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

#include <SQProblem.hpp>

Inheritance diagram for SQProblem:

Public Member Functions
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	reset ()

returnValue	reset ()

virtual returnValue	reset ()

virtual returnValue	reset ()

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	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)

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

returnValue	addBound (int number, SubjectToStatus B_status, BooleanType updateCholesky, BooleanType ensureLI=BT_TRUE)

returnValue	addBound_checkLI (int number)

returnValue	addBound_checkLI (int number)

virtual returnValue	addBound_checkLI (int_t number)

returnValue	addBound_checkLI (int number)

returnValue	addBound_ensureLI (int number, SubjectToStatus B_status)

returnValue	addBound_ensureLI (int number, SubjectToStatus B_status)

virtual returnValue	addBound_ensureLI (int_t 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)

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

returnValue	addConstraint (int number, SubjectToStatus C_status, BooleanType updateCholesky, BooleanType ensureLI=BT_TRUE)

returnValue	addConstraint_checkLI (int number)

returnValue	addConstraint_checkLI (int number)

virtual returnValue	addConstraint_checkLI (int_t number)

returnValue	addConstraint_checkLI (int number)

returnValue	addConstraint_ensureLI (int number, SubjectToStatus C_status)

returnValue	addConstraint_ensureLI (int number, SubjectToStatus C_status)

virtual returnValue	addConstraint_ensureLI (int_t 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)

virtual returnValue	backsolveT (const real_t const b, BooleanType transposed, real_t const a) const

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 ()

virtual returnValue	computeProjectedCholesky ()

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)

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)

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)

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

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)

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

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)

virtual 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 ()

virtual 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)

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

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

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

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

Detailed Description

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

A class for setting up and solving quadratic programs with varying QP matrices. The main feature is the possibily to use the newly developed online active set strategy for parametric quadratic programming.

Author: Hans Joachim Ferreau, Andreas Potschka, Christian Kirches

Version: 3.0beta

Date: 2007-2011

A class for setting up and solving quadratic programs with varying QP matrices. The main feature is the possibily to use the newly developed online active set strategy for parametric quadratic programming.

Author: Hans Joachim Ferreau, Andreas Potschka, Christian Kirches

Version: 3.2

Date: 2007-2015

Definition at line 59 of file qpOASES-3.0beta/include/qpOASES/SQProblem.hpp.

Constructor & Destructor Documentation

BEGIN_NAMESPACE_QPOASES SQProblem::SQProblem ( )

Default constructor.

Definition at line 51 of file qpOASES-3.0beta/src/SQProblem.cpp.

SQProblem::SQProblem	(	int	_nV,
		int	_nC,
		HessianType	_hessianType = `HST_UNKNOWN`
	)

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

Parameters

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

Definition at line 59 of file qpOASES-3.0beta/src/SQProblem.cpp.

SQProblem::SQProblem ( const SQProblem & rhs )

Copy constructor (deep copy).

Parameters

rhs	Rhs object.

Definition at line 67 of file qpOASES-3.0beta/src/SQProblem.cpp.

SQProblem::~SQProblem ( )

virtual

Destructor.

Definition at line 75 of file qpOASES-3.0beta/src/SQProblem.cpp.

SQProblem::SQProblem ( )

Default constructor.

SQProblem::SQProblem	(	int_t	_nV,
		int_t	_nC,
		HessianType	_hessianType = `HST_UNKNOWN`
	)

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.

SQProblem::SQProblem ( const SQProblem & rhs )

Copy constructor (deep copy).

Parameters

rhs	Rhs object.

virtual SQProblem::~SQProblem ( )

virtual

Destructor.

Member Function Documentation

returnValue SQProblem::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
	)

Solves an initialised SQProblem using online active set strategy.

Returns: SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_MATRIX_SHIFT_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

H_new	Hessian matrix of neighbouring QP to be solved. If Hessian matrix is trivial, a NULL pointer can be passed.
g_new	Gradient of neighbouring QP to be solved.
A_new	Constraint matrix of neighbouring QP to be solved. If QP sequence does not involve constraints, a NULL pointer can be passed.
lb_new	Lower bounds of neighbouring QP to be solved. If no lower bounds exist, a NULL pointer can be passed.
ub_new	Upper bounds of neighbouring QP to be solved. If no upper bounds exist, a NULL pointer can be passed.
lbA_new	Lower constraints' bounds of neighbouring QP to be solved. If no lower constraints' bounds exist, a NULL pointer can be passed.
ubA_new	Upper constraints' bounds of neighbouring QP to be solved. If no upper constraints' bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations; Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP solution. Output: CPU time spend for QP solution (or to perform nWSR iterations).

Definition at line 97 of file qpOASES-3.0beta/src/SQProblem.cpp.

returnValue SQProblem::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`
	)

Solves an initialised QP sequence with matrix shift using the online active set strategy.

Returns: SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_MATRIX_SHIFT_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

H_new	Hessian matrix of neighbouring QP to be solved (a shallow copy is made). If Hessian matrix is trivial, a NULL pointer can be passed.
g_new	Gradient of neighbouring QP to be solved.
A_new	Constraint matrix of neighbouring QP to be solved (a shallow copy is made). If QP sequence does not involve constraints, a NULL pointer can be passed.
lb_new	Lower bounds of neighbouring QP to be solved. If no lower bounds exist, a NULL pointer can be passed.
ub_new	Upper bounds of neighbouring QP to be solved. If no upper bounds exist, a NULL pointer can be passed.
lbA_new	Lower constraints' bounds of neighbouring QP to be solved. If no lower constraints' bounds exist, a NULL pointer can be passed.
ubA_new	Upper constraints' bounds of neighbouring QP to be solved. If no upper constraints' bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations; Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP solution. Output: CPU time spen for QP solution (or to perform nWSR iterations).
guessedBounds	Optimal working set of bounds for solution (xOpt,yOpt). (If a null pointer is passed, the previous working set of bounds is kept!)
guessedConstraints	Optimal working set of constraints for solution (xOpt,yOpt). (If a null pointer is passed, the previous working set of constraints is kept!)

Definition at line 98 of file qpOASES-3.2.0/src/SQProblem.cpp.

returnValue SQProblem::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
	)

Solves an initialised SQProblem using online active set strategy reading QP data from files.

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

Parameters

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, of neighbouring QP to be solved, is stored.
A_file	Name of file where constraint matrix is stored. If QP sequence does not involve constraints, a NULL pointer can be passed.
lb_file	Name of file where lower bounds, of neighbouring QP to be solved, is stored. If no lower bounds exist, a NULL pointer can be passed.
ub_file	Name of file where upper bounds, of neighbouring QP to be solved, is stored. If no upper bounds exist, a NULL pointer can be passed.
lbA_file	Name of file where lower constraints' bounds, of neighbouring QP to be solved, is stored. If no lower constraints' bounds exist, a NULL pointer can be passed.
ubA_file	Name of file where upper constraints' bounds, of neighbouring QP to be solved, is stored. If no upper constraints' bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations; Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP solution. Output: CPU time spend for QP solution (or to perform nWSR iterations).

Definition at line 140 of file qpOASES-3.0beta/src/SQProblem.cpp.

returnValue SQProblem::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`
	)

Solves an initialised QP sequence with matrix shift using the online active set strategy.

Returns: SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_MATRIX_SHIFT_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

H_new	Hessian matrix of neighbouring QP to be solved (a shallow copy is made). If Hessian matrix is trivial, a NULL pointer can be passed.
g_new	Gradient of neighbouring QP to be solved.
A_new	Constraint matrix of neighbouring QP to be solved (a shallow copy is made). If QP sequence does not involve constraints, a NULL pointer can be passed.
lb_new	Lower bounds of neighbouring QP to be solved. If no lower bounds exist, a NULL pointer can be passed.
ub_new	Upper bounds of neighbouring QP to be solved. If no upper bounds exist, a NULL pointer can be passed.
lbA_new	Lower constraints' bounds of neighbouring QP to be solved. If no lower constraints' bounds exist, a NULL pointer can be passed.
ubA_new	Upper constraints' bounds of neighbouring QP to be solved. If no upper constraints' bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations; Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP solution. Output: CPU time spent for QP solution (or to perform nWSR iterations).
guessedBounds	Optimal working set of bounds for solution (xOpt,yOpt). (If a null pointer is passed, the previous working set of bounds is kept!)
guessedConstraints	Optimal working set of constraints for solution (xOpt,yOpt). (If a null pointer is passed, the previous working set of constraints is kept!)

Definition at line 149 of file qpOASES-3.2.0/src/SQProblem.cpp.

returnValue SQProblem::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
	)

Solves an initialised SQProblem using online active set strategy.

Returns: SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_MATRIX_SHIFT_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

H_new	Hessian matrix of neighbouring QP to be solved. If Hessian matrix is trivial, a NULL pointer can be passed.
g_new	Gradient of neighbouring QP to be solved.
A_new	Constraint matrix of neighbouring QP to be solved. If QP sequence does not involve constraints, a NULL pointer can be passed.
lb_new	Lower bounds of neighbouring QP to be solved. If no lower bounds exist, a NULL pointer can be passed.
ub_new	Upper bounds of neighbouring QP to be solved. If no upper bounds exist, a NULL pointer can be passed.
lbA_new	Lower constraints' bounds of neighbouring QP to be solved. If no lower constraints' bounds exist, a NULL pointer can be passed.
ubA_new	Upper constraints' bounds of neighbouring QP to be solved. If no upper constraints' bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations; Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP solution. Output: CPU time spend for QP solution (or to perform nWSR iterations).

Definition at line 226 of file qpOASES-3.0beta/src/SQProblem.cpp.

returnValue SQProblem::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`
	)

Solves an initialised QP sequence with matrix shift using the online active set strategy, where QP data is read from files.

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

Parameters

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, of neighbouring QP to be solved, is stored.
A_file	Name of file where constraint matrix is stored. If QP sequence does not involve constraints, a NULL pointer can be passed.
lb_file	Name of file where lower bounds, of neighbouring QP to be solved, is stored. If no lower bounds exist, a NULL pointer can be passed.
ub_file	Name of file where upper bounds, of neighbouring QP to be solved, is stored. If no upper bounds exist, a NULL pointer can be passed.
lbA_file	Name of file where lower constraints' bounds, of neighbouring QP to be solved, is stored. If no lower constraints' bounds exist, a NULL pointer can be passed.
ubA_file	Name of file where upper constraints' bounds, of neighbouring QP to be solved, is stored. If no upper constraints' bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations; Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP solution. Output: CPU time spent for QP solution (or to perform nWSR iterations).
guessedBounds	Optimal working set of bounds for solution (xOpt,yOpt). (If a null pointer is passed, the previous working set of bounds is kept!)
guessedConstraints	Optimal working set of constraints for solution (xOpt,yOpt). (If a null pointer is passed, the previous working set of constraints is kept!)

Definition at line 197 of file qpOASES-3.2.0/src/SQProblem.cpp.

returnValue SQProblem::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
	)

Solves an initialised SQProblem (without matrix shift) using online active set strategy. Note: This functions just forwards to the corresponding QProblem::hotstart member function.

Returns: SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_SHIFT_DETERMINATION_FAILED
RET_STEPDIRECTION_DETERMINATION_FAILED
RET_STEPLENGTH_DETERMINATION_FAILED
RET_HOMOTOPY_STEP_FAILED
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_HOTSTART_STOPPED_UNBOUNDEDNESS

Parameters

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

Definition at line 275 of file qpOASES-3.0beta/src/SQProblem.cpp.

returnValue SQProblem::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`
	)

Solves an initialised QP sequence (without matrix shift) 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 functions just forwards to the corresponding QProblem::hotstart member function.

Returns: SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_SHIFT_DETERMINATION_FAILED
RET_STEPDIRECTION_DETERMINATION_FAILED
RET_STEPLENGTH_DETERMINATION_FAILED
RET_HOMOTOPY_STEP_FAILED
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_HOTSTART_STOPPED_UNBOUNDEDNESS

Parameters

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

returnValue SQProblem::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
	)

Solves an initialised SQProblem (without matrix shift) using online active set strategy reading QP data from files. Note: This functions just forwards to the corresponding QProblem::hotstart member function.

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

Parameters

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

Definition at line 289 of file qpOASES-3.0beta/src/SQProblem.cpp.

returnValue SQProblem::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`
	)

Solves an initialised QP sequence (without matrix shift) 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 functions just forwards to the corresponding QProblem::hotstart member function.

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

Parameters

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

returnValue SQProblem::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
	)

Solves an initialised SQProblem (without matrix shift) using online active set strategy (using an initialised homotopy). Note: This functions just forwards to the corresponding QProblem::hotstart member function.

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_WORKINGSET_UPDATE_FAILED

Parameters

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

Definition at line 303 of file qpOASES-3.0beta/src/SQProblem.cpp.

returnValue SQProblem::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
	)

Solves an initialised SQProblem (without matrix shift) using online active set strategy (using an initialised homotopy) reading QP data from files. Note: This functions just forwards to the corresponding QProblem::hotstart member function.

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_WORKINGSET_UPDATE_FAILED
RET_UNABLE_TO_READ_FILE

Parameters

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

Definition at line 318 of file qpOASES-3.0beta/src/SQProblem.cpp.

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

Assignment operator (deep copy).

Parameters

rhs	Rhs object.

Definition at line 83 of file qpOASES-3.0beta/src/SQProblem.cpp.

virtual SQProblem& SQProblem::operator= ( const SQProblem & rhs )

virtual

Assignment operator (deep copy).

Parameters

rhs	Rhs object.

returnValue SQProblem::setupAuxiliaryQP	(	const real_t *const	H_new,
		const real_t *const	A_new
	)

protectedvirtual

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 350 of file qpOASES-3.0beta/src/SQProblem.cpp.

returnValue SQProblem::setupAuxiliaryQP	(	SymmetricMatrix *	H_new,
		Matrix *	A_new
	)

protectedvirtual

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 371 of file qpOASES-3.0beta/src/SQProblem.cpp.

returnValue SQProblem::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
	)

protectedvirtual

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.
lb_new	New lower bounds. If no lower bounds exist, a NULL pointer can be passed.
ub_new	New upper bounds. If no lower bounds exist, a NULL pointer can be passed.
lbA_new	New lower constraints' bounds. If no lower constraints' bounds exist, a NULL pointer can be passed.
ubA_new	New lower constraints' bounds. If no lower constraints' bounds exist, a NULL pointer can be passed.

Definition at line 334 of file qpOASES-3.2.0/src/SQProblem.cpp.

returnValue SQProblem::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
	)

protectedvirtual

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.
lb_new	New lower bounds. If no lower bounds exist, a NULL pointer can be passed.
ub_new	New upper bounds. If no lower bounds exist, a NULL pointer can be passed.
lbA_new	New lower constraints' bounds. If no lower constraints' bounds exist, a NULL pointer can be passed.
ubA_new	New lower constraints' bounds. If no lower constraints' bounds exist, a NULL pointer can be passed.

Definition at line 515 of file qpOASES-3.2.0/src/SQProblem.cpp.

Friends And Related Function Documentation

SolutionAnalysis

friend

Definition at line 62 of file qpOASES-3.0beta/include/qpOASES/SQProblem.hpp.

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

Public Member Functions

Protected Member Functions

Friends

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Friends And Related Function Documentation