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QpGenLinsys Class Reference
[QpGen]

#include <QpGenLinsys.h>

Inheritance diagram for QpGenLinsys:

List of all members.

Public Methods
virtual void	factor (Data *prob, Variables *vars)
virtual void	solve (Data *prob, Variables *vars, Residuals *res, Variables *step)
virtual void	joinRHS (OoqpVector &rhs, OoqpVector &rhs1, OoqpVector &rhs2, OoqpVector &rhs3)
virtual void	separateVars (OoqpVector &vars1, OoqpVector &vars2, OoqpVector &vars3, OoqpVector &vars)
virtual void	solveXYZS (OoqpVector &stepx, OoqpVector &stepy, OoqpVector &stepz, OoqpVector &steps, OoqpVector &ztemp, QpGenData *data)
virtual void	solveCompressed (OoqpVector &rhs)=0
virtual void	putXDiagonal (OoqpVector &xdiag)=0
virtual void	putZDiagonal (OoqpVector &zdiag)=0
virtual void	computeDiagonals (OoqpVector &dd, OoqpVector &omega, OoqpVector &t, OoqpVector &lambda, OoqpVector &u, OoqpVector &pi, OoqpVector &v, OoqpVector &gamma, OoqpVector &w, OoqpVector &phi)
Protected Attributes
OoqpVectorHandle	nomegaInv
OoqpVectorHandle	rhs
int	nx
int	my
int	mz
OoqpVectorHandle	dd
OoqpVectorHandle	dq
OoqpVectorHandle	ixupp
OoqpVectorHandle	icupp
OoqpVectorHandle	ixlow
OoqpVectorHandle	iclow
int	nxupp
int	nxlow
int	mcupp
int	mclow

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Detailed Description

Linear System solvers for the general QP formulation. This class contains definitions of methods and data common to the sparse and dense special cases of the general formulation. The derived classes QpGenSparseLinsys and QpGenDenseLinsys contain the aspects that are specific to the sparse and dense forms.

See also:

QpGenSparseLinsys , QpGenDenseLinsys

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Member Function Documentation

virtual void QpGenLinsys::computeDiagonals (  OoqpVector &    dd, OoqpVector &    omega, OoqpVector &    t, OoqpVector &    lambda, OoqpVector &    u, OoqpVector &    pi, OoqpVector &    v, OoqpVector &    gamma, OoqpVector &    w, OoqpVector &    phi )  [virtual]

computes the diagonal matrices in the augmented system from the current set of variables

virtual void QpGenLinsys::factor (  Data *    prob, Variables *    vars )  [virtual]

sets up the matrix for the main linear system in "augmented system" form. The actual factorization is performed by a routine specific to either the sparse or dense case. See also: QpGenSparseLinsys::factor , QpGenDenseLinsys::factor Implements LinearSystem. Reimplemented in QpGenDenseLinsys, and QpGenSparseLinsys.

virtual void QpGenLinsys::joinRHS (  OoqpVector &    rhs, OoqpVector &    rhs1, OoqpVector &    rhs2, OoqpVector &    rhs3 )  [virtual]

assembles a single vector object from three given vectors Parameters: rhs  (output) final joined vector rhs1  (input) first part of rhs rhs2  (input) middle part of rhs rhs3  (input) last part of rhs

virtual void QpGenLinsys::putXDiagonal (  OoqpVector &    xdiag )  [pure virtual]

places the diagonal resulting from the bounds on x into the augmented system matrix Implemented in QpGenDenseLinsys, and QpGenSparseLinsys.

virtual void QpGenLinsys::putZDiagonal (  OoqpVector &    zdiag )  [pure virtual]

places the diagonal resulting from the bounds on Cx into the augmented system matrix Implemented in QpGenDenseLinsys, and QpGenSparseLinsys.

virtual void QpGenLinsys::separateVars (  OoqpVector &    vars1, OoqpVector &    vars2, OoqpVector &    vars3, OoqpVector &    vars )  [virtual]

extracts three component vectors from a given aggregated vector. Parameters: vars  (input) aggregated vector vars1  (output) first part of vars vars2  (output) middle part of vars vars3  (output) last part of vars

virtual void QpGenLinsys::solve (  Data *    prob, Variables *    vars, Residuals *    res, Variables *    step )  [virtual]

solves the system for a given set of residuals. Assembles the right-hand side appropriate to the matrix factored in factor, solves the system using the factorization produced there, partitions the solution vector into step components, then recovers the step components eliminated during the block elimination that produced the augmented system form See also: QpGenSparseLinsys::solveCompressed , QpGenDenseLinsys::solveCompressed Implements LinearSystem.

virtual void QpGenLinsys::solveCompressed (  OoqpVector &    rhs )  [pure virtual]

perform the actual solve using the factors produced in factor. Parameters: rhs  on input contains the aggregated right-hand side of the augmented system; on output contains the solution in aggregated form See also: QpGenSparseLinsys::solveCompressed , QpGenDenseLinsys::solveCompressed Implemented in QpGenDenseLinsys, and QpGenSparseLinsys.

virtual void QpGenLinsys::solveXYZS (  OoqpVector &    stepx, OoqpVector &    stepy, OoqpVector &    stepz, OoqpVector &    steps, OoqpVector &    ztemp, QpGenData *    data )  [virtual]

assemble right-hand side of augmented system and call solveCompressed to solve it

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Member Data Documentation

OoqpVectorHandle QpGenLinsys::dd [protected]

temporary storage vectors

OoqpVectorHandle QpGenLinsys::dq [protected]

temporary storage vectors

OoqpVectorHandle QpGenLinsys::iclow [protected]

index matrices for the upper and lower bounds on x and Cx

OoqpVectorHandle QpGenLinsys::icupp [protected]

index matrices for the upper and lower bounds on x and Cx

OoqpVectorHandle QpGenLinsys::ixlow [protected]

index matrices for the upper and lower bounds on x and Cx

OoqpVectorHandle QpGenLinsys::ixupp [protected]

index matrices for the upper and lower bounds on x and Cx

int QpGenLinsys::mclow [protected]

dimensions of the upper and lower bound vectors

int QpGenLinsys::mcupp [protected]

dimensions of the upper and lower bound vectors

int QpGenLinsys::my [protected]

dimensions of the vectors in the general QP formulation

int QpGenLinsys::mz [protected]

dimensions of the vectors in the general QP formulation

OoqpVectorHandle QpGenLinsys::nomegaInv [protected]

stores a critical diagonal matrix as a vector

int QpGenLinsys::nx [protected]

dimensions of the vectors in the general QP formulation

int QpGenLinsys::nxlow [protected]

dimensions of the upper and lower bound vectors

int QpGenLinsys::nxupp [protected]

dimensions of the upper and lower bound vectors

OoqpVectorHandle QpGenLinsys::rhs [protected]

right-hand side of the system

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

• QpGenLinsys.h

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