QLD.h

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/*
 * Copyright 2012-2020 CNRS-UM LIRMM, CNRS-AIST JRL
 */
 
#pragma once
 
#include "QLDDirect.h"
 
namespace Eigen
{
 
class QLD : public QLDDirect
{
public:
  EIGEN_QLD_API QLD();
 
  EIGEN_QLD_API QLD(int nrvar, int nreq, int nrineq, int ldq = -1, bool verbose = false);
 
  EIGEN_QLD_API void problem(int nrvar, int nreq, int nrineq, int ldq = -1);
 
  EIGEN_QLD_API const VectorXd & multipliers() const;
 
  template<typename MatObj,
           typename VecObj,
           typename MatEq,
           typename VecEq,
           typename MatIneq,
           typename VecIneq,
           typename VecVar>
  bool solve(const MatrixBase<MatObj> & Q,
             const MatrixBase<VecObj> & c,
             const MatrixBase<MatEq> & Aeq,
             const MatrixBase<VecEq> & beq,
             const MatrixBase<MatIneq> & Aineq,
             const MatrixBase<VecIneq> & bineq,
             const MatrixBase<VecVar> & xl,
             const MatrixBase<VecVar> & xu,
             bool isDecomp = false,
             double eps = 1e-12);
 
private:
  MatrixXd A_;
  VectorXd B_;
};
 
template<typename MatObj,
         typename VecObj,
         typename MatEq,
         typename VecEq,
         typename MatIneq,
         typename VecIneq,
         typename VecVar>
inline bool QLD::solve(const MatrixBase<MatObj> & Q,
                       const MatrixBase<VecObj> & c,
                       const MatrixBase<MatEq> & Aeq,
                       const MatrixBase<VecEq> & beq,
                       const MatrixBase<MatIneq> & Aineq,
                       const MatrixBase<VecIneq> & bineq,
                       const MatrixBase<VecVar> & xl,
                       const MatrixBase<VecVar> & xu,
                       bool isDecomp,
                       double eps)
{
  assert(Aeq.rows() == beq.rows()); // check equality size
  assert(Aeq.cols() == A_.cols());
  assert(Aineq.rows() == bineq.rows()); // check inequality size
  assert(Aineq.cols() == A_.cols());
 
  int nreq = int(beq.rows());
  int nrineq = int(bineq.rows());
 
  A_.topRows(nreq) = -Aeq;
  A_.middleRows(nreq, nrineq) = -Aineq;
 
  B_.head(nreq) = beq;
  B_.segment(nreq, nrineq) = bineq;
 
  return QLDDirect::solve(Q, c, A_.topRows(nreq + nrineq), B_.head(nreq + nrineq), xl, xu, nreq, isDecomp, eps);
}
 
} // namespace Eigen