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QpBoundResiduals Class Reference
[QpBound]

#include <QpBoundResiduals.h>

Inheritance diagram for QpBoundResiduals:

List of all members.

Public Methods
virtual void	calcresids (Data *problem, Variables *vars)
virtual void	add_r3_xz_alpha (Variables *vars, double alpha)
virtual void	set_r3_xz_alpha (Variables *vars, double alpha)
virtual void	clear_r1r2 ()
virtual void	clear_r3 ()
virtual void	project_r3 (double rmin, double rmax)

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Detailed Description

Residuals for the bound-constrained QP formulation

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Member Function Documentation

virtual void QpBoundResiduals::add_r3_xz_alpha (  Variables *    vars, double    alpha )  [virtual]

Modify the "complementarity" component of the residuals, by adding the pairwise products of the complementary variables plus a constant alpha to this term. Implements Residuals.

virtual void QpBoundResiduals::calcresids (  Data *    problem, Variables *    vars )  [virtual]

calculate residuals, their norms, and duality/complementarity gap, given a problem and variable set. Implements Residuals.

virtual void QpBoundResiduals::clear_r1r2 (    )  [virtual]

set the noncomplementarity components of the residual (the terms arising from the linear equalities in the KKT conditions) to 0. Reimplemented from Residuals.

virtual void QpBoundResiduals::clear_r3 (    )  [virtual]

set the complementarity component of the residuals to 0. Implements Residuals.

virtual void QpBoundResiduals::project_r3 (  double    rmin, double    rmax )  [virtual]

perform the projection operation required by Gondzio algorithm: replace each component r3_i of the complementarity component of the residuals by r3p_i - r3_i, where r3p_i is the projection of r3_i onto the box [rmin, rmax]. Then if the resulting value is less than -rmax, replace it by -rmax. See also: SimpleVector::gondzioProjection Implements Residuals.

virtual void QpBoundResiduals::set_r3_xz_alpha (  Variables *    vars, double    alpha )  [virtual]

Set the "complementarity" component of the residuals to the pairwise products of the complementary variables plus a constant alpha Implements Residuals.

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

• QpBoundResiduals.h

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