Bonmin::QuadRow Class Reference

Stores a quadratic row of the form l < c + ax + x^T Q x < u. More...

#include <BonQuadRow.hpp>

Public Member Functions
	QuadRow ()
	Default constructor. More...
	QuadRow (const QuadRow &other)
	Copy constructor. More...
QuadRow &	operator= (const QuadRow &rhs)
	Assignment operator. More...
	QuadRow (const QuadCut &cut)
	Constructor from a quadratic cut. More...
QuadRow &	operator= (const QuadCut &rhs)
	Assignment form a quadrattic &cut. More...
	QuadRow (const OsiRowCut &cut)
	Constructor from a linear cut. More...
QuadRow &	operator= (const OsiRowCut &rhs)
	Assignment form a linear &cut. More...
double	eval_f (const double *x, bool new_x)
	Evaluate quadratic form. More...
int	nnz_grad ()
	Get number of non-zeroes in the gradiant. More...
void	gradiant_struct (const int nnz, int *indices, bool offset)
	Get structure of gradiant. More...
void	eval_grad (const int nnz, const double *x, bool new_x, double *values)
	Evaluate gradiant of quadratic form. More...
int	nnz_hessian ()
	number of non-zeroes in hessian. More...
bool	isLinear ()
	Says if the constraint is linear. More...
void	eval_hessian (double lambda, double *values)
	Return hessian value (i.e. More...
void	add_to_hessian (AdjustableMat &H, bool offset)
	Add row to a bigger hessian. More...
void	remove_from_hessian (AdjustableMat &H)
	Remove row from a bigger hessian. More...
void	print ()
	Print quadratic constraint. More...

Private Types
typedef std::map< int, std::pair< double, double > >	gStore

Private Member Functions
void	initialize ()
	Initialize once quadratic form is know. More...
void	internal_eval_grad (const double *x)
	Does internal work to evaluate gradiant of this in x. More...

Private Attributes
double	lb_
	lower bound. More...
double	ub_
	upper bound. More...
double	c_
	Constant term. More...
CoinPackedVector	a_
	linear term in sparse storage. More...
TMat	Q_
	Quadratic term. More...
gStore	g_
std::vector< gStore::iterator >	a_grad_idx_
	To have fast access to gradiant entries for a_. More...
std::vector< gStore::iterator >	Q_row_grad_idx_
	To have fast access to gradient entries for rows Q_. More...
std::vector< gStore::iterator >	Q_col_grad_idx_
	To have fast access to gradient entries for cols Q_. More...
std::vector < AdjustableMat::iterator >	Q_hessian_idx_
	To have fast access to entries in full hessian of Q_. More...
bool	grad_evaled_
	Flag indicating if gradiant has been evaluated. More...

Detailed Description

Stores a quadratic row of the form l < c + ax + x^T Q x < u.

Does computation usefull for nlp-solver. It can only be initialized from a QuadCut.

Definition at line 32 of file BonQuadRow.hpp.

Member Typedef Documentation

typedef std::map<int, std::pair<double, double> > Bonmin::QuadRow::gStore

private

Definition at line 106 of file BonQuadRow.hpp.

Constructor & Destructor Documentation

Bonmin::QuadRow::QuadRow

(

)

Default constructor.

Bonmin::QuadRow::QuadRow

(

const QuadRow &

other

)

Copy constructor.

Bonmin::QuadRow::QuadRow

(

const QuadCut &

cut

)

Constructor from a quadratic cut.

Bonmin::QuadRow::QuadRow

(

const OsiRowCut &

cut

)

Constructor from a linear cut.

Member Function Documentation

QuadRow& Bonmin::QuadRow::operator=

(

const QuadRow &

rhs

)

Assignment operator.

QuadRow& Bonmin::QuadRow::operator=

(

const QuadCut &

rhs

)

Assignment form a quadrattic &cut.

QuadRow& Bonmin::QuadRow::operator=

(

const OsiRowCut &

rhs

)

Assignment form a linear &cut.

double Bonmin::QuadRow::eval_f	(	const double *	x,
		bool	new_x
	)

Evaluate quadratic form.

int Bonmin::QuadRow::nnz_grad

(

)

Get number of non-zeroes in the gradiant.

void Bonmin::QuadRow::gradiant_struct	(	const int	nnz,
		int *	indices,
		bool	offset
	)

Get structure of gradiant.

void Bonmin::QuadRow::eval_grad	(	const int	nnz,
		const double *	x,
		bool	new_x,
		double *	values
	)

Evaluate gradiant of quadratic form.

int Bonmin::QuadRow::nnz_hessian ( )

inline

number of non-zeroes in hessian.

Definition at line 66 of file BonQuadRow.hpp.

References Bonmin::TMat::nnz_, and Q_.

bool Bonmin::QuadRow::isLinear ( )

inline

Says if the constraint is linear.

Definition at line 70 of file BonQuadRow.hpp.

References Bonmin::TMat::nnz_, and Q_.

void Bonmin::QuadRow::eval_hessian	(	double	lambda,
		double *	values
	)

Return hessian value (i.e.

Q_).

void Bonmin::QuadRow::add_to_hessian	(	AdjustableMat &	H,
		bool	offset
	)

Add row to a bigger hessian.

void Bonmin::QuadRow::remove_from_hessian

(

AdjustableMat &

H

)

Remove row from a bigger hessian.

void Bonmin::QuadRow::print

(

)

Print quadratic constraint.

void Bonmin::QuadRow::initialize ( )

private

Initialize once quadratic form is know.

void Bonmin::QuadRow::internal_eval_grad ( const double *  x )

private

Does internal work to evaluate gradiant of this in x.

Member Data Documentation

double Bonmin::QuadRow::lb_

private

lower bound.

Definition at line 92 of file BonQuadRow.hpp.

double Bonmin::QuadRow::ub_

private

upper bound.

Definition at line 94 of file BonQuadRow.hpp.

double Bonmin::QuadRow::c_

private

Constant term.

Definition at line 96 of file BonQuadRow.hpp.

CoinPackedVector Bonmin::QuadRow::a_

private

linear term in sparse storage.

Definition at line 98 of file BonQuadRow.hpp.

TMat Bonmin::QuadRow::Q_

private

Quadratic term.

Definition at line 100 of file BonQuadRow.hpp.

Referenced by isLinear(), and nnz_hessian().

gStore Bonmin::QuadRow::g_

private

Definition at line 109 of file BonQuadRow.hpp.

std::vector<gStore::iterator> Bonmin::QuadRow::a_grad_idx_

private

To have fast access to gradiant entries for a_.

Definition at line 111 of file BonQuadRow.hpp.

std::vector<gStore::iterator> Bonmin::QuadRow::Q_row_grad_idx_

private

To have fast access to gradient entries for rows Q_.

Definition at line 113 of file BonQuadRow.hpp.

std::vector<gStore::iterator> Bonmin::QuadRow::Q_col_grad_idx_

private

To have fast access to gradient entries for cols Q_.

Definition at line 115 of file BonQuadRow.hpp.

std::vector<AdjustableMat::iterator> Bonmin::QuadRow::Q_hessian_idx_

private

To have fast access to entries in full hessian of Q_.

Definition at line 117 of file BonQuadRow.hpp.

bool Bonmin::QuadRow::grad_evaled_

private

Flag indicating if gradiant has been evaluated.

Definition at line 119 of file BonQuadRow.hpp.

---

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

• BonQuadRow.hpp