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| BoxAndSingleConstraintSolver () |
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| BoxAndSingleConstraintSolver (int nbVar) |
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TerminationStatus | solve (const VectorConstRef &x0, const VectorConstRef &c, double bl, const VectorConstRef &xl, const VectorConstRef &xu) |
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virtual internal::InitTermination | init_ () override |
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| GoldfarbIdnaniSolver () |
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| GoldfarbIdnaniSolver (int nbVar, int nbCstr, bool useBounds) |
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virtual | ~GoldfarbIdnaniSolver ()=default |
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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={}) |
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| DualSolver () |
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| DualSolver (int nbVar, int nbCstr, bool useBounds) |
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virtual | ~DualSolver ()=default |
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void | resize (int nbVar, int nbCstr, bool useBounds) |
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void | options (const SolverOptions &options) |
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WConstVector | solution () const |
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WConstVector | multipliers () const |
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double | objectiveValue () const |
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int | iterations () const |
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const std::vector< ActivationStatus > & | activeSet () const |
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void | resetActiveSet () |
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internal::InitTermination | init_ () override |
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internal::SelectedConstraint | selectViolatedConstraint_ (const VectorConstRef &x) const override |
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void | computeStep_ (VectorRef z, VectorRef r, const internal::SelectedConstraint &sc) const override |
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StepLength | computeStepLength_ (const internal::SelectedConstraint &sc, const VectorConstRef &x, const VectorConstRef &u, const VectorConstRef &z, const VectorConstRef &r) const override |
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bool | addConstraint_ (const internal::SelectedConstraint &sc) override |
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bool | removeConstraint_ (int l) override |
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double | dot_ (const internal::SelectedConstraint &sc, const VectorConstRef &z) override |
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void | resize_ (int nbVar, int nbCstr, bool useBounds) override |
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virtual internal::TerminationType | processInitialActiveSet () |
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virtual internal::TerminationType | initializeComputationData () |
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virtual internal::TerminationType | initializePrimalDualPoints () |
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TerminationStatus | solve () |
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TerminationStatus | terminate (TerminationStatus status) |
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internal::InitTermination | init () |
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internal::SelectedConstraint | selectViolatedConstraint (const VectorConstRef &x) const |
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void | computeStep (VectorRef z, VectorRef r, const internal::SelectedConstraint &sc) const |
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StepLength | computeStepLength (const internal::SelectedConstraint &sc, const VectorConstRef &x, const VectorConstRef &u, const VectorConstRef &z, const VectorConstRef &r) const |
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bool | addConstraint (const internal::SelectedConstraint &sc) |
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bool | removeConstraint (int l, VectorRef u) |
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virtual double | dot (const internal::SelectedConstraint &sc, const VectorConstRef &z) |
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internal::Workspace | work_d_ |
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internal::Workspace | work_J_ |
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internal::Workspace | work_R_ |
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internal::Workspace | work_tmp_ |
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internal::Workspace | work_hCoeffs_ |
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internal::Workspace | work_bact_ |
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Problem | pb_ |
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SolverOptions | options_ |
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utils::Logger | log_ |
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int | it_ |
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int | nbVar_ |
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internal::ActiveSet | A_ |
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double | f_ |
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internal::Workspace | work_x_ |
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internal::Workspace | work_z_ |
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internal::Workspace | work_u_ |
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internal::Workspace | work_r_ |
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bool | needToExpandMultipliers_ |
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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.