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QpExampleVars Class Reference
[QpExample]

#include <QpExampleVars.h>

Inheritance diagram for QpExampleVars:

List of all members.

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

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Detailed Description

Variables for the example QP formulation.

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Member Function Documentation

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

copy the variables Implements Variables.

virtual double QpExampleVars::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 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 Implements Variables.

virtual double QpExampleVars::infnorm (    )  [virtual]

compute the inf-norm of the variables Implements Variables.

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

sets components of s to alpha and of z to beta Implements Variables.

virtual double QpExampleVars::mu (    )  [virtual]

compute complementarity gap, obtained by taking the inner product of the complementary vectors and dividing by the total number of components Implements Variables.

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

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

virtual void QpExampleVars::negate (    )  [virtual]

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

virtual double QpExampleVars::onenorm (    )  [virtual]

compute the 1-norm of the variables Implements Variables.

virtual void QpExampleVars::print (    )  [virtual]

print the variables Reimplemented from Variables.

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

given variables b, compute a <- a + alpha b, where a are the variables in this class Implements Variables.

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

adds alpha to components of s and beta to components of z Implements Variables.

virtual double QpExampleVars::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 (s,z) + alpha * (b->s,b->z) >= 0. See also: findBlocking Implements Variables.

virtual double QpExampleVars::violation (    )  [virtual]

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

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Member Data Documentation

OoqpVector* QpExampleVars::s

primal slacks

OoqpVector* QpExampleVars::x

primal variables

OoqpVector* QpExampleVars::y

Lagrange multipliers for equality constraints

OoqpVector* QpExampleVars::z

Lagrange multipliers for inequality constraints

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

• QpExampleVars.h

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