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QpGenVars Class Reference
[QpGen]

#include <QpGenVars.h>

Inheritance diagram for QpGenVars:

Variables List of all members.

Public Methods

 QpGenVars (OoqpVector *x_in, OoqpVector *s_in, OoqpVector *y_in, OoqpVector *z_in, OoqpVector *v_in, OoqpVector *gamma_in, OoqpVector *w_in, OoqpVector *phi_in, OoqpVector *t_in, OoqpVector *lambda_in, OoqpVector *u_in, OoqpVector *pi_in, OoqpVector *ixlow_in, OoqpVector *ixupp_in, OoqpVector *iclow_in, OoqpVector *icupp_in)
 QpGenVars (LinearAlgebraPackage *la, int nx_, int my_, int mz_, OoqpVector *ixlow, OoqpVector *ixupp, OoqpVector *iclow, OoqpVector *icupp)
virtual double mu ()
virtual double mustep (Variables *step_in, double alpha)
virtual void saxpy (Variables *b, double alpha)
virtual void negate ()
virtual double stepbound (Variables *b)
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 int isInteriorPoint ()
virtual double violation ()
virtual void print ()
virtual void copy (Variables *b)
virtual double onenorm ()
virtual double infnorm ()

Detailed Description

Variables for the general QP formulation.

Constructor & Destructor Documentation

QpGenVars::QpGenVars (  OoqpVector *    x_in,
OoqpVector *    s_in,
OoqpVector *    y_in,
OoqpVector *    z_in,
OoqpVector *    v_in,
OoqpVector *    gamma_in,
OoqpVector *    w_in,
OoqpVector *    phi_in,
OoqpVector *    t_in,
OoqpVector *    lambda_in,
OoqpVector *    u_in,
OoqpVector *    pi_in,
OoqpVector *    ixlow_in,
OoqpVector *    ixupp_in,
OoqpVector *    iclow_in,
OoqpVector *    icupp_in
) 
 

constructor in which the data and variable pointers are set to point to the given arguments

QpGenVars::QpGenVars (  LinearAlgebraPackage *    la,
int    nx_,
int    my_,
int    mz_,
OoqpVector *    ixlow,
OoqpVector *    ixupp,
OoqpVector *    iclow,
OoqpVector *    icupp
) 
 

constructor that creates variables objects of specified dimensions.

Member Function Documentation

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

copy the variables

Implements Variables.

virtual double QpGenVars::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 (u,t,v,w).
primalStep  the corresponding value of the blocking component of the primal step variables (b->u,b->t,b->v,b->w).
dualValue  the value of the blocking component of the dual variables (lambda,pi,phi,gamma).
dualStep  the corresponding value of the blocking component of the dual step variables (b->lambda,b->pi,b->phi,b->gamma).
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 QpGenVars::infnorm (    )  [virtual]
 

compute the inf-norm of the variables

Implements Variables.

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

sets components of (u,t,v,w) to alpha and of (lambda,pi,phi,gamma) to beta

Implements Variables.

virtual int QpGenVars::isInteriorPoint (    )  [virtual]
 

check whether this is an interior point. Useful as a sanity check.

virtual double QpGenVars::mu (    )  [virtual]
 

computes mu = (t'lambda +u'pi + v'gamma + w'phi)/(mclow+mcupp+nxlow+nxupp)

Implements Variables.

virtual double QpGenVars::mustep (  Variables *    step_in,
double    alpha
)  [virtual]
 

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

Implements Variables.

virtual void QpGenVars::negate (    )  [virtual]
 

negate the value of all the variables in this structure

Implements Variables.

virtual double QpGenVars::onenorm (    )  [virtual]
 

compute the 1-norm of the variables

Implements Variables.

virtual void QpGenVars::print (    )  [virtual]
 

print the variables

Reimplemented from Variables.

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

add alpha to components of (u,t,v,w) and beta to components of (lambda,pi,phi,gamma)

Implements Variables.

virtual double QpGenVars::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 (t,u,v,w,lambda,pi,phi,gamma) + alpha * (b->t,b->u,b->v,b->w,b->lambda,b->pi,b->phi,b->gamma) >= 0.

See also:
findBlocking

Implements Variables.

virtual double QpGenVars::violation (    )  [virtual]
 

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

Implements Variables.

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