jrl::qp::experimental::BoxAndSingleConstraintSolver Class Reference

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

Inheritance diagram for jrl::qp::experimental::BoxAndSingleConstraintSolver:
Collaboration diagram for jrl::qp::experimental::BoxAndSingleConstraintSolver:

Public Member Functions

 BoxAndSingleConstraintSolver ()
 
 BoxAndSingleConstraintSolver (int nbVar)
 
TerminationStatus solve (const VectorConstRef &x0, const VectorConstRef &c, double bl, const VectorConstRef &xl, const VectorConstRef &xu)
 
virtual internal::InitTermination init_ () override
 
- Public Member Functions inherited from jrl::qp::experimental::GoldfarbIdnaniSolver
 GoldfarbIdnaniSolver ()
 
 GoldfarbIdnaniSolver (int nbVar, int nbCstr, bool useBounds)
 
virtual ~GoldfarbIdnaniSolver ()=default
 
TerminationStatus solve (MatrixRef G, const VectorConstRef &a, const MatrixConstRef &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 ()
 

Additional Inherited Members

- Protected Member Functions inherited from jrl::qp::experimental::GoldfarbIdnaniSolver
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 inherited from jrl::qp::experimental::GoldfarbIdnaniSolver
internal::Workspace work_d_
 
internal::Workspace work_J_
 
internal::Workspace work_R_
 
internal::Workspace work_tmp_
 
internal::Workspace work_hCoeffs_
 
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

A specialized solver for problems of the form min. 0.5 ||x - x0||^2 s.t. c'x >= bl xl <= x <= xu where c is a vector.

Constructor & Destructor Documentation

◆ BoxAndSingleConstraintSolver() [1/2]

jrl::qp::experimental::BoxAndSingleConstraintSolver::BoxAndSingleConstraintSolver ( )

◆ BoxAndSingleConstraintSolver() [2/2]

jrl::qp::experimental::BoxAndSingleConstraintSolver::BoxAndSingleConstraintSolver ( int  nbVar)

Member Function Documentation

◆ init_()

internal::InitTermination jrl::qp::experimental::BoxAndSingleConstraintSolver::init_ ( )
overridevirtual

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

Implements jrl::qp::DualSolver.

◆ solve()

TerminationStatus jrl::qp::experimental::BoxAndSingleConstraintSolver::solve ( const VectorConstRef x0,
const VectorConstRef c,
double  bl,
const VectorConstRef xl,
const VectorConstRef xu 
)

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