Prev Next Index-> contents reference index search external Up-> CppAD ADFun abs_normal qp_box qp_box.hpp ADFun-> record_adfun drivers Forward Reverse sparsity_pattern sparse_derivative optimize abs_normal FunCheck check_for_nan abs_normal-> abs_normal_fun abs_print_mat abs_eval simplex_method lp_box abs_min_linear min_nso_linear qp_interior qp_box abs_min_quad min_nso_quad qp_box-> qp_box.cpp qp_box.hpp qp_box.hpp Headings

$\newcommand{\W}[1]{ \; #1 \; } \newcommand{\R}[1]{ {\rm #1} } \newcommand{\B}[1]{ {\bf #1} } \newcommand{\D}[2]{ \frac{\partial #1}{\partial #2} } \newcommand{\DD}[3]{ \frac{\partial^2 #1}{\partial #2 \partial #3} } \newcommand{\Dpow}[2]{ \frac{\partial^{#1}}{\partial {#2}^{#1}} } \newcommand{\dpow}[2]{ \frac{ {\rm d}^{#1}}{{\rm d}\, {#2}^{#1}} }$
qp_box Source Code
namespace CppAD { // BEGIN_CPPAD_NAMESPACE

// BEGIN PROTOTYPE
template <class Vector>
bool qp_box(
size_t        level   ,
const Vector& a       ,
const Vector& b       ,
const Vector& c       ,
const Vector& C       ,
const Vector& g       ,
const Vector& G       ,
double        epsilon ,
size_t        maxitr  ,
const Vector& xin     ,
Vector&       xout    )
// END PROTOTYPE
{     double inf = std::numeric_limits<double>::infinity();
//
size_t n = a.size();
size_t m = c.size();
//
CPPAD_ASSERT_KNOWN(level <= 2, "qp_interior: level is greater than 2");
size_t(b.size()) == n, "qp_box: size of b is not n"
);
size_t(C.size()) == m * n, "qp_box: size of C is not m * n"
);
size_t(g.size()) == n, "qp_box: size of g is not n"
);
size_t(G.size()) == n * n, "qp_box: size of G is not n * n"
);
if( level > 0 )
{     std::cout << "start qp_box\n";
CppAD::abs_print_mat("a", n, 1, a);
CppAD::abs_print_mat("b", n, 1, b);
CppAD::abs_print_mat("c", m, 1, c);
CppAD::abs_print_mat("C", m, n, C);
CppAD::abs_print_mat("g", 1, n, g);
CppAD::abs_print_mat("G", n, n, G);
CppAD::abs_print_mat("xin", n, 1, xin);
}
//
// count number of lower and upper limits
size_t n_limit = 0;
for(size_t j = 0; j < n; j++)
{     CPPAD_ASSERT_KNOWN(G[j * n + j] >= 0.0, "qp_box: G_{j,j} < 0.0");
if( -inf < a[j] )
++n_limit;
if( b[j] < inf )
++n_limit;
}
//
// C_int and c_int define the extended constraints
Vector C_int((m + n_limit) * n ), c_int(m + n_limit);
for(size_t i = 0; i < size_t(C_int.size()); i++)
C_int[i] = 0.0;
//
// put C * x + c <= 0 in C_int, c_int
for(size_t i = 0; i < m; i++)
{     c_int[i] = c[i];
for(size_t j = 0; j < n; j++)
C_int[i * n + j] = C[i * n + j];
}
//
// put I * x - b <= 0 in C_int, c_int
size_t i_limit = 0;
for(size_t j = 0; j < n; j++) if( b[j] < inf )
{     c_int[m + i_limit]            = - b[j];
C_int[(m + i_limit) * n + j]  = 1.0;
++i_limit;
}
//
// put a - I * x <= 0 in C_int, c_int
for(size_t j = 0; j < n; j++) if( -inf < a[j] )
{     c_int[m + i_limit]           = a[j];
C_int[(m + i_limit) * n + j] = -1.0;
++i_limit;
}
Vector yout(m + n_limit), sout(m + n_limit);
size_t level_int = 0;
if( level == 2 )
level_int = 1;
bool ok = qp_interior( level_int,
c_int, C_int, g, G, epsilon, maxitr, xin, xout, yout, sout
);
if( level > 0 )
{     if( level < 2 )
CppAD::abs_print_mat("xout", n, 1, xout);
if( ok )
std::cout << "end q_box: ok = true\n";
else
std::cout << "end q_box: ok = false\n";
}
return ok;
}

} // END_CPPAD_NAMESPACE

Input File: example/abs_normal/qp_box.omh