#include <BonCurvatureEstimator.hpp>

Public Member Functions
bool	ComputeNullSpaceCurvature (int n, const Number x, bool new_x, const Number x_l, const Number x_u, const Number g_l, const Number g_u, bool new_bounds, const Number z_L, const Number z_U, int m, const Number lam, bool new_mults, const Number orig_d, Number projected_d, Number &gradLagTd, Number &dTHLagd)
	Method for computing a direction projected_d related to the given direction orig_d and the two-sided product of projected_d with Hessian of Lagrangian.
Constructor/Destructor
	CurvatureEstimator (SmartPtr< Journalist > jnlst, SmartPtr< OptionsList > options, SmartPtr< TNLP > tnlp)
	Constructor.
virtual	~CurvatureEstimator ()
	Destructor.
Private Member Functions
bool	Initialize ()
bool	PrepareNewMatrixStructure (const Number x_l, const Number x_u, const Number g_l, const Number g_u, std::vector< int > &active_x, std::vector< int > &active_g, Index &nx_free, Index x_free_map, Index &ng_fixed, Index g_fixed_map, SmartPtr< CompoundSymMatrixSpace > &comp_proj_matrix_space, SmartPtr< CompoundVectorSpace > &comp_vec_space)
bool	PrepareNewMatrixValues (const Index x_free_map, const Index g_fixed_map, SmartPtr< CompoundSymMatrixSpace > &comp_proj_matrix_space, SmartPtr< CompoundSymMatrix > &comp_proj_matrix, SmartPtr< TSymLinearSolver > &tsymlinearsolver)
bool	SolveSystem (const Number rhs_x, const Number rhs_g, Number sol_x, Number sol_g, const Index x_free_map, const Index g_fixed_map, SmartPtr< CompoundVectorSpace > &comp_vec_space, SmartPtr< CompoundSymMatrix > &comp_proj_matrix, SmartPtr< TSymLinearSolver > &tsymlinearsolver)
bool	Compute_dTHLagd (const Number d, const Number x, bool new_x, const Number *lambda, bool new_lambda, Number &dTHLagd)
Default Compiler Generated Methods
(Hidden to avoid implicit creation/calling). These methods are not implemented and we do not want the compiler to implement them for us, so we declare them private and do not define them. This ensures that they will not be implicitly created/called.
	CurvatureEstimator ()
	Default Constructor.
	CurvatureEstimator (const CurvatureEstimator &)
	Copy Constructor.
void	operator= (const CurvatureEstimator &)
	Overloaded Equals Operator.
Private Attributes
Number *	lambda_
	Space for most recent computed least-square multipliers.
Number *	eq_projected_d_
	Space for storing the direction projected into the equality constraints only.
bool	initialized_
Items related to handling the linear solver object
SmartPtr< Journalist >	jnlst_
	prefix to be used when parsion the options for the linear solver
SmartPtr< OptionsList >	options_
	prefix to be used when parsion the options for the linear solver
std::string	prefix_
	prefix to be used when parsion the options for the linear solver
SmartPtr< TSymLinearSolver >	eq_tsymlinearsolver_
	Strategy object for solving the projection matrix for equality constraints only.
SmartPtr< TSymLinearSolver >	all_tsymlinearsolver_
	Strategy object for solving the projection matrix for all active constraints.
Information about the tnlp
SmartPtr< TNLP >	tnlp_
Index	n_
Number *	grad_f_
Index	m_
Index	nnz_jac_
Index *	irows_jac_
Index *	jcols_jac_
Number *	jac_vals_
Index	nnz_hess_
Index *	irows_hess_
Index *	jcols_hess_
Number *	hess_vals_
Information about activities for equality projection
only
Index	eq_nx_free_
	Number of free x variables.
Index *	eq_x_free_map_
	Map for pointing from the original x space to the one without fixed variables.
Index	eq_ng_fixed_
	Number of active constraints.
Index *	eq_g_fixed_map_
	Map for pointing from the original constraint space to the one with only active constraints.
Information about activities for projection
with respect to all active constraints
Index	all_nx_free_
	Number of free x variables.
Index *	all_x_free_map_
	Map for pointing from the original x space to the one without fixed variables.
Index	all_ng_fixed_
	Number of active constraints.
Index *	all_g_fixed_map_
	Map for pointing from the original constraint space to the one with only active constraints.
Items for handling the projection system for equality
constraints only
SmartPtr< CompoundSymMatrixSpace >	eq_comp_proj_matrix_space_
	Compound Matrix space for storing the linear system for the projection.
SmartPtr< CompoundSymMatrix >	eq_comp_proj_matrix_
	Compound Matrix storing the current projection matrix.
SmartPtr< CompoundVectorSpace >	eq_comp_vec_space_
	Compound Vector space for storing right hand side and solution for the projection system.
Items for handling the projection system for all
constraints
SmartPtr< CompoundSymMatrixSpace >	all_comp_proj_matrix_space_
	Compound Matrix space for storing the linear system for the projection.
SmartPtr< CompoundSymMatrix >	all_comp_proj_matrix_
	Compound Matrix storing the current projection matrix.
SmartPtr< CompoundVectorSpace >	all_comp_vec_space_
	Compound Vector space for storing right hand side and solution for the projection system.

std::vector< int >	active_x_
	Storing the activities.
std::vector< int >	active_g_
	Storing the activities.

Detailed Description

Definition at line 29 of file BonCurvatureEstimator.hpp.

Constructor & Destructor Documentation

Bonmin::CurvatureEstimator::CurvatureEstimator	(	SmartPtr< Journalist >	jnlst,
		SmartPtr< OptionsList >	options,
		SmartPtr< TNLP >	tnlp
	)

Constructor.

It is given the options list to extract options specifying linear solver options.

virtual Bonmin::CurvatureEstimator::~CurvatureEstimator ( ) [virtual]

Destructor.

Bonmin::CurvatureEstimator::CurvatureEstimator ( ) [private]

Default Constructor.

Bonmin::CurvatureEstimator::CurvatureEstimator ( const CurvatureEstimator & ) [private]

Copy Constructor.

Member Function Documentation

bool Bonmin::CurvatureEstimator::ComputeNullSpaceCurvature	(	int	n,
		const Number *	x,
		bool	new_x,
		const Number *	x_l,
		const Number *	x_u,
		const Number *	g_l,
		const Number *	g_u,
		bool	new_bounds,
		const Number *	z_L,
		const Number *	z_U,
		int	m,
		const Number *	lam,
		bool	new_mults,
		const Number *	orig_d,
		Number *	projected_d,
		Number &	gradLagTd,
		Number &	dTHLagd
	)

Method for computing a direction projected_d related to the given direction orig_d and the two-sided product of projected_d with Hessian of Lagrangian.

The arrays x, y_c, and y_d constain the primal and dual variables definiting the Lagrangian Hessian. The vectors active_d and active_x contain the indices of active inequality and bound constraints, respectively. A positive index number is interpreted to belong to an upper bound, and a negative number to a lower bound. The return status is false if the computation was not possible, and true otherwise.

void Bonmin::CurvatureEstimator::operator= ( const CurvatureEstimator & ) [private]

Overloaded Equals Operator.

bool Bonmin::CurvatureEstimator::Initialize ( ) [private]

bool Bonmin::CurvatureEstimator::PrepareNewMatrixStructure	(	const Number *	x_l,
		const Number *	x_u,
		const Number *	g_l,
		const Number *	g_u,
		std::vector< int > &	active_x,
		std::vector< int > &	active_g,
		Index &	nx_free,
		Index *	x_free_map,
		Index &	ng_fixed,
		Index *	g_fixed_map,
		SmartPtr< CompoundSymMatrixSpace > &	comp_proj_matrix_space,
		SmartPtr< CompoundVectorSpace > &	comp_vec_space
	)		`[private]`

bool Bonmin::CurvatureEstimator::PrepareNewMatrixValues	(	const Index *	x_free_map,
		const Index *	g_fixed_map,
		SmartPtr< CompoundSymMatrixSpace > &	comp_proj_matrix_space,
		SmartPtr< CompoundSymMatrix > &	comp_proj_matrix,
		SmartPtr< TSymLinearSolver > &	tsymlinearsolver
	)		`[private]`

bool Bonmin::CurvatureEstimator::SolveSystem	(	const Number *	rhs_x,
		const Number *	rhs_g,
		Number *	sol_x,
		Number *	sol_g,
		const Index *	x_free_map,
		const Index *	g_fixed_map,
		SmartPtr< CompoundVectorSpace > &	comp_vec_space,
		SmartPtr< CompoundSymMatrix > &	comp_proj_matrix,
		SmartPtr< TSymLinearSolver > &	tsymlinearsolver
	)		`[private]`

bool Bonmin::CurvatureEstimator::Compute_dTHLagd	(	const Number *	d,
		const Number *	x,
		bool	new_x,
		const Number *	lambda,
		bool	new_lambda,
		Number &	dTHLagd
	)		`[private]`