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QpBoundVars Class Reference
[QpBound]

#include <QpBoundVars.h>

Inheritance diagram for QpBoundVars:

List of all members.

Public Methods
	QpBoundVars (QpBound *f, QpBoundData *prob)
	QpBoundVars (QpBound *f, QpBoundData *prob, OoqpVector *x, OoqpVector *t, OoqpVector *v, OoqpVector *tau, OoqpVector *nu)
virtual double	mu ()
virtual double	mustep (Variables *step, double alpha)
virtual void	saxpy (Variables *b, double alpha)
virtual void	negate ()
virtual double	findBlocking (Variables *step, double &primalValue, double &primalStep, double &dualValue, double &dualStep, int &firstOrSecond)
virtual double	stepbound (Variables *b)
virtual void	interiorPoint (double alpha, double beta)
virtual void	shiftBoundVariables (double alpha, double beta)
virtual double	violation ()
virtual void	print ()
virtual void	copy (Variables *b)
virtual double	onenorm ()
virtual double	infnorm ()
Public Attributes
OoqpVectorHandle	x
OoqpVectorHandle	t
OoqpVectorHandle	v
OoqpVectorHandle	tau
OoqpVectorHandle	nu
OoqpVectorHandle	index_lower
OoqpVectorHandle	index_upper
int	nx
int	nlower
int	nupper

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Detailed Description

Variables for the bound-constrained QP formulation.

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Constructor & Destructor Documentation

QpBoundVars::QpBoundVars (  QpBound *    f, QpBoundData *    prob )

constructor that allocates its own storage

QpBoundVars::QpBoundVars (  QpBound *    f, QpBoundData *    prob, OoqpVector *    x, OoqpVector *    t, OoqpVector *    v, OoqpVector *    tau, OoqpVector *    nu )

constructor that uses storage already allocated

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Member Function Documentation

virtual void QpBoundVars::copy (  Variables *    b )  [virtual]

copy the variables Implements Variables.

virtual double QpBoundVars::findBlocking (  Variables *    step, double &    primalValue, double &    primalStep, double &    dualValue, double &    dualStep, int &    firstOrSecond )  [virtual]

Performs the same function as stepbound, and supplies additional information about which component of the nonnegative variables is responsible for restricting alpha. In terms of the abstract formulation, the components have the following meanings. Parameters: primalValue  the value of the blocking component of the primal variables (t,v). primalStep  the corresponding value of the blocking component of the primal step variables (b->t,b->v). dualValue  the value of the blocking component of the dual variables (tau,nu). dualStep  the corresponding value of the blocking component of the dual step variables (b->tau,b->nu). firstOrSecond  1 if the primal step is blocking, 2 if the dual step is block, 0 if no step is blocking. See also: stepbound Implements Variables.

virtual double QpBoundVars::infnorm (    )  [virtual]

compute the inf-norm of the variables Implements Variables.

virtual void QpBoundVars::interiorPoint (  double    alpha, double    beta )  [virtual]

set components of (t,v) to alpha and of (tau,nu) to beta Implements Variables.

virtual double QpBoundVars::mu (    )  [virtual]

calculates the complementarity gap Implements Variables.

virtual double QpBoundVars::mustep (  Variables *    step, double    alpha )  [virtual]

compute the complementarity gap resulting from a step of length "alpha" along direction "step" Implements Variables.

virtual void QpBoundVars::negate (    )  [virtual]

negate the value of all the variables in this structure Implements Variables.

virtual double QpBoundVars::onenorm (    )  [virtual]

compute the 1-norm of the variables Implements Variables.

virtual void QpBoundVars::print (    )  [virtual]

print the variables Reimplemented from Variables.

virtual void QpBoundVars::saxpy (  Variables *    b, double    alpha )  [virtual]

adds (alpha b) to the current variables Implements Variables.

virtual void QpBoundVars::shiftBoundVariables (  double    alpha, double    beta )  [virtual]

add alpha to components of (t,v) and beta to components of (tau,nu) Implements Variables.

virtual double QpBoundVars::stepbound (  Variables *    b )  [virtual]

calculate the largest alpha in (0,1] such that the nonnegative variables stay nonnegative in the given search direction. In the general QP problem formulation, this is the largest value of alpha such that (t,v,tau,nu) + alpha * (b->t,b->v,b->tau,b->nu) >= 0. See also: findBlocking Implements Variables.

virtual double QpBoundVars::violation (    )  [virtual]

The amount by which the current variables violate the non-negativity constraints. Implements Variables.

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Member Data Documentation

OoqpVectorHandle QpBoundVars::index_lower

lower bound index vector

OoqpVectorHandle QpBoundVars::index_upper

upper bound index vector

int QpBoundVars::nlower

actual number of lower bounds

OoqpVectorHandle QpBoundVars::nu

upper bound multipliers

int QpBoundVars::nupper

actual number of upper bounds

int QpBoundVars::nx

problem dimension

OoqpVectorHandle QpBoundVars::t

lower bound slacks

OoqpVectorHandle QpBoundVars::tau

lower bound multipliers

OoqpVectorHandle QpBoundVars::v

upper bound slacks

OoqpVectorHandle QpBoundVars::x

primal variables

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

• QpBoundVars.h

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