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Variables Class Reference
[AbstractProblemFormulation]

#include <Variables.h>

Inheritance diagram for Variables:

List of all members.

Public Methods
virtual double	mu ()=0
virtual double	mustep (Variables *step, double alpha)=0
virtual void	negate ()=0
virtual void	saxpy (Variables *b, double alpha)=0
virtual double	stepbound (Variables *b)=0
virtual double	findBlocking (Variables *step, double &primalValue, double &primalStep, double &dualValue, double &dualStep, int &firstOrSecond)=0
virtual void	interiorPoint (double alpha, double beta)=0
virtual void	shiftBoundVariables (double alpha, double beta)=0
virtual double	violation ()=0
virtual void	print ()
virtual void	copy (Variables *b)=0
virtual double	onenorm ()=0
virtual double	infnorm ()=0
Public Attributes
int	nComplementaryVariables

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Detailed Description

Holds the variables used by the interior point solver. In terms of in our abstract problem formulation, these variables are the vectors x, y, z and s.

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Member Function Documentation

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

copy the variables Implemented in HuberVars, QpBoundVars, QpExampleVars, QpGenVars, and SvmVars.

virtual double Variables::findBlocking (  Variables *    step, double &    primalValue, double &    primalStep, double &    dualValue, double &    dualStep, int &    firstOrSecond )  [pure 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 s. primalStep  the corresponding value of the blocking component of the primal step variables b->s. dualValue  the value of the blocking component of the dual variables z. dualStep  the corresponding value of the blocking component of the dual step variables b->z. firstOrSecond  1 if the primal step is blocking, 2 if the dual step is block, 0 if no step is blocking. See also: stepbound Implemented in HuberVars, QpBoundVars, QpExampleVars, QpGenVars, and SvmVars.

virtual double Variables::infnorm (    )  [pure virtual]

compute the inf-norm of the variables Implemented in HuberVars, QpBoundVars, QpExampleVars, QpGenVars, and SvmVars.

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

In the abstract QP formulation, sets s to alpha, z to beta and the other variable components to zero. Implemented in HuberVars, QpBoundVars, QpExampleVars, QpGenVars, and SvmVars.

virtual double Variables::mu (    )  [pure virtual]

compute complementarity gap, obtained by taking the inner product of the complementary vectors and dividing by the total number of components Implemented in HuberVars, QpBoundVars, QpExampleVars, QpGenVars, and SvmVars.

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

compute the complementarity gap resulting from a step of length "alpha" along direction "step" Implemented in HuberVars, QpBoundVars, QpExampleVars, QpGenVars, and SvmVars.

virtual void Variables::negate (    )  [pure virtual]

negate the value of all the variables in this structure Implemented in HuberVars, QpBoundVars, QpExampleVars, QpGenVars, and SvmVars.

virtual double Variables::onenorm (    )  [pure virtual]

compute the 1-norm of the variables Implemented in HuberVars, QpBoundVars, QpExampleVars, QpGenVars, and SvmVars.

virtual void Variables::print (    )  [virtual]

print the variables Reimplemented in HuberVars, QpBoundVars, QpExampleVars, QpGenVars, and SvmVars.

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

given variables b, compute a <- a + alpha b, where a are the variables in this class Implemented in HuberVars, QpBoundVars, QpExampleVars, QpGenVars, and SvmVars.

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

In the standard QP formulation, sets s += alpha, z += beta Implemented in HuberVars, QpBoundVars, QpExampleVars, QpGenVars, and SvmVars.

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

calculate the largest alpha in (0,1] such that the nonnegative variables stay nonnegative in the given search direction. In the abstract problem formulation, this is the largest value of alpha such that (s,z) + alpha * (b->s,b->z) >= 0. See also: findBlocking Implemented in HuberVars, QpBoundVars, QpExampleVars, QpGenVars, and SvmVars.

virtual double Variables::violation (    )  [pure virtual]

The amount by which the current variables violate the non-negativity constraints. Implemented in HuberVars, QpBoundVars, QpExampleVars, QpGenVars, and SvmVars.

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Member Data Documentation

int Variables::nComplementaryVariables

number of complementary primal-dual variables.

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

• Variables.h

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