QProblem Class Reference

Implements the online active set strategy for QPs with general constraints. More...

#include <QProblem.hpp>

Inheritance diagram for QProblem:

List of all members.

Public Member Functions
	QProblem ()
	QProblem (int _nV, int _nC, HessianType _hessianType=HST_UNKNOWN)
	QProblem (const QProblem &rhs)
virtual	~QProblem ()
QProblem &	operator= (const QProblem &rhs)
virtual returnValue	reset ()
returnValue	init (SymmetricMatrix *_H, const real_t *const _g, Matrix *_A, const real_t *const _lb, const real_t *const _ub, const real_t *const _lbA, const real_t *const _ubA, int &nWSR, real_t *const cputime=0, const real_t *const xOpt=0, const real_t *const yOpt=0, const Bounds *const guessedBounds=0, const Constraints *const guessedConstraints=0, const real_t *const _R=0)
returnValue	init (const real_t *const _H, const real_t *const _g, const real_t *const _A, const real_t *const _lb, const real_t *const _ub, const real_t *const _lbA, const real_t *const _ubA, int &nWSR, real_t *const cputime=0, const real_t *const xOpt=0, const real_t *const yOpt=0, const Bounds *const guessedBounds=0, const Constraints *const guessedConstraints=0, const real_t *const _R=0)
returnValue	init (const char *const H_file, const char *const g_file, const char *const A_file, const char *const lb_file, const char *const ub_file, const char *const lbA_file, const char *const ubA_file, int &nWSR, real_t *const cputime=0, const real_t *const xOpt=0, const real_t *const yOpt=0, const Bounds *const guessedBounds=0, const Constraints *const guessedConstraints=0, const char *const R_file=0)
returnValue	hotstart (const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new, const real_t *const lbA_new, const real_t *const ubA_new, int &nWSR, real_t *const cputime=0, const Bounds *const guessedBounds=0, const Constraints *const guessedConstraints=0)
returnValue	hotstart (const char *const g_file, const char *const lb_file, const char *const ub_file, const char *const lbA_file, const char *const ubA_file, int &nWSR, real_t *const cputime=0, const Bounds *const guessedBounds=0, const Constraints *const guessedConstraints=0)
returnValue	solveCurrentEQP (const int n_rhs, const real_t *g_in, const real_t *lb_in, const real_t *ub_in, const real_t *lbA_in, const real_t *ubA_in, real_t *x_out, real_t *y_out)
virtual returnValue	getWorkingSet (real_t *workingSet)
virtual returnValue	getWorkingSetBounds (real_t *workingSetB)
virtual returnValue	getWorkingSetConstraints (real_t *workingSetC)
returnValue	getConstraints (Constraints &_constraints) const
int	getNC () const
int	getNEC () const
int	getNAC () const
int	getNIAC () const
virtual int	getNZ () const
virtual returnValue	getDualSolution (real_t *const yOpt) const
returnValue	setConstraintProduct (ConstraintProduct *const _constraintProduct)
virtual returnValue	printProperties ()
returnValue	writeQpDataIntoMatFile (const char *const filename) const
returnValue	writeQpWorkspaceIntoMatFile (const char *const filename)
returnValue	init (SymmetricMatrix *_H, const real_t *const _g, const real_t *const _lb, const real_t *const _ub, int &nWSR, real_t *const cputime=0, const real_t *const xOpt=0, const real_t *const yOpt=0, const Bounds *const guessedBounds=0, const real_t *const _R=0)
returnValue	init (const real_t *const _H, const real_t *const _g, const real_t *const _lb, const real_t *const _ub, int &nWSR, real_t *const cputime=0, const real_t *const xOpt=0, const real_t *const yOpt=0, const Bounds *const guessedBounds=0, const real_t *const _R=0)
returnValue	init (const char *const H_file, const char *const g_file, const char *const lb_file, const char *const ub_file, int &nWSR, real_t *const cputime=0, const real_t *const xOpt=0, const real_t *const yOpt=0, const Bounds *const guessedBounds=0, const char *const R_file=0)
returnValue	hotstart (const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new, int &nWSR, real_t *const cputime=0, const Bounds *const guessedBounds=0)
returnValue	hotstart (const char *const g_file, const char *const lb_file, const char *const ub_file, int &nWSR, real_t *const cputime=0, const Bounds *const guessedBounds=0)
returnValue	getBounds (Bounds &_bounds) const
int	getNV () const
int	getNFR () const
int	getNFX () const
int	getNFV () const
real_t	getObjVal () const
real_t	getObjVal (const real_t *const _x) const
returnValue	getPrimalSolution (real_t *const xOpt) const
QProblemStatus	getStatus () const
BooleanType	isInitialised () const
BooleanType	isSolved () const
BooleanType	isInfeasible () const
BooleanType	isUnbounded () const
HessianType	getHessianType () const
returnValue	setHessianType (HessianType _hessianType)
BooleanType	usingRegularisation () const
Options	getOptions () const
returnValue	setOptions (const Options &_options)
PrintLevel	getPrintLevel () const
returnValue	setPrintLevel (PrintLevel _printlevel)
unsigned int	getCount () const
returnValue	resetCounter ()
returnValue	printOptions () const
Protected Member Functions
returnValue	clear ()
returnValue	copy (const QProblem &rhs)
returnValue	solveInitialQP (const real_t *const xOpt, const real_t *const yOpt, const Bounds *const guessedBounds, const Constraints *const guessedConstraints, const real_t *const _R, int &nWSR, real_t *const cputime)
returnValue	solveQP (const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new, const real_t *const lbA_new, const real_t *const ubA_new, int &nWSR, real_t *const cputime, int nWSRperformed=0, BooleanType isFirstCall=BT_TRUE)
returnValue	solveRegularisedQP (const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new, const real_t *const lbA_new, const real_t *const ubA_new, int &nWSR, real_t *const cputime, int nWSRperformed=0, BooleanType isFirstCall=BT_TRUE)
virtual returnValue	setupSubjectToType ()
virtual returnValue	setupSubjectToType (const real_t *const lb_new, const real_t *const ub_new, const real_t *const lbA_new, const real_t *const ubA_new)
returnValue	computeProjectedCholesky ()
virtual returnValue	setupInitialCholesky ()
returnValue	setupTQfactorisation ()
returnValue	obtainAuxiliaryWorkingSet (const real_t *const xOpt, const real_t *const yOpt, const Bounds *const guessedBounds, const Constraints *const guessedConstraints, Bounds *auxiliaryBounds, Constraints *auxiliaryConstraints) const
returnValue	setupAuxiliaryWorkingSet (const Bounds *const auxiliaryBounds, const Constraints *const auxiliaryConstraints, BooleanType setupAfresh)
returnValue	setupAuxiliaryQPsolution (const real_t *const xOpt, const real_t *const yOpt)
returnValue	setupAuxiliaryQPgradient ()
returnValue	setupAuxiliaryQPbounds (const Bounds *const auxiliaryBounds, const Constraints *const auxiliaryConstraints, BooleanType useRelaxation)
returnValue	addConstraint (int number, SubjectToStatus C_status, BooleanType updateCholesky, BooleanType ensureLI=BT_TRUE)
returnValue	addConstraint_checkLI (int number)
returnValue	addConstraint_ensureLI (int number, SubjectToStatus C_status)
returnValue	addBound (int number, SubjectToStatus B_status, BooleanType updateCholesky, BooleanType ensureLI=BT_TRUE)
returnValue	addBound_checkLI (int number)
returnValue	addBound_ensureLI (int number, SubjectToStatus B_status)
returnValue	removeConstraint (int number, BooleanType updateCholesky, BooleanType allowFlipping=BT_FALSE, BooleanType ensureNZC=BT_FALSE)
returnValue	removeBound (int number, BooleanType updateCholesky, BooleanType allowFlipping=BT_FALSE, BooleanType ensureNZC=BT_FALSE)
returnValue	performPlainRatioTest (int nIdx, const int *const idxList, const real_t *const num, const real_t *const den, real_t epsNum, real_t epsDen, real_t &t, int &BC_idx) const
returnValue	ensureNonzeroCurvature (BooleanType removeBoundNotConstraint, int remIdx, BooleanType &exchangeHappened, BooleanType &addBoundNotConstraint, int &addIdx, SubjectToStatus &addStatus)
returnValue	backsolveT (const real_t *const b, BooleanType transposed, real_t *const a) const
returnValue	determineDataShift (const real_t *const g_new, const real_t *const lbA_new, const real_t *const ubA_new, const real_t *const lb_new, const real_t *const ub_new, real_t *const delta_g, real_t *const delta_lbA, real_t *const delta_ubA, real_t *const delta_lb, real_t *const delta_ub, BooleanType &Delta_bC_isZero, BooleanType &Delta_bB_isZero)
returnValue	determineStepDirection (const real_t *const delta_g, const real_t *const delta_lbA, const real_t *const delta_ubA, const real_t *const delta_lb, const real_t *const delta_ub, BooleanType Delta_bC_isZero, BooleanType Delta_bB_isZero, real_t *const delta_xFX, real_t *const delta_xFR, real_t *const delta_yAC, real_t *const delta_yFX)
returnValue	performStep (const real_t *const delta_g, const real_t *const delta_lbA, const real_t *const delta_ubA, const real_t *const delta_lb, const real_t *const delta_ub, const real_t *const delta_xFX, const real_t *const delta_xFR, const real_t *const delta_yAC, const real_t *const delta_yFX, int &BC_idx, SubjectToStatus &BC_status, BooleanType &BC_isBound)
returnValue	changeActiveSet (int BC_idx, SubjectToStatus BC_status, BooleanType BC_isBound)
real_t	getRelativeHomotopyLength (const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new, const real_t *const lbA_new, const real_t *const ubA_new)
virtual returnValue	performRamping ()
returnValue	updateFarBounds (real_t curFarBound, int nRamp, const real_t *const lb_new, real_t *const lb_new_far, const real_t *const ub_new, real_t *const ub_new_far, const real_t *const lbA_new, real_t *const lbA_new_far, const real_t *const ubA_new, real_t *const ubA_new_far) const
virtual returnValue	performDriftCorrection ()
virtual returnValue	setupAuxiliaryQP (const Bounds *const guessedBounds, const Constraints *const guessedConstraints)
BooleanType	shallRefactorise (const Bounds *const guessedBounds, const Constraints *const guessedConstraints) const
returnValue	setupQPdata (SymmetricMatrix *_H, const real_t *const _g, Matrix *_A, const real_t *const _lb, const real_t *const _ub, const real_t *const _lbA, const real_t *const _ubA)
returnValue	setupQPdata (const real_t *const _H, const real_t *const _g, const real_t *const _A, const real_t *const _lb, const real_t *const _ub, const real_t *const _lbA, const real_t *const _ubA)
returnValue	setupQPdataFromFile (const char *const H_file, const char *const g_file, const char *const A_file, const char *const lb_file, const char *const ub_file, const char *const lbA_file, const char *const ubA_file)
returnValue	loadQPvectorsFromFile (const char *const g_file, const char *const lb_file, const char *const ub_file, const char *const lbA_file, const char *const ubA_file, real_t *const g_new, real_t *const lb_new, real_t *const ub_new, real_t *const lbA_new, real_t *const ubA_new) const
returnValue	printIteration (int iter, int BC_idx, SubjectToStatus BC_status, BooleanType BC_isBound, real_t homotopyLength, BooleanType isFirstCall=BT_TRUE)
returnValue	setA (Matrix *A_new)
returnValue	setA (const real_t *const A_new)
returnValue	setLBA (const real_t *const lbA_new)
returnValue	setLBA (int number, real_t value)
returnValue	setUBA (const real_t *const ubA_new)
returnValue	setUBA (int number, real_t value)
returnValue	dropInfeasibles (int BC_number, SubjectToStatus BC_status, BooleanType BC_isBound, real_t *xiB, real_t *xiC)
returnValue	areBoundsConsistent (const real_t *const lb, const real_t *const ub, const real_t *const lbA, const real_t *const ubA) const
returnValue	copy (const QProblemB &rhs)
returnValue	determineHessianType ()
virtual returnValue	setupSubjectToType (const real_t *const lb_new, const real_t *const ub_new)
returnValue	computeCholesky ()
returnValue	obtainAuxiliaryWorkingSet (const real_t *const xOpt, const real_t *const yOpt, const Bounds *const guessedBounds, Bounds *auxiliaryBounds) const
returnValue	areBoundsConsistent (const real_t *const lb, const real_t *const ub) const
returnValue	backsolveR (const real_t *const b, BooleanType transposed, real_t *const a) const
returnValue	backsolveR (const real_t *const b, BooleanType transposed, BooleanType removingBound, real_t *const a) const
returnValue	determineDataShift (const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new, real_t *const delta_g, real_t *const delta_lb, real_t *const delta_ub, BooleanType &Delta_bB_isZero)
returnValue	setupQPdata (SymmetricMatrix *_H, const real_t *const _g, const real_t *const _lb, const real_t *const _ub)
returnValue	setupQPdata (const real_t *const _H, const real_t *const _g, const real_t *const _lb, const real_t *const _ub)
returnValue	setupQPdataFromFile (const char *const H_file, const char *const g_file, const char *const lb_file, const char *const ub_file)
returnValue	loadQPvectorsFromFile (const char *const g_file, const char *const lb_file, const char *const ub_file, real_t *const g_new, real_t *const lb_new, real_t *const ub_new) const
returnValue	setInfeasibilityFlag (returnValue returnvalue, BooleanType doThrowError=BT_FALSE)
BooleanType	isCPUtimeLimitExceeded (const real_t *const cputime, real_t starttime, int nWSR) const
returnValue	regulariseHessian ()
returnValue	setH (SymmetricMatrix *H_new)
returnValue	setH (const real_t *const H_new)
returnValue	setG (const real_t *const g_new)
returnValue	setLB (const real_t *const lb_new)
returnValue	setLB (int number, real_t value)
returnValue	setUB (const real_t *const ub_new)
returnValue	setUB (int number, real_t value)
void	computeGivens (real_t xold, real_t yold, real_t &xnew, real_t &ynew, real_t &c, real_t &s) const
void	applyGivens (real_t c, real_t s, real_t nu, real_t xold, real_t yold, real_t &xnew, real_t &ynew) const
real_t	getRelativeHomotopyLength (const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new)
returnValue	updateFarBounds (real_t curFarBound, int nRamp, const real_t *const lb_new, real_t *const lb_new_far, const real_t *const ub_new, real_t *const ub_new_far) const
returnValue	performRatioTest (int nIdx, const int *const idxList, const SubjectTo *const subjectTo, const real_t *const num, const real_t *const den, real_t epsNum, real_t epsDen, real_t &t, int &BC_idx) const
BooleanType	isBlocking (real_t num, real_t den, real_t epsNum, real_t epsDen, real_t &t) const
SymSparseMat *	createDiagSparseMat (int n, real_t diagVal=1.0)
virtual returnValue	setupAuxiliaryQP (const Bounds *const guessedBounds)
Protected Attributes
BooleanType	freeConstraintMatrix
Matrix *	A
real_t *	lbA
real_t *	ubA
Constraints	constraints
real_t *	T
real_t *	Q
int	sizeT
real_t *	Ax
real_t *	Ax_l
real_t *	Ax_u
ConstraintProduct *	constraintProduct
real_t *	tempA
real_t *	tempB
real_t *	ZFR_delta_xFRz
real_t *	delta_xFRy
real_t *	delta_xFRz
real_t *	delta_yAC_TMP
BooleanType	freeHessian
SymmetricMatrix *	H
real_t *	g
real_t *	lb
real_t *	ub
Bounds	bounds
real_t *	R
BooleanType	haveCholesky
real_t *	x
real_t *	y
real_t	tau
QProblemStatus	status
BooleanType	infeasible
BooleanType	unbounded
HessianType	hessianType
real_t	regVal
unsigned int	count
real_t *	delta_xFR_TMP
real_t	ramp0
real_t	ramp1
int	rampOffset
Options	options
Flipper	flipper
TabularOutput	tabularOutput
Friends
class	SolutionAnalysis

---

Detailed Description

A class for setting up and solving quadratic programs. The main feature is the possibily to use the newly developed online active set strategy for parametric quadratic programming.

Author:

Hans Joachim Ferreau, Andreas Potschka, Christian Kirches

Version:

3.1

Date:

2007-2015

---

Constructor & Destructor Documentation

BEGIN_NAMESPACE_QPOASES QProblem::QProblem

(

)

Default constructor.

References A, Ax, Ax_l, Ax_u, BT_FALSE, constraintProduct, delta_xFRy, delta_xFRz, delta_yAC_TMP, freeConstraintMatrix, lbA, Q, sizeT, T, tempA, tempB, ubA, and ZFR_delta_xFRz.

QProblem::QProblem	(	int	_nV,
		int	_nC,
		HessianType	_hessianType = HST_UNKNOWN
	)

Constructor which takes the QP dimension and Hessian type information. If the Hessian is the zero (i.e. HST_ZERO) or the identity matrix (i.e. HST_IDENTITY), respectively, no memory is allocated for it and a NULL pointer can be passed for it to the init() functions.

Parameters:

_nV	Number of variables.
_nC	Number of constraints.
_hessianType	Type of Hessian matrix.

References A, Ax, Ax_l, Ax_u, BT_FALSE, BT_TRUE, constraintProduct, constraints, delta_xFRy, delta_xFRz, delta_yAC_TMP, QProblemB::flipper, freeConstraintMatrix, getMin(), Constraints::init(), Flipper::init(), lbA, Q, real_t, RET_INVALID_ARGUMENTS, sizeT, T, tempA, tempB, THROWERROR, ubA, QProblemB::y, and ZFR_delta_xFRz.

QProblem::QProblem

(

const QProblem &

rhs

)

Copy constructor (deep copy).

Parameters:

rhs	Rhs object.

References A, BT_FALSE, copy(), and freeConstraintMatrix.

QProblem::~QProblem

(

)

[virtual]

Destructor.

References clear().

---

Member Function Documentation

returnValue QProblem::addBound	(	int	number,
		SubjectToStatus	B_status,
		BooleanType	updateCholesky,
		BooleanType	ensureLI = BT_TRUE
	)		[protected]

Adds a bound to active set.

Returns:

SUCCESSFUL_RETURN
RET_ADDBOUND_FAILED
RET_ADDBOUND_FAILED_INFEASIBILITY
RET_ENSURELI_FAILED

Parameters:

number	Number of bound to be added to active set.
B_status	Status of new active bound.
updateCholesky	Flag indicating if Cholesky decomposition shall be updated.
ensureLI	Ensure linear independence by exchange rules by default.

References addBound_ensureLI(), QProblemB::applyGivens(), QProblemB::bounds, BT_TRUE, QProblemB::computeGivens(), Bounds::getFree(), Indexlist::getLastNumber(), getNAC(), QProblemB::getNFR(), Indexlist::getNumberArray(), Bounds::getNUV(), QProblemB::getNV(), getNZ(), SubjectTo::getStatus(), QProblemB::getStatus(), QProblemB::hessianType, HST_IDENTITY, HST_ZERO, TabularOutput::idxAddB, Bounds::moveFreeToFixed(), QPS_AUXILIARYQPSOLVED, QPS_HOMOTOPYQPSOLVED, QPS_NOTINITIALISED, QPS_SOLVED, QQ, real_t, RET_ADDBOUND_FAILED, RET_ADDBOUND_FAILED_INFEASIBILITY, RET_ALL_BOUNDS_ACTIVE, RET_BOUND_ALREADY_ACTIVE, RET_ENSURELI_DROPPED, RET_ENSURELI_FAILED, RET_ENSURELI_FAILED_CYCLING, RET_ENSURELI_FAILED_NOINDEX, RET_LI_RESOLVED, RET_UNKNOWN_BUG, RR, sizeT, ST_INACTIVE, SUCCESSFUL_RETURN, Bounds::swapFree(), QProblemB::tabularOutput, THROWERROR, and TT.

Referenced by changeActiveSet(), removeBound(), removeConstraint(), and setupAuxiliaryWorkingSet().

returnValue QProblem::addBound_checkLI

(

int

number

)

[protected]

Checks if new active bound to be added is linearly dependent from from row of the active constraints matrix.

Returns:

RET_LINEARLY_DEPENDENT
RET_LINEARLY_INDEPENDENT

Parameters:

number

Number of bound to be added to active set.

References BT_FALSE, determineStepDirection(), Options::enableFullLITests, Options::epsLITests, getAbs(), getNAC(), getNC(), QProblemB::getNFR(), QProblemB::getNFX(), QProblemB::getNV(), getNZ(), QProblemB::options, QQ, real_t, RET_LINEARLY_DEPENDENT, RET_LINEARLY_INDEPENDENT, SUCCESSFUL_RETURN, and THROWINFO.

Referenced by addBound_ensureLI(), and setupAuxiliaryWorkingSet().

returnValue QProblem::addBound_ensureLI	(	int	number,
		SubjectToStatus	B_status
	)		[protected]

Ensures linear independence of constraint matrix when a new bound is added. To this end a bound or constraint is removed simultaneously if necessary.

Returns:

SUCCESSFUL_RETURN
RET_LI_RESOLVED
RET_ENSURELI_FAILED
RET_ENSURELI_FAILED_TQ
RET_ENSURELI_FAILED_NOINDEX
RET_REMOVE_FROM_ACTIVESET

Parameters:

number	Number of bound to be added to active set.
B_status	Status of new active bound.

References __FILE__, __FUNC__, __LINE__, A, addBound_checkLI(), backsolveT(), QProblemB::bounds, BT_FALSE, BT_TRUE, constraints, dropInfeasibles(), Options::enableDropInfeasibles, Options::epsDen, Options::epsNum, TabularOutput::excRemB, TabularOutput::excRemC, Constraints::getActive(), Bounds::getFixed(), Bounds::getFree(), getGlobalMessageHandler(), getNAC(), QProblemB::getNFX(), Indexlist::getNumberArray(), QProblemB::getNV(), getNZ(), MAX_STRING_LENGTH, Options::maxDualJump, QProblemB::options, QProblemB::performRatioTest(), QQ, real_t, removeBound(), removeConstraint(), RET_ENSURELI_FAILED, RET_ENSURELI_FAILED_NOINDEX, RET_ENSURELI_FAILED_TQ, RET_INDEXLIST_CORRUPTED, RET_LI_RESOLVED, RET_LINEARLY_INDEPENDENT, RET_REMOVE_FROM_ACTIVESET, RET_REMOVE_FROM_ACTIVESET_FAILED, QProblemB::setInfeasibilityFlag(), ST_LOWER, SUCCESSFUL_RETURN, QProblemB::tabularOutput, THROWERROR, MessageHandling::throwInfo(), Matrix::transTimes(), VS_VISIBLE, and QProblemB::y.

Referenced by addBound().

returnValue QProblem::addConstraint	(	int	number,
		SubjectToStatus	C_status,
		BooleanType	updateCholesky,
		BooleanType	ensureLI = BT_TRUE
	)		[protected]

Adds a constraint to active set.

Returns:

SUCCESSFUL_RETURN
RET_ADDCONSTRAINT_FAILED
RET_ADDCONSTRAINT_FAILED_INFEASIBILITY
RET_ENSURELI_FAILED

Parameters:

number	Number of constraint to be added to active set.
C_status	Status of new active constraint.
updateCholesky	Flag indicating if Cholesky decomposition shall be updated.
ensureLI	Ensure linear independence by exchange rules by default.

References A, addConstraint_ensureLI(), QProblemB::applyGivens(), QProblemB::bounds, BT_TRUE, QProblemB::computeGivens(), constraints, Bounds::getFree(), getNAC(), Constraints::getNC(), QProblemB::getNFR(), Constraints::getNUC(), Indexlist::getNumberArray(), QProblemB::getNV(), getNZ(), Matrix::getRow(), SubjectTo::getStatus(), QProblemB::getStatus(), QProblemB::hessianType, HST_IDENTITY, HST_ZERO, TabularOutput::idxAddC, Constraints::moveInactiveToActive(), QPS_AUXILIARYQPSOLVED, QPS_HOMOTOPYQPSOLVED, QPS_NOTINITIALISED, QPS_SOLVED, QQ, real_t, RET_ADDCONSTRAINT_FAILED, RET_ADDCONSTRAINT_FAILED_INFEASIBILITY, RET_ALL_CONSTRAINTS_ACTIVE, RET_CONSTRAINT_ALREADY_ACTIVE, RET_ENSURELI_DROPPED, RET_ENSURELI_FAILED, RET_ENSURELI_FAILED_CYCLING, RET_ENSURELI_FAILED_NOINDEX, RET_LI_RESOLVED, RET_UNKNOWN_BUG, RR, sizeT, ST_INACTIVE, SUCCESSFUL_RETURN, QProblemB::tabularOutput, THROWERROR, and TT.

Referenced by changeActiveSet(), removeBound(), removeConstraint(), and setupAuxiliaryWorkingSet().

returnValue QProblem::addConstraint_checkLI

(

int

number

)

[protected]

Checks if new active constraint to be added is linearly dependent from from row of the active constraints matrix.

Returns:

RET_LINEARLY_DEPENDENT
RET_LINEARLY_INDEPENDENT
RET_INDEXLIST_CORRUPTED

Parameters:

number

Number of constraint to be added to active set.

References A, QProblemB::bounds, BT_FALSE, constraints, determineStepDirection(), Options::enableFullLITests, Options::epsLITests, getAbs(), Constraints::getActive(), Bounds::getFixed(), Bounds::getFree(), Constraints::getInactive(), getNAC(), getNC(), QProblemB::getNFR(), QProblemB::getNFX(), Indexlist::getNumberArray(), QProblemB::getNV(), getNZ(), Matrix::getRow(), QProblemB::options, QQ, real_t, RET_LINEARLY_DEPENDENT, RET_LINEARLY_INDEPENDENT, and THROWINFO.

Referenced by addConstraint_ensureLI(), and setupAuxiliaryWorkingSet().

returnValue QProblem::addConstraint_ensureLI	(	int	number,
		SubjectToStatus	C_status
	)		[protected]

Ensures linear independence of constraint matrix when a new constraint is added. To this end a bound or constraint is removed simultaneously if necessary.

Returns:

SUCCESSFUL_RETURN
RET_LI_RESOLVED
RET_ENSURELI_FAILED
RET_ENSURELI_FAILED_TQ
RET_ENSURELI_FAILED_NOINDEX
RET_REMOVE_FROM_ACTIVESET

Parameters:

number	Number of constraint to be added to active set.
C_status	Status of new active bound.

References __FILE__, __FUNC__, __LINE__, A, addConstraint_checkLI(), backsolveT(), QProblemB::bounds, BT_FALSE, BT_TRUE, constraints, dropInfeasibles(), Options::enableDropInfeasibles, Options::epsDen, Options::epsNum, TabularOutput::excRemB, TabularOutput::excRemC, Constraints::getActive(), Bounds::getFixed(), Bounds::getFree(), getGlobalMessageHandler(), getNAC(), QProblemB::getNFR(), QProblemB::getNFX(), Indexlist::getNumberArray(), QProblemB::getNV(), getNZ(), Matrix::getRow(), MAX_STRING_LENGTH, Options::maxDualJump, QProblemB::options, QProblemB::performRatioTest(), QQ, real_t, removeBound(), removeConstraint(), RET_ENSURELI_FAILED, RET_ENSURELI_FAILED_NOINDEX, RET_ENSURELI_FAILED_TQ, RET_INDEXLIST_CORRUPTED, RET_LI_RESOLVED, RET_LINEARLY_INDEPENDENT, RET_REMOVE_FROM_ACTIVESET, RET_REMOVE_FROM_ACTIVESET_FAILED, QProblemB::setInfeasibilityFlag(), ST_LOWER, SUCCESSFUL_RETURN, QProblemB::tabularOutput, THROWERROR, MessageHandling::throwInfo(), Matrix::transTimes(), VS_VISIBLE, and QProblemB::y.

Referenced by addConstraint().

void QProblemB::applyGivens	(	real_t	c,
		real_t	s,
		real_t	nu,
		real_t	xold,
		real_t	yold,
		real_t &	xnew,
		real_t &	ynew
	)		const [inline, protected, inherited]

Applies Givens matrix determined by c and s (cf. computeGivens).

Returns:

SUCCESSFUL_RETURN

Parameters:

c	Cosine entry of Givens matrix.
s	Sine entry of Givens matrix.
nu	Further factor: s/(1+c).
xold	Matrix entry to be transformed corresponding to the normalised entry of the original matrix.
yold	Matrix entry to be transformed corresponding to the annihilated entry of the original matrix.
xnew	Output: Transformed matrix entry corresponding to the normalised entry of the original matrix.
ynew	Output: Transformed matrix entry corresponding to the annihilated entry of the original matrix.

Referenced by addBound(), QProblemB::addBound(), addConstraint(), removeBound(), and removeConstraint().

returnValue QProblemB::areBoundsConsistent	(	const real_t *const	lb,
		const real_t *const	ub
	)		const [protected, inherited]

Decides if lower bounds are smaller than upper bounds

Returns:

SUCCESSFUL_RETURN
RET_QP_INFEASIBLE

Parameters:

lb	Vector of lower bounds
ub	Vector of upper bounds

References EPS, QProblemB::getNV(), RET_QP_INFEASIBLE, and SUCCESSFUL_RETURN.

Referenced by areBoundsConsistent(), and QProblemB::hotstart().

returnValue QProblem::areBoundsConsistent	(	const real_t *const	lb,
		const real_t *const	ub,
		const real_t *const	lbA,
		const real_t *const	ubA
	)		const [protected]

Decides if lower bounds are smaller than upper bounds

Returns:

SUCCESSFUL_RETURN
RET_QP_INFEASIBLE

Parameters:

lb	Vector of lower bounds
ub	Vector of upper bounds
lbA	Vector of lower constraints
ubA	Vector of upper constraints

References QProblemB::areBoundsConsistent(), EPS, getNC(), RET_QP_INFEASIBLE, and SUCCESSFUL_RETURN.

Referenced by hotstart().

returnValue QProblemB::backsolveR	(	const real_t *const	b,
		BooleanType	transposed,
		real_t *const	a
	)		const [protected, inherited]

Solves the system Ra = b or R^Ta = b where R is an upper triangular matrix.

Returns:

SUCCESSFUL_RETURN
RET_DIV_BY_ZERO

Parameters:

b	Right hand side vector.
transposed	Indicates if the transposed system shall be solved.
a	Output: Solution vector

References BT_FALSE.

Referenced by determineStepDirection(), QProblemB::determineStepDirection(), removeBound(), QProblemB::removeBound(), and removeConstraint().

returnValue QProblemB::backsolveR	(	const real_t *const	b,
		BooleanType	transposed,
		BooleanType	removingBound,
		real_t *const	a
	)		const [protected, inherited]

Solves the system Ra = b or R^Ta = b where R is an upper triangular matrix.
Special variant for the case that this function is called from within "removeBound()".

Returns:

SUCCESSFUL_RETURN
RET_DIV_BY_ZERO

Parameters:

b	Right hand side vector.
transposed	Indicates if the transposed system shall be solved.
removingBound	Indicates if function is called from "removeBound()".
a	Output: Solution vector

References BT_FALSE, BT_TRUE, getAbs(), QProblemB::getNV(), QProblemB::getNZ(), real_t, RET_DIV_BY_ZERO, RR, SUCCESSFUL_RETURN, THROWERROR, and ZERO.

returnValue QProblem::backsolveT	(	const real_t *const	b,
		BooleanType	transposed,
		real_t *const	a
	)		const [protected]

Solves the system Ta = b or T^Ta = b where T is a reverse upper triangular matrix.

Returns:

SUCCESSFUL_RETURN
RET_DIV_BY_ZERO

Parameters:

b	Right hand side vector.
transposed	Indicates if the transposed system shall be solved.
a	Output: Solution vector

References BT_FALSE, EPS, getAbs(), getNAC(), real_t, RET_DIV_BY_ZERO, sizeT, SUCCESSFUL_RETURN, THROWERROR, and TT.

Referenced by addBound_ensureLI(), addConstraint_ensureLI(), and determineStepDirection().

returnValue QProblem::changeActiveSet	(	int	BC_idx,
		SubjectToStatus	BC_status,
		BooleanType	BC_isBound
	)		[protected]

Updates the active set.

Returns:

SUCCESSFUL_RETURN
RET_REMOVE_FROM_ACTIVESET_FAILED
RET_ADD_TO_ACTIVESET_FAILED

Parameters:

BC_idx	Index of blocking constraint.
BC_status	Status of blocking constraint.
BC_isBound	Indicates if blocking constraint is a bound.

References __FILE__, __FUNC__, __LINE__, addBound(), addConstraint(), BT_TRUE, Options::enableNZCTests, getGlobalMessageHandler(), QProblemB::getNV(), MAX_STRING_LENGTH, QProblemB::options, removeBound(), removeConstraint(), RET_ADD_TO_ACTIVESET, RET_ADD_TO_ACTIVESET_FAILED, RET_ADDBOUND_FAILED_INFEASIBILITY, RET_ADDCONSTRAINT_FAILED_INFEASIBILITY, RET_REMOVE_FROM_ACTIVESET, RET_REMOVE_FROM_ACTIVESET_FAILED, ST_INACTIVE, ST_LOWER, ST_UNDEFINED, SUCCESSFUL_RETURN, THROWERROR, MessageHandling::throwInfo(), VS_VISIBLE, and QProblemB::y.

Referenced by solveQP().

returnValue QProblem::clear

(

)

[protected]

Frees all allocated memory.

Returns:

SUCCESSFUL_RETURN

Reimplemented from QProblemB.

References A, Ax, Ax_l, Ax_u, BT_TRUE, delta_xFRy, delta_xFRz, delta_yAC_TMP, freeConstraintMatrix, lbA, Q, SUCCESSFUL_RETURN, T, tempA, tempB, ubA, and ZFR_delta_xFRz.

Referenced by operator=(), and ~QProblem().

returnValue QProblemB::computeCholesky

(

)

[protected, inherited]

Computes the Cholesky decomposition of the (simply projected) Hessian (i.e. R^T*R = Z^T*H*Z). It only works in the case where Z is a simple projection matrix! Note: If Hessian turns out not to be positive definite, the Hessian type is set to HST_SEMIDEF accordingly.

Returns:

SUCCESSFUL_RETURN
RET_HESSIAN_NOT_SPD
RET_INDEXLIST_CORRUPTED

References QProblemB::bounds, BT_TRUE, Options::epsRegularisation, getAbs(), Matrix::getCol(), Bounds::getFree(), getMin(), QProblemB::getNFR(), Indexlist::getNumberArray(), QProblemB::getNV(), getSqrt(), QProblemB::H, QProblemB::hessianType, HST_IDENTITY, HST_SEMIDEF, HST_ZERO, QProblemB::options, POTRF, QProblemB::R, QProblemB::regVal, RET_CHOLESKY_OF_ZERO_HESSIAN, RET_HESSIAN_NOT_SPD, RR, SUCCESSFUL_RETURN, THROWERROR, and QProblemB::usingRegularisation().

Referenced by computeProjectedCholesky(), QProblemB::setupAuxiliaryQP(), QProblemB::setupInitialCholesky(), and QProblemB::solveQP().

void QProblemB::computeGivens	(	real_t	xold,
		real_t	yold,
		real_t &	xnew,
		real_t &	ynew,
		real_t &	c,
		real_t &	s
	)		const [inline, protected, inherited]

Computes parameters for the Givens matrix G for which [x,y]*G = [z,0]

Returns:

SUCCESSFUL_RETURN

Parameters:

xold	Matrix entry to be normalised.
yold	Matrix entry to be annihilated.
xnew	Output: Normalised matrix entry.
ynew	Output: Annihilated matrix entry.
c	Output: Cosine entry of Givens matrix.
s	Output: Sine entry of Givens matrix.

References BT_TRUE, getAbs(), getSqrt(), isZero(), and real_t.

Referenced by addBound(), QProblemB::addBound(), addConstraint(), removeBound(), and removeConstraint().

returnValue QProblem::computeProjectedCholesky

(

)

[protected]

Computes the Cholesky decomposition of the projected Hessian (i.e. R^T*R = Z^T*H*Z). Note: If Hessian turns out not to be positive definite, the Hessian type is set to HST_SEMIDEF accordingly.

Returns:

SUCCESSFUL_RETURN
RET_HESSIAN_NOT_SPD
RET_INDEXLIST_CORRUPTED

References SymmetricMatrix::bilinear(), SymSparseMat::bilinear(), QProblemB::bounds, BT_TRUE, QProblemB::computeCholesky(), constraints, QProblemB::createDiagSparseMat(), Options::epsRegularisation, getAbs(), Constraints::getActive(), Matrix::getCol(), Bounds::getFree(), getMin(), getNAC(), QProblemB::getNFR(), QProblemB::getNFX(), Indexlist::getNumberArray(), QProblemB::getNV(), getNZ(), getSqrt(), QProblemB::H, QProblemB::hessianType, HST_IDENTITY, HST_SEMIDEF, HST_ZERO, QProblemB::options, POTRF, Q, QQ, QProblemB::R, QProblemB::regVal, RET_HESSIAN_NOT_SPD, RET_UNKNOWN_BUG, RR, SUCCESSFUL_RETURN, THROWERROR, and QProblemB::usingRegularisation().

Referenced by setupAuxiliaryQP(), setupInitialCholesky(), SQProblem::setupNewAuxiliaryQP(), and solveQP().

returnValue QProblem::copy

(

const QProblem &

rhs

)

[protected]

Copies all members from given rhs object.

Returns:

SUCCESSFUL_RETURN

Parameters:

rhs	Rhs object.

References A, Ax, Ax_l, Ax_u, BT_TRUE, constraintProduct, constraints, delta_xFRy, delta_xFRz, delta_yAC_TMP, Matrix::duplicate(), freeConstraintMatrix, getNC(), QProblemB::getNV(), lbA, Q, real_t, setLBA(), setUBA(), sizeT, SUCCESSFUL_RETURN, T, tempA, tempB, ubA, QProblemB::y, and ZFR_delta_xFRz.

Referenced by operator=(), and QProblem().

returnValue QProblemB::copy

(

const QProblemB &

rhs

)

[protected, inherited]

Copies all members from given rhs object.

Returns:

SUCCESSFUL_RETURN

Parameters:

rhs	Rhs object.

References QProblemB::bounds, BT_TRUE, QProblemB::count, QProblemB::delta_xFR_TMP, SymmetricMatrix::duplicateSym(), QProblemB::flipper, QProblemB::freeHessian, QProblemB::g, QProblemB::getNV(), QProblemB::H, QProblemB::haveCholesky, QProblemB::hessianType, QProblemB::infeasible, QProblemB::lb, QProblemB::options, Options::printLevel, QProblemB::R, QProblemB::ramp0, QProblemB::ramp1, real_t, QProblemB::regVal, QProblemB::setG(), QProblemB::setLB(), QProblemB::setPrintLevel(), QProblemB::setUB(), QProblemB::status, SUCCESSFUL_RETURN, QProblemB::tau, QProblemB::ub, QProblemB::unbounded, QProblemB::x, and QProblemB::y.

Referenced by QProblemB::operator=(), and QProblemB::QProblemB().

SymSparseMat * QProblemB::createDiagSparseMat	(	int	n,
		real_t	diagVal = 1.0
	)		[protected, inherited]

Creates a sparse diagonal (square-)matrix which is a given multiple of the identity matrix.

Returns:

Diagonal matrix

Parameters:

n	Row/column dimension of matrix to be created.
diagVal	Value of all diagonal entries.

References SparseMatrix::createDiagInfo(), Matrix::doFreeMemory(), real_t, and sparse_int_t.

Referenced by computeProjectedCholesky().

returnValue QProblemB::determineDataShift	(	const real_t *const	g_new,
		const real_t *const	lb_new,
		const real_t *const	ub_new,
		real_t *const	delta_g,
		real_t *const	delta_lb,
		real_t *const	delta_ub,
		BooleanType &	Delta_bB_isZero
	)		[protected, inherited]

Determines step direction of the shift of the QP data.

Returns:

SUCCESSFUL_RETURN

Parameters:

g_new	New gradient vector.
lb_new	New lower bounds.
ub_new	New upper bounds.
delta_g	Output: Step direction of gradient vector.
delta_lb	Output: Step direction of lower bounds.
delta_ub	Output: Step direction of upper bounds.
Delta_bB_isZero	Output: Indicates if active bounds are to be shifted.

References QProblemB::bounds, BT_FALSE, BT_TRUE, EPS, QProblemB::g, getAbs(), Bounds::getFixed(), QProblemB::getNFX(), Indexlist::getNumberArray(), QProblemB::getNV(), INFTY, QProblemB::lb, SUCCESSFUL_RETURN, and QProblemB::ub.

Referenced by QProblemB::solveQP().

returnValue QProblem::determineDataShift	(	const real_t *const	g_new,
		const real_t *const	lbA_new,
		const real_t *const	ubA_new,
		const real_t *const	lb_new,
		const real_t *const	ub_new,
		real_t *const	delta_g,
		real_t *const	delta_lbA,
		real_t *const	delta_ubA,
		real_t *const	delta_lb,
		real_t *const	delta_ub,
		BooleanType &	Delta_bC_isZero,
		BooleanType &	Delta_bB_isZero
	)		[protected]

Determines step direction of the shift of the QP data.

Returns:

SUCCESSFUL_RETURN

Parameters:

g_new	New gradient vector.
lbA_new	New lower constraints' bounds.
ubA_new	New upper constraints' bounds.
lb_new	New lower bounds.
ub_new	New upper bounds.
delta_g	Output: Step direction of gradient vector.
delta_lbA	Output: Step direction of lower constraints' bounds.
delta_ubA	Output: Step direction of upper constraints' bounds.
delta_lb	Output: Step direction of lower bounds.
delta_ub	Output: Step direction of upper bounds.
Delta_bC_isZero	Output: Indicates if active constraints' bounds are to be shifted.
Delta_bB_isZero	Output: Indicates if active bounds are to be shifted.

References BT_FALSE, BT_TRUE, constraints, EPS, getAbs(), Constraints::getActive(), getNAC(), getNC(), Indexlist::getNumberArray(), INFTY, lbA, SUCCESSFUL_RETURN, and ubA.

Referenced by solveQP().

returnValue QProblemB::determineHessianType

(

)

[protected, inherited]

If Hessian type has been set by the user, nothing is done. Otherwise the Hessian type is set to HST_IDENTITY, HST_ZERO, or HST_POSDEF (default), respectively.

Returns:

SUCCESSFUL_RETURN
RET_HESSIAN_INDEFINITE

References BT_FALSE, BT_TRUE, Matrix::diag(), Options::enableFlippingBounds, Options::enableRegularisation, EPS, getAbs(), QProblemB::getNV(), QProblemB::H, QProblemB::hessianType, HST_IDENTITY, HST_INDEF, HST_POSDEF, HST_POSDEF_NULLSPACE, HST_SEMIDEF, HST_ZERO, INFTY, Matrix::isDiag(), isZero(), Options::numRegularisationSteps, QProblemB::options, real_t, RET_DIAGONAL_NOT_INITIALISED, RET_HESSIAN_INDEFINITE, RET_ZERO_HESSIAN_ASSUMED, SUCCESSFUL_RETURN, THROWERROR, THROWINFO, and ZERO.

Referenced by SQProblem::setupNewAuxiliaryQP(), solveInitialQP(), and QProblemB::solveInitialQP().

returnValue QProblem::determineStepDirection	(	const real_t *const	delta_g,
		const real_t *const	delta_lbA,
		const real_t *const	delta_ubA,
		const real_t *const	delta_lb,
		const real_t *const	delta_ub,
		BooleanType	Delta_bC_isZero,
		BooleanType	Delta_bB_isZero,
		real_t *const	delta_xFX,
		real_t *const	delta_xFR,
		real_t *const	delta_yAC,
		real_t *const	delta_yFX
	)		[protected]

Determines step direction of the homotopy path.

Returns:

SUCCESSFUL_RETURN
RET_STEPDIRECTION_FAILED_TQ
RET_STEPDIRECTION_FAILED_CHOLESKY

Parameters:

delta_g	Step direction of gradient vector.
delta_lbA	Step direction of lower constraints' bounds.
delta_ubA	Step direction of upper constraints' bounds.
delta_lb	Step direction of lower bounds.
delta_ub	Step direction of upper bounds.
Delta_bC_isZero	Indicates if active constraints' bounds are to be shifted.
Delta_bB_isZero	Indicates if active bounds are to be shifted.
delta_xFX	Output: Primal homotopy step direction of fixed variables.
delta_xFR	Output: Primal homotopy step direction of free variables.
delta_yAC	Output: Dual homotopy step direction of active constraints' multiplier.
delta_yFX	Output: Dual homotopy step direction of fixed variables' multiplier.

References A, QProblemB::backsolveR(), backsolveT(), QProblemB::bounds, BT_FALSE, BT_TRUE, constraints, QProblemB::delta_xFR_TMP, delta_xFRy, delta_xFRz, delta_yAC_TMP, Options::epsIterRef, getAbs(), Constraints::getActive(), Bounds::getFixed(), Bounds::getFree(), getNAC(), QProblemB::getNFR(), QProblemB::getNFX(), Indexlist::getNumberArray(), QProblemB::getNV(), getNZ(), SubjectTo::getStatus(), QProblemB::H, QProblemB::hessianType, HST_IDENTITY, HST_ZERO, Options::numRefinementSteps, QProblemB::options, QQ, real_t, QProblemB::regVal, RET_STEPDIRECTION_FAILED_CHOLESKY, RET_STEPDIRECTION_FAILED_TQ, RET_UNKNOWN_BUG, ST_LOWER, SUCCESSFUL_RETURN, tempA, tempB, THROWERROR, Matrix::times(), Matrix::transTimes(), QProblemB::usingRegularisation(), and ZFR_delta_xFRz.

Referenced by addBound_checkLI(), addConstraint_checkLI(), ensureNonzeroCurvature(), SolutionAnalysis::getVarianceCovariance(), solveCurrentEQP(), and solveQP().

returnValue QProblem::dropInfeasibles	(	int	BC_number,
		SubjectToStatus	BC_status,
		BooleanType	BC_isBound,
		real_t *	xiB,
		real_t *	xiC
	)		[protected]

Drops the blocking bound/constraint that led to infeasibility, or finds another bound/constraint to drop according to drop priorities.

Returns:

SUCCESSFUL_RETURN

Parameters:

BC_number	Number of the bound or constraint to be added.
BC_status	New status of the bound or constraint to be added.
BC_isBound	Whether a bound or a constraint is to be added.
xiB	(not yet documented)
xiC	(not yet documented)

References QProblemB::bounds, BT_FALSE, BT_TRUE, constraints, Options::dropBoundPriority, Options::dropEqConPriority, Options::dropIneqConPriority, Options::epsDen, getAbs(), Constraints::getActive(), Bounds::getFixed(), getNAC(), QProblemB::getNFX(), Indexlist::getNumberArray(), SubjectTo::getStatus(), SubjectTo::getType(), QProblemB::options, removeBound(), removeConstraint(), RET_ENSURELI_DROPPED, SubjectTo::setStatus(), ST_BOUNDED, ST_EQUALITY, ST_INFEASIBLE_LOWER, ST_INFEASIBLE_UPPER, ST_LOWER, and SUCCESSFUL_RETURN.

Referenced by addBound_ensureLI(), and addConstraint_ensureLI().

returnValue QProblem::ensureNonzeroCurvature	(	BooleanType	removeBoundNotConstraint,
		int	remIdx,
		BooleanType &	exchangeHappened,
		BooleanType &	addBoundNotConstraint,
		int &	addIdx,
		SubjectToStatus &	addStatus
	)		[protected]

Ensure non-zero curvature by primal jump.

Returns:

SUCCESSFUL_RETURN
RET_HOTSTART_STOPPED_UNBOUNDEDNESS

Parameters:

removeBoundNotConstraint	SubjectTo to be removed is a bound.
remIdx	Index of bound/constraint to be removed.
exchangeHappened	Output: Exchange was necessary to ensure.
addBoundNotConstraint	SubjectTo to be added is a bound.
addIdx	Index of bound/constraint to be added.
addStatus	Status of bound/constraint to be added.

References A, Ax, Ax_l, Ax_u, QProblemB::bounds, BT_FALSE, BT_TRUE, constraints, determineStepDirection(), Options::epsDen, Options::epsNum, Options::epsNZCTests, getAbs(), Constraints::getActive(), Bounds::getFixed(), Bounds::getFree(), Constraints::getInactive(), getMax(), getNAC(), getNC(), QProblemB::getNFR(), QProblemB::getNFX(), getNIAC(), Indexlist::getNumberArray(), QProblemB::getNV(), SubjectTo::getStatus(), QProblemB::lb, lbA, Options::maxPrimalJump, QProblemB::options, performPlainRatioTest(), real_t, RET_HOTSTART_STOPPED_UNBOUNDEDNESS, ST_INACTIVE, ST_LOWER, ST_UPPER, SUCCESSFUL_RETURN, Matrix::times(), QProblemB::ub, ubA, QProblemB::unbounded, and QProblemB::x.

Referenced by removeBound(), and removeConstraint().

BEGIN_NAMESPACE_QPOASES returnValue QProblemB::getBounds

(

Bounds &

_bounds

)

const [inline, inherited]

Returns current bounds object of the QP (deep copy).

Returns:

SUCCESSFUL_RETURN
RET_QPOBJECT_NOT_SETUP

Parameters:

_bounds

Output: Bounds object.

References QProblemB::bounds, QProblemB::getNV(), RET_QPOBJECT_NOT_SETUP, SUCCESSFUL_RETURN, and THROWERROR.

BEGIN_NAMESPACE_QPOASES returnValue QProblem::getConstraints

(

Constraints &

_constraints

)

const [inline]

Returns current constraints object of the QP (deep copy).

Returns:

SUCCESSFUL_RETURN
RET_QPOBJECT_NOT_SETUP

Parameters:

_constraints

Output: Constraints object.

References constraints, QProblemB::getNV(), RET_QPOBJECT_NOT_SETUP, SUCCESSFUL_RETURN, and THROWERROR.

unsigned int QProblemB::getCount

(

)

const [inline, inherited]

Returns the current number of QP problems solved.

Returns:

Number of QP problems solved.

References QProblemB::count.

returnValue QProblem::getDualSolution

(

real_t *const

yOpt

)

const [virtual]

Returns the dual solution vector (deep copy).

Returns:

SUCCESSFUL_RETURN
RET_QP_NOT_SOLVED

Parameters:

yOpt	Output: Dual solution vector (if QP has been solved).

Reimplemented from QProblemB.

References getNC(), QProblemB::getNV(), QProblemB::getStatus(), QPS_AUXILIARYQPSOLVED, QPS_HOMOTOPYQPSOLVED, QPS_SOLVED, RET_QP_NOT_SOLVED, SUCCESSFUL_RETURN, and QProblemB::y.

Referenced by main(), and solveOQPbenchmark().

HessianType QProblemB::getHessianType

(

)

const [inline, inherited]

Returns Hessian type flag (type is not determined due to this call!).

Returns:

Hessian type.

References QProblemB::hessianType.

Referenced by SolutionAnalysis::getKktViolation().

int QProblem::getNAC

(

)

const [inline]

Returns the number of active constraints.

Returns:

Number of active constraints.

References constraints, and Constraints::getNAC().

Referenced by addBound(), addBound_checkLI(), addBound_ensureLI(), addConstraint(), addConstraint_checkLI(), addConstraint_ensureLI(), backsolveT(), computeProjectedCholesky(), determineDataShift(), determineStepDirection(), dropInfeasibles(), ensureNonzeroCurvature(), getNZ(), SolutionAnalysis::getVarianceCovariance(), performStep(), printIteration(), removeBound(), removeConstraint(), solveCurrentEQP(), and writeQpWorkspaceIntoMatFile().

int QProblem::getNC

(

)

const [inline]

Returns the number of constraints.

Returns:

Number of constraints.

References constraints, and Constraints::getNC().

Referenced by addBound_checkLI(), addConstraint_checkLI(), areBoundsConsistent(), copy(), determineDataShift(), ensureNonzeroCurvature(), getDualSolution(), SolutionAnalysis::getKktViolation(), getRelativeHomotopyLength(), SolutionAnalysis::getVarianceCovariance(), getWorkingSetConstraints(), SQProblem::hotstart(), hotstart(), init(), loadQPvectorsFromFile(), obtainAuxiliaryWorkingSet(), performDriftCorrection(), performRamping(), performStep(), printIteration(), printProperties(), reset(), setA(), setLBA(), setUBA(), setupAuxiliaryQP(), setupAuxiliaryQPbounds(), setupAuxiliaryQPgradient(), setupAuxiliaryQPsolution(), setupAuxiliaryWorkingSet(), SQProblem::setupNewAuxiliaryQP(), setupQPdata(), setupQPdataFromFile(), setupSubjectToType(), shallRefactorise(), solveCurrentEQP(), solveInitialQP(), solveQP(), updateFarBounds(), writeQpDataIntoMatFile(), and writeQpWorkspaceIntoMatFile().

int QProblem::getNEC

(

)

const [inline]

Returns the number of (implicitly defined) equality constraints.

Returns:

Number of (implicitly defined) equality constraints.

References constraints, and Constraints::getNEC().

Referenced by printProperties().

int QProblemB::getNFR

(

)

const [inline, inherited]

Returns the number of free variables.

Returns:

Number of free variables.

References QProblemB::bounds, and Bounds::getNFR().

Referenced by addBound(), QProblemB::addBound(), addBound_checkLI(), addConstraint(), addConstraint_checkLI(), addConstraint_ensureLI(), QProblemB::computeCholesky(), computeProjectedCholesky(), determineStepDirection(), QProblemB::determineStepDirection(), ensureNonzeroCurvature(), QProblemB::getNZ(), getNZ(), SolutionAnalysis::getVarianceCovariance(), performStep(), QProblemB::performStep(), removeBound(), QProblemB::removeBound(), removeConstraint(), QProblemB::setupInitialCholesky(), setupInitialCholesky(), setupTQfactorisation(), solveCurrentEQP(), and writeQpWorkspaceIntoMatFile().

int QProblemB::getNFV

(

)

const [inline, inherited]

Returns the number of implicitly fixed variables.

Returns:

Number of implicitly fixed variables.

References QProblemB::bounds, and Bounds::getNFV().

Referenced by QProblemB::setupInitialCholesky(), and setupInitialCholesky().

int QProblemB::getNFX

(

)

const [inline, inherited]

Returns the number of fixed variables.

Returns:

Number of fixed variables.

References QProblemB::bounds, and Bounds::getNFX().

Referenced by addBound_checkLI(), addBound_ensureLI(), addConstraint_checkLI(), addConstraint_ensureLI(), computeProjectedCholesky(), QProblemB::determineDataShift(), determineStepDirection(), QProblemB::determineStepDirection(), dropInfeasibles(), ensureNonzeroCurvature(), SolutionAnalysis::getVarianceCovariance(), performStep(), QProblemB::performStep(), printIteration(), QProblemB::printIteration(), solveCurrentEQP(), and writeQpWorkspaceIntoMatFile().

int QProblem::getNIAC

(

)

const [inline]

Returns the number of inactive constraints.

Returns:

Number of inactive constraints.

References constraints, and Constraints::getNIAC().

Referenced by ensureNonzeroCurvature(), performStep(), and writeQpWorkspaceIntoMatFile().

int QProblemB::getNV

(

)

const [inline, inherited]

Returns the number of variables.

Returns:

Number of variables.

References QProblemB::bounds, and Bounds::getNV().

Referenced by addBound(), QProblemB::addBound(), addBound_checkLI(), addBound_ensureLI(), addConstraint(), addConstraint_checkLI(), addConstraint_ensureLI(), QProblemB::areBoundsConsistent(), QProblemB::backsolveR(), changeActiveSet(), QProblemB::computeCholesky(), computeProjectedCholesky(), copy(), QProblemB::copy(), QProblemB::determineDataShift(), QProblemB::determineHessianType(), determineStepDirection(), ensureNonzeroCurvature(), QProblemB::getBounds(), getConstraints(), QProblemB::getDualSolution(), getDualSolution(), SolutionAnalysis::getKktViolation(), QProblemB::getObjVal(), QProblemB::getPrimalSolution(), QProblemB::getRelativeHomotopyLength(), SolutionAnalysis::getVarianceCovariance(), getWorkingSet(), QProblemB::getWorkingSetBounds(), SQProblem::hotstart(), QProblemB::hotstart(), hotstart(), QProblemB::init(), init(), QProblemB::loadQPvectorsFromFile(), QProblemB::obtainAuxiliaryWorkingSet(), obtainAuxiliaryWorkingSet(), performDriftCorrection(), QProblemB::performDriftCorrection(), QProblemB::performRamping(), performRamping(), performStep(), QProblemB::performStep(), printIteration(), QProblemB::printIteration(), printProperties(), QProblemB::printProperties(), QProblemB::regulariseHessian(), removeBound(), QProblemB::removeBound(), removeConstraint(), reset(), QProblemB::reset(), setA(), QProblemB::setG(), QProblemB::setH(), QProblemB::setLB(), setLBA(), QProblemB::setUB(), setUBA(), setupAuxiliaryQP(), QProblemB::setupAuxiliaryQP(), setupAuxiliaryQPbounds(), QProblemB::setupAuxiliaryQPbounds(), setupAuxiliaryQPgradient(), QProblemB::setupAuxiliaryQPgradient(), setupAuxiliaryQPsolution(), QProblemB::setupAuxiliaryQPsolution(), setupAuxiliaryWorkingSet(), QProblemB::setupAuxiliaryWorkingSet(), QProblemB::setupInitialCholesky(), setupInitialCholesky(), SQProblem::setupNewAuxiliaryQP(), QProblemB::setupQPdataFromFile(), setupQPdataFromFile(), QProblemB::setupSubjectToType(), setupTQfactorisation(), shallRefactorise(), QProblemB::shallRefactorise(), solveCurrentEQP(), solveInitialQP(), QProblemB::solveInitialQP(), solveQP(), QProblemB::solveQP(), solveRegularisedQP(), QProblemB::solveRegularisedQP(), QProblemB::updateFarBounds(), updateFarBounds(), writeQpDataIntoMatFile(), and writeQpWorkspaceIntoMatFile().

int QProblem::getNZ

(

)

const [virtual]

Returns the dimension of null space.

Returns:

Dimension of null space.

Reimplemented from QProblemB.

References getNAC(), and QProblemB::getNFR().

Referenced by addBound(), addBound_checkLI(), addBound_ensureLI(), addConstraint(), addConstraint_checkLI(), addConstraint_ensureLI(), computeProjectedCholesky(), determineStepDirection(), removeBound(), and removeConstraint().

real_t QProblemB::getObjVal

(

)

const [inherited]

Returns the optimal objective function value.

Returns:

finite value: Optimal objective function value (QP was solved)
+infinity: QP was not yet solved

References QProblemB::getStatus(), INFTY, QPS_AUXILIARYQPSOLVED, QPS_HOMOTOPYQPSOLVED, QPS_SOLVED, real_t, and QProblemB::x.

Referenced by main().

real_t QProblemB::getObjVal

(

const real_t *const

_x

)

const [inherited]

Returns the objective function value at an arbitrary point x.

Returns:

Objective function value at point x

Parameters:

_x	Point at which the objective function shall be evaluated.

References BT_TRUE, QProblemB::g, QProblemB::getNV(), QProblemB::H, QProblemB::hessianType, HST_IDENTITY, HST_ZERO, real_t, QProblemB::regVal, Matrix::times(), and QProblemB::usingRegularisation().

Options QProblemB::getOptions

(

)

const [inline, inherited]

Returns current options struct.

Returns:

Current options struct.

References QProblemB::options.

returnValue QProblemB::getPrimalSolution

(

real_t *const

xOpt

)

const [inherited]

Returns the primal solution vector.

Returns:

SUCCESSFUL_RETURN
RET_QP_NOT_SOLVED

Parameters:

xOpt	Output: Primal solution vector (if QP has been solved).

References QProblemB::getNV(), QProblemB::getStatus(), QPS_AUXILIARYQPSOLVED, QPS_HOMOTOPYQPSOLVED, QPS_SOLVED, RET_QP_NOT_SOLVED, SUCCESSFUL_RETURN, and QProblemB::x.

Referenced by main(), and solveOQPbenchmark().

PrintLevel QProblemB::getPrintLevel

(

)

const [inline, inherited]

Returns the print level.

Returns:

Print level.

References QProblemB::options, and Options::printLevel.

real_t QProblemB::getRelativeHomotopyLength	(	const real_t *const	g_new,
		const real_t *const	lb_new,
		const real_t *const	ub_new
	)		[protected, inherited]

Compute relative length of homotopy in data space for termination criterion.

Returns:

Relative length in data space.

Parameters:

g_new	Final gradient.
lb_new	Final lower variable bounds.
ub_new	Final upper variable bounds.

References QProblemB::g, getAbs(), QProblemB::getNV(), QProblemB::lb, real_t, and QProblemB::ub.

Referenced by QProblemB::solveQP().

real_t QProblem::getRelativeHomotopyLength	(	const real_t *const	g_new,
		const real_t *const	lb_new,
		const real_t *const	ub_new,
		const real_t *const	lbA_new,
		const real_t *const	ubA_new
	)		[protected]

Compute relative length of homotopy in data space for termination criterion.

Returns:

Relative length in data space.

Parameters:

g_new	Final gradient.
lb_new	Final lower variable bounds.
ub_new	Final upper variable bounds.
lbA_new	Final lower constraint bounds.
ubA_new	Final upper constraint bounds.

References getAbs(), getNC(), lbA, real_t, stdFile, and ubA.

Referenced by solveQP().

QProblemStatus QProblemB::getStatus

(

)

const [inline, inherited]

Returns status of the solution process.

Returns:

Status of solution process.

References QProblemB::status.

Referenced by addBound(), QProblemB::addBound(), addConstraint(), QProblemB::getDualSolution(), getDualSolution(), QProblemB::getObjVal(), QProblemB::getPrimalSolution(), SQProblem::hotstart(), removeBound(), QProblemB::removeBound(), removeConstraint(), SQProblem::setupNewAuxiliaryQP(), solveQP(), and QProblemB::solveQP().

returnValue QProblem::getWorkingSet

(

real_t *

workingSet

)

[virtual]

Writes a vector with the state of the working set

Returns:

SUCCESSFUL_RETURN
RET_INVALID_ARGUMENTS

Parameters:

workingSet

Output: array containing state of the working set.

Reimplemented from QProblemB.

References QProblemB::getNV(), getWorkingSetBounds(), getWorkingSetConstraints(), RET_INVALID_ARGUMENTS, SUCCESSFUL_RETURN, and THROWERROR.

returnValue QProblem::getWorkingSetBounds

(

real_t *

workingSetB

)

[virtual]

Writes a vector with the state of the working set of bounds

Returns:

SUCCESSFUL_RETURN
RET_INVALID_ARGUMENTS

Parameters:

workingSetB

Output: array containing state of the working set of bounds.

Reimplemented from QProblemB.

Referenced by SolutionAnalysis::getKktViolation(), and getWorkingSet().

returnValue QProblem::getWorkingSetConstraints

(

real_t *

workingSetC

)

[virtual]

Writes a vector with the state of the working set of constraints

Returns:

SUCCESSFUL_RETURN
RET_INVALID_ARGUMENTS

Parameters:

workingSetC

Output: array containing state of the working set of constraints.

Reimplemented from QProblemB.

References constraints, getNC(), SubjectTo::getStatus(), RET_INVALID_ARGUMENTS, ST_LOWER, ST_UPPER, SUCCESSFUL_RETURN, and THROWERROR.

Referenced by SolutionAnalysis::getKktViolation(), and getWorkingSet().

returnValue QProblemB::hotstart	(	const real_t *const	g_new,
		const real_t *const	lb_new,
		const real_t *const	ub_new,
		int &	nWSR,
		real_t *const	cputime = 0,
		const Bounds *const	guessedBounds = 0
	)		[inherited]

Solves an initialised QP sequence using the online active set strategy. By default, QP solution is started from previous solution. If a guess for the working set is provided, an initialised homotopy is performed.

Note: This function internally calls solveQP/solveRegularisedQP for solving an initialised QP!

Returns:

SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_SHIFT_DETERMINATION_FAILED
RET_STEPDIRECTION_DETERMINATION_FAILED
RET_STEPLENGTH_DETERMINATION_FAILED
RET_HOMOTOPY_STEP_FAILED
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_HOTSTART_STOPPED_UNBOUNDEDNESS
RET_SETUP_AUXILIARYQP_FAILED

Parameters:

g_new	Gradient of neighbouring QP to be solved.
lb_new	Lower bounds of neighbouring QP to be solved. If no lower bounds exist, a NULL pointer can be passed.
ub_new	Upper bounds of neighbouring QP to be solved. If no upper bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations; Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP solution. Output: CPU time spent for QP solution (or to perform nWSR iterations).
guessedBounds	Optimal working set of bounds for solution (xOpt,yOpt). (If a null pointer is passed, the previous working set is kept!)

References QProblemB::areBoundsConsistent(), Options::boundTolerance, BT_FALSE, BT_TRUE, QProblemB::count, Options::enableFarBounds, getAbs(), getCPUtime(), QProblemB::getNV(), Options::growFarBounds, QProblemB::haveCholesky, QProblemB::infeasible, INFTY, Options::initialFarBounds, QProblemB::options, QPS_AUXILIARYQPSOLVED, QPS_HOMOTOPYQPSOLVED, QPS_SOLVED, QProblemB::rampOffset, real_t, RET_HOTSTART_STOPPED_INFEASIBILITY, RET_HOTSTART_STOPPED_UNBOUNDEDNESS, RET_QPOBJECT_NOT_SETUP, RET_SETUP_AUXILIARYQP_FAILED, QProblemB::setInfeasibilityFlag(), QProblemB::setupAuxiliaryQP(), QProblemB::setupInitialCholesky(), QProblemB::solveRegularisedQP(), QProblemB::status, SUCCESSFUL_RETURN, THROWERROR, QProblemB::unbounded, QProblemB::updateFarBounds(), and QProblemB::x.

Referenced by QProblemB::hotstart(), main(), QProblemB::solveInitialQP(), and solveOQPbenchmark().

returnValue QProblem::hotstart	(	const real_t *const	g_new,
		const real_t *const	lb_new,
		const real_t *const	ub_new,
		const real_t *const	lbA_new,
		const real_t *const	ubA_new,
		int &	nWSR,
		real_t *const	cputime = 0,
		const Bounds *const	guessedBounds = 0,
		const Constraints *const	guessedConstraints = 0
	)

Solves an initialised QP sequence using the online active set strategy. By default, QP solution is started from previous solution. If a guess for the working set is provided, an initialised homotopy is performed.

Note: This function internally calls solveQP/solveRegularisedQP for solving an initialised QP!

Returns:

SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_SHIFT_DETERMINATION_FAILED
RET_STEPDIRECTION_DETERMINATION_FAILED
RET_STEPLENGTH_DETERMINATION_FAILED
RET_HOMOTOPY_STEP_FAILED
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_HOTSTART_STOPPED_UNBOUNDEDNESS

Parameters:

g_new	Gradient of neighbouring QP to be solved.
lb_new	Lower bounds of neighbouring QP to be solved. If no lower bounds exist, a NULL pointer can be passed.
ub_new	Upper bounds of neighbouring QP to be solved. If no upper bounds exist, a NULL pointer can be passed.
lbA_new	Lower constraints' bounds of neighbouring QP to be solved. If no lower constraints' bounds exist, a NULL pointer can be passed.
ubA_new	Upper constraints' bounds of neighbouring QP to be solved. If no upper constraints' bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations; Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP solution. Output: CPU time spent for QP solution (or to perform nWSR iterations).
guessedBounds	Optimal working set of bounds for solution (xOpt,yOpt). (If a null pointer is passed, the previous working set of bounds is kept!)
guessedConstraints	Optimal working set of constraints for solution (xOpt,yOpt). (If a null pointer is passed, the previous working set of constraints is kept!)

Reimplemented in SQProblem.

References areBoundsConsistent(), Ax, QProblemB::bounds, Options::boundTolerance, BT_FALSE, BT_TRUE, constraints, QProblemB::count, Options::enableFarBounds, getAbs(), getCPUtime(), getNC(), QProblemB::getNV(), Options::growFarBounds, QProblemB::haveCholesky, QProblemB::infeasible, INFTY, Options::initialFarBounds, QProblemB::options, QPS_AUXILIARYQPSOLVED, QPS_HOMOTOPYQPSOLVED, QPS_SOLVED, QProblemB::rampOffset, real_t, RET_HOTSTART_STOPPED_INFEASIBILITY, RET_HOTSTART_STOPPED_UNBOUNDEDNESS, RET_QPOBJECT_NOT_SETUP, RET_SETUP_AUXILIARYQP_FAILED, QProblemB::setInfeasibilityFlag(), setupAuxiliaryQP(), setupInitialCholesky(), solveRegularisedQP(), QProblemB::status, SUCCESSFUL_RETURN, THROWERROR, QProblemB::unbounded, updateFarBounds(), and QProblemB::x.

Referenced by hotstart(), main(), solveInitialQP(), and solveOQPbenchmark().

returnValue QProblemB::hotstart	(	const char *const	g_file,
		const char *const	lb_file,
		const char *const	ub_file,
		int &	nWSR,
		real_t *const	cputime = 0,
		const Bounds *const	guessedBounds = 0
	)		[inherited]

Solves an initialised QP sequence using the online active set strategy, where QP data is read from files. By default, QP solution is started from previous solution. If a guess for the working set is provided, an initialised homotopy is performed.

Note: This function internally calls solveQP/solveRegularisedQP for solving an initialised QP!

Returns:

SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_SHIFT_DETERMINATION_FAILED
RET_STEPDIRECTION_DETERMINATION_FAILED
RET_STEPLENGTH_DETERMINATION_FAILED
RET_HOMOTOPY_STEP_FAILED
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_HOTSTART_STOPPED_UNBOUNDEDNESS
RET_UNABLE_TO_READ_FILE
RET_SETUP_AUXILIARYQP_FAILED
RET_INVALID_ARGUMENTS

Parameters:

g_file	Name of file where gradient, of neighbouring QP to be solved, is stored.
lb_file	Name of file where lower bounds, of neighbouring QP to be solved, is stored. If no lower bounds exist, a NULL pointer can be passed.
ub_file	Name of file where upper bounds, of neighbouring QP to be solved, is stored. If no upper bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations; Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP solution. Output: CPU time spent for QP solution (or to perform nWSR iterations).
guessedBounds	Optimal working set of bounds for solution (xOpt,yOpt). (If a null pointer is passed, the previous working set is kept!)

References QProblemB::getNV(), QProblemB::hotstart(), QProblemB::loadQPvectorsFromFile(), real_t, RET_INVALID_ARGUMENTS, RET_QPOBJECT_NOT_SETUP, RET_UNABLE_TO_READ_FILE, SUCCESSFUL_RETURN, and THROWERROR.

returnValue QProblem::hotstart	(	const char *const	g_file,
		const char *const	lb_file,
		const char *const	ub_file,
		const char *const	lbA_file,
		const char *const	ubA_file,
		int &	nWSR,
		real_t *const	cputime = 0,
		const Bounds *const	guessedBounds = 0,
		const Constraints *const	guessedConstraints = 0
	)

Solves an initialised QP sequence using the online active set strategy, where QP data is read from files. By default, QP solution is started from previous solution. If a guess for the working set is provided, an initialised homotopy is performed.

Note: This function internally calls solveQP/solveRegularisedQP for solving an initialised QP!

Returns:

SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_SHIFT_DETERMINATION_FAILED
RET_STEPDIRECTION_DETERMINATION_FAILED
RET_STEPLENGTH_DETERMINATION_FAILED
RET_HOMOTOPY_STEP_FAILED
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_HOTSTART_STOPPED_UNBOUNDEDNESS
RET_UNABLE_TO_READ_FILE
RET_INVALID_ARGUMENTS

Parameters:

g_file	Name of file where gradient, of neighbouring QP to be solved, is stored.
lb_file	Name of file where lower bounds, of neighbouring QP to be solved, is stored. If no lower bounds exist, a NULL pointer can be passed.
ub_file	Name of file where upper bounds, of neighbouring QP to be solved, is stored. If no upper bounds exist, a NULL pointer can be passed.
lbA_file	Name of file where lower constraints' bounds, of neighbouring QP to be solved, is stored. If no lower constraints' bounds exist, a NULL pointer can be passed.
ubA_file	Name of file where upper constraints' bounds, of neighbouring QP to be solved, is stored. If no upper constraints' bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations; Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP solution. Output: CPU time spent for QP solution (or to perform nWSR iterations).
guessedBounds	Optimal working set of bounds for solution (xOpt,yOpt). (If a null pointer is passed, the previous working set of bounds is kept!)
guessedConstraints	Optimal working set of constraints for solution (xOpt,yOpt). (If a null pointer is passed, the previous working set of constraints is kept!)

Reimplemented in SQProblem.

References getNC(), QProblemB::getNV(), hotstart(), loadQPvectorsFromFile(), real_t, RET_INVALID_ARGUMENTS, RET_QPOBJECT_NOT_SETUP, RET_UNABLE_TO_READ_FILE, SUCCESSFUL_RETURN, and THROWERROR.

returnValue QProblemB::init	(	SymmetricMatrix *	_H,
		const real_t *const	_g,
		const real_t *const	_lb,
		const real_t *const	_ub,
		int &	nWSR,
		real_t *const	cputime = 0,
		const real_t *const	xOpt = 0,
		const real_t *const	yOpt = 0,
		const Bounds *const	guessedBounds = 0,
		const real_t *const	_R = 0
	)		[inherited]

Initialises a simply bounded QP problem with given QP data and tries to solve it using at most nWSR iterations. Depending on the parameter constellation it:
1. 0, 0, 0 : starts with xOpt = 0, yOpt = 0 and gB empty (or all implicit equality bounds),
2. xOpt, 0, 0 : starts with xOpt, yOpt = 0 and obtain gB by "clipping",
3. 0, yOpt, 0 : starts with xOpt = 0, yOpt and obtain gB from yOpt != 0,
4. 0, 0, gB: starts with xOpt = 0, yOpt = 0 and gB,
5. xOpt, yOpt, 0 : starts with xOpt, yOpt and obtain gB from yOpt != 0,
6. xOpt, 0, gB: starts with xOpt, yOpt = 0 and gB,
7. xOpt, yOpt, gB: starts with xOpt, yOpt and gB (assume them to be consistent!)

Note: This function internally calls solveInitialQP for initialisation!

Returns:

SUCCESSFUL_RETURN
RET_INIT_FAILED
RET_INIT_FAILED_CHOLESKY
RET_INIT_FAILED_HOTSTART
RET_INIT_FAILED_INFEASIBILITY
RET_INIT_FAILED_UNBOUNDEDNESS
RET_MAX_NWSR_REACHED
RET_INVALID_ARGUMENTS

Parameters:

_H	Hessian matrix (a shallow copy is made).
_g	Gradient vector.
_lb	Lower bounds (on variables). If no lower bounds exist, a NULL pointer can be passed.
_ub	Upper bounds (on variables). If no upper bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations when using initial homotopy. Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP initialisation. Output: CPU time spent for QP initialisation (if pointer passed).
xOpt	Optimal primal solution vector. A NULL pointer can be passed. (If a null pointer is passed, the old primal solution is kept!)
yOpt	Optimal dual solution vector. A NULL pointer can be passed. (If a null pointer is passed, the old dual solution is kept!)
guessedBounds	Optimal working set of bounds for solution (xOpt,yOpt). (If a null pointer is passed, all bounds are assumed inactive!)
_R	Pre-computed (upper triangular) Cholesky factor of Hessian matrix. The Cholesky factor must be stored in a real_t array of size nV*nV in row-major format. Note: Only used if xOpt/yOpt and gB are NULL! (If a null pointer is passed, Cholesky decomposition is computed internally!)

References BT_TRUE, QProblemB::getNV(), SubjectTo::getStatus(), QProblemB::isInitialised(), QProblemB::reset(), RET_INVALID_ARGUMENTS, RET_NO_CHOLESKY_WITH_INITIAL_GUESS, RET_QP_ALREADY_INITIALISED, RET_QPOBJECT_NOT_SETUP, QProblemB::setupQPdata(), QProblemB::solveInitialQP(), ST_UNDEFINED, SUCCESSFUL_RETURN, THROWERROR, and THROWWARNING.

Referenced by main(), and solveOQPbenchmark().

returnValue QProblem::init	(	SymmetricMatrix *	_H,
		const real_t *const	_g,
		Matrix *	_A,
		const real_t *const	_lb,
		const real_t *const	_ub,
		const real_t *const	_lbA,
		const real_t *const	_ubA,
		int &	nWSR,
		real_t *const	cputime = 0,
		const real_t *const	xOpt = 0,
		const real_t *const	yOpt = 0,
		const Bounds *const	guessedBounds = 0,
		const Constraints *const	guessedConstraints = 0,
		const real_t *const	_R = 0
	)

Initialises a QP problem with given QP data and tries to solve it using at most nWSR iterations. Depending on the parameter constellation it:
1. 0, 0, 0 : starts with xOpt = 0, yOpt = 0 and gB/gC empty (or all implicit equality bounds),
2. xOpt, 0, 0 : starts with xOpt, yOpt = 0 and obtain gB/gC by "clipping",
3. 0, yOpt, 0 : starts with xOpt = 0, yOpt and obtain gB/gC from yOpt != 0,
4. 0, 0, gB/gC: starts with xOpt = 0, yOpt = 0 and gB/gC,
5. xOpt, yOpt, 0 : starts with xOpt, yOpt and obtain gB/gC from yOpt != 0,
6. xOpt, 0, gB/gC: starts with xOpt, yOpt = 0 and gB/gC,
7. xOpt, yOpt, gB/gC: starts with xOpt, yOpt and gB/gC (assume them to be consistent!)

Note: This function internally calls solveInitialQP for initialisation!

Returns:

SUCCESSFUL_RETURN
RET_INIT_FAILED
RET_INIT_FAILED_CHOLESKY
RET_INIT_FAILED_TQ
RET_INIT_FAILED_HOTSTART
RET_INIT_FAILED_INFEASIBILITY
RET_INIT_FAILED_UNBOUNDEDNESS
RET_MAX_NWSR_REACHED
RET_INVALID_ARGUMENTS

Parameters:

_H	Hessian matrix (a shallow copy is made).
_g	Gradient vector.
_A	Constraint matrix (a shallow copy is made).
_lb	Lower bound vector (on variables). If no lower bounds exist, a NULL pointer can be passed.
_ub	Upper bound vector (on variables). If no upper bounds exist, a NULL pointer can be passed.
_lbA	Lower constraints' bound vector. If no lower constraints' bounds exist, a NULL pointer can be passed.
_ubA	Upper constraints' bound vector. If no lower constraints' bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations when using initial homotopy. Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP initialisation. Output: CPU time spent for QP initialisation (if pointer passed).
xOpt	Optimal primal solution vector. (If a null pointer is passed, the old primal solution is kept!)
yOpt	Optimal dual solution vector. (If a null pointer is passed, the old dual solution is kept!)
guessedBounds	Optimal working set of bounds for solution (xOpt,yOpt). (If a null pointer is passed, all bounds are assumed inactive!)
guessedConstraints	Optimal working set of constraints for solution (xOpt,yOpt). (If a null pointer is passed, all constraints are assumed inactive!)
_R	Pre-computed (upper triangular) Cholesky factor of Hessian matrix. The Cholesky factor must be stored in a real_t array of size nV*nV in row-major format. Note: Only used if xOpt/yOpt and gB are NULL! (If a null pointer is passed, Cholesky decomposition is computed internally!)

References BT_TRUE, getNC(), QProblemB::getNV(), SubjectTo::getStatus(), QProblemB::isInitialised(), reset(), RET_INVALID_ARGUMENTS, RET_NO_CHOLESKY_WITH_INITIAL_GUESS, RET_QP_ALREADY_INITIALISED, RET_QPOBJECT_NOT_SETUP, setupQPdata(), solveInitialQP(), ST_UNDEFINED, SUCCESSFUL_RETURN, THROWERROR, and THROWWARNING.

Referenced by main(), and solveOQPbenchmark().

returnValue QProblemB::init	(	const real_t *const	_H,
		const real_t *const	_g,
		const real_t *const	_lb,
		const real_t *const	_ub,
		int &	nWSR,
		real_t *const	cputime = 0,
		const real_t *const	xOpt = 0,
		const real_t *const	yOpt = 0,
		const Bounds *const	guessedBounds = 0,
		const real_t *const	_R = 0
	)		[inherited]

Initialises a simply bounded QP problem with given QP data and tries to solve it using at most nWSR iterations. Depending on the parameter constellation it:
1. 0, 0, 0 : starts with xOpt = 0, yOpt = 0 and gB empty (or all implicit equality bounds),
2. xOpt, 0, 0 : starts with xOpt, yOpt = 0 and obtain gB by "clipping",
3. 0, yOpt, 0 : starts with xOpt = 0, yOpt and obtain gB from yOpt != 0,
4. 0, 0, gB: starts with xOpt = 0, yOpt = 0 and gB,
5. xOpt, yOpt, 0 : starts with xOpt, yOpt and obtain gB from yOpt != 0,
6. xOpt, 0, gB: starts with xOpt, yOpt = 0 and gB,
7. xOpt, yOpt, gB: starts with xOpt, yOpt and gB (assume them to be consistent!)

Note: This function internally calls solveInitialQP for initialisation!

Returns:

SUCCESSFUL_RETURN
RET_INIT_FAILED
RET_INIT_FAILED_CHOLESKY
RET_INIT_FAILED_HOTSTART
RET_INIT_FAILED_INFEASIBILITY
RET_INIT_FAILED_UNBOUNDEDNESS
RET_MAX_NWSR_REACHED
RET_INVALID_ARGUMENTS

Parameters:

_H	Hessian matrix (a shallow copy is made). If Hessian matrix is trivial, a NULL pointer can be passed.
_g	Gradient vector.
_lb	Lower bounds (on variables). If no lower bounds exist, a NULL pointer can be passed.
_ub	Upper bounds (on variables). If no upper bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations when using initial homotopy. Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP initialisation. Output: CPU time spent for QP initialisation (if pointer passed).
xOpt	Optimal primal solution vector. A NULL pointer can be passed. (If a null pointer is passed, the old primal solution is kept!)
yOpt	Optimal dual solution vector. A NULL pointer can be passed. (If a null pointer is passed, the old dual solution is kept!)
guessedBounds	Optimal working set of bounds for solution (xOpt,yOpt). (If a null pointer is passed, all bounds are assumed inactive!)
_R	Pre-computed (upper triangular) Cholesky factor of Hessian matrix. The Cholesky factor must be stored in a real_t array of size nV*nV in row-major format. Note: Only used if xOpt/yOpt and gB are NULL! (If a null pointer is passed, Cholesky decomposition is computed internally!)

References BT_TRUE, QProblemB::getNV(), SubjectTo::getStatus(), QProblemB::isInitialised(), QProblemB::reset(), RET_INVALID_ARGUMENTS, RET_NO_CHOLESKY_WITH_INITIAL_GUESS, RET_QP_ALREADY_INITIALISED, RET_QPOBJECT_NOT_SETUP, QProblemB::setupQPdata(), QProblemB::solveInitialQP(), ST_UNDEFINED, SUCCESSFUL_RETURN, THROWERROR, and THROWWARNING.

returnValue QProblem::init	(	const real_t *const	_H,
		const real_t *const	_g,
		const real_t *const	_A,
		const real_t *const	_lb,
		const real_t *const	_ub,
		const real_t *const	_lbA,
		const real_t *const	_ubA,
		int &	nWSR,
		real_t *const	cputime = 0,
		const real_t *const	xOpt = 0,
		const real_t *const	yOpt = 0,
		const Bounds *const	guessedBounds = 0,
		const Constraints *const	guessedConstraints = 0,
		const real_t *const	_R = 0
	)

Initialises a QP problem with given QP data and tries to solve it using at most nWSR iterations. Depending on the parameter constellation it:
1. 0, 0, 0 : starts with xOpt = 0, yOpt = 0 and gB/gC empty (or all implicit equality bounds),
2. xOpt, 0, 0 : starts with xOpt, yOpt = 0 and obtain gB/gC by "clipping",
3. 0, yOpt, 0 : starts with xOpt = 0, yOpt and obtain gB/gC from yOpt != 0,
4. 0, 0, gB/gC: starts with xOpt = 0, yOpt = 0 and gB/gC,
5. xOpt, yOpt, 0 : starts with xOpt, yOpt and obtain gB/gC from yOpt != 0,
6. xOpt, 0, gB/gC: starts with xOpt, yOpt = 0 and gB/gC,
7. xOpt, yOpt, gB/gC: starts with xOpt, yOpt and gB/gC (assume them to be consistent!)

Note: This function internally calls solveInitialQP for initialisation!

Returns:

SUCCESSFUL_RETURN
RET_INIT_FAILED
RET_INIT_FAILED_CHOLESKY
RET_INIT_FAILED_TQ
RET_INIT_FAILED_HOTSTART
RET_INIT_FAILED_INFEASIBILITY
RET_INIT_FAILED_UNBOUNDEDNESS
RET_MAX_NWSR_REACHED
RET_INVALID_ARGUMENTS

Parameters:

_H	Hessian matrix (a shallow copy is made). If Hessian matrix is trivial, a NULL pointer can be passed.
_g	Gradient vector.
_A	Constraint matrix (a shallow copy is made).
_lb	Lower bound vector (on variables). If no lower bounds exist, a NULL pointer can be passed.
_ub	Upper bound vector (on variables). If no upper bounds exist, a NULL pointer can be passed.
_lbA	Lower constraints' bound vector. If no lower constraints' bounds exist, a NULL pointer can be passed.
_ubA	Upper constraints' bound vector. If no lower constraints' bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations when using initial homotopy. Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP initialisation. Output: CPU time spent for QP initialisation (if pointer passed).
xOpt	Optimal primal solution vector. (If a null pointer is passed, the old primal solution is kept!)
yOpt	Optimal dual solution vector. (If a null pointer is passed, the old dual solution is kept!)
guessedBounds	Optimal working set of bounds for solution (xOpt,yOpt). (If a null pointer is passed, all bounds are assumed inactive!)
guessedConstraints	Optimal working set of constraints for solution (xOpt,yOpt). (If a null pointer is passed, all constraints are assumed inactive!)
_R	Pre-computed (upper triangular) Cholesky factor of Hessian matrix. The Cholesky factor must be stored in a real_t array of size nV*nV in row-major format. Note: Only used if xOpt/yOpt and gB are NULL! (If a null pointer is passed, Cholesky decomposition is computed internally!)

References BT_TRUE, getNC(), QProblemB::getNV(), SubjectTo::getStatus(), QProblemB::isInitialised(), reset(), RET_INVALID_ARGUMENTS, RET_NO_CHOLESKY_WITH_INITIAL_GUESS, RET_QP_ALREADY_INITIALISED, RET_QPOBJECT_NOT_SETUP, setupQPdata(), solveInitialQP(), ST_UNDEFINED, SUCCESSFUL_RETURN, THROWERROR, and THROWWARNING.

returnValue QProblemB::init	(	const char *const	H_file,
		const char *const	g_file,
		const char *const	lb_file,
		const char *const	ub_file,
		int &	nWSR,
		real_t *const	cputime = 0,
		const real_t *const	xOpt = 0,
		const real_t *const	yOpt = 0,
		const Bounds *const	guessedBounds = 0,
		const char *const	R_file = 0
	)		[inherited]

Initialises a simply bounded QP problem with given QP data to be read from files and solves it using at most nWSR iterations. Depending on the parameter constellation it:
1. 0, 0, 0 : starts with xOpt = 0, yOpt = 0 and gB empty (or all implicit equality bounds),
2. xOpt, 0, 0 : starts with xOpt, yOpt = 0 and obtain gB by "clipping",
3. 0, yOpt, 0 : starts with xOpt = 0, yOpt and obtain gB from yOpt != 0,
4. 0, 0, gB: starts with xOpt = 0, yOpt = 0 and gB,
5. xOpt, yOpt, 0 : starts with xOpt, yOpt and obtain gB from yOpt != 0,
6. xOpt, 0, gB: starts with xOpt, yOpt = 0 and gB,
7. xOpt, yOpt, gB: starts with xOpt, yOpt and gB (assume them to be consistent!)

Note: This function internally calls solveInitialQP for initialisation!

Returns:

SUCCESSFUL_RETURN
RET_INIT_FAILED
RET_INIT_FAILED_CHOLESKY
RET_INIT_FAILED_HOTSTART
RET_INIT_FAILED_INFEASIBILITY
RET_INIT_FAILED_UNBOUNDEDNESS
RET_MAX_NWSR_REACHED
RET_UNABLE_TO_READ_FILE

Parameters:

H_file	Name of file where Hessian matrix is stored. If Hessian matrix is trivial, a NULL pointer can be passed.
g_file	Name of file where gradient vector is stored.
lb_file	Name of file where lower bound vector. If no lower bounds exist, a NULL pointer can be passed.
ub_file	Name of file where upper bound vector. If no upper bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations when using initial homotopy. Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP initialisation. Output: CPU time spent for QP initialisation (if pointer passed).
xOpt	Optimal primal solution vector. A NULL pointer can be passed. (If a null pointer is passed, the old primal solution is kept!)
yOpt	Optimal dual solution vector. A NULL pointer can be passed. (If a null pointer is passed, the old dual solution is kept!)
guessedBounds	Optimal working set of bounds for solution (xOpt,yOpt). (If a null pointer is passed, all bounds are assumed inactive!)
R_file	Name of the file where a pre-computed (upper triangular) Cholesky factor of the Hessian matrix is stored. (If a null pointer is passed, Cholesky decomposition is computed internally!)

References BT_TRUE, QProblemB::getNV(), SubjectTo::getStatus(), QProblemB::isInitialised(), QProblemB::R, readFromFile(), QProblemB::reset(), RET_INVALID_ARGUMENTS, RET_NO_CHOLESKY_WITH_INITIAL_GUESS, RET_QP_ALREADY_INITIALISED, RET_QPOBJECT_NOT_SETUP, RET_UNABLE_TO_READ_FILE, QProblemB::setupQPdataFromFile(), QProblemB::solveInitialQP(), ST_UNDEFINED, SUCCESSFUL_RETURN, THROWERROR, and THROWWARNING.

returnValue QProblem::init	(	const char *const	H_file,
		const char *const	g_file,
		const char *const	A_file,
		const char *const	lb_file,
		const char *const	ub_file,
		const char *const	lbA_file,
		const char *const	ubA_file,
		int &	nWSR,
		real_t *const	cputime = 0,
		const real_t *const	xOpt = 0,
		const real_t *const	yOpt = 0,
		const Bounds *const	guessedBounds = 0,
		const Constraints *const	guessedConstraints = 0,
		const char *const	R_file = 0
	)

Initialises a QP problem with given data to be read from files and solves it using at most nWSR iterations. Depending on the parameter constellation it:
1. 0, 0, 0 : starts with xOpt = 0, yOpt = 0 and gB/gC empty (or all implicit equality bounds),
2. xOpt, 0, 0 : starts with xOpt, yOpt = 0 and obtain gB/gC by "clipping",
3. 0, yOpt, 0 : starts with xOpt = 0, yOpt and obtain gB/gC from yOpt != 0,
4. 0, 0, gB/gC: starts with xOpt = 0, yOpt = 0 and gB/gC,
5. xOpt, yOpt, 0 : starts with xOpt, yOpt and obtain gB/gC from yOpt != 0,
6. xOpt, 0, gB/gC: starts with xOpt, yOpt = 0 and gB/gC,
7. xOpt, yOpt, gB/gC: starts with xOpt, yOpt and gB/gC (assume them to be consistent!)

Note: This function internally calls solveInitialQP for initialisation!

Returns:

SUCCESSFUL_RETURN
RET_INIT_FAILED
RET_INIT_FAILED_CHOLESKY
RET_INIT_FAILED_TQ
RET_INIT_FAILED_HOTSTART
RET_INIT_FAILED_INFEASIBILITY
RET_INIT_FAILED_UNBOUNDEDNESS
RET_MAX_NWSR_REACHED
RET_UNABLE_TO_READ_FILE
RET_INVALID_ARGUMENTS

Parameters:

H_file	Name of file where Hessian matrix is stored. If Hessian matrix is trivial, a NULL pointer can be passed.
g_file	Name of file where gradient vector is stored.
A_file	Name of file where constraint matrix is stored.
lb_file	Name of file where lower bound vector. If no lower bounds exist, a NULL pointer can be passed.
ub_file	Name of file where upper bound vector. If no upper bounds exist, a NULL pointer can be passed.
lbA_file	Name of file where lower constraints' bound vector. If no lower constraints' bounds exist, a NULL pointer can be passed.
ubA_file	Name of file where upper constraints' bound vector. If no upper constraints' bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations when using initial homotopy. Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP initialisation. Output: CPU time spent for QP initialisation (if pointer passed).
xOpt	Optimal primal solution vector. (If a null pointer is passed, the old primal solution is kept!)
yOpt	Optimal dual solution vector. (If a null pointer is passed, the old dual solution is kept!)
guessedBounds	Optimal working set of bounds for solution (xOpt,yOpt). (If a null pointer is passed, all bounds are assumed inactive!)
guessedConstraints	Optimal working set of constraints for solution (xOpt,yOpt). (If a null pointer is passed, all constraints are assumed inactive!)
R_file	Name of the file where a pre-computed (upper triangular) Cholesky factor of the Hessian matrix is stored. (If a null pointer is passed, Cholesky decomposition is computed internally!)

References BT_TRUE, getNC(), QProblemB::getNV(), SubjectTo::getStatus(), QProblemB::isInitialised(), QProblemB::R, readFromFile(), reset(), RET_INVALID_ARGUMENTS, RET_NO_CHOLESKY_WITH_INITIAL_GUESS, RET_QP_ALREADY_INITIALISED, RET_QPOBJECT_NOT_SETUP, RET_UNABLE_TO_READ_FILE, setupQPdataFromFile(), solveInitialQP(), ST_UNDEFINED, SUCCESSFUL_RETURN, THROWERROR, and THROWWARNING.

BooleanType QProblemB::isBlocking	(	real_t	num,
		real_t	den,
		real_t	epsNum,
		real_t	epsDen,
		real_t &	t
	)		const [inline, protected, inherited]

Checks whether given ratio is blocking, i.e. limits the maximum step length along the homotopy path to a value lower than given one.

Returns:

SUCCESSFUL_RETURN

Parameters:

num	Numerator for performing the ratio test.
den	Denominator for performing the ratio test.
epsNum	Numerator tolerance.
epsDen	Denominator tolerance.
t	Input: Current maximum step length along the homotopy path, Output: Updated maximum possible step length along the homotopy path.

References BT_FALSE, and BT_TRUE.

Referenced by QProblemB::performRatioTest().

BooleanType QProblemB::isCPUtimeLimitExceeded	(	const real_t *const	cputime,
		real_t	starttime,
		int	nWSR
	)		const [protected, inherited]

Determines if next QP iteration can be performed within given CPU time limit.

Returns:

BT_TRUE: CPU time limit is exceeded, stop QP solution.
BT_FALSE: Sufficient CPU time for next QP iteration.

Parameters:

cputime	Maximum CPU time allowed for QP solution.
starttime	Start time of current QP solution.
nWSR	Number of working set recalculations performed so far.

References BT_FALSE, BT_TRUE, getCPUtime(), and real_t.

Referenced by solveQP(), and QProblemB::solveQP().

BooleanType QProblemB::isInfeasible

(

)

const [inline, inherited]

Returns if the QP is infeasible.

Returns:

BT_TRUE: QP infeasible
BT_FALSE: QP feasible (or not known to be infeasible!)

References QProblemB::infeasible.

Referenced by solveInitialQP(), QProblemB::solveInitialQP(), and solveQP().

BooleanType QProblemB::isInitialised

(

)

const [inline, inherited]

Returns if the QProblem object is initialised.

Returns:

BT_TRUE: QProblemB initialised
BT_FALSE: QProblemB not initialised

References BT_FALSE, BT_TRUE, QPS_NOTINITIALISED, and QProblemB::status.

Referenced by QProblemB::init(), and init().

BooleanType QProblemB::isSolved

(

)

const [inline, inherited]

Returns if the QP has been solved.

Returns:

BT_TRUE: QProblemB solved
BT_FALSE: QProblemB not solved

References BT_FALSE, BT_TRUE, QPS_SOLVED, and QProblemB::status.

BooleanType QProblemB::isUnbounded

(

)

const [inline, inherited]

Returns if the QP is unbounded.

Returns:

BT_TRUE: QP unbounded
BT_FALSE: QP unbounded (or not known to be unbounded!)

References QProblemB::unbounded.

Referenced by solveInitialQP(), and QProblemB::solveInitialQP().

returnValue QProblemB::loadQPvectorsFromFile	(	const char *const	g_file,
		const char *const	lb_file,
		const char *const	ub_file,
		real_t *const	g_new,
		real_t *const	lb_new,
		real_t *const	ub_new
	)		const [protected, inherited]

Loads new QP vectors from files (internal members are not affected!).

Returns:

SUCCESSFUL_RETURN
RET_UNABLE_TO_OPEN_FILE
RET_UNABLE_TO_READ_FILE
RET_INVALID_ARGUMENTS

Parameters:

g_file	Name of file where gradient, of neighbouring QP to be solved, is stored.
lb_file	Name of file where lower bounds, of neighbouring QP to be solved, is stored. If no lower bounds exist, a NULL pointer can be passed.
ub_file	Name of file where upper bounds, of neighbouring QP to be solved, is stored. If no upper bounds exist, a NULL pointer can be passed.
g_new	Output: Gradient of neighbouring QP to be solved.
lb_new	Output: Lower bounds of neighbouring QP to be solved
ub_new	Output: Upper bounds of neighbouring QP to be solved

References QProblemB::getNV(), readFromFile(), RET_INVALID_ARGUMENTS, SUCCESSFUL_RETURN, and THROWERROR.

Referenced by QProblemB::hotstart().

returnValue QProblem::loadQPvectorsFromFile	(	const char *const	g_file,
		const char *const	lb_file,
		const char *const	ub_file,
		const char *const	lbA_file,
		const char *const	ubA_file,
		real_t *const	g_new,
		real_t *const	lb_new,
		real_t *const	ub_new,
		real_t *const	lbA_new,
		real_t *const	ubA_new
	)		const [protected]

Loads new QP vectors from files (internal members are not affected!).

Returns:

SUCCESSFUL_RETURN
RET_UNABLE_TO_OPEN_FILE
RET_UNABLE_TO_READ_FILE
RET_INVALID_ARGUMENTS

Parameters:

g_file	Name of file where gradient, of neighbouring QP to be solved, is stored.
lb_file	Name of file where lower bounds, of neighbouring QP to be solved, is stored. If no lower bounds exist, a NULL pointer can be passed.
ub_file	Name of file where upper bounds, of neighbouring QP to be solved, is stored. If no upper bounds exist, a NULL pointer can be passed.
lbA_file	Name of file where lower constraints' bounds, of neighbouring QP to be solved, is stored. If no lower constraints' bounds exist, a NULL pointer can be passed.
ubA_file	Name of file where upper constraints' bounds, of neighbouring QP to be solved, is stored. If no upper constraints' bounds exist, a NULL pointer can be passed.
g_new	Output: Gradient of neighbouring QP to be solved.
lb_new	Output: Lower bounds of neighbouring QP to be solved
ub_new	Output: Upper bounds of neighbouring QP to be solved
lbA_new	Output: Lower constraints' bounds of neighbouring QP to be solved
ubA_new	Output: Upper constraints' bounds of neighbouring QP to be solved

References getNC(), readFromFile(), RET_INVALID_ARGUMENTS, SUCCESSFUL_RETURN, and THROWERROR.

Referenced by SQProblem::hotstart(), and hotstart().

returnValue QProblemB::obtainAuxiliaryWorkingSet	(	const real_t *const	xOpt,
		const real_t *const	yOpt,
		const Bounds *const	guessedBounds,
		Bounds *	auxiliaryBounds
	)		const [protected, inherited]

Obtains the desired working set for the auxiliary initial QP in accordance with the user specifications

Returns:

SUCCESSFUL_RETURN
RET_OBTAINING_WORKINGSET_FAILED
RET_INVALID_ARGUMENTS

Parameters:

xOpt	Optimal primal solution vector. If a NULL pointer is passed, all entries are assumed to be zero.
yOpt	Optimal dual solution vector. If a NULL pointer is passed, all entries are assumed to be zero.
guessedBounds	Guessed working set for solution (xOpt,yOpt).
auxiliaryBounds	Input: Allocated bound object. Output: Working set for auxiliary QP.

References QProblemB::bounds, Options::boundTolerance, EPS, QProblemB::getNV(), SubjectTo::getStatus(), SubjectTo::getType(), Options::initialStatusBounds, QProblemB::lb, QProblemB::options, RET_INVALID_ARGUMENTS, RET_OBTAINING_WORKINGSET_FAILED, Bounds::setupBound(), ST_EQUALITY, ST_INACTIVE, ST_LOWER, ST_UNBOUNDED, ST_UPPER, SUCCESSFUL_RETURN, THROWERROR, and QProblemB::ub.

Referenced by obtainAuxiliaryWorkingSet(), and QProblemB::solveInitialQP().

returnValue QProblem::obtainAuxiliaryWorkingSet	(	const real_t *const	xOpt,
		const real_t *const	yOpt,
		const Bounds *const	guessedBounds,
		const Constraints *const	guessedConstraints,
		Bounds *	auxiliaryBounds,
		Constraints *	auxiliaryConstraints
	)		const [protected]

Obtains the desired working set for the auxiliary initial QP in accordance with the user specifications (assumes that member AX has already been initialised!)

Returns:

SUCCESSFUL_RETURN
RET_OBTAINING_WORKINGSET_FAILED
RET_INVALID_ARGUMENTS

Parameters:

xOpt	Optimal primal solution vector. If a NULL pointer is passed, all entries are assumed to be zero.
yOpt	Optimal dual solution vector. If a NULL pointer is passed, all entries are assumed to be zero.
guessedBounds	Guessed working set of bounds for solution (xOpt,yOpt).
guessedConstraints	Guessed working set for solution (xOpt,yOpt).
auxiliaryBounds	Input: Allocated bound object. Ouput: Working set of constraints for auxiliary QP.
auxiliaryConstraints	Input: Allocated bound object. Ouput: Working set for auxiliary QP.

References Ax, Ax_u, Options::boundTolerance, constraints, EPS, getNC(), QProblemB::getNV(), SubjectTo::getStatus(), SubjectTo::getType(), lbA, QProblemB::obtainAuxiliaryWorkingSet(), QProblemB::options, RET_INVALID_ARGUMENTS, RET_OBTAINING_WORKINGSET_FAILED, Constraints::setupConstraint(), ST_EQUALITY, ST_INACTIVE, ST_LOWER, ST_UPPER, SUCCESSFUL_RETURN, THROWERROR, and ubA.

Referenced by solveInitialQP().

QProblem & QProblem::operator=

(

const QProblem &

rhs

)

Assignment operator (deep copy).

Parameters:

rhs	Rhs object.

References clear(), and copy().

returnValue QProblem::performDriftCorrection

(

)

[protected, virtual]

Drift correction at end of each active set iteration

Returns:

SUCCESSFUL_RETURN

Reimplemented from QProblemB.

References Ax, Ax_l, Ax_u, QProblemB::bounds, constraints, getMax(), getMin(), getNC(), QProblemB::getNV(), SubjectTo::getStatus(), SubjectTo::getType(), QProblemB::lb, lbA, setupAuxiliaryQPgradient(), ST_BOUNDED, ST_DISABLED, ST_EQUALITY, ST_INACTIVE, ST_INFEASIBLE_LOWER, ST_INFEASIBLE_UPPER, ST_LOWER, ST_UNBOUNDED, ST_UNDEFINED, ST_UNKNOWN, ST_UPPER, QProblemB::ub, ubA, QProblemB::x, and QProblemB::y.

Referenced by solveQP().

returnValue QProblem::performPlainRatioTest	(	int	nIdx,
		const int *const	idxList,
		const real_t *const	num,
		const real_t *const	den,
		real_t	epsNum,
		real_t	epsDen,
		real_t &	t,
		int &	BC_idx
	)		const [protected]

Performs robustified ratio test yield the maximum possible step length along the homotopy path.

Returns:

SUCCESSFUL_RETURN

Parameters:

nIdx	Number of ratios to be checked.
idxList	Array containing the indices of all ratios to be checked.
num	Array containing all numerators for performing the ratio test.
den	Array containing all denominators for performing the ratio test.
epsNum	Numerator tolerance.
epsDen	Denominator tolerance.
t	Output: Maximum possible step length along the homotopy path.
BC_idx	Output: Index of blocking constraint.

References SUCCESSFUL_RETURN.

Referenced by ensureNonzeroCurvature().

returnValue QProblem::performRamping

(

)

[protected, virtual]

Ramping Strategy to avoid ties. Modifies homotopy start without changing current active set.

Returns:

SUCCESSFUL_RETURN

Reimplemented from QProblemB.

References Ax, Ax_l, Ax_u, QProblemB::bounds, constraints, getAbs(), getMax(), getNC(), QProblemB::getNV(), SubjectTo::getStatus(), SubjectTo::getType(), QProblemB::lb, lbA, QProblemB::ramp0, QProblemB::ramp1, QProblemB::rampOffset, real_t, setupAuxiliaryQPgradient(), ST_BOUNDED, ST_DISABLED, ST_EQUALITY, ST_INACTIVE, ST_LOWER, ST_UNBOUNDED, ST_UPPER, SUCCESSFUL_RETURN, QProblemB::ub, ubA, QProblemB::x, and QProblemB::y.

Referenced by solveInitialQP(), and solveQP().

returnValue QProblemB::performRatioTest	(	int	nIdx,
		const int *const	idxList,
		const SubjectTo *const	subjectTo,
		const real_t *const	num,
		const real_t *const	den,
		real_t	epsNum,
		real_t	epsDen,
		real_t &	t,
		int &	BC_idx
	)		const [protected, inherited]

Performs robustified ratio test yield the maximum possible step length along the homotopy path.

Returns:

SUCCESSFUL_RETURN

Parameters:

nIdx	Number of ratios to be checked.
idxList	Array containing the indices of all ratios to be checked.
subjectTo	Bound/Constraint object corresponding to ratios to be checked.
num	Array containing all numerators for performing the ratio test.
den	Array containing all denominators for performing the ratio test.
epsNum	Numerator tolerance.
epsDen	Denominator tolerance.
t	Output: Maximum possible step length along the homotopy path.
BC_idx	Output: Index of blocking constraint.

References BT_TRUE, SubjectTo::getStatus(), SubjectTo::getType(), QProblemB::isBlocking(), ST_EQUALITY, ST_INACTIVE, ST_LOWER, ST_UPPER, and SUCCESSFUL_RETURN.

Referenced by addBound_ensureLI(), addConstraint_ensureLI(), performStep(), and QProblemB::performStep().

returnValue QProblem::performStep	(	const real_t *const	delta_g,
		const real_t *const	delta_lbA,
		const real_t *const	delta_ubA,
		const real_t *const	delta_lb,
		const real_t *const	delta_ub,
		const real_t *const	delta_xFX,
		const real_t *const	delta_xFR,
		const real_t *const	delta_yAC,
		const real_t *const	delta_yFX,
		int &	BC_idx,
		SubjectToStatus &	BC_status,
		BooleanType &	BC_isBound
	)		[protected]

Determines the maximum possible step length along the homotopy path and performs this step (without changing working set).

Returns:

SUCCESSFUL_RETURN
RET_ERROR_IN_CONSTRAINTPRODUCT
RET_QP_INFEASIBLE

Parameters:

delta_g	Step direction of gradient.
delta_lbA	Step direction of lower constraints' bounds.
delta_ubA	Step direction of upper constraints' bounds.
delta_lb	Step direction of lower bounds.
delta_ub	Step direction of upper bounds.
delta_xFX	Primal homotopy step direction of fixed variables.
delta_xFR	Primal homotopy step direction of free variables.
delta_yAC	Dual homotopy step direction of active constraints' multiplier.
delta_yFX	Dual homotopy step direction of fixed variables' multiplier.
BC_idx	Output: Index of blocking constraint.
BC_status	Output: Status of blocking constraint.
BC_isBound	Output: Indicates if blocking constraint is a bound.

References __FILE__, __FUNC__, __LINE__, A, Ax, Ax_l, Ax_u, QProblemB::bounds, BT_FALSE, BT_TRUE, constraintProduct, constraints, Options::epsDen, Options::epsNum, QProblemB::g, Constraints::getActive(), Bounds::getFixed(), Bounds::getFree(), getGlobalMessageHandler(), Constraints::getInactive(), getMax(), getNAC(), getNC(), QProblemB::getNFR(), QProblemB::getNFX(), getNIAC(), Indexlist::getNumberArray(), QProblemB::getNV(), SubjectTo::getType(), SubjectTo::hasNoLower(), SubjectTo::hasNoUpper(), QProblemB::lb, lbA, MAX_STRING_LENGTH, QProblemB::options, QProblemB::performRatioTest(), real_t, RET_ERROR_IN_CONSTRAINTPRODUCT, RET_STEPSIZE, RET_STEPSIZE_NONPOSITIVE, ST_INACTIVE, ST_LOWER, ST_UNBOUNDED, ST_UNDEFINED, ST_UPPER, SUCCESSFUL_RETURN, QProblemB::tau, THROWERROR, MessageHandling::throwInfo(), MessageHandling::throwWarning(), Matrix::times(), QProblemB::ub, ubA, VS_VISIBLE, QProblemB::x, QProblemB::y, and ZERO.

Referenced by solveQP().

returnValue QProblem::printIteration	(	int	iter,
		int	BC_idx,
		SubjectToStatus	BC_status,
		BooleanType	BC_isBound,
		real_t	homotopyLength,
		BooleanType	isFirstCall = BT_TRUE
	)		[protected]

Prints concise information on the current iteration.

Returns:

SUCCESSFUL_RETURN

Parameters:

iter	Number of current iteration.
BC_idx	Index of blocking constraint.
BC_status	Status of blocking constraint.
BC_isBound	Indicates if blocking constraint is a bound.
homotopyLength	Current homotopy distance.
isFirstCall	Indicating whether this is the first call for current QP.

References A, BT_TRUE, QProblemB::count, EPS, TabularOutput::excAddB, TabularOutput::excAddC, TabularOutput::excRemB, TabularOutput::excRemC, QProblemB::g, getAbs(), getNAC(), getNC(), QProblemB::getNFX(), QProblemB::getNV(), QProblemB::H, QProblemB::hessianType, HST_IDENTITY, HST_ZERO, TabularOutput::idxAddB, TabularOutput::idxAddC, TabularOutput::idxRemB, TabularOutput::idxRemC, QProblemB::lb, lbA, MAX_STRING_LENGTH, myPrintf(), QProblemB::options, PL_DEBUG_ITER, PL_MEDIUM, PL_TABULAR, Options::printLevel, real_t, QProblemB::regVal, RET_INVALID_ARGUMENTS, sizeT, ST_INACTIVE, ST_UNDEFINED, SUCCESSFUL_RETURN, QProblemB::tabularOutput, QProblemB::tau, THROWERROR, Matrix::times(), Matrix::transTimes(), TT, QProblemB::ub, ubA, QProblemB::x, and QProblemB::y.

Referenced by solveQP().

returnValue QProblemB::printOptions

(

)

const [inherited]

Prints a list of all options and their current values.

Returns:

SUCCESSFUL_RETURN

References QProblemB::options, and Options::print().

Referenced by main().

returnValue QProblem::printProperties

(

)

[virtual]

Prints concise list of properties of the current QP.

Returns:

SUCCESSFUL_RETURN

Reimplemented from QProblemB.

References QProblemB::bounds, BT_TRUE, constraints, getNC(), getNEC(), QProblemB::getNV(), SubjectTo::hasNoLower(), SubjectTo::hasNoUpper(), QProblemB::hessianType, HST_IDENTITY, HST_INDEF, HST_POSDEF, HST_POSDEF_NULLSPACE, HST_SEMIDEF, HST_ZERO, QProblemB::infeasible, MAX_STRING_LENGTH, myPrintf(), QProblemB::options, PL_DEBUG_ITER, PL_HIGH, PL_LOW, PL_MEDIUM, PL_NONE, PL_TABULAR, Options::printLevel, QPS_AUXILIARYQPSOLVED, QPS_HOMOTOPYQPSOLVED, QPS_NOTINITIALISED, QPS_PERFORMINGHOMOTOPY, QPS_PREPARINGAUXILIARYQP, QPS_SOLVED, QProblemB::status, SUCCESSFUL_RETURN, and QProblemB::unbounded.

returnValue QProblemB::regulariseHessian

(

)

[protected, inherited]

Regularise Hessian matrix by adding a scaled identity matrix to it.

Returns:

SUCCESSFUL_RETURN
RET_HESSIAN_ALREADY_REGULARISED

References Matrix::addToDiag(), BT_FALSE, BT_TRUE, Options::enableRegularisation, Options::epsRegularisation, QProblemB::g, Matrix::getNorm(), getNorm(), QProblemB::getNV(), QProblemB::H, QProblemB::hessianType, HST_IDENTITY, HST_ZERO, QProblemB::options, QProblemB::regVal, RET_CANNOT_REGULARISE_IDENTITY, RET_CANNOT_REGULARISE_SPARSE, RET_NO_DIAGONAL_AVAILABLE, RET_USING_REGULARISATION, SUCCESSFUL_RETURN, THROWERROR, THROWINFO, and QProblemB::usingRegularisation().

Referenced by QProblemB::setupInitialCholesky(), setupInitialCholesky(), SQProblem::setupNewAuxiliaryQP(), solveInitialQP(), and QProblemB::solveInitialQP().

returnValue QProblem::removeBound	(	int	number,
		BooleanType	updateCholesky,
		BooleanType	allowFlipping = BT_FALSE,
		BooleanType	ensureNZC = BT_FALSE
	)		[protected]

Removes a bounds from active set.

Returns:

SUCCESSFUL_RETURN
RET_BOUND_NOT_ACTIVE
RET_HESSIAN_NOT_SPD
RET_REMOVEBOUND_FAILED

Parameters:

number	Number of bound to be removed from active set.
updateCholesky	Flag indicating if Cholesky decomposition shall be updated.
allowFlipping	Flag indicating if flipping bounds are allowed.
ensureNZC	Flag indicating if non-zero curvature is ensured by exchange rules.

References A, addBound(), addConstraint(), QProblemB::applyGivens(), QProblemB::backsolveR(), QProblemB::bounds, BT_FALSE, BT_TRUE, QProblemB::computeGivens(), constraints, Matrix::diag(), Options::enableFlippingBounds, ensureNonzeroCurvature(), EPS, Options::epsFlipping, TabularOutput::excAddB, TabularOutput::excAddC, Bounds::flipFixed(), QProblemB::flipper, Flipper::get(), Constraints::getActive(), Matrix::getCol(), Bounds::getFree(), getNAC(), QProblemB::getNFR(), Indexlist::getNumberArray(), QProblemB::getNV(), getNZ(), getSqrt(), SubjectTo::getStatus(), QProblemB::getStatus(), QProblemB::H, QProblemB::hessianType, HST_IDENTITY, HST_SEMIDEF, HST_ZERO, TabularOutput::idxAddB, TabularOutput::idxRemB, QProblemB::lb, Bounds::moveFixedToFree(), QProblemB::options, Q, QPS_AUXILIARYQPSOLVED, QPS_HOMOTOPYQPSOLVED, QPS_NOTINITIALISED, QPS_SOLVED, QQ, QProblemB::R, real_t, RET_BOUND_NOT_ACTIVE, RET_HESSIAN_NOT_SPD, RET_MOVING_BOUND_FAILED, RET_REMOVEBOUND_FAILED, RET_UNKNOWN_BUG, RR, Flipper::set(), sizeT, ST_INACTIVE, ST_LOWER, ST_UPPER, SUCCESSFUL_RETURN, T, QProblemB::tabularOutput, THROWERROR, Matrix::times(), TT, QProblemB::ub, and ZERO.

Referenced by addBound_ensureLI(), addConstraint_ensureLI(), changeActiveSet(), dropInfeasibles(), and setupAuxiliaryWorkingSet().

returnValue QProblem::removeConstraint	(	int	number,
		BooleanType	updateCholesky,
		BooleanType	allowFlipping = BT_FALSE,
		BooleanType	ensureNZC = BT_FALSE
	)		[protected]

Removes a constraint from active set.

Returns:

SUCCESSFUL_RETURN
RET_CONSTRAINT_NOT_ACTIVE
RET_REMOVECONSTRAINT_FAILED
RET_HESSIAN_NOT_SPD

Parameters:

number	Number of constraint to be removed from active set.
updateCholesky	Flag indicating if Cholesky decomposition shall be updated.
allowFlipping	Flag indicating if flipping bounds are allowed.
ensureNZC	Flag indicating if non-zero curvature is ensured by exchange rules.

References addBound(), addConstraint(), QProblemB::applyGivens(), Ax_l, Ax_u, QProblemB::backsolveR(), QProblemB::bounds, BT_FALSE, BT_TRUE, QProblemB::computeGivens(), constraints, Options::enableFlippingBounds, ensureNonzeroCurvature(), EPS, Options::epsFlipping, TabularOutput::excAddB, TabularOutput::excAddC, Constraints::flipFixed(), QProblemB::flipper, Flipper::get(), Constraints::getActive(), Bounds::getFree(), Indexlist::getIndex(), getNAC(), QProblemB::getNFR(), Indexlist::getNumberArray(), QProblemB::getNV(), getNZ(), getSqrt(), SubjectTo::getStatus(), QProblemB::getStatus(), QProblemB::H, QProblemB::hessianType, HST_IDENTITY, HST_SEMIDEF, HST_ZERO, TabularOutput::idxAddC, TabularOutput::idxRemC, lbA, Constraints::moveActiveToInactive(), QProblemB::options, Q, QPS_AUXILIARYQPSOLVED, QPS_HOMOTOPYQPSOLVED, QPS_NOTINITIALISED, QPS_SOLVED, QQ, QProblemB::R, real_t, RET_CONSTRAINT_NOT_ACTIVE, RET_HESSIAN_NOT_SPD, RET_MOVING_BOUND_FAILED, RET_REMOVECONSTRAINT_FAILED, RET_UNKNOWN_BUG, RR, Flipper::set(), sizeT, ST_INACTIVE, ST_LOWER, ST_UPPER, SUCCESSFUL_RETURN, T, QProblemB::tabularOutput, THROWERROR, Matrix::times(), TT, ubA, and ZERO.

Referenced by addBound_ensureLI(), addConstraint_ensureLI(), changeActiveSet(), dropInfeasibles(), and setupAuxiliaryWorkingSet().

returnValue QProblem::reset

(

)

[virtual]

Clears all data structures of QProblemB except for QP data.

Returns:

SUCCESSFUL_RETURN
RET_RESET_FAILED

Reimplemented from QProblemB.

References constraintProduct, constraints, QProblemB::flipper, getNC(), QProblemB::getNV(), Constraints::init(), Flipper::init(), Q, QProblemB::reset(), RET_QPOBJECT_NOT_SETUP, RET_RESET_FAILED, sizeT, SUCCESSFUL_RETURN, T, and THROWERROR.

Referenced by init().

returnValue QProblemB::resetCounter

(

)

[inline, inherited]

Resets QP problem counter (to zero).

Returns:

SUCCESSFUL_RETURN.

References QProblemB::count, and SUCCESSFUL_RETURN.

returnValue QProblem::setA

(

Matrix *

A_new

)

[inline, protected]

Sets constraint matrix of the QP.
Note: Also internal vector Ax is recomputed!

Returns:

SUCCESSFUL_RETURN
RET_INVALID_ARGUMENTS

Parameters:

A_new

New constraint matrix (a shallow copy is made).

References A, Ax, Ax_l, Ax_u, BT_FALSE, BT_TRUE, constraints, freeConstraintMatrix, getNC(), QProblemB::getNV(), Matrix::getRowNorm(), isZero(), lbA, RET_INVALID_ARGUMENTS, RET_QPOBJECT_NOT_SETUP, SubjectTo::setType(), ST_DISABLED, SUCCESSFUL_RETURN, THROWERROR, Matrix::times(), ubA, and QProblemB::x.

Referenced by SQProblem::setupNewAuxiliaryQP(), setupQPdata(), and setupQPdataFromFile().

returnValue QProblem::setA

(

const real_t *const

A_new

)

[inline, protected]

Sets dense constraint matrix of the QP.
Note: Also internal vector Ax is recomputed!

Returns:

SUCCESSFUL_RETURN
RET_INVALID_ARGUMENTS

Parameters:

A_new

New dense constraint matrix (with correct dimension!), a shallow copy is made.

References A, Ax, Ax_l, Ax_u, BT_TRUE, freeConstraintMatrix, getNC(), QProblemB::getNV(), lbA, real_t, RET_INVALID_ARGUMENTS, RET_QPOBJECT_NOT_SETUP, SUCCESSFUL_RETURN, THROWERROR, Matrix::times(), ubA, and QProblemB::x.

returnValue QProblem::setConstraintProduct

(

ConstraintProduct *const

_constraintProduct

)

Defines user-defined routine for calculating the constraint product A*x

Returns:

SUCCESSFUL_RETURN

References constraintProduct, and SUCCESSFUL_RETURN.

Referenced by main().

returnValue QProblemB::setG

(

const real_t *const

g_new

)

[inline, protected, inherited]

Changes gradient vector of the QP.

Returns:

SUCCESSFUL_RETURN
RET_INVALID_ARGUMENTS

Parameters:

g_new

New gradient vector (with correct dimension!).

References QProblemB::g, QProblemB::getNV(), real_t, RET_INVALID_ARGUMENTS, RET_QPOBJECT_NOT_SETUP, SUCCESSFUL_RETURN, and THROWERROR.

Referenced by QProblemB::copy(), and QProblemB::setupQPdata().

returnValue QProblemB::setH

(

SymmetricMatrix *

H_new

)

[inline, protected, inherited]

Sets Hessian matrix of the QP.

Returns:

SUCCESSFUL_RETURN

Parameters:

H_new

New Hessian matrix (a shallow copy is made).

References BT_FALSE, BT_TRUE, QProblemB::freeHessian, QProblemB::H, and SUCCESSFUL_RETURN.

Referenced by SQProblem::setupNewAuxiliaryQP(), QProblemB::setupQPdata(), and QProblemB::setupQPdataFromFile().

returnValue QProblemB::setH

(

const real_t *const

H_new

)

[inline, protected, inherited]

Sets dense Hessian matrix of the QP. If a null pointer is passed and a) hessianType is HST_IDENTITY, nothing is done, b) hessianType is not HST_IDENTITY, Hessian matrix is set to zero.

Returns:

SUCCESSFUL_RETURN

Parameters:

H_new

New dense Hessian matrix (with correct dimension!), a shallow copy is made.

References BT_FALSE, BT_TRUE, QProblemB::freeHessian, QProblemB::getNV(), QProblemB::H, QProblemB::hessianType, HST_IDENTITY, HST_ZERO, real_t, and SUCCESSFUL_RETURN.

returnValue QProblemB::setHessianType

(

HessianType

_hessianType

)

[inline, inherited]

Changes the print level.

Returns:

SUCCESSFUL_RETURN

Parameters:

_hessianType

New Hessian type.

References QProblemB::hessianType, and SUCCESSFUL_RETURN.

returnValue QProblemB::setInfeasibilityFlag	(	returnValue	returnvalue,
		BooleanType	doThrowError = BT_FALSE
	)		[protected, inherited]

Sets internal infeasibility flag and throws given error in case the far bound strategy is not enabled (as QP might actually not be infeasible in this case).

Returns:

RET_HOTSTART_STOPPED_INFEASIBILITY
RET_ENSURELI_FAILED_CYCLING
RET_ENSURELI_FAILED_NOINDEX

Parameters:

returnvalue	Returnvalue to be tunneled.
doThrowError	Flag forcing to throw an error.

References BT_FALSE, BT_TRUE, Options::enableFarBounds, QProblemB::infeasible, QProblemB::options, and THROWERROR.

Referenced by addBound_ensureLI(), addConstraint_ensureLI(), QProblemB::hotstart(), hotstart(), solveQP(), and QProblemB::solveQP().

returnValue QProblemB::setLB

(

const real_t *const

lb_new

)

[inline, protected, inherited]

Changes lower bound vector of the QP.

Returns:

SUCCESSFUL_RETURN
RET_QPOBJECT_NOT_SETUP

Parameters:

lb_new

New lower bound vector (with correct dimension!).

References QProblemB::getNV(), INFTY, QProblemB::lb, real_t, RET_QPOBJECT_NOT_SETUP, SUCCESSFUL_RETURN, and THROWERROR.

Referenced by QProblemB::copy(), and QProblemB::setupQPdata().

returnValue QProblemB::setLB	(	int	number,
		real_t	value
	)		[inline, protected, inherited]

Changes single entry of lower bound vector of the QP.

Returns:

SUCCESSFUL_RETURN
RET_QPOBJECT_NOT_SETUP
RET_INDEX_OUT_OF_BOUNDS

Parameters:

number	Number of entry to be changed.
value	New value for entry of lower bound vector.

References QProblemB::getNV(), QProblemB::lb, RET_INDEX_OUT_OF_BOUNDS, RET_QPOBJECT_NOT_SETUP, SUCCESSFUL_RETURN, and THROWERROR.

returnValue QProblem::setLBA

(

const real_t *const

lbA_new

)

[inline, protected]

Sets constraints' lower bound vector of the QP.

Returns:

SUCCESSFUL_RETURN
RET_QPOBJECT_NOT_SETUP

Parameters:

lbA_new

New constraints' lower bound vector (with correct dimension!).

References getNC(), QProblemB::getNV(), INFTY, lbA, real_t, RET_QPOBJECT_NOT_SETUP, SUCCESSFUL_RETURN, and THROWERROR.

Referenced by copy(), and setupQPdata().

returnValue QProblem::setLBA	(	int	number,
		real_t	value
	)		[inline, protected]

Changes single entry of lower constraints' bound vector of the QP.

Returns:

SUCCESSFUL_RETURN
RET_QPOBJECT_NOT_SETUP
RET_INDEX_OUT_OF_BOUNDS

Parameters:

number	Number of entry to be changed.
value	New value for entry of lower constraints' bound vector (with correct dimension!).

References getNC(), QProblemB::getNV(), lbA, RET_INDEX_OUT_OF_BOUNDS, RET_QPOBJECT_NOT_SETUP, SUCCESSFUL_RETURN, and THROWERROR.

returnValue QProblemB::setOptions

(

const Options &

_options

)

[inline, inherited]

Overrides current options with given ones.

Returns:

SUCCESSFUL_RETURN

Parameters:

_options

New options.

References Options::ensureConsistency(), QProblemB::options, Options::printLevel, QProblemB::setPrintLevel(), and SUCCESSFUL_RETURN.

Referenced by main(), and solveOQPbenchmark().

returnValue QProblemB::setPrintLevel

(

PrintLevel

_printlevel

)

[inherited]

Changes the print level.

Returns:

SUCCESSFUL_RETURN

Parameters:

_printlevel

New print level.

References getGlobalMessageHandler(), QProblemB::options, PL_DEBUG_ITER, PL_HIGH, PL_LOW, PL_MEDIUM, PL_NONE, PL_TABULAR, Options::printLevel, RET_PRINTLEVEL_CHANGED, MessageHandling::setErrorVisibilityStatus(), MessageHandling::setInfoVisibilityStatus(), MessageHandling::setWarningVisibilityStatus(), SUCCESSFUL_RETURN, THROWINFO, VS_HIDDEN, and VS_VISIBLE.

Referenced by QProblemB::copy(), main(), QProblemB::QProblemB(), and QProblemB::setOptions().

returnValue QProblemB::setUB

(

const real_t *const

ub_new

)

[inline, protected, inherited]

Changes upper bound vector of the QP.

Returns:

SUCCESSFUL_RETURN
RET_QPOBJECT_NOT_SETUP

Parameters:

ub_new

New upper bound vector (with correct dimension!).

References QProblemB::getNV(), INFTY, real_t, RET_QPOBJECT_NOT_SETUP, SUCCESSFUL_RETURN, THROWERROR, and QProblemB::ub.

Referenced by QProblemB::copy(), and QProblemB::setupQPdata().

returnValue QProblemB::setUB	(	int	number,
		real_t	value
	)		[inline, protected, inherited]

Changes single entry of upper bound vector of the QP.

Returns:

SUCCESSFUL_RETURN
RET_QPOBJECT_NOT_SETUP
RET_INDEX_OUT_OF_BOUNDS

Parameters:

number	Number of entry to be changed.
value	New value for entry of upper bound vector.

References QProblemB::getNV(), RET_INDEX_OUT_OF_BOUNDS, RET_QPOBJECT_NOT_SETUP, SUCCESSFUL_RETURN, THROWERROR, and QProblemB::ub.

returnValue QProblem::setUBA

(

const real_t *const

ubA_new

)

[inline, protected]

Sets constraints' upper bound vector of the QP.

Returns:

SUCCESSFUL_RETURN
RET_QPOBJECT_NOT_SETUP

Parameters:

ubA_new

New constraints' upper bound vector (with correct dimension!).

References getNC(), QProblemB::getNV(), INFTY, real_t, RET_QPOBJECT_NOT_SETUP, SUCCESSFUL_RETURN, THROWERROR, and ubA.

Referenced by copy(), and setupQPdata().

returnValue QProblem::setUBA	(	int	number,
		real_t	value
	)		[inline, protected]

Changes single entry of upper constraints' bound vector of the QP.

Returns:

SUCCESSFUL_RETURN
RET_QPOBJECT_NOT_SETUP
RET_INDEX_OUT_OF_BOUNDS

Parameters:

number	Number of entry to be changed.
value	New value for entry of upper constraints' bound vector (with correct dimension!).

References getNC(), QProblemB::getNV(), RET_INDEX_OUT_OF_BOUNDS, RET_QPOBJECT_NOT_SETUP, SUCCESSFUL_RETURN, THROWERROR, and ubA.

returnValue QProblem::setupAuxiliaryQP	(	const Bounds *const	guessedBounds,
		const Constraints *const	guessedConstraints
	)		[protected, virtual]

Parameters:

guessedBounds	Initial guess for working set of bounds.
guessedConstraints	Initial guess for working set of constraints.

References A, Ax, Ax_l, Ax_u, QProblemB::bounds, BT_FALSE, BT_TRUE, computeProjectedCholesky(), constraints, getNC(), QProblemB::getNV(), SubjectTo::getStatus(), Bounds::init(), Constraints::init(), QPS_PREPARINGAUXILIARYQP, RET_INVALID_ARGUMENTS, RET_SETUP_AUXILIARYQP_FAILED, Bounds::setupAllFree(), Constraints::setupAllInactive(), setupAuxiliaryQPbounds(), setupAuxiliaryQPgradient(), setupAuxiliaryWorkingSet(), setupSubjectToType(), setupTQfactorisation(), shallRefactorise(), ST_INACTIVE, QProblemB::status, SUCCESSFUL_RETURN, THROWERROR, Matrix::times(), QProblemB::x, and QProblemB::y.

Referenced by hotstart().

returnValue QProblemB::setupAuxiliaryQP

(

const Bounds *const

guessedBounds

)

[protected, virtual, inherited]

Updates QP vectors, working sets and internal data structures in order to start from an optimal solution corresponding to initial guesses of the working set for bounds

Returns:

SUCCESSFUL_RETURN
RET_SETUP_AUXILIARYQP_FAILED

Parameters:

guessedBounds

Initial guess for working set of bounds.

References QProblemB::bounds, BT_FALSE, BT_TRUE, QProblemB::computeCholesky(), QProblemB::getNV(), SubjectTo::getStatus(), Bounds::init(), QPS_PREPARINGAUXILIARYQP, RET_SETUP_AUXILIARYQP_FAILED, Bounds::setupAllFree(), QProblemB::setupAuxiliaryQPbounds(), QProblemB::setupAuxiliaryQPgradient(), QProblemB::setupAuxiliaryWorkingSet(), QProblemB::setupSubjectToType(), QProblemB::shallRefactorise(), ST_INACTIVE, QProblemB::status, SUCCESSFUL_RETURN, THROWERROR, and QProblemB::y.

Referenced by QProblemB::hotstart().

returnValue QProblem::setupAuxiliaryQPbounds	(	const Bounds *const	auxiliaryBounds,
		const Constraints *const	auxiliaryConstraints,
		BooleanType	useRelaxation
	)		[protected]

Sets up (constraints') bounds of the auxiliary initial QP for given optimal primal/dual solution and given initial working set (assumes that members X, Y and BOUNDS, CONSTRAINTS have already been initialised!).

Returns:

SUCCESSFUL_RETURN
RET_UNKNOWN_BUG

Parameters:

auxiliaryBounds	Working set of bounds for auxiliary QP.
auxiliaryConstraints	Working set of constraints for auxiliary QP.
useRelaxation	Flag indicating if inactive (constraints') bounds shall be relaxed.

References Ax_l, Ax_u, Options::boundRelaxation, QProblemB::bounds, BT_TRUE, constraints, getNC(), QProblemB::getNV(), SubjectTo::getStatus(), SubjectTo::getType(), QProblemB::lb, lbA, QProblemB::options, RET_UNKNOWN_BUG, ST_DISABLED, ST_EQUALITY, ST_INACTIVE, ST_LOWER, ST_UPPER, SUCCESSFUL_RETURN, THROWERROR, QProblemB::ub, ubA, and QProblemB::x.

Referenced by setupAuxiliaryQP(), SQProblem::setupNewAuxiliaryQP(), and solveInitialQP().

returnValue QProblem::setupAuxiliaryQPgradient

(

)

[protected]

Sets up gradient of the auxiliary initial QP for given optimal primal/dual solution and given initial working set (assumes that members X, Y and BOUNDS, CONSTRAINTS have already been initialised!).

Returns:

SUCCESSFUL_RETURN

Reimplemented from QProblemB.

References A, BT_FALSE, QProblemB::g, getNC(), QProblemB::getNV(), QProblemB::H, QProblemB::hessianType, HST_IDENTITY, HST_ZERO, QProblemB::regVal, SUCCESSFUL_RETURN, Matrix::times(), Matrix::transTimes(), QProblemB::usingRegularisation(), QProblemB::x, and QProblemB::y.

Referenced by performDriftCorrection(), performRamping(), setupAuxiliaryQP(), SQProblem::setupNewAuxiliaryQP(), and solveInitialQP().

returnValue QProblem::setupAuxiliaryQPsolution	(	const real_t *const	xOpt,
		const real_t *const	yOpt
	)		[protected]

Sets up the optimal primal/dual solution of the auxiliary initial QP.

Returns:

SUCCESSFUL_RETURN

Parameters:

xOpt	Optimal primal solution vector. If a NULL pointer is passed, all entries are set to zero.
yOpt	Optimal dual solution vector. If a NULL pointer is passed, all entries are set to zero.

Reimplemented from QProblemB.

References A, Ax, Ax_l, Ax_u, getNC(), QProblemB::getNV(), SUCCESSFUL_RETURN, Matrix::times(), QProblemB::x, and QProblemB::y.

Referenced by solveInitialQP().

returnValue QProblem::setupAuxiliaryWorkingSet	(	const Bounds *const	auxiliaryBounds,
		const Constraints *const	auxiliaryConstraints,
		BooleanType	setupAfresh
	)		[protected]

Sets up bound and constraints data structures according to auxiliaryBounds/Constraints. (If the working set shall be setup afresh, make sure that bounds and constraints data structure have been resetted and the TQ factorisation has been initialised!)

Returns:

SUCCESSFUL_RETURN
RET_SETUP_WORKINGSET_FAILED
RET_INVALID_ARGUMENTS
RET_UNKNOWN_BUG

Parameters:

auxiliaryBounds	Working set of bounds for auxiliary QP.
auxiliaryConstraints	Working set of constraints for auxiliary QP.
setupAfresh	Flag indicating if given working set shall be setup afresh or by updating the current one.

References addBound(), addBound_checkLI(), addConstraint(), addConstraint_checkLI(), QProblemB::bounds, BT_FALSE, BT_TRUE, constraints, Options::enableFullLITests, Options::enableNZCTests, Options::epsLITests, getNC(), QProblemB::getNV(), SubjectTo::getStatus(), SubjectTo::getType(), Bounds::moveFreeToFixed(), QProblemB::options, real_t, removeBound(), removeConstraint(), RET_INVALID_ARGUMENTS, RET_LINEARLY_INDEPENDENT, RET_SETUP_WORKINGSET_FAILED, RET_UNKNOWN_BUG, SubjectTo::setType(), ST_BOUNDED, ST_EQUALITY, ST_INACTIVE, ST_LOWER, ST_UNDEFINED, ST_UPPER, SUCCESSFUL_RETURN, and THROWERROR.

Referenced by setupAuxiliaryQP(), SQProblem::setupNewAuxiliaryQP(), and solveInitialQP().

returnValue QProblem::setupInitialCholesky

(

)

[protected, virtual]

Computes initial Cholesky decomposition of the projected Hessian making use of the function computeCholesky() or computeProjectedCholesky().

Returns:

SUCCESSFUL_RETURN
RET_HESSIAN_NOT_SPD
RET_INDEXLIST_CORRUPTED

Reimplemented from QProblemB.

References BT_TRUE, computeProjectedCholesky(), Options::enableRegularisation, QProblemB::getNFR(), QProblemB::getNFV(), QProblemB::getNV(), QProblemB::haveCholesky, QProblemB::options, QProblemB::regulariseHessian(), RET_HESSIAN_NOT_SPD, RET_INIT_FAILED_CHOLESKY, RET_INIT_FAILED_REGULARISATION, and SUCCESSFUL_RETURN.

Referenced by hotstart().

returnValue QProblemB::setupQPdata	(	SymmetricMatrix *	_H,
		const real_t *const	_g,
		const real_t *const	_lb,
		const real_t *const	_ub
	)		[protected, inherited]

Sets up internal QP data.

Returns:

SUCCESSFUL_RETURN
RET_INVALID_ARGUMENTS

Parameters:

_H	Hessian matrix.
_g	Gradient vector.
_lb	Lower bounds (on variables). If no lower bounds exist, a NULL pointer can be passed.
_ub	Upper bounds (on variables). If no upper bounds exist, a NULL pointer can be passed.

References RET_INVALID_ARGUMENTS, QProblemB::setG(), QProblemB::setH(), QProblemB::setLB(), QProblemB::setUB(), SUCCESSFUL_RETURN, and THROWERROR.

Referenced by QProblemB::init(), and setupQPdata().

returnValue QProblemB::setupQPdata	(	const real_t *const	_H,
		const real_t *const	_g,
		const real_t *const	_lb,
		const real_t *const	_ub
	)		[protected, inherited]

Sets up internal QP data. If the current Hessian is trivial (i.e. HST_ZERO or HST_IDENTITY) but a non-trivial one is given, memory for Hessian is allocated and it is set to the given one.

Returns:

SUCCESSFUL_RETURN
RET_INVALID_ARGUMENTS
RET_NO_HESSIAN_SPECIFIED

Parameters:

_H	Hessian matrix. If Hessian matrix is trivial,a NULL pointer can be passed.
_g	Gradient vector.
_lb	Lower bounds (on variables). If no lower bounds exist, a NULL pointer can be passed.
_ub	Upper bounds (on variables). If no upper bounds exist, a NULL pointer can be passed.

References RET_INVALID_ARGUMENTS, QProblemB::setG(), QProblemB::setH(), QProblemB::setLB(), QProblemB::setUB(), SUCCESSFUL_RETURN, and THROWERROR.

returnValue QProblem::setupQPdata	(	SymmetricMatrix *	_H,
		const real_t *const	_g,
		Matrix *	_A,
		const real_t *const	_lb,
		const real_t *const	_ub,
		const real_t *const	_lbA,
		const real_t *const	_ubA
	)		[protected]

Sets up internal QP data.

Returns:

SUCCESSFUL_RETURN
RET_INVALID_ARGUMENTS
RET_UNKNONW_BUG

Parameters:

_H	Hessian matrix. If Hessian matrix is trivial,a NULL pointer can be passed.
_g	Gradient vector.
_A	Constraint matrix.
_lb	Lower bound vector (on variables). If no lower bounds exist, a NULL pointer can be passed.
_ub	Upper bound vector (on variables). If no upper bounds exist, a NULL pointer can be passed.
_lbA	Lower constraints' bound vector. If no lower constraints' bounds exist, a NULL pointer can be passed.
_ubA	Upper constraints' bound vector. If no lower constraints' bounds exist, a NULL pointer can be passed.

References getNC(), RET_INVALID_ARGUMENTS, setA(), setLBA(), setUBA(), QProblemB::setupQPdata(), SUCCESSFUL_RETURN, and THROWERROR.

Referenced by init().

returnValue QProblem::setupQPdata	(	const real_t *const	_H,
		const real_t *const	_g,
		const real_t *const	_A,
		const real_t *const	_lb,
		const real_t *const	_ub,
		const real_t *const	_lbA,
		const real_t *const	_ubA
	)		[protected]

Sets up dense internal QP data. If the current Hessian is trivial (i.e. HST_ZERO or HST_IDENTITY) but a non-trivial one is given, memory for Hessian is allocated and it is set to the given one.

Returns:

SUCCESSFUL_RETURN
RET_INVALID_ARGUMENTS
RET_UNKNONW_BUG

Parameters:

_H	Hessian matrix. If Hessian matrix is trivial,a NULL pointer can be passed.
_g	Gradient vector.
_A	Constraint matrix.
_lb	Lower bound vector (on variables). If no lower bounds exist, a NULL pointer can be passed.
_ub	Upper bound vector (on variables). If no upper bounds exist, a NULL pointer can be passed.
_lbA	Lower constraints' bound vector. If no lower constraints' bounds exist, a NULL pointer can be passed.
_ubA	Upper constraints' bound vector. If no lower constraints' bounds exist, a NULL pointer can be passed.

References getNC(), RET_INVALID_ARGUMENTS, setA(), setLBA(), setUBA(), QProblemB::setupQPdata(), SUCCESSFUL_RETURN, and THROWERROR.

returnValue QProblemB::setupQPdataFromFile	(	const char *const	H_file,
		const char *const	g_file,
		const char *const	lb_file,
		const char *const	ub_file
	)		[protected, inherited]

Sets up internal QP data by loading it from files. If the current Hessian is trivial (i.e. HST_ZERO or HST_IDENTITY) but a non-trivial one is given, memory for Hessian is allocated and it is set to the given one.

Returns:

SUCCESSFUL_RETURN
RET_UNABLE_TO_OPEN_FILE
RET_UNABLE_TO_READ_FILE
RET_INVALID_ARGUMENTS
RET_NO_HESSIAN_SPECIFIED

Parameters:

H_file	Name of file where Hessian matrix, of neighbouring QP to be solved, is stored. If Hessian matrix is trivial,a NULL pointer can be passed.
g_file	Name of file where gradient, of neighbouring QP to be solved, is stored.
lb_file	Name of file where lower bounds, of neighbouring QP to be solved, is stored. If no lower bounds exist, a NULL pointer can be passed.
ub_file	Name of file where upper bounds, of neighbouring QP to be solved, is stored. If no upper bounds exist, a NULL pointer can be passed.

References Matrix::doFreeMemory(), QProblemB::g, QProblemB::getNV(), QProblemB::H, INFTY, QProblemB::lb, readFromFile(), real_t, RET_INVALID_ARGUMENTS, QProblemB::setH(), SUCCESSFUL_RETURN, THROWERROR, and QProblemB::ub.

Referenced by QProblemB::init().

returnValue QProblem::setupQPdataFromFile	(	const char *const	H_file,
		const char *const	g_file,
		const char *const	A_file,
		const char *const	lb_file,
		const char *const	ub_file,
		const char *const	lbA_file,
		const char *const	ubA_file
	)		[protected]

Sets up internal QP data by loading it from files. If the current Hessian is trivial (i.e. HST_ZERO or HST_IDENTITY) but a non-trivial one is given, memory for Hessian is allocated and it is set to the given one.

Returns:

SUCCESSFUL_RETURN
RET_UNABLE_TO_OPEN_FILE
RET_UNABLE_TO_READ_FILE
RET_INVALID_ARGUMENTS
RET_UNKNONW_BUG

Parameters:

H_file	Name of file where Hessian matrix, of neighbouring QP to be solved, is stored. If Hessian matrix is trivial,a NULL pointer can be passed.
g_file	Name of file where gradient, of neighbouring QP to be solved, is stored.
A_file	Name of file where constraint matrix, of neighbouring QP to be solved, is stored.
lb_file	Name of file where lower bounds, of neighbouring QP to be solved, is stored. If no lower bounds exist, a NULL pointer can be passed.
ub_file	Name of file where upper bounds, of neighbouring QP to be solved, is stored. If no upper bounds exist, a NULL pointer can be passed.
lbA_file	Name of file where lower constraints' bounds, of neighbouring QP to be solved, is stored. If no lower constraints' bounds exist, a NULL pointer can be passed.
ubA_file	Name of file where upper constraints' bounds, of neighbouring QP to be solved, is stored. If no upper constraints' bounds exist, a NULL pointer can be passed.

References A, Matrix::doFreeMemory(), getNC(), QProblemB::getNV(), INFTY, lbA, readFromFile(), real_t, RET_INVALID_ARGUMENTS, setA(), SUCCESSFUL_RETURN, THROWERROR, and ubA.

Referenced by init().

returnValue QProblemB::setupSubjectToType	(	const real_t *const	lb_new,
		const real_t *const	ub_new
	)		[protected, virtual, inherited]

Determines type of new constraints and bounds (i.e. implicitly fixed, unbounded etc.).

Returns:

SUCCESSFUL_RETURN
RET_SETUPSUBJECTTOTYPE_FAILED

Parameters:

lb_new	New lower bounds.
ub_new	New upper bounds.

References QProblemB::bounds, Options::boundTolerance, BT_FALSE, BT_TRUE, Options::enableEqualities, Options::enableFarBounds, QProblemB::getNV(), INFTY, QProblemB::lb, QProblemB::options, SubjectTo::setNoLower(), SubjectTo::setNoUpper(), SubjectTo::setType(), ST_BOUNDED, ST_EQUALITY, ST_UNBOUNDED, SUCCESSFUL_RETURN, and QProblemB::ub.

returnValue QProblem::setupSubjectToType

(

)

[protected, virtual]

Determines type of existing constraints and bounds (i.e. implicitly fixed, unbounded etc.).

Returns:

SUCCESSFUL_RETURN
RET_SETUPSUBJECTTOTYPE_FAILED

Reimplemented from QProblemB.

References QProblemB::lb, lbA, QProblemB::ub, and ubA.

Referenced by setupAuxiliaryQP(), SQProblem::setupNewAuxiliaryQP(), and solveInitialQP().

returnValue QProblem::setupSubjectToType	(	const real_t *const	lb_new,
		const real_t *const	ub_new,
		const real_t *const	lbA_new,
		const real_t *const	ubA_new
	)		[protected, virtual]

Parameters:

lb_new	New lower bounds.
ub_new	New upper bounds.
lbA_new	New lower constraints' bounds.
ubA_new	New upper constraints' bounds.

References Options::boundTolerance, BT_FALSE, BT_TRUE, constraints, Options::enableEqualities, Options::enableFarBounds, getNC(), SubjectTo::getType(), INFTY, lbA, QProblemB::options, RET_SETUPSUBJECTTOTYPE_FAILED, SubjectTo::setNoLower(), SubjectTo::setNoUpper(), SubjectTo::setType(), QProblemB::setupSubjectToType(), ST_BOUNDED, ST_DISABLED, ST_EQUALITY, ST_UNBOUNDED, SUCCESSFUL_RETURN, THROWERROR, and ubA.

returnValue QProblem::setupTQfactorisation

(

)

[protected]

Initialises TQ factorisation of A (i.e. A*Q = [0 T]) if NO constraint is active.

Returns:

SUCCESSFUL_RETURN
RET_INDEXLIST_CORRUPTED

References QProblemB::bounds, Bounds::getFree(), QProblemB::getNFR(), Indexlist::getNumberArray(), QProblemB::getNV(), Q, QQ, sizeT, SUCCESSFUL_RETURN, and T.

Referenced by setupAuxiliaryQP(), SQProblem::setupNewAuxiliaryQP(), and solveInitialQP().

BooleanType QProblem::shallRefactorise	(	const Bounds *const	guessedBounds,
		const Constraints *const	guessedConstraints
	)		const [protected]

Determines if it is more efficient to refactorise the matrices when hotstarting or not (i.e. better to update the existing factorisations).

Returns:

BT_TRUE iff matrices shall be refactorised afresh

Parameters:

guessedBounds	Guessed new working set of bounds.
guessedConstraints	Guessed new working set of constraints.

References QProblemB::bounds, BT_FALSE, BT_TRUE, constraints, Constraints::getNAC(), getNC(), Bounds::getNFX(), QProblemB::getNV(), SubjectTo::getStatus(), QProblemB::hessianType, HST_INDEF, and HST_SEMIDEF.

Referenced by setupAuxiliaryQP().

returnValue QProblem::solveCurrentEQP	(	const int	n_rhs,
		const real_t *	g_in,
		const real_t *	lb_in,
		const real_t *	ub_in,
		const real_t *	lbA_in,
		const real_t *	ubA_in,
		real_t *	x_out,
		real_t *	y_out
	)

Solves an equality-constrained QP problem resulting from the current working set.

Returns:

SUCCESSFUL_RETURN
RET_STEPDIRECTION_FAILED_TQ
RET_STEPDIRECTION_FAILED_CHOLESKY
RET_INVALID_ARGUMENTS

Parameters:

n_rhs	Number of consecutive right hand sides
g_in	Gradient of neighbouring QP to be solved.
lb_in	Lower bounds of neighbouring QP to be solved. If no lower bounds exist, a NULL pointer can be passed.
ub_in	Upper bounds of neighbouring QP to be solved. If no upper bounds exist, a NULL pointer can be passed.
lbA_in	Lower constraints' bounds of neighbouring QP to be solved. If no lower constraints' bounds exist, a NULL pointer can be passed.
ubA_in	Upper constraints' bounds of neighbouring QP to be solved.
x_out	Output: Primal solution
y_out	Output: Dual solution

References QProblemB::bounds, BT_FALSE, constraints, determineStepDirection(), Constraints::getActive(), Bounds::getFixed(), Bounds::getFree(), getNAC(), getNC(), QProblemB::getNFR(), QProblemB::getNFX(), Indexlist::getNumberArray(), QProblemB::getNV(), real_t, RET_INVALID_ARGUMENTS, SUCCESSFUL_RETURN, and THROWERROR.

Referenced by main().

returnValue QProblem::solveInitialQP	(	const real_t *const	xOpt,
		const real_t *const	yOpt,
		const Bounds *const	guessedBounds,
		const Constraints *const	guessedConstraints,
		const real_t *const	_R,
		int &	nWSR,
		real_t *const	cputime
	)		[protected]

Solves a QProblem whose QP data is assumed to be stored in the member variables. A guess for its primal/dual optimal solution vectors and the corresponding working sets of bounds and constraints can be provided. Note: This function is internally called by all init functions!

Returns:

SUCCESSFUL_RETURN
RET_INIT_FAILED
RET_INIT_FAILED_CHOLESKY
RET_INIT_FAILED_TQ
RET_INIT_FAILED_HOTSTART
RET_INIT_FAILED_INFEASIBILITY
RET_INIT_FAILED_UNBOUNDEDNESS
RET_MAX_NWSR_REACHED

Parameters:

xOpt	Optimal primal solution vector.
yOpt	Optimal dual solution vector.
guessedBounds	Optimal working set of bounds for solution (xOpt,yOpt).
guessedConstraints	Optimal working set of constraints for solution (xOpt,yOpt).
_R	Pre-computed (upper triangular) Cholesky factor of Hessian matrix.
nWSR	Input: Maximum number of working set recalculations; Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP solution. Output: CPU time spent for QP solution (or to perform nWSR iterations).

References QProblemB::bounds, BT_FALSE, BT_TRUE, constraints, QProblemB::determineHessianType(), Options::enableRamping, QProblemB::g, getCPUtime(), getNC(), QProblemB::getNV(), QProblemB::haveCholesky, QProblemB::hessianType, hotstart(), HST_SEMIDEF, HST_ZERO, Options::initialStatusBounds, QProblemB::isInfeasible(), QProblemB::isUnbounded(), QProblemB::lb, lbA, obtainAuxiliaryWorkingSet(), QProblemB::options, performRamping(), QPS_AUXILIARYQPSOLVED, QPS_NOTINITIALISED, QPS_PREPARINGAUXILIARYQP, QProblemB::R, real_t, QProblemB::regulariseHessian(), RET_INIT_FAILED, RET_INIT_FAILED_HOTSTART, RET_INIT_FAILED_INFEASIBILITY, RET_INIT_FAILED_REGULARISATION, RET_INIT_FAILED_TQ, RET_INIT_FAILED_UNBOUNDEDNESS, RET_INIT_SUCCESSFUL, RET_MAX_NWSR_REACHED, RET_NO_CHOLESKY_WITH_INITIAL_GUESS, RR, Bounds::setupAllFree(), Constraints::setupAllInactive(), setupAuxiliaryQPbounds(), setupAuxiliaryQPgradient(), setupAuxiliaryQPsolution(), setupAuxiliaryWorkingSet(), setupSubjectToType(), setupTQfactorisation(), ST_INACTIVE, QProblemB::status, SUCCESSFUL_RETURN, THROWERROR, THROWINFO, THROWWARNING, QProblemB::ub, and ubA.

Referenced by init().

returnValue QProblem::solveQP	(	const real_t *const	g_new,
		const real_t *const	lb_new,
		const real_t *const	ub_new,
		const real_t *const	lbA_new,
		const real_t *const	ubA_new,
		int &	nWSR,
		real_t *const	cputime,
		int	nWSRperformed = 0,
		BooleanType	isFirstCall = BT_TRUE
	)		[protected]

Solves QProblem using online active set strategy. Note: This function is internally called by all hotstart functions!

Returns:

SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_SHIFT_DETERMINATION_FAILED
RET_STEPDIRECTION_DETERMINATION_FAILED
RET_STEPLENGTH_DETERMINATION_FAILED
RET_HOMOTOPY_STEP_FAILED
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_HOTSTART_STOPPED_UNBOUNDEDNESS

Parameters:

g_new	Gradient of neighbouring QP to be solved.
lb_new	Lower bounds of neighbouring QP to be solved. If no lower bounds exist, a NULL pointer can be passed.
ub_new	Upper bounds of neighbouring QP to be solved. If no upper bounds exist, a NULL pointer can be passed.
lbA_new	Lower constraints' bounds of neighbouring QP to be solved. If no lower constraints' bounds exist, a NULL pointer can be passed.
ubA_new	Upper constraints' bounds of neighbouring QP to be solved. If no upper constraints' bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations; Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP solution. Output: CPU time spent for QP solution (or to perform nWSR iterations).
nWSRperformed	Number of working set recalculations already performed to solve this QP within previous solveQP() calls. This number is always zero, except for successive calls from solveRegularisedQP() or when using the far bound strategy.
isFirstCall	Indicating whether this is the first call for current QP.

References __FILE__, __FUNC__, __LINE__, BT_FALSE, BT_TRUE, changeActiveSet(), computeProjectedCholesky(), determineDataShift(), determineStepDirection(), Options::enableCholeskyRefactorisation, Options::enableDriftCorrection, Options::enableRamping, EPS, TabularOutput::excAddB, TabularOutput::excAddC, TabularOutput::excRemB, TabularOutput::excRemC, getCPUtime(), getGlobalMessageHandler(), getNC(), QProblemB::getNV(), getRelativeHomotopyLength(), QProblemB::getStatus(), TabularOutput::idxAddB, TabularOutput::idxAddC, TabularOutput::idxRemB, TabularOutput::idxRemC, QProblemB::infeasible, QProblemB::isCPUtimeLimitExceeded(), QProblemB::isInfeasible(), MAX_STRING_LENGTH, QProblemB::options, performDriftCorrection(), performRamping(), performStep(), PL_HIGH, printIteration(), Options::printLevel, QPS_HOMOTOPYQPSOLVED, QPS_NOTINITIALISED, QPS_PERFORMINGHOMOTOPY, QPS_PREPARINGAUXILIARYQP, QPS_SOLVED, real_t, RET_HOMOTOPY_STEP_FAILED, RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED, RET_HOTSTART_STOPPED_INFEASIBILITY, RET_HOTSTART_STOPPED_UNBOUNDEDNESS, RET_ITERATION_STARTED, RET_MAX_NWSR_REACHED, RET_OPTIMAL_SOLUTION_FOUND, RET_PRINT_ITERATION_FAILED, RET_SHIFT_DETERMINATION_FAILED, RET_STEPDIRECTION_DETERMINATION_FAILED, RET_STEPLENGTH_DETERMINATION_FAILED, QProblemB::setInfeasibilityFlag(), ST_UNDEFINED, QProblemB::status, SUCCESSFUL_RETURN, QProblemB::tabularOutput, QProblemB::tau, Options::terminationTolerance, THROWERROR, MessageHandling::throwInfo(), THROWINFO, MessageHandling::throwWarning(), QProblemB::unbounded, and VS_VISIBLE.

Referenced by solveRegularisedQP().

returnValue QProblem::solveRegularisedQP	(	const real_t *const	g_new,
		const real_t *const	lb_new,
		const real_t *const	ub_new,
		const real_t *const	lbA_new,
		const real_t *const	ubA_new,
		int &	nWSR,
		real_t *const	cputime,
		int	nWSRperformed = 0,
		BooleanType	isFirstCall = BT_TRUE
	)		[protected]

Solves QProblem using online active set strategy. Note: This function is internally called by all hotstart functions!

Returns:

SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_SHIFT_DETERMINATION_FAILED
RET_STEPDIRECTION_DETERMINATION_FAILED
RET_STEPLENGTH_DETERMINATION_FAILED
RET_HOMOTOPY_STEP_FAILED
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_HOTSTART_STOPPED_UNBOUNDEDNESS

Parameters:

g_new	Gradient of neighbouring QP to be solved.
lb_new	Lower bounds of neighbouring QP to be solved. If no lower bounds exist, a NULL pointer can be passed.
ub_new	Upper bounds of neighbouring QP to be solved. If no upper bounds exist, a NULL pointer can be passed.
lbA_new	Lower constraints' bounds of neighbouring QP to be solved. If no lower constraints' bounds exist, a NULL pointer can be passed.
ubA_new	Upper constraints' bounds of neighbouring QP to be solved. If no upper constraints' bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations; Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP solution. Output: CPU time spent for QP solution (or to perform nWSR iterations).
nWSRperformed	Number of working set recalculations already performed to solve this QP within previous solveRegularisedQP() calls. This number is always zero, except for successive calls when using the far bound strategy.
isFirstCall	Indicating whether this is the first call for current QP.

References BT_FALSE, QProblemB::g, QProblemB::getNV(), Options::numRegularisationSteps, QProblemB::options, real_t, QProblemB::regVal, RET_FEWER_REGSTEPS_NWSR, RET_MAX_NWSR_REACHED, RET_NO_REGSTEP_NWSR, solveQP(), SUCCESSFUL_RETURN, THROWWARNING, QProblemB::usingRegularisation(), and QProblemB::x.

Referenced by hotstart().

returnValue QProblemB::updateFarBounds	(	real_t	curFarBound,
		int	nRamp,
		const real_t *const	lb_new,
		real_t *const	lb_new_far,
		const real_t *const	ub_new,
		real_t *const	ub_new_far
	)		const [protected, inherited]

...

Parameters:

curFarBound	...
nRamp	...
lb_new	...
lb_new_far	...
ub_new	...
ub_new_far	...

References BT_TRUE, Options::enableRamping, getMax(), getMin(), QProblemB::getNV(), QProblemB::options, QProblemB::ramp0, QProblemB::ramp1, QProblemB::rampOffset, real_t, and SUCCESSFUL_RETURN.

Referenced by QProblemB::hotstart().

returnValue QProblem::updateFarBounds	(	real_t	curFarBound,
		int	nRamp,
		const real_t *const	lb_new,
		real_t *const	lb_new_far,
		const real_t *const	ub_new,
		real_t *const	ub_new_far,
		const real_t *const	lbA_new,
		real_t *const	lbA_new_far,
		const real_t *const	ubA_new,
		real_t *const	ubA_new_far
	)		const [protected]

...

Parameters:

curFarBound	...
nRamp	...
lb_new	...
lb_new_far	...
ub_new	...
ub_new_far	...
lbA_new	...
lbA_new_far	...
ubA_new	...
ubA_new_far	...

References BT_TRUE, Options::enableRamping, getMax(), getMin(), getNC(), QProblemB::getNV(), QProblemB::options, QProblemB::ramp0, QProblemB::ramp1, QProblemB::rampOffset, real_t, and SUCCESSFUL_RETURN.

Referenced by hotstart().

BooleanType QProblemB::usingRegularisation

(

)

const [inline, inherited]

Returns if the QP has been internally regularised.

Returns:

BT_TRUE: Hessian is internally regularised for QP solution
BT_FALSE: No internal Hessian regularisation is used for QP solution

References BT_FALSE, BT_TRUE, QProblemB::regVal, and ZERO.

Referenced by QProblemB::computeCholesky(), computeProjectedCholesky(), determineStepDirection(), QProblemB::determineStepDirection(), SolutionAnalysis::getKktViolation(), QProblemB::getObjVal(), QProblemB::regulariseHessian(), QProblemB::removeBound(), setupAuxiliaryQPgradient(), QProblemB::setupAuxiliaryQPgradient(), SQProblem::setupNewAuxiliaryQP(), solveRegularisedQP(), and QProblemB::solveRegularisedQP().

returnValue QProblem::writeQpDataIntoMatFile

(

const char *const

filename

)

const

...

Returns:

SUCCESSFUL_RETURN
RET_UNABLE_TO_OPEN_FILE

Parameters:

filename

Mat file name.

References A, Matrix::full(), QProblemB::g, getNC(), QProblemB::getNV(), QProblemB::H, QProblemB::lb, lbA, real_t, RET_NOT_YET_IMPLEMENTED, RET_UNABLE_TO_OPEN_FILE, SUCCESSFUL_RETURN, QProblemB::ub, ubA, and writeIntoMatFile().

returnValue QProblem::writeQpWorkspaceIntoMatFile

(

const char *const

filename

)

...

Returns:

SUCCESSFUL_RETURN
RET_UNABLE_TO_OPEN_FILE

Parameters:

filename

Mat file name.

References Ax, Ax_l, Ax_u, QProblemB::bounds, constraints, Constraints::getActive(), Bounds::getFixed(), Bounds::getFree(), Constraints::getInactive(), getNAC(), getNC(), QProblemB::getNFR(), QProblemB::getNFX(), getNIAC(), Indexlist::getNumberArray(), QProblemB::getNV(), Q, RET_NOT_YET_IMPLEMENTED, RET_UNABLE_TO_OPEN_FILE, sizeT, SUCCESSFUL_RETURN, T, and writeIntoMatFile().

---

Member Data Documentation

Matrix* QProblem::A [protected]

Constraint matrix.

Referenced by addBound_ensureLI(), addConstraint(), addConstraint_checkLI(), addConstraint_ensureLI(), clear(), copy(), determineStepDirection(), ensureNonzeroCurvature(), SolutionAnalysis::getKktViolation(), performStep(), printIteration(), QProblem(), removeBound(), setA(), setupAuxiliaryQP(), setupAuxiliaryQPgradient(), setupAuxiliaryQPsolution(), setupQPdataFromFile(), and writeQpDataIntoMatFile().

real_t* QProblem::Ax [protected]

Stores the current A*x
(for increased efficiency only).

Referenced by clear(), copy(), ensureNonzeroCurvature(), hotstart(), obtainAuxiliaryWorkingSet(), performDriftCorrection(), performRamping(), performStep(), QProblem(), setA(), setupAuxiliaryQP(), setupAuxiliaryQPsolution(), SQProblem::setupNewAuxiliaryQP(), and writeQpWorkspaceIntoMatFile().

real_t* QProblem::Ax_l [protected]

Stores the current distance to lower constraints' bounds A*x-lbA
(for increased efficiency only).

Referenced by clear(), copy(), ensureNonzeroCurvature(), performDriftCorrection(), performRamping(), performStep(), QProblem(), removeConstraint(), setA(), setupAuxiliaryQP(), setupAuxiliaryQPbounds(), setupAuxiliaryQPsolution(), SQProblem::setupNewAuxiliaryQP(), and writeQpWorkspaceIntoMatFile().

real_t* QProblem::Ax_u [protected]

Stores the current distance to lower constraints' bounds ubA-A*x
(for increased efficiency only).

Referenced by clear(), copy(), ensureNonzeroCurvature(), obtainAuxiliaryWorkingSet(), performDriftCorrection(), performRamping(), performStep(), QProblem(), removeConstraint(), setA(), setupAuxiliaryQP(), setupAuxiliaryQPbounds(), setupAuxiliaryQPsolution(), SQProblem::setupNewAuxiliaryQP(), and writeQpWorkspaceIntoMatFile().

Bounds QProblemB::bounds [protected, inherited]

Data structure for problem's bounds.

Referenced by addBound(), QProblemB::addBound(), addBound_ensureLI(), addConstraint(), addConstraint_checkLI(), addConstraint_ensureLI(), QProblemB::computeCholesky(), computeProjectedCholesky(), QProblemB::copy(), QProblemB::determineDataShift(), determineStepDirection(), QProblemB::determineStepDirection(), dropInfeasibles(), ensureNonzeroCurvature(), QProblemB::getBounds(), QProblemB::getNFR(), QProblemB::getNFV(), QProblemB::getNFX(), QProblemB::getNV(), SolutionAnalysis::getVarianceCovariance(), QProblemB::getWorkingSetBounds(), hotstart(), QProblemB::obtainAuxiliaryWorkingSet(), performDriftCorrection(), QProblemB::performDriftCorrection(), QProblemB::performRamping(), performRamping(), performStep(), QProblemB::performStep(), printProperties(), QProblemB::printProperties(), QProblemB::QProblemB(), removeBound(), QProblemB::removeBound(), removeConstraint(), QProblemB::reset(), setupAuxiliaryQP(), QProblemB::setupAuxiliaryQP(), setupAuxiliaryQPbounds(), QProblemB::setupAuxiliaryQPbounds(), setupAuxiliaryWorkingSet(), QProblemB::setupAuxiliaryWorkingSet(), SQProblem::setupNewAuxiliaryQP(), QProblemB::setupSubjectToType(), setupTQfactorisation(), shallRefactorise(), QProblemB::shallRefactorise(), solveCurrentEQP(), solveInitialQP(), QProblemB::solveInitialQP(), and writeQpWorkspaceIntoMatFile().

ConstraintProduct* QProblem::constraintProduct [protected]

Pointer to user-defined constraint product function.

Referenced by copy(), performStep(), QProblem(), reset(), and setConstraintProduct().

Constraints QProblem::constraints [protected]

Data structure for problem's constraints.

Referenced by addBound_ensureLI(), addConstraint(), addConstraint_checkLI(), addConstraint_ensureLI(), computeProjectedCholesky(), copy(), determineDataShift(), determineStepDirection(), dropInfeasibles(), ensureNonzeroCurvature(), getConstraints(), getNAC(), getNC(), getNEC(), getNIAC(), SolutionAnalysis::getVarianceCovariance(), getWorkingSetConstraints(), hotstart(), obtainAuxiliaryWorkingSet(), performDriftCorrection(), performRamping(), performStep(), printProperties(), QProblem(), removeBound(), removeConstraint(), reset(), setA(), setupAuxiliaryQP(), setupAuxiliaryQPbounds(), setupAuxiliaryWorkingSet(), SQProblem::setupNewAuxiliaryQP(), setupSubjectToType(), shallRefactorise(), solveCurrentEQP(), solveInitialQP(), and writeQpWorkspaceIntoMatFile().

unsigned int QProblemB::count [protected, inherited]

Counts the number of hotstart function calls.

Referenced by QProblemB::copy(), QProblemB::getCount(), QProblemB::hotstart(), hotstart(), printIteration(), QProblemB::printIteration(), QProblemB::QProblemB(), and QProblemB::resetCounter().

real_t* QProblemB::delta_xFR_TMP [protected, inherited]

Temporary for determineStepDirection

Referenced by QProblemB::clear(), QProblemB::copy(), determineStepDirection(), QProblemB::determineStepDirection(), and QProblemB::QProblemB().

real_t* QProblem::delta_xFRy [protected]

Temporary for determineStepDirection.

Referenced by clear(), copy(), determineStepDirection(), and QProblem().

real_t* QProblem::delta_xFRz [protected]

Temporary for determineStepDirection.

Referenced by clear(), copy(), determineStepDirection(), and QProblem().

real_t* QProblem::delta_yAC_TMP [protected]

Temporary for determineStepDirection.

Referenced by clear(), copy(), determineStepDirection(), and QProblem().

Flipper QProblemB::flipper [protected, inherited]

Struct for making a temporary copy of the matrix factorisations.

Referenced by QProblemB::copy(), QProblem(), QProblemB::QProblemB(), removeBound(), QProblemB::removeBound(), removeConstraint(), reset(), and QProblemB::reset().

BooleanType QProblem::freeConstraintMatrix [protected]

Flag indicating whether the constraint matrix needs to be de-allocated.

Referenced by clear(), copy(), QProblem(), setA(), and SQProblem::setupNewAuxiliaryQP().

BooleanType QProblemB::freeHessian [protected, inherited]

Flag indicating whether the Hessian matrix needs to be de-allocated.

Referenced by QProblemB::clear(), QProblemB::copy(), QProblemB::QProblemB(), QProblemB::setH(), and SQProblem::setupNewAuxiliaryQP().

real_t* QProblemB::g [protected, inherited]

Gradient.

Referenced by QProblemB::clear(), QProblemB::copy(), QProblemB::determineDataShift(), SolutionAnalysis::getKktViolation(), QProblemB::getObjVal(), QProblemB::getRelativeHomotopyLength(), performStep(), QProblemB::performStep(), printIteration(), QProblemB::printIteration(), QProblemB::QProblemB(), QProblemB::regulariseHessian(), QProblemB::setG(), setupAuxiliaryQPgradient(), QProblemB::setupAuxiliaryQPgradient(), QProblemB::setupQPdataFromFile(), solveInitialQP(), QProblemB::solveInitialQP(), solveRegularisedQP(), QProblemB::solveRegularisedQP(), and writeQpDataIntoMatFile().

SymmetricMatrix* QProblemB::H [protected, inherited]

Hessian matrix.

Referenced by QProblemB::clear(), QProblemB::computeCholesky(), computeProjectedCholesky(), QProblemB::copy(), QProblemB::determineHessianType(), determineStepDirection(), QProblemB::determineStepDirection(), SolutionAnalysis::getKktViolation(), QProblemB::getObjVal(), printIteration(), QProblemB::printIteration(), QProblemB::QProblemB(), QProblemB::regulariseHessian(), removeBound(), QProblemB::removeBound(), removeConstraint(), QProblemB::setH(), setupAuxiliaryQPgradient(), QProblemB::setupAuxiliaryQPgradient(), SQProblem::setupNewAuxiliaryQP(), QProblemB::setupQPdataFromFile(), and writeQpDataIntoMatFile().

BooleanType QProblemB::haveCholesky [protected, inherited]

Flag indicating whether Cholesky decomposition has already been setup.

Referenced by QProblemB::copy(), QProblemB::hotstart(), hotstart(), QProblemB::QProblemB(), QProblemB::reset(), QProblemB::setupInitialCholesky(), setupInitialCholesky(), solveInitialQP(), and QProblemB::solveInitialQP().

HessianType QProblemB::hessianType [protected, inherited]

Type of Hessian matrix.

Referenced by addBound(), QProblemB::addBound(), addConstraint(), QProblemB::computeCholesky(), computeProjectedCholesky(), QProblemB::copy(), QProblemB::determineHessianType(), determineStepDirection(), QProblemB::determineStepDirection(), QProblemB::getHessianType(), QProblemB::getObjVal(), printIteration(), QProblemB::printIteration(), printProperties(), QProblemB::printProperties(), QProblemB::QProblemB(), QProblemB::regulariseHessian(), removeBound(), QProblemB::removeBound(), removeConstraint(), QProblemB::reset(), QProblemB::setH(), QProblemB::setHessianType(), setupAuxiliaryQPgradient(), QProblemB::setupAuxiliaryQPgradient(), SQProblem::setupNewAuxiliaryQP(), shallRefactorise(), QProblemB::shallRefactorise(), solveInitialQP(), and QProblemB::solveInitialQP().

BooleanType QProblemB::infeasible [protected, inherited]

QP infeasible?

Referenced by QProblemB::copy(), QProblemB::hotstart(), hotstart(), QProblemB::isInfeasible(), printProperties(), QProblemB::printProperties(), QProblemB::QProblemB(), QProblemB::reset(), QProblemB::setInfeasibilityFlag(), solveQP(), and QProblemB::solveQP().

real_t* QProblemB::lb [protected, inherited]

Lower bound vector (on variables).

Referenced by QProblemB::clear(), QProblemB::copy(), QProblemB::determineDataShift(), ensureNonzeroCurvature(), SolutionAnalysis::getKktViolation(), QProblemB::getRelativeHomotopyLength(), QProblemB::obtainAuxiliaryWorkingSet(), performDriftCorrection(), QProblemB::performDriftCorrection(), QProblemB::performRamping(), performRamping(), performStep(), QProblemB::performStep(), printIteration(), QProblemB::printIteration(), QProblemB::QProblemB(), removeBound(), QProblemB::removeBound(), QProblemB::setLB(), setupAuxiliaryQPbounds(), QProblemB::setupAuxiliaryQPbounds(), QProblemB::setupQPdataFromFile(), QProblemB::setupSubjectToType(), setupSubjectToType(), solveInitialQP(), QProblemB::solveInitialQP(), and writeQpDataIntoMatFile().

real_t* QProblem::lbA [protected]

Lower constraints' bound vector.

Referenced by clear(), copy(), determineDataShift(), ensureNonzeroCurvature(), SolutionAnalysis::getKktViolation(), getRelativeHomotopyLength(), obtainAuxiliaryWorkingSet(), performDriftCorrection(), performRamping(), performStep(), printIteration(), QProblem(), removeConstraint(), setA(), setLBA(), setupAuxiliaryQPbounds(), SQProblem::setupNewAuxiliaryQP(), setupQPdataFromFile(), setupSubjectToType(), solveInitialQP(), and writeQpDataIntoMatFile().

Options QProblemB::options [protected, inherited]

Struct containing all user-defined options for solving QPs.

Referenced by addBound_checkLI(), addBound_ensureLI(), addConstraint_checkLI(), addConstraint_ensureLI(), changeActiveSet(), QProblemB::computeCholesky(), computeProjectedCholesky(), QProblemB::copy(), QProblemB::determineHessianType(), determineStepDirection(), QProblemB::determineStepDirection(), dropInfeasibles(), ensureNonzeroCurvature(), QProblemB::getOptions(), QProblemB::getPrintLevel(), QProblemB::hotstart(), hotstart(), QProblemB::obtainAuxiliaryWorkingSet(), obtainAuxiliaryWorkingSet(), performStep(), QProblemB::performStep(), printIteration(), QProblemB::printIteration(), QProblemB::printOptions(), printProperties(), QProblemB::printProperties(), QProblemB::QProblemB(), QProblemB::regulariseHessian(), removeBound(), QProblemB::removeBound(), removeConstraint(), QProblemB::reset(), QProblemB::setInfeasibilityFlag(), QProblemB::setOptions(), QProblemB::setPrintLevel(), setupAuxiliaryQPbounds(), QProblemB::setupAuxiliaryQPbounds(), setupAuxiliaryWorkingSet(), QProblemB::setupInitialCholesky(), setupInitialCholesky(), SQProblem::setupNewAuxiliaryQP(), QProblemB::setupSubjectToType(), setupSubjectToType(), solveInitialQP(), QProblemB::solveInitialQP(), solveQP(), QProblemB::solveQP(), solveRegularisedQP(), QProblemB::solveRegularisedQP(), QProblemB::updateFarBounds(), and updateFarBounds().

real_t* QProblem::Q [protected]

Orthonormal quadratic matrix, A = [0 T]*Q'.

Referenced by clear(), computeProjectedCholesky(), copy(), QProblem(), removeBound(), removeConstraint(), reset(), setupTQfactorisation(), and writeQpWorkspaceIntoMatFile().

real_t* QProblemB::R [protected, inherited]

Cholesky factor of H (i.e. H = R^T*R).

Referenced by QProblemB::clear(), QProblemB::computeCholesky(), computeProjectedCholesky(), QProblemB::copy(), QProblemB::init(), init(), QProblemB::QProblemB(), removeBound(), QProblemB::removeBound(), removeConstraint(), QProblemB::reset(), solveInitialQP(), and QProblemB::solveInitialQP().

real_t QProblemB::ramp0 [protected, inherited]

Start value for Ramping Strategy.

Referenced by QProblemB::copy(), QProblemB::performRamping(), performRamping(), QProblemB::QProblemB(), QProblemB::reset(), QProblemB::updateFarBounds(), and updateFarBounds().

real_t QProblemB::ramp1 [protected, inherited]

Final value for Ramping Strategy.

Referenced by QProblemB::copy(), QProblemB::performRamping(), performRamping(), QProblemB::QProblemB(), QProblemB::reset(), QProblemB::updateFarBounds(), and updateFarBounds().

int QProblemB::rampOffset [protected, inherited]

Offset index for Ramping.

Referenced by QProblemB::hotstart(), hotstart(), QProblemB::performRamping(), performRamping(), QProblemB::QProblemB(), QProblemB::reset(), QProblemB::updateFarBounds(), and updateFarBounds().

real_t QProblemB::regVal [protected, inherited]

Holds the offset used to regularise Hessian matrix (zero by default).

Referenced by QProblemB::computeCholesky(), computeProjectedCholesky(), QProblemB::copy(), determineStepDirection(), QProblemB::determineStepDirection(), SolutionAnalysis::getKktViolation(), QProblemB::getObjVal(), printIteration(), QProblemB::QProblemB(), QProblemB::regulariseHessian(), QProblemB::removeBound(), QProblemB::reset(), setupAuxiliaryQPgradient(), QProblemB::setupAuxiliaryQPgradient(), SQProblem::setupNewAuxiliaryQP(), solveRegularisedQP(), QProblemB::solveRegularisedQP(), and QProblemB::usingRegularisation().

int QProblem::sizeT [protected]

Matrix T is stored in a (sizeT x sizeT) array.

Referenced by addBound(), addConstraint(), backsolveT(), copy(), printIteration(), QProblem(), removeBound(), removeConstraint(), reset(), setupTQfactorisation(), and writeQpWorkspaceIntoMatFile().

QProblemStatus QProblemB::status [protected, inherited]

Current status of the solution process.

Referenced by QProblemB::copy(), QProblemB::getStatus(), QProblemB::hotstart(), hotstart(), QProblemB::isInitialised(), QProblemB::isSolved(), printProperties(), QProblemB::printProperties(), QProblemB::QProblemB(), QProblemB::reset(), setupAuxiliaryQP(), QProblemB::setupAuxiliaryQP(), SQProblem::setupNewAuxiliaryQP(), solveInitialQP(), QProblemB::solveInitialQP(), solveQP(), and QProblemB::solveQP().

real_t* QProblem::T [protected]

Reverse triangular matrix, A = [0 T]*Q'.

Referenced by clear(), copy(), QProblem(), removeBound(), removeConstraint(), reset(), setupTQfactorisation(), and writeQpWorkspaceIntoMatFile().

TabularOutput QProblemB::tabularOutput [protected, inherited]

Struct storing information for tabular output (printLevel == PL_TABULAR).

Referenced by addBound(), QProblemB::addBound(), addBound_ensureLI(), addConstraint(), addConstraint_ensureLI(), printIteration(), QProblemB::printIteration(), removeBound(), QProblemB::removeBound(), removeConstraint(), solveQP(), and QProblemB::solveQP().

real_t QProblemB::tau [protected, inherited]

Last homotopy step length.

Referenced by QProblemB::copy(), performStep(), QProblemB::performStep(), printIteration(), QProblemB::printIteration(), QProblemB::QProblemB(), QProblemB::reset(), solveQP(), and QProblemB::solveQP().

real_t* QProblem::tempA [protected]

Temporary for determineStepDirection.

Referenced by clear(), copy(), determineStepDirection(), and QProblem().

real_t* QProblem::tempB [protected]

Temporary for determineStepDirection.

Referenced by clear(), copy(), determineStepDirection(), and QProblem().

real_t* QProblemB::ub [protected, inherited]

Upper bound vector (on variables).

Referenced by QProblemB::clear(), QProblemB::copy(), QProblemB::determineDataShift(), ensureNonzeroCurvature(), SolutionAnalysis::getKktViolation(), QProblemB::getRelativeHomotopyLength(), QProblemB::obtainAuxiliaryWorkingSet(), performDriftCorrection(), QProblemB::performDriftCorrection(), QProblemB::performRamping(), performRamping(), performStep(), QProblemB::performStep(), printIteration(), QProblemB::printIteration(), QProblemB::QProblemB(), removeBound(), QProblemB::removeBound(), QProblemB::setUB(), setupAuxiliaryQPbounds(), QProblemB::setupAuxiliaryQPbounds(), QProblemB::setupQPdataFromFile(), QProblemB::setupSubjectToType(), setupSubjectToType(), solveInitialQP(), QProblemB::solveInitialQP(), and writeQpDataIntoMatFile().

real_t* QProblem::ubA [protected]

Upper constraints' bound vector.

Referenced by clear(), copy(), determineDataShift(), ensureNonzeroCurvature(), SolutionAnalysis::getKktViolation(), getRelativeHomotopyLength(), obtainAuxiliaryWorkingSet(), performDriftCorrection(), performRamping(), performStep(), printIteration(), QProblem(), removeConstraint(), setA(), setUBA(), setupAuxiliaryQPbounds(), SQProblem::setupNewAuxiliaryQP(), setupQPdataFromFile(), setupSubjectToType(), solveInitialQP(), and writeQpDataIntoMatFile().

BooleanType QProblemB::unbounded [protected, inherited]

QP unbounded?

Referenced by QProblemB::copy(), ensureNonzeroCurvature(), QProblemB::hotstart(), hotstart(), QProblemB::isUnbounded(), printProperties(), QProblemB::printProperties(), QProblemB::QProblemB(), QProblemB::reset(), solveQP(), and QProblemB::solveQP().

real_t* QProblemB::x [protected, inherited]

Primal solution vector.

Referenced by QProblemB::clear(), QProblemB::copy(), ensureNonzeroCurvature(), SolutionAnalysis::getKktViolation(), QProblemB::getObjVal(), QProblemB::getPrimalSolution(), QProblemB::hotstart(), hotstart(), performDriftCorrection(), QProblemB::performDriftCorrection(), QProblemB::performRamping(), performRamping(), performStep(), QProblemB::performStep(), printIteration(), QProblemB::printIteration(), QProblemB::QProblemB(), setA(), setupAuxiliaryQP(), setupAuxiliaryQPbounds(), QProblemB::setupAuxiliaryQPbounds(), setupAuxiliaryQPgradient(), QProblemB::setupAuxiliaryQPgradient(), setupAuxiliaryQPsolution(), QProblemB::setupAuxiliaryQPsolution(), solveRegularisedQP(), and QProblemB::solveRegularisedQP().

real_t* QProblemB::y [protected, inherited]

Dual solution vector.

Referenced by addBound_ensureLI(), addConstraint_ensureLI(), changeActiveSet(), QProblemB::changeActiveSet(), QProblemB::clear(), copy(), QProblemB::copy(), QProblemB::getDualSolution(), getDualSolution(), SolutionAnalysis::getKktViolation(), performDriftCorrection(), QProblemB::performDriftCorrection(), QProblemB::performRamping(), performRamping(), performStep(), QProblemB::performStep(), printIteration(), QProblemB::printIteration(), QProblem(), QProblemB::QProblemB(), setupAuxiliaryQP(), QProblemB::setupAuxiliaryQP(), setupAuxiliaryQPgradient(), QProblemB::setupAuxiliaryQPgradient(), setupAuxiliaryQPsolution(), QProblemB::setupAuxiliaryQPsolution(), and SQProblem::setupNewAuxiliaryQP().

real_t* QProblem::ZFR_delta_xFRz [protected]

Temporary for determineStepDirection.

Referenced by clear(), copy(), determineStepDirection(), and QProblem().

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

• include/qpOASES/QProblem.hpp
• src/QProblem.cpp
• include/qpOASES/QProblem.ipp