int QProblemB_getNV ( QProblemB * _THIS )

inlinestatic

Returns the number of variables.

Returns: Number of variables.

Definition at line 1172 of file QProblemB.h.

int QProblemB_getNZ ( QProblemB * _THIS )

Returns the dimension of null space.

Returns: Dimension of null space.

Definition at line 797 of file QProblemB.c.

real_t QProblemB_getObjVal ( QProblemB * _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 807 of file QProblemB.c.

real_t QProblemB_getObjValX	(	QProblemB *	_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 831 of file QProblemB.c.

static Options QProblemB_getOptions ( QProblemB * _THIS )

inlinestatic

Returns current options struct.

Returns: Current options struct.

Definition at line 1290 of file QProblemB.h.

returnValue QProblemB_getPrimalSolution	(	QProblemB *	_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 880 of file QProblemB.c.

static PrintLevel QProblemB_getPrintLevel ( QProblemB * _THIS )

inlinestatic

Returns the print level.

Returns: Print level.

Definition at line 1315 of file QProblemB.h.

real_t QProblemB_getRelativeHomotopyLength	(	QProblemB *	_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 2001 of file QProblemB.c.

static QProblemStatus QProblemB_getStatus ( QProblemB * _THIS )

inlinestatic

Returns status of the solution process.

Returns: Status of solution process.

Definition at line 1208 of file QProblemB.h.

returnValue QProblemB_getWorkingSet	(	QProblemB *	_THIS,
		real_t *	workingSet
	)

Writes a vector with the state of the working set

Returns: SUCCESSFUL_RETURN
RET_INVALID_ARGUMENTS

Parameters

workingSet Output: array containing state of the working set.

Definition at line 754 of file QProblemB.c.

returnValue QProblemB_getWorkingSetBounds	(	QProblemB *	_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 763 of file QProblemB.c.

returnValue QProblemB_getWorkingSetConstraints	(	QProblemB *	_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 784 of file QProblemB.c.

returnValue QProblemB_hotstart	(	QProblemB *	_THIS,
		const real_t *const	g_new,
		const real_t *const	lb_new,
		const real_t *const	ub_new,
		int *	nWSR,
		real_t *const	cputime
	)

Solves an initialised QP sequence using the online active set strategy. By default, 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.
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 471 of file QProblemB.c.

returnValue QProblemB_hotstartF	(	QProblemB *	_THIS,
		const char *const	g_file,
		const char *const	lb_file,
		const char *const	ub_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.
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 615 of file QProblemB.c.

returnValue QProblemB_hotstartFW	(	QProblemB *	_THIS,
		const char *const	g_file,
		const char *const	lb_file,
		const char *const	ub_file,
		int *	nWSR,
		real_t *const	cputime,
		Bounds *const	guessedBounds
	)

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_UNABLE_TO_READ_FILE
RET_INVALID_ARGUMENTS
RET_SETUP_AUXILIARYQP_FAILED

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.
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 is kept!)

Definition at line 709 of file QProblemB.c.

returnValue QProblemB_hotstartW	(	QProblemB *	_THIS,
		const real_t *const	g_new,
		const real_t *const	lb_new,
		const real_t *const	ub_new,
		int *	nWSR,
		real_t *const	cputime,
		Bounds *const	guessedBounds
	)

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.
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 is kept!)

Definition at line 656 of file QProblemB.c.

returnValue QProblemB_init	(	QProblemB *	_THIS,
		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
	)

Initialises a simply bounded 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_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.
_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.
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 219 of file QProblemB.c.

returnValue QProblemB_initF	(	QProblemB *	_THIS,
		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
	)

Initialises a simply bounded QP problem with given QP data to be read from files and solves 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_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.
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.
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 246 of file QProblemB.c.

returnValue QProblemB_initFW	(	QProblemB *	_THIS,
		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,
		Bounds *const	guessedBounds,
		const char *const	R_file
	)

Initialises a simply bounded QP problem with given QP data to be read from files and solves it using at most nWSR iterations. Depending on the parameter constellation it:

0, 0, 0 : starts with xOpt = 0, yOpt = 0 and gB empty (or all implicit equality bounds),
xOpt, 0, 0 : starts with xOpt, yOpt = 0 and obtain gB by "clipping",
0, yOpt, 0 : starts with xOpt = 0, yOpt and obtain gB from yOpt != 0,
0, 0, gB: starts with xOpt = 0, yOpt = 0 and gB,
xOpt, yOpt, 0 : starts with xOpt, yOpt and obtain gB from yOpt != 0,
xOpt, 0, gB: starts with xOpt, yOpt = 0 and gB,
xOpt, yOpt, gB: starts with xOpt, yOpt and gB (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_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.
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.
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. A NULL pointer can be passed. (If a null pointer is passed, the old primal solution is kept!)
yOpt	Optimal dual solution vector. A NULL pointer can be passed. (If a null pointer is passed, the old dual solution is kept!)
guessedBounds	Optimal working set of bounds for solution (xOpt,yOpt). (If a null pointer is passed, all bounds are assumed inactive!)
R_file	Name of the file where a pre-computed (upper triangular) Cholesky factor of the Hessian matrix is stored. (If a null pointer is passed, Cholesky decomposition is computed internally!)

Definition at line 371 of file QProblemB.c.

returnValue QProblemB_initM	(	QProblemB *	_THIS,
		DenseMatrix *	_H,
		const real_t *const	_g,
		const real_t *const	_lb,
		const real_t *const	_ub,
		int *	nWSR,
		real_t *const	cputime
	)

Initialises a simply bounded 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_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.
_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.
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 192 of file QProblemB.c.

returnValue QProblemB_initMW	(	QProblemB *	_THIS,
		DenseMatrix *	_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,
		Bounds *const	guessedBounds,
		const real_t *const	_R
	)

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

0, 0, 0 : starts with xOpt = 0, yOpt = 0 and gB empty (or all implicit equality bounds),
xOpt, 0, 0 : starts with xOpt, yOpt = 0 and obtain gB by "clipping",
0, yOpt, 0 : starts with xOpt = 0, yOpt and obtain gB from yOpt != 0,
0, 0, gB: starts with xOpt = 0, yOpt = 0 and gB,
xOpt, yOpt, 0 : starts with xOpt, yOpt and obtain gB from yOpt != 0,
xOpt, 0, gB: starts with xOpt, yOpt = 0 and gB,
xOpt, yOpt, gB: starts with xOpt, yOpt and gB (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_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.
_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.
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. A NULL pointer can be passed. (If a null pointer is passed, the old primal solution is kept!)
yOpt	Optimal dual solution vector. A NULL pointer can be passed. (If a null pointer is passed, the old dual solution is kept!)
guessedBounds	Optimal working set of bounds for solution (xOpt,yOpt). (If a null pointer is passed, all bounds are assumed inactive!)
_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 273 of file QProblemB.c.

returnValue QProblemB_initW	(	QProblemB *	_THIS,
		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,
		Bounds *const	guessedBounds,
		const real_t *const	_R
	)

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

0, 0, 0 : starts with xOpt = 0, yOpt = 0 and gB empty (or all implicit equality bounds),
xOpt, 0, 0 : starts with xOpt, yOpt = 0 and obtain gB by "clipping",
0, yOpt, 0 : starts with xOpt = 0, yOpt and obtain gB from yOpt != 0,
0, 0, gB: starts with xOpt = 0, yOpt = 0 and gB,
xOpt, yOpt, 0 : starts with xOpt, yOpt and obtain gB from yOpt != 0,
xOpt, 0, gB: starts with xOpt, yOpt = 0 and gB,
xOpt, yOpt, gB: starts with xOpt, yOpt and gB (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_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.
_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.
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. A NULL pointer can be passed. (If a null pointer is passed, the old primal solution is kept!)
yOpt	Optimal dual solution vector. A NULL pointer can be passed. (If a null pointer is passed, the old dual solution is kept!)
guessedBounds	Optimal working set of bounds for solution (xOpt,yOpt). (If a null pointer is passed, all bounds are assumed inactive!)
_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 322 of file QProblemB.c.

static BooleanType QProblemB_isBlocking	(	QProblemB *	_THIS,
		real_t	num,
		real_t	den,
		real_t	epsNum,
		real_t	epsDen,
		real_t *	t
	)

inlinestatic

Checks whether given ratio is blocking, i.e. limits the maximum step length along the homotopy path to a value lower than given one.

Returns: SUCCESSFUL_RETURN

Parameters

num	Numerator for performing the ratio test.
den	Denominator for performing the ratio test.
epsNum	Numerator tolerance.
epsDen	Denominator tolerance.
t	Input: Current maximum step length along the homotopy path, Output: Updated maximum possible step length along the homotopy path.

Definition at line 1568 of file QProblemB.h.

BooleanType QProblemB_isCPUtimeLimitExceeded	(	QProblemB *	_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 1882 of file QProblemB.c.

static BooleanType QProblemB_isInfeasible ( QProblemB * _THIS )

inlinestatic

Returns if the QP is infeasible.

Returns: BT_TRUE: QP infeasible
BT_FALSE: QP feasible (or not known to be infeasible!)

Definition at line 1241 of file QProblemB.h.

static BooleanType QProblemB_isInitialised ( QProblemB * _THIS )

inlinestatic

Returns if the QProblem object is initialised.

Returns: BT_TRUE: QProblemB initialised
BT_FALSE: QProblemB not initialised

Definition at line 1217 of file QProblemB.h.

static BooleanType QProblemB_isSolved ( QProblemB * _THIS )

inlinestatic

Returns if the QP has been solved.

Returns: BT_TRUE: QProblemB solved
BT_FALSE: QProblemB not solved

Definition at line 1229 of file QProblemB.h.

static BooleanType QProblemB_isUnbounded ( QProblemB * _THIS )

inlinestatic

Returns if the QP is unbounded.

Returns: BT_TRUE: QP unbounded
BT_FALSE: QP unbounded (or not known to be unbounded!)

Definition at line 1250 of file QProblemB.h.

returnValue QProblemB_loadQPvectorsFromFile	(	QProblemB *	_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 1786 of file QProblemB.c.

returnValue QProblemB_obtainAuxiliaryWorkingSet	(	QProblemB *	_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. Ouput: Working set for auxiliary QP.

Definition at line 1403 of file QProblemB.c.

returnValue QProblemB_performDriftCorrection ( QProblemB * _THIS )

Drift correction at end of each active set iteration

Returns: SUCCESSFUL_RETURN

Definition at line 3263 of file QProblemB.c.

returnValue QProblemB_performRamping ( QProblemB * _THIS )

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

Returns: SUCCESSFUL_RETURN

Definition at line 2101 of file QProblemB.c.

returnValue QProblemB_performRatioTestB	(	QProblemB *	_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 1951 of file QProblemB.c.

returnValue QProblemB_performStep	(	QProblemB *	_THIS,
		const real_t *const	delta_g,
		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_yFX,
		int *	BC_idx,
		SubjectToStatus *	BC_status
	)

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

Returns: SUCCESSFUL_RETURN
RET_QP_INFEASIBLE

Parameters

delta_g	Step direction of gradient.
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_yFX	Dual homotopy step direction of fixed variables' multiplier.
BC_idx	Output: Index of blocking constraint.
BC_status	Output: Status of blocking constraint.

Definition at line 3069 of file QProblemB.c.

returnValue QProblemB_printIteration	(	QProblemB *	_THIS,
		int	iter,
		int	BC_idx,
		SubjectToStatus	BC_status,
		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 bound.
BC_status	Status of blocking bound.
homotopyLength	Current homotopy distance.
isFirstCall	Indicating whether this is the first call for current QP.

Definition at line 3544 of file QProblemB.c.

returnValue QProblemB_printOptions ( QProblemB * _THIS )

Prints a list of all options and their current values.

Returns: SUCCESSFUL_RETURN

Definition at line 1118 of file QProblemB.c.

returnValue QProblemB_printProperties ( QProblemB * _THIS )

Prints concise list of properties of the current QP.

Returns: SUCCESSFUL_RETURN

Definition at line 981 of file QProblemB.c.

returnValue QProblemB_regulariseHessian ( QProblemB * _THIS )

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

Returns: SUCCESSFUL_RETURN
RET_HESSIAN_ALREADY_REGULARISED

Definition at line 1912 of file QProblemB.c.

returnValue QProblemB_removeBound	(	QProblemB *	_THIS,
		int	number,
		BooleanType	updateCholesky
	)

Removes a bounds from active set (specialised version for the case where no constraints exist).

Returns: SUCCESSFUL_RETURN
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.

Definition at line 3412 of file QProblemB.c.

returnValue QProblemB_reset ( QProblemB * _THIS )

Clears all data structures of QProblemB except for QP data.

Returns: SUCCESSFUL_RETURN
RET_RESET_FAILED

Definition at line 153 of file QProblemB.c.

static returnValue QProblemB_resetCounter ( QProblemB * _THIS )

inlinestatic

Resets QP problem counter (to zero).

Returns: SUCCESSFUL_RETURN.

Definition at line 1334 of file QProblemB.h.

static returnValue QProblemB_setG	(	QProblemB *	_THIS,
		const real_t *const	g_new
	)

inlinestatic

Changes gradient vector of the QP.

Returns: SUCCESSFUL_RETURN
RET_INVALID_ARGUMENTS

Parameters

g_new New gradient vector (with correct dimension!).

Definition at line 1387 of file QProblemB.h.

static returnValue QProblemB_setH	(	QProblemB *	_THIS,
		real_t *const	H_new
	)

inlinestatic

Sets dense Hessian matrix of the QP. If a null pointer is passed and a) hessianType is HST_IDENTITY, nothing is done, b) hessianType is not HST_IDENTITY, Hessian matrix is set to zero.

Returns: SUCCESSFUL_RETURN

Parameters

H_new New dense Hessian matrix (with correct dimension!).

Definition at line 1362 of file QProblemB.h.

static returnValue QProblemB_setHessianType	(	QProblemB *	_THIS,
		HessianType	_hessianType
	)

inlinestatic

Changes the print level.

Returns: SUCCESSFUL_RETURN

Parameters

_hessianType New Hessian type.

Definition at line 1268 of file QProblemB.h.

static returnValue QProblemB_setHM	(	QProblemB *	_THIS,
		DenseMatrix *	H_new
	)

inlinestatic

Sets Hessian matrix of the QP.

Returns: SUCCESSFUL_RETURN

Parameters

H_new New Hessian matrix.

Definition at line 1350 of file QProblemB.h.

returnValue QProblemB_setInfeasibilityFlag	(	QProblemB *	_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 1847 of file QProblemB.c.

static returnValue QProblemB_setLB	(	QProblemB *	_THIS,
		const real_t *const	lb_new
	)

inlinestatic

Changes lower bound vector of the QP.

Returns: SUCCESSFUL_RETURN
RET_QPOBJECT_NOT_SETUP

Parameters

lb_new New lower bound vector (with correct dimension!).

Definition at line 1406 of file QProblemB.h.

static returnValue QProblemB_setLBn	(	QProblemB *	_THIS,
		int	number,
		real_t	value
	)

inlinestatic

Changes single entry of lower bound vector of the QP.

Returns: SUCCESSFUL_RETURN
RET_QPOBJECT_NOT_SETUP
RET_INDEX_OUT_OF_BOUNDS

Parameters

number	Number of entry to be changed.
value	New value for entry of lower bound vector.

Definition at line 1432 of file QProblemB.h.

static returnValue QProblemB_setOptions	(	QProblemB *	_THIS,
		Options	_options
	)

inlinestatic

Overrides current options with given ones.

Returns: SUCCESSFUL_RETURN

Parameters

_options New options.

Definition at line 1299 of file QProblemB.h.

returnValue QProblemB_setPrintLevel	(	QProblemB *	_THIS,
		PrintLevel	_printlevel
	)

Changes the print level.

Returns: SUCCESSFUL_RETURN

Parameters

_printlevel New print level.

Definition at line 930 of file QProblemB.c.

static returnValue QProblemB_setUB	(	QProblemB *	_THIS,
		const real_t *const	ub_new
	)

inlinestatic

Changes upper bound vector of the QP.

Returns: SUCCESSFUL_RETURN
RET_QPOBJECT_NOT_SETUP

Parameters

ub_new New upper bound vector (with correct dimension!).

Definition at line 1454 of file QProblemB.h.

static returnValue QProblemB_setUBn	(	QProblemB *	_THIS,
		int	number,
		real_t	value
	)

inlinestatic

Changes single entry of upper bound vector of the QP.

Returns: SUCCESSFUL_RETURN
RET_QPOBJECT_NOT_SETUP
RET_INDEX_OUT_OF_BOUNDS

Parameters

number	Number of entry to be changed.
value	New value for entry of upper bound vector.

Definition at line 1480 of file QProblemB.h.

returnValue QProblemB_setupAuxiliaryQP	(	QProblemB *	_THIS,
		Bounds *const	guessedBounds
	)

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

Returns: SUCCESSFUL_RETURN
RET_SETUP_AUXILIARYQP_FAILED

Parameters

guessedBounds Initial guess for working set of bounds.

Definition at line 2838 of file QProblemB.c.

returnValue QProblemB_setupAuxiliaryQPbounds	(	QProblemB *	_THIS,
		BooleanType	useRelaxation
	)

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

Returns: SUCCESSFUL_RETURN
RET_UNKNOWN_BUG

Parameters

useRelaxation Flag indicating if inactive bounds shall be relaxed.

Definition at line 2770 of file QProblemB.c.

returnValue QProblemB_setupAuxiliaryQPgradient ( QProblemB * _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 have already been (ialised!).

Returns: SUCCESSFUL_RETURN

Definition at line 2730 of file QProblemB.c.

returnValue QProblemB_setupAuxiliaryQPsolution	(	QProblemB *	_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 2689 of file QProblemB.c.

returnValue QProblemB_setupAuxiliaryWorkingSet	(	QProblemB *	_THIS,
		Bounds *const	auxiliaryBounds,
		BooleanType	setupAfresh
	)

Sets up bound data structure according to auxiliaryBounds. (If the working set shall be setup afresh, make sure that bounds data structure has been resetted!)

Returns: SUCCESSFUL_RETURN
RET_SETUP_WORKINGSET_FAILED
RET_INVALID_ARGUMENTS
RET_UNKNOWN_BUG

Parameters

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

Definition at line 2620 of file QProblemB.c.

returnValue QProblemB_setupInitialCholesky ( QProblemB * _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 435 of file QProblemB.c.

returnValue QProblemB_setupQPdata	(	QProblemB *	_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 1694 of file QProblemB.c.

returnValue QProblemB_setupQPdataFromFile	(	QProblemB *	_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 1718 of file QProblemB.c.

returnValue QProblemB_setupQPdataM	(	QProblemB *	_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 1680 of file QProblemB.c.

returnValue QProblemB_setupSubjectToType ( QProblemB * _THIS )

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

Returns: SUCCESSFUL_RETURN
RET_SETUPSUBJECTTOTYPE_FAILED

Definition at line 1239 of file QProblemB.c.

returnValue QProblemB_setupSubjectToTypeNew	(	QProblemB *	_THIS,
		const real_t *const	lb_new,
		const real_t *const	ub_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.

Definition at line 1248 of file QProblemB.c.

BooleanType QProblemB_shallRefactorise	(	QProblemB *	_THIS,
		Bounds *const	guessedBounds
	)

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.

Definition at line 3314 of file QProblemB.c.

returnValue QProblemB_solveInitialQP	(	QProblemB *	_THIS,
		const real_t *const	xOpt,
		const real_t *const	yOpt,
		Bounds *const	guessedBounds,
		const real_t *const	_R,
		int *	nWSR,
		real_t *const	cputime
	)

Solves a QProblemB whose QP data is assumed to be stored in the member variables. A guess for its primal/dual optimal solution vectors and the corresponding optimal working set 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_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).
_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 2145 of file QProblemB.c.

returnValue QProblemB_solveQP	(	QProblemB *	_THIS,
		const real_t *const	g_new,
		const real_t *const	lb_new,
		const real_t *const	ub_new,
		int *	nWSR,
		real_t *const	cputime,
		int	nWSRperformed,
		BooleanType	isFirstCall
	)

Solves an initialised QProblemB 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.
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 2289 of file QProblemB.c.

returnValue QProblemB_solveRegularisedQP	(	QProblemB *	_THIS,
		const real_t *const	g_new,
		const real_t *const	lb_new,
		const real_t *const	ub_new,
		int *	nWSR,
		real_t *const	cputime,
		int	nWSRperformed,
		BooleanType	isFirstCall
	)

Solves an initialised QProblemB 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.
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 2515 of file QProblemB.c.

returnValue QProblemB_updateFarBounds	(	QProblemB *	_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 2049 of file QProblemB.c.

static BooleanType QProblemB_usingRegularisation ( QProblemB * _THIS )

inlinestatic

Returns if the QP has been internally regularised.

Returns: BT_TRUE: Hessian is internally regularised for QP solution
BT_FALSE: No internal Hessian regularisation is used for QP solution

Definition at line 1278 of file QProblemB.h.

void QProblemBCON	(	QProblemB *	_THIS,
		int	_nV,
		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.
_hessianType	Type of Hessian matrix.

Definition at line 45 of file QProblemB.c.

void QProblemBCPY	(	QProblemB *	FROM,
		QProblemB *	TO
	)

Definition at line 107 of file QProblemB.c.

Classes

Functions

Detailed Description

Function Documentation