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Solver Class Reference
[QpSolvers]

#include <Solver.h>

Inheritance diagram for Solver:

List of all members.

Public Methods
virtual void	start (ProblemFormulation *formulation, Variables *iterate, Data *prob, Residuals *resid, Variables *step)
virtual void	defaultStart (ProblemFormulation *formulation, Variables *iterate, Data *prob, Residuals *resid, Variables *step)
virtual void	stevestart (ProblemFormulation *formulation, Variables *iterate, Data *prob, Residuals *resid, Variables *step)
virtual void	dumbstart (ProblemFormulation *formulation, Variables *iterate, Data *prob, Residuals *resid, Variables *step)
virtual int	solve (Data *prob, Variables *iterate, Residuals *resids)=0
virtual double	finalStepLength (Variables *iterate, Variables *step)
virtual void	doMonitor (Data *data, Variables *vars, Residuals *resids, double alpha, double sigma, int i, double mu, int stop_code, int level)
virtual void	defaultMonitor (Data *data, Variables *vars, Residuals *resids, double alpha, double sigma, int i, double mu, int stop_code, int level)=0
virtual int	doStatus (Data *data, Variables *vars, Residuals *resids, int i, double mu, int level)
virtual int	defaultStatus (Data *data, Variables *vars, Residuals *resids, int i, double mu, int level)
void	addMonitor (OoqpMonitor *)
void	useStatus (Status *s)
void	useStartStrategy (OoqpStartStrategy *s)
void	monitorSelf ()
LinearSystem *	getLinearSystem ()
Public Attributes
int	iter
Protected Attributes
double	dnorm
double	mutol
double	artol
double	gamma_f
double	gamma_a
double	phi
int	maxit
double *	mu_history
double *	rnorm_history
double *	phi_history
double *	phi_min_history

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Detailed Description

Abstract base class for QP solvers.

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Member Function Documentation

void Solver::addMonitor (  OoqpMonitor *    )

method to add user-defined monitors to the monitor operations performed at each iteration

virtual void Solver::defaultMonitor (  Data *    data, Variables *    vars, Residuals *    resids, double    alpha, double    sigma, int    i, double    mu, int    stop_code, int    level )  [pure virtual]

default monitor: prints out one line of information on each interior-point iteration Implemented in GondzioSolver, and MehrotraSolver.

virtual void Solver::defaultStart (  ProblemFormulation *    formulation, Variables *    iterate, Data *    prob, Residuals *    resid, Variables *    step )  [virtual]

default starting point heuristic

virtual int Solver::defaultStatus (  Data *    data, Variables *    vars, Residuals *    resids, int    i, double    mu, int    level )  [virtual]

default method for checking status. May be replaced by a user-defined method

virtual void Solver::doMonitor (  Data *    data, Variables *    vars, Residuals *    resids, double    alpha, double    sigma, int    i, double    mu, int    stop_code, int    level )  [virtual]

perform monitor operation at each interior-point iteration

virtual int Solver::doStatus (  Data *    data, Variables *    vars, Residuals *    resids, int    i, double    mu, int    level )  [virtual]

this method called to test for convergence status at the end of each interior-point iteration

virtual void Solver::dumbstart (  ProblemFormulation *    formulation, Variables *    iterate, Data *    prob, Residuals *    resid, Variables *    step )  [virtual]

alternative starting point heuristic: sets the "complementary" variables to a large positive value (based on the norm of the problem data) and the remaining variables to zero

virtual double Solver::finalStepLength (  Variables *    iterate, Variables *    step )  [virtual]

Mehrotra's heuristic to calculate the final step length

LinearSystem* Solver::getLinearSystem (    )  [inline]

returns a pointed to the linear system object stored in this class

void Solver::monitorSelf (    )

enables defaultMonitor as one of the monitors

virtual int Solver::solve (  Data *    prob, Variables *    iterate, Residuals *    resids )  [pure virtual]

implements the interior-point method for solving the QP Implemented in GondzioSolver, and MehrotraSolver.

virtual void Solver::start (  ProblemFormulation *    formulation, Variables *    iterate, Data *    prob, Residuals *    resid, Variables *    step )  [virtual]

starting point heuristic

virtual void Solver::stevestart (  ProblemFormulation *    formulation, Variables *    iterate, Data *    prob, Residuals *    resid, Variables *    step )  [virtual]

alternative starting point heuristic

void Solver::useStartStrategy (  OoqpStartStrategy *    s )  [inline]

method to replace the defaultStatus method with a user-defined status checking method

void Solver::useStatus (  Status *    s )  [inline]

method to replace the defaultStatus method with a user-defined status checking method

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Member Data Documentation

double Solver::artol [protected]

termination parameters

double Solver::dnorm [protected]

norm of problem data

double Solver::gamma_a [protected]

parameters associated with the step length heuristic

double Solver::gamma_f [protected]

parameters associated with the step length heuristic

int Solver::iter

iteration counter

int Solver::maxit [protected]

maximum number of iterations allowed

double* Solver::mu_history [protected]

history of values of mu obtained on all iterations to date

double Solver::mutol [protected]

termination parameters

double Solver::phi [protected]

merit function, defined as the sum of the complementarity gap the residual norms, divided by (1+norm of problem data)

double* Solver::phi_history [protected]

history of values of phi obtained on all iterations to date

double* Solver::phi_min_history [protected]

the i-th entry of this array contains the minimum value of phi encountered by the algorithm on or before iteration i

double* Solver::rnorm_history [protected]

history of values of residual norm obtained on all iterations to date

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

• Solver.h

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