#include <jrl-qp/DualSolver.h>

Inheritance diagram for jrl::qp::DualSolver:

Collaboration diagram for jrl::qp::DualSolver:

Classes
struct	StepLength

Public Member Functions
	DualSolver ()

	DualSolver (int nbVar, int nbCstr, bool useBounds)

virtual	~DualSolver ()=default

void	resize (int nbVar, int nbCstr, bool useBounds)

void	options (const SolverOptions &options)

WConstVector	solution () const

WConstVector	multipliers () const

double	objectiveValue () const

int	iterations () const

const std::vector< ActivationStatus > &	activeSet () const

void	resetActiveSet ()

Protected Member Functions
TerminationStatus	solve ()

TerminationStatus	terminate (TerminationStatus status)

internal::InitTermination	init ()

internal::SelectedConstraint	selectViolatedConstraint (const VectorConstRef &x) const

void	computeStep (VectorRef z, VectorRef r, const internal::SelectedConstraint &sc) const

StepLength	computeStepLength (const internal::SelectedConstraint &sc, const VectorConstRef &x, const VectorConstRef &u, const VectorConstRef &z, const VectorConstRef &r) const

bool	addConstraint (const internal::SelectedConstraint &sc)

bool	removeConstraint (int l, VectorRef u)

virtual double	dot (const internal::SelectedConstraint &sc, const VectorConstRef &z)

virtual internal::InitTermination	init_ ()=0

virtual internal::SelectedConstraint	selectViolatedConstraint_ (const VectorConstRef &x) const =0

virtual void	computeStep_ (VectorRef z, VectorRef r, const internal::SelectedConstraint &sc) const =0

virtual StepLength	computeStepLength_ (const internal::SelectedConstraint &sc, const VectorConstRef &x, const VectorConstRef &u, const VectorConstRef &z, const VectorConstRef &r) const =0

virtual bool	addConstraint_ (const internal::SelectedConstraint &sc)=0

virtual bool	removeConstraint_ (int l)=0

virtual double	dot_ (const internal::SelectedConstraint &sc, const VectorConstRef &z)=0

virtual void	resize_ (int nbVar, int nbCstr, bool useBounds)=0

Protected Attributes
SolverOptions	options_

utils::Logger	log_

int	it_

int	nbVar_

internal::ActiveSet	A_

double	f_

internal::Workspace	work_x_

internal::Workspace	work_z_

internal::Workspace	work_u_

internal::Workspace	work_r_

bool	needToExpandMultipliers_

Detailed Description

Base class for dual QP solver. It implements the general logic of the Goldfarb-Idnani paper, and relies on call to virtual functions to do the actual work, depending on the specificities of the problem.

Constructor & Destructor Documentation

◆ DualSolver() [1/2]

jrl::qp::DualSolver::DualSolver ( )

◆ DualSolver() [2/2]

jrl::qp::DualSolver::DualSolver	(	int	nbVar,
		int	nbCstr,
		bool	useBounds
	)

Pre-allocate the data for a problem with nbVar variables, nbCstr (general) constraints, and bounds if useBounds is true.

◆ ~DualSolver()

virtual jrl::qp::DualSolver::~DualSolver ( )

virtualdefault

Member Function Documentation

◆ activeSet()

const std::vector< ActivationStatus > & jrl::qp::DualSolver::activeSet ( ) const

Get the active set at the solution.

The i-th element corresponds to the activation status of the i-th constraint with the general constraints first, followed by the bound constraints.

◆ addConstraint()

bool jrl::qp::DualSolver::addConstraint ( const internal::SelectedConstraint & sc )

protected

Add a constraint to the active set and update the computation data accordingly.

◆ addConstraint_()

virtual bool jrl::qp::DualSolver::addConstraint_ ( const internal::SelectedConstraint & sc )

protectedpure virtual

Add a constraint to the active set and update the computation data accordingly.

Implemented in jrl::qp::experimental::BlockGISolver, jrl::qp::experimental::GoldfarbIdnaniSolver, and jrl::qp::GoldfarbIdnaniSolver.

◆ computeStep()

void jrl::qp::DualSolver::computeStep	(	VectorRef	z,
		VectorRef	r,
		const internal::SelectedConstraint &	sc
	)		const

protected

Compute a primal step z and dual step r, given n+

◆ computeStep_()

virtual void jrl::qp::DualSolver::computeStep_	(	VectorRef	z,
		VectorRef	r,
		const internal::SelectedConstraint &	sc
	)		const

protectedpure virtual

Compute a primal step z and dual step r, given n+

Implemented in jrl::qp::experimental::BlockGISolver, jrl::qp::experimental::GoldfarbIdnaniSolver, and jrl::qp::GoldfarbIdnaniSolver.

◆ computeStepLength()

DualSolver::StepLength jrl::qp::DualSolver::computeStepLength	(	const internal::SelectedConstraint &	sc,
		const VectorConstRef &	x,
		const VectorConstRef &	u,
		const VectorConstRef &	z,
		const VectorConstRef &	r
	)		const

protected

Compute a step length and update x and u given the data n+, z and r.

◆ computeStepLength_()

virtual StepLength jrl::qp::DualSolver::computeStepLength_	(	const internal::SelectedConstraint &	sc,
		const VectorConstRef &	x,
		const VectorConstRef &	u,
		const VectorConstRef &	z,
		const VectorConstRef &	r
	)		const

protectedpure virtual

Compute a step length and update x and u given the data n+, z and r.

Implemented in jrl::qp::experimental::BlockGISolver, jrl::qp::experimental::GoldfarbIdnaniSolver, and jrl::qp::GoldfarbIdnaniSolver.

◆ dot()

double jrl::qp::DualSolver::dot	(	const internal::SelectedConstraint &	sc,
		const VectorConstRef &	z
	)

protectedvirtual

Compute the dot product between the vector corresponding to sc and z.

◆ dot_()

virtual double jrl::qp::DualSolver::dot_	(	const internal::SelectedConstraint &	sc,
		const VectorConstRef &	z
	)

protectedpure virtual

Compute the dot product between the vector corresponding to sc and z.

Implemented in jrl::qp::experimental::BlockGISolver, jrl::qp::experimental::GoldfarbIdnaniSolver, and jrl::qp::GoldfarbIdnaniSolver.

◆ init()

internal::InitTermination jrl::qp::DualSolver::init ( )

protected

Initialize the problem data. In particular compute the initial primal-dual point and perform the initial decompositions.

◆ init_()

virtual internal::InitTermination jrl::qp::DualSolver::init_ ( )

protectedpure virtual

Compute the initial iterate, the corresponding objective value and initialize any relevant data of the derived class.

Implemented in jrl::qp::experimental::BlockGISolver, jrl::qp::experimental::GoldfarbIdnaniSolver, jrl::qp::GoldfarbIdnaniSolver, and jrl::qp::experimental::BoxAndSingleConstraintSolver.

◆ iterations()

int jrl::qp::DualSolver::iterations ( ) const

Get the number of active-set iterations used to find the solution

◆ multipliers()

WConstVector jrl::qp::DualSolver::multipliers ( ) const

Get the Lagrange multipliers at the solution.

◆ objectiveValue()

double jrl::qp::DualSolver::objectiveValue ( ) const

Get the objective value at the solution.

◆ options()

void jrl::qp::DualSolver::options ( const SolverOptions & options )

Specify the solver options.

◆ removeConstraint()

bool jrl::qp::DualSolver::removeConstraint	(	int	l,
		VectorRef	u
	)

protected

Remove the l-th active constraint from the active set and update the computation data accordingly.

◆ removeConstraint_()

virtual bool jrl::qp::DualSolver::removeConstraint_ ( int l )

protectedpure virtual

Remove the l-th active constraint from the active set and update the computation data accordingly.

Implemented in jrl::qp::experimental::BlockGISolver, jrl::qp::experimental::GoldfarbIdnaniSolver, and jrl::qp::GoldfarbIdnaniSolver.

◆ resetActiveSet()

void jrl::qp::DualSolver::resetActiveSet ( )

Reset the active set.

◆ resize()

void jrl::qp::DualSolver::resize	(	int	nbVar,
		int	nbCstr,
		bool	useBounds
	)

Resize the data for a problem with nbVar variables, nbCstr (general) constraints, and bounds if useBounds is true.

◆ resize_()

virtual void jrl::qp::DualSolver::resize_	(	int	nbVar,
		int	nbCstr,
		bool	useBounds
	)

protectedpure virtual

Resize the data managed by the derived class.

Implemented in jrl::qp::experimental::BlockGISolver, jrl::qp::experimental::GoldfarbIdnaniSolver, and jrl::qp::GoldfarbIdnaniSolver.

◆ selectViolatedConstraint()

internal::SelectedConstraint jrl::qp::DualSolver::selectViolatedConstraint ( const VectorConstRef & x ) const

protected

Select a violated constraint and return it as a description of n+.

◆ selectViolatedConstraint_()

virtual internal::SelectedConstraint jrl::qp::DualSolver::selectViolatedConstraint_ ( const VectorConstRef & x ) const

protectedpure virtual

Select the violated constraint to be considered for the current iteration.

Implemented in jrl::qp::experimental::BlockGISolver, jrl::qp::experimental::GoldfarbIdnaniSolver, and jrl::qp::GoldfarbIdnaniSolver.

◆ solution()

WConstVector jrl::qp::DualSolver::solution ( ) const

Get the solution.

◆ solve()

TerminationStatus jrl::qp::DualSolver::solve ( )

protected

Call to the solving routines. Need to be initiated by the derived class.

◆ terminate()

TerminationStatus jrl::qp::DualSolver::terminate ( TerminationStatus status )

protected

Finalize a function call by logging relevant information.

Member Data Documentation

◆ A_

internal::ActiveSet jrl::qp::DualSolver::A_

protected

◆ f_

double jrl::qp::DualSolver::f_

protected

◆ it_

int jrl::qp::DualSolver::it_

protected

◆ log_

utils::Logger jrl::qp::DualSolver::log_

protected

◆ nbVar_

int jrl::qp::DualSolver::nbVar_

protected

◆ needToExpandMultipliers_

bool jrl::qp::DualSolver::needToExpandMultipliers_

mutableprotected

◆ options_

SolverOptions jrl::qp::DualSolver::options_

protected

◆ work_r_

internal::Workspace jrl::qp::DualSolver::work_r_

mutableprotected

◆ work_u_

internal::Workspace jrl::qp::DualSolver::work_u_

mutableprotected

◆ work_x_

internal::Workspace jrl::qp::DualSolver::work_x_

protected

◆ work_z_

internal::Workspace jrl::qp::DualSolver::work_z_

protected

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

include/jrl-qp/DualSolver.h
src/DualSolver.cpp

Classes

Public Member Functions

Protected Member Functions

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

◆ DualSolver() [1/2]

◆ DualSolver() [2/2]

◆ ~DualSolver()

Member Function Documentation

◆ activeSet()

◆ addConstraint()

◆ addConstraint_()

◆ computeStep()

◆ computeStep_()

◆ computeStepLength()

◆ computeStepLength_()

◆ dot()

◆ dot_()

◆ init()

◆ init_()

◆ iterations()

◆ multipliers()

◆ objectiveValue()

◆ options()

◆ removeConstraint()

◆ removeConstraint_()

◆ resetActiveSet()

◆ resize()

◆ resize_()

◆ selectViolatedConstraint()

◆ selectViolatedConstraint_()

◆ solution()

◆ solve()

◆ terminate()

Member Data Documentation

◆ A_

◆ f_

◆ it_

◆ log_

◆ nbVar_

◆ needToExpandMultipliers_

◆ options_

◆ work_r_

◆ work_u_

◆ work_x_

◆ work_z_