#include <jrl-qp/experimental/BlockGISolver.h>

Inheritance diagram for jrl::qp::experimental::BlockGISolver:

Collaboration diagram for jrl::qp::experimental::BlockGISolver:

Classes
struct	Problem

Public Member Functions
	BlockGISolver ()

	BlockGISolver (int nbVar, int nbCstr, bool useBounds)

virtual	~BlockGISolver ()=default

TerminationStatus	solve (const structured::StructuredG &G, const VectorConstRef &a, const structured::StructuredC &C, const VectorConstRef &bl, const VectorConstRef &bu, const VectorConstRef &xl, const VectorConstRef &xu, const std::vector< ActivationStatus > &as={})

Public Member Functions inherited from jrl::qp::DualSolver
	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
internal::InitTermination	init_ () override

internal::SelectedConstraint	selectViolatedConstraint_ (const VectorConstRef &x) const override

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

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

bool	addConstraint_ (const internal::SelectedConstraint &sc) override

bool	removeConstraint_ (int l) override

double	dot_ (const internal::SelectedConstraint &sc, const VectorConstRef &z) override

void	resize_ (int nbVar, int nbCstr, bool useBounds) override

virtual internal::TerminationType	processInitialActiveSet ()

virtual internal::TerminationType	initializeComputationData ()

virtual internal::TerminationType	initializePrimalDualPoints ()

Protected Member Functions inherited from jrl::qp::DualSolver
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)

Protected Attributes
internal::Workspace	work_d_

structured::StructuredJ	J_

structured::StructuredQR	QR_

internal::Workspace	work_cx_

internal::Workspace	work_bact_

Problem	pb_

Protected Attributes inherited from jrl::qp::DualSolver
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

Implementation of the Goldfarb-Idnani dual QP solver.

Constructor & Destructor Documentation

◆ BlockGISolver() [1/2]

jrl::qp::experimental::BlockGISolver::BlockGISolver ( )

◆ BlockGISolver() [2/2]

jrl::qp::experimental::BlockGISolver::BlockGISolver	(	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.

◆ ~BlockGISolver()

virtual jrl::qp::experimental::BlockGISolver::~BlockGISolver ( )

virtualdefault

Member Function Documentation

◆ addConstraint_()

bool jrl::qp::experimental::BlockGISolver::addConstraint_ ( const internal::SelectedConstraint & sc )

overrideprotectedvirtual

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

Implements jrl::qp::DualSolver.

◆ computeStep_()

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

overrideprotectedvirtual

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

Implements jrl::qp::DualSolver.

◆ computeStepLength_()

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

overrideprotectedvirtual

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

Implements jrl::qp::DualSolver.

◆ dot_()

double jrl::qp::experimental::BlockGISolver::dot_	(	const internal::SelectedConstraint &	sc,
		const VectorConstRef &	z
	)

overrideprotectedvirtual

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

Implements jrl::qp::DualSolver.

◆ init_()

internal::InitTermination jrl::qp::experimental::BlockGISolver::init_ ( )

overrideprotectedvirtual

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

Implements jrl::qp::DualSolver.

◆ initializeComputationData()

internal::TerminationType jrl::qp::experimental::BlockGISolver::initializeComputationData ( )

protectedvirtual

◆ initializePrimalDualPoints()

internal::TerminationType jrl::qp::experimental::BlockGISolver::initializePrimalDualPoints ( )

protectedvirtual

◆ processInitialActiveSet()

internal::TerminationType jrl::qp::experimental::BlockGISolver::processInitialActiveSet ( )

protectedvirtual

◆ removeConstraint_()

bool jrl::qp::experimental::BlockGISolver::removeConstraint_ ( int l )

overrideprotectedvirtual

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

Implements jrl::qp::DualSolver.

◆ resize_()

void jrl::qp::experimental::BlockGISolver::resize_	(	int	nbVar,
		int	nbCstr,
		bool	useBounds
	)

overrideprotectedvirtual

Resize the data managed by the derived class.

Implements jrl::qp::DualSolver.

◆ selectViolatedConstraint_()

internal::SelectedConstraint jrl::qp::experimental::BlockGISolver::selectViolatedConstraint_ ( const VectorConstRef & x ) const

overrideprotectedvirtual

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

Implements jrl::qp::DualSolver.

◆ solve()

TerminationStatus jrl::qp::experimental::BlockGISolver::solve	(	const structured::StructuredG &	G,
		const VectorConstRef &	a,
		const structured::StructuredC &	C,
		const VectorConstRef &	bl,
		const VectorConstRef &	bu,
		const VectorConstRef &	xl,
		const VectorConstRef &	xu,
		const std::vector< ActivationStatus > &	as = `{}`
	)

Solve the problem min. 0.5 x^T G x + a^T x s.t. bl <= C^T x <= bu xl <= x <= xu

Member Data Documentation

◆ J_

structured::StructuredJ jrl::qp::experimental::BlockGISolver::J_

protected

◆ pb_

Problem jrl::qp::experimental::BlockGISolver::pb_

protected

◆ QR_

structured::StructuredQR jrl::qp::experimental::BlockGISolver::QR_

protected

◆ work_bact_

internal::Workspace jrl::qp::experimental::BlockGISolver::work_bact_

protected

◆ work_cx_

internal::Workspace jrl::qp::experimental::BlockGISolver::work_cx_

mutableprotected

◆ work_d_

internal::Workspace jrl::qp::experimental::BlockGISolver::work_d_

mutableprotected

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

include/jrl-qp/experimental/BlockGISolver.h
src/experimental/BlockGISolver.cpp

Classes

Public Member Functions

Protected Member Functions

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

◆ BlockGISolver() [1/2]

◆ BlockGISolver() [2/2]

◆ ~BlockGISolver()

Member Function Documentation

◆ addConstraint_()

◆ computeStep_()

◆ computeStepLength_()

◆ dot_()

◆ init_()

◆ initializeComputationData()

◆ initializePrimalDualPoints()

◆ processInitialActiveSet()

◆ removeConstraint_()

◆ resize_()

◆ selectViolatedConstraint_()

◆ solve()

Member Data Documentation

◆ J_

◆ pb_

◆ QR_

◆ work_bact_

◆ work_cx_

◆ work_d_