Implements the online active set strategy for box-constrained QPs. More...

#include <QProblemB.hpp>

Inheritance diagram for QProblemB:

Public Member Functions
	QProblemB ()
	QProblemB (int_t _nV, HessianType _hessianType=HST_UNKNOWN, BooleanType allocDenseMats=BT_TRUE)
	QProblemB (const QProblemB &rhs)
virtual	~QProblemB ()
virtual QProblemB &	operator= (const QProblemB &rhs)
virtual returnValue	reset ()
returnValue	init (SymmetricMatrix _H, const real_t const _g, const real_t const _lb, const real_t const _ub, int_t &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_t &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_t &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_t &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_t &nWSR, real_t const cputime=0, const Bounds *const guessedBounds=0)
virtual returnValue	getWorkingSet (real_t *workingSet)
virtual returnValue	getWorkingSetBounds (real_t *workingSetB)
virtual returnValue	getWorkingSetConstraints (real_t *workingSetC)
returnValue	getBounds (Bounds &_bounds) const
int_t	getNV () const
int_t	getNFR () const
int_t	getNFX () const
int_t	getNFV () const
virtual int_t	getNZ () const
real_t	getObjVal () const
real_t	getObjVal (const real_t *const _x) const
returnValue	getPrimalSolution (real_t *const xOpt) const
virtual returnValue	getDualSolution (real_t *const yOpt) 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)
uint_t	getCount () const
returnValue	resetCounter ()
virtual returnValue	printProperties ()
returnValue	printOptions () const
Protected Member Functions
returnValue	clear ()
returnValue	copy (const QProblemB &rhs)
returnValue	determineHessianType ()
virtual returnValue	setupSubjectToType ()
virtual returnValue	setupSubjectToType (const real_t const lb_new, const real_t const ub_new)
virtual returnValue	computeCholesky ()
virtual returnValue	setupInitialCholesky ()
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
virtual returnValue	backsolveR (const real_t const b, BooleanType transposed, real_t const a) const
virtual 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_t 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_t number, real_t value)
returnValue	setUB (const real_t *const ub_new)
returnValue	setUB (int_t 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)
virtual returnValue	performRamping ()
returnValue	updateFarBounds (real_t curFarBound, int_t 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_t nIdx, const int_t 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_t &BC_idx) const
BooleanType	isBlocking (real_t num, real_t den, real_t epsNum, real_t epsDen, real_t &t) const
SymSparseMat *	createDiagSparseMat (int_t n, real_t diagVal=1.0)
virtual returnValue	setupAuxiliaryQP (const Bounds *const guessedBounds)
Protected Attributes
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
uint_t	count
real_t *	delta_xFR_TMP
real_t	ramp0
real_t	ramp1
int_t	rampOffset
Options	options
Flipper	flipper
TabularOutput	tabularOutput
Private Member Functions
returnValue	solveInitialQP (const real_t const xOpt, const real_t const yOpt, const Bounds const guessedBounds, const real_t const _R, int_t &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, int_t &nWSR, real_t const cputime, int_t 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, int_t &nWSR, real_t const cputime, int_t nWSRperformed=0, BooleanType isFirstCall=BT_TRUE)
returnValue	setupAuxiliaryWorkingSet (const Bounds *const auxiliaryBounds, BooleanType setupAfresh)
returnValue	setupAuxiliaryQPsolution (const real_t const xOpt, const real_t const yOpt)
returnValue	setupAuxiliaryQPgradient ()
returnValue	setupAuxiliaryQPbounds (BooleanType useRelaxation)
returnValue	determineStepDirection (const real_t const delta_g, const real_t const delta_lb, const real_t const delta_ub, BooleanType Delta_bB_isZero, real_t const delta_xFX, real_t const delta_xFR, real_t const delta_yFX)
returnValue	performStep (const real_t const delta_g, 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_yFX, int_t &BC_idx, SubjectToStatus &BC_status)
returnValue	changeActiveSet (int_t BC_idx, SubjectToStatus BC_status)
virtual returnValue	performDriftCorrection ()
BooleanType	shallRefactorise (const Bounds *const guessedBounds) const
returnValue	addBound (int_t number, SubjectToStatus B_status, BooleanType updateCholesky)
returnValue	removeBound (int_t number, BooleanType updateCholesky)
returnValue	printIteration (int_t iter, int_t BC_idx, SubjectToStatus BC_status, real_t homotopyLength, BooleanType isFirstCall=BT_TRUE)
Friends
class	SolutionAnalysis

Detailed Description

Class for setting up and solving quadratic programs with bounds (= box constraints) only. 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:: 3.2

Date:: 2007-2017

Constructor & Destructor Documentation

BEGIN_NAMESPACE_QPOASES QProblemB::QProblemB ( )

Default constructor.

References BT_FALSE, count, delta_xFR_TMP, Options::finalRamping, freeHessian, g, getGlobalMessageHandler(), H, haveCholesky, hessianType, HST_UNKNOWN, infeasible, Options::initialRamping, lb, options, PL_NONE, printCopyrightNotice(), Options::printLevel, QPS_NOTINITIALISED, R, ramp0, ramp1, rampOffset, regVal, MessageHandling::reset(), setPrintLevel(), status, tau, ub, unbounded, x, and y.

QProblemB::QProblemB	(	int_t	_nV,
		HessianType	_hessianType = `HST_UNKNOWN`,
		BooleanType	allocDenseMats = `BT_TRUE`
	)

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.
_hessianType	Type of Hessian matrix.
allocDenseMats	Enable allocation of dense matrices.

References bounds, BT_FALSE, BT_TRUE, count, delta_xFR_TMP, Options::finalRamping, flipper, freeHessian, g, getGlobalMessageHandler(), H, haveCholesky, hessianType, infeasible, Bounds::init(), Flipper::init(), Options::initialRamping, lb, options, PL_NONE, printCopyrightNotice(), Options::printLevel, QPS_NOTINITIALISED, R, ramp0, ramp1, rampOffset, real_t, regVal, MessageHandling::reset(), RET_INVALID_ARGUMENTS, setPrintLevel(), status, tau, THROWERROR, ub, unbounded, x, and y.

QProblemB::QProblemB ( const QProblemB & rhs )

Copy constructor (deep copy).

Parameters:

rhs	Rhs object.

References BT_FALSE, copy(), freeHessian, and H.

QProblemB::~QProblemB ( ) [virtual]

Destructor.

References clear(), getGlobalMessageHandler(), and MessageHandling::reset().

Member Function Documentation

returnValue QProblemB::addBound	(	int_t	number,
		SubjectToStatus	B_status,
		BooleanType	updateCholesky
	)		`[private]`

Adds a bound to active set (specialised version for the case where no constraints exist).

Returns:: SUCCESSFUL_RETURN
RET_ADDBOUND_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.

References applyGivens(), bounds, BT_TRUE, computeGivens(), Bounds::getFree(), Indexlist::getIndex(), getNFR(), getNV(), getStatus(), hessianType, HST_IDENTITY, HST_ZERO, TabularOutput::idxAddB, Bounds::moveFreeToFixed(), QPS_AUXILIARYQPSOLVED, QPS_HOMOTOPYQPSOLVED, QPS_NOTINITIALISED, QPS_PREPARINGAUXILIARYQP, QPS_SOLVED, real_t, RET_ADDBOUND_FAILED, RET_UNKNOWN_BUG, RR, SUCCESSFUL_RETURN, tabularOutput, and THROWERROR.

Referenced by changeActiveSet(), and setupAuxiliaryWorkingSet().

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]`

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 QProblem::addBound(), addBound(), QProblem::addConstraint(), SQProblemSchur::calcDetSchur(), QProblem::removeBound(), QProblem::removeConstraint(), and SQProblemSchur::updateSchurQR().

returnValue QProblemB::areBoundsConsistent	(	const real_t *const	lb,
		const real_t *const	ub
	)		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

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

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

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

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

Reimplemented in SQProblemSchur.

References BT_FALSE.

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

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

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

Reimplemented in SQProblemSchur.

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

returnValue QProblemB::changeActiveSet	(	int_t	BC_idx,
		SubjectToStatus	BC_status
	)		`[private]`

Updates 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.

References __FILE__, __FUNC__, __LINE__, addBound(), BT_TRUE, getGlobalMessageHandler(), MAX_STRING_LENGTH, removeBound(), RET_ADD_TO_ACTIVESET, RET_ADD_TO_ACTIVESET_FAILED, RET_OPTIMAL_SOLUTION_FOUND, RET_REMOVE_FROM_ACTIVESET, RET_REMOVE_FROM_ACTIVESET_FAILED, ST_INACTIVE, ST_LOWER, ST_UNDEFINED, SUCCESSFUL_RETURN, THROWERROR, MessageHandling::throwInfo(), VS_VISIBLE, and y.

Referenced by solveQP().

returnValue QProblemB::clear ( ) [protected]

Frees all allocated memory.

Returns:: SUCCESSFUL_RETURN

Reimplemented in QProblem, and SQProblemSchur.

References BT_TRUE, delta_xFR_TMP, freeHessian, g, H, lb, R, SUCCESSFUL_RETURN, ub, x, and y.

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

returnValue QProblemB::computeCholesky ( ) [protected, virtual]

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

Referenced by QProblem::computeProjectedCholesky(), setupAuxiliaryQP(), setupInitialCholesky(), and 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]`

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 QProblem::addBound(), addBound(), QProblem::addConstraint(), SQProblemSchur::calcDetSchur(), QProblem::removeBound(), QProblem::removeConstraint(), and SQProblemSchur::updateSchurQR().

returnValue QProblemB::copy ( const QProblemB & rhs ) [protected]

Copies all members from given rhs object.

Returns:: SUCCESSFUL_RETURN

Parameters:

rhs	Rhs object.

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

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

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

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(), and real_t.

Referenced by QProblem::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]`

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

Referenced by solveQP().

returnValue QProblemB::determineHessianType ( ) [protected]

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(), getNV(), H, hessianType, HST_IDENTITY, HST_INDEF, HST_POSDEF, HST_POSDEF_NULLSPACE, HST_SEMIDEF, HST_ZERO, INFTY, Matrix::isDiag(), isZero(), Options::numRegularisationSteps, options, real_t, RET_DIAGONAL_NOT_INITIALISED, RET_HESSIAN_INDEFINITE, RET_ZERO_HESSIAN_ASSUMED, SUCCESSFUL_RETURN, THROWERROR, THROWINFO, and ZERO.

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

returnValue QProblemB::determineStepDirection	(	const real_t *const	delta_g,
		const real_t *const	delta_lb,
		const real_t *const	delta_ub,
		BooleanType	Delta_bB_isZero,
		real_t *const	delta_xFX,
		real_t *const	delta_xFR,
		real_t *const	delta_yFX
	)		`[private]`

Determines step direction of the homotopy path.

Returns:: SUCCESSFUL_RETURN
RET_STEPDIRECTION_FAILED_CHOLESKY

Parameters:

delta_g	Step direction of gradient vector.
delta_lb	Step direction of lower bounds.
delta_ub	Step direction of upper bounds.
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_yFX	Output: Dual homotopy step direction of fixed variables' multiplier.

References backsolveR(), bounds, BT_FALSE, BT_TRUE, delta_xFR_TMP, Options::epsIterRef, getAbs(), Bounds::getFixed(), Bounds::getFree(), getNFR(), getNFX(), Indexlist::getNumberArray(), SubjectTo::getStatus(), H, hessianType, HST_IDENTITY, HST_ZERO, Options::numRefinementSteps, options, real_t, regVal, RET_STEPDIRECTION_FAILED_CHOLESKY, ST_LOWER, SUCCESSFUL_RETURN, THROWERROR, Matrix::times(), and usingRegularisation().

Referenced by solveQP().

BEGIN_NAMESPACE_QPOASES returnValue QProblemB::getBounds ( Bounds & _bounds ) const [inline]

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

Returns:: SUCCESSFUL_RETURN
RET_QPOBJECT_NOT_SETUP

Parameters:

_bounds Output: Bounds object.

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

Referenced by SolutionAnalysis::checkCurvatureOnStronglyActiveConstraints().

uint_t QProblemB::getCount ( ) const [inline]

Returns the current number of QP problems solved.

Returns:: Number of QP problems solved.

References count.

returnValue QProblemB::getDualSolution ( real_t *const yOpt ) const [virtual]

Returns the dual solution vector.

Returns:: SUCCESSFUL_RETURN
RET_QP_NOT_SOLVED

Parameters:

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

Reimplemented in QProblem.

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

Referenced by solveOqpBenchmark().

HessianType QProblemB::getHessianType ( ) const [inline]

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

Returns:: Hessian type.

References hessianType.

Referenced by SolutionAnalysis::getKktViolation().

int_t QProblemB::getNFR ( ) const [inline]

Returns the number of free variables.

Returns:: Number of free variables.

References bounds, and Bounds::getNFR().

Referenced by SQProblemSchur::addBound(), QProblem::addBound(), addBound(), QProblem::addBound_checkLI(), SQProblemSchur::addBound_checkLISchur(), QProblem::addConstraint(), QProblem::addConstraint_checkLI(), SQProblemSchur::addConstraint_checkLISchur(), QProblem::addConstraint_ensureLI(), computeCholesky(), QProblem::computeProjectedCholesky(), SQProblemSchur::correctInertia(), QProblem::determineStepDirection(), determineStepDirection(), SQProblemSchur::determineStepDirection2(), QProblem::ensureNonzeroCurvature(), QProblem::getFreeVariablesFlags(), getNZ(), QProblem::getNZ(), SolutionAnalysis::getVarianceCovariance(), QProblem::performStep(), performStep(), QProblem::removeBound(), removeBound(), QProblem::removeConstraint(), SQProblemSchur::repairSingularWorkingSet(), SQProblemSchur::resetSchurComplement(), setupInitialCholesky(), QProblem::setupInitialCholesky(), QProblem::setupTQfactorisation(), QProblem::solveCurrentEQP(), and QProblem::writeQpWorkspaceIntoMatFile().

int_t QProblemB::getNFV ( ) const [inline]

Returns the number of implicitly fixed variables.

Returns:: Number of implicitly fixed variables.

References bounds, and Bounds::getNFV().

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

int_t QProblemB::getNFX ( ) const [inline]

Returns the number of fixed variables.

Returns:: Number of fixed variables.

References bounds, and Bounds::getNFX().

Referenced by SQProblemSchur::addBound_checkLI(), QProblem::addBound_checkLI(), SQProblemSchur::addBound_checkLISchur(), SQProblemSchur::addBound_ensureLI(), QProblem::addBound_ensureLI(), SQProblemSchur::addConstraint_checkLI(), QProblem::addConstraint_checkLI(), SQProblemSchur::addConstraint_checkLISchur(), SQProblemSchur::addConstraint_ensureLI(), QProblem::addConstraint_ensureLI(), SolutionAnalysis::checkCurvatureOnStronglyActiveConstraints(), QProblem::computeProjectedCholesky(), determineDataShift(), QProblem::determineStepDirection(), determineStepDirection(), SQProblemSchur::determineStepDirection2(), QProblem::dropInfeasibles(), QProblem::ensureNonzeroCurvature(), SolutionAnalysis::getVarianceCovariance(), QProblem::performStep(), performStep(), QProblem::printIteration(), printIteration(), QProblem::solveCurrentEQP(), and QProblem::writeQpWorkspaceIntoMatFile().

int_t QProblemB::getNV ( ) const [inline]

Returns the number of variables.

Returns:: Number of variables.

References bounds, and Bounds::getNV().

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

int_t QProblemB::getNZ ( ) const [virtual]

Returns the dimension of null space.

Returns:: Dimension of null space.

Reimplemented in QProblem.

References getNFR().

Referenced by backsolveR().

real_t QProblemB::getObjVal ( ) const

Returns the optimal objective function value.

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

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

Referenced by main().

real_t QProblemB::getObjVal ( const real_t *const _x ) const

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

Options QProblemB::getOptions ( ) const [inline]

Returns current options struct.

Returns:: Current options struct.

References options.

returnValue QProblemB::getPrimalSolution ( real_t *const xOpt ) const

Returns the primal solution vector.

Returns:: SUCCESSFUL_RETURN
RET_QP_NOT_SOLVED

Parameters:

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

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

Referenced by main(), and solveOqpBenchmark().

PrintLevel QProblemB::getPrintLevel ( ) const [inline]

Returns the print level.

Returns:: Print level.

References 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]`

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 g, getAbs(), getNV(), lb, real_t, and ub.

Referenced by solveQP().

QProblemStatus QProblemB::getStatus ( ) const [inline]

Returns status of the solution process.

Returns:: Status of solution process.

References status.

Referenced by SQProblemSchur::addBound(), QProblem::addBound(), addBound(), SQProblemSchur::addConstraint(), QProblem::addConstraint(), SolutionAnalysis::checkCurvatureOnStronglyActiveConstraints(), getDualSolution(), QProblem::getDualSolution(), getObjVal(), getPrimalSolution(), SQProblem::hotstart(), SQProblemSchur::removeBound(), QProblem::removeBound(), removeBound(), SQProblemSchur::removeConstraint(), QProblem::removeConstraint(), SQProblemSchur::setupAuxiliaryQP(), SQProblem::setupNewAuxiliaryQP(), QProblem::solveQP(), and solveQP().

returnValue QProblemB::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 in QProblem.

References getWorkingSetBounds().

returnValue QProblemB::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 in QProblem.

References bounds, getNV(), SubjectTo::getStatus(), RET_INVALID_ARGUMENTS, ST_LOWER, ST_UPPER, SUCCESSFUL_RETURN, and THROWERROR.

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

returnValue QProblemB::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 in QProblem.

References RET_INVALID_ARGUMENTS, SUCCESSFUL_RETURN, and THROWERROR.

returnValue QProblemB::hotstart	(	const real_t *const	g_new,
		const real_t *const	lb_new,
		const real_t *const	ub_new,
		int_t &	nWSR,
		real_t *const	cputime = `0`,
		const Bounds *const	guessedBounds = `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
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 areBoundsConsistent(), Options::boundTolerance, BT_FALSE, BT_TRUE, count, Options::enableFarBounds, getAbs(), getCPUtime(), getNV(), Options::growFarBounds, haveCholesky, infeasible, INFTY, Options::initialFarBounds, options, QPS_AUXILIARYQPSOLVED, QPS_HOMOTOPYQPSOLVED, QPS_SOLVED, rampOffset, real_t, RET_HOTSTART_STOPPED_INFEASIBILITY, RET_HOTSTART_STOPPED_UNBOUNDEDNESS, RET_QPOBJECT_NOT_SETUP, RET_SETUP_AUXILIARYQP_FAILED, setInfeasibilityFlag(), setupAuxiliaryQP(), setupInitialCholesky(), solveRegularisedQP(), status, SUCCESSFUL_RETURN, THROWERROR, unbounded, updateFarBounds(), and 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_t &	nWSR,
		real_t *const	cputime = `0`,
		const Bounds *const	guessedBounds = `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_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 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_t &	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`
	)

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, getNV(), SubjectTo::getStatus(), 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_t &	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`
	)

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, getNV(), SubjectTo::getStatus(), 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_t &	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`
	)

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, getNV(), SubjectTo::getStatus(), isInitialised(), 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]`

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 performRatioTest().

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

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 QProblem::solveQP(), and solveQP().

BooleanType QProblemB::isInfeasible ( ) const [inline]

Returns if the QP is infeasible.

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

References infeasible.

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

BooleanType QProblemB::isInitialised ( ) const [inline]

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 status.

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

BooleanType QProblemB::isSolved ( ) const [inline]

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 status.

BooleanType QProblemB::isUnbounded ( ) const [inline]

Returns if the QP is unbounded.

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

References unbounded.

Referenced by QProblem::solveInitialQP(), and 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]`

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 getNV(), readFromFile(), RET_INVALID_ARGUMENTS, SUCCESSFUL_RETURN, and THROWERROR.

Referenced by hotstart().

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

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

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

QProblemB & QProblemB::operator= ( const QProblemB & rhs ) [virtual]

Assignment operator (deep copy).

Parameters:

rhs	Rhs object.

References clear(), and copy().

returnValue QProblemB::performDriftCorrection ( ) [private, virtual]

Drift correction at end of each active set iteration

Returns:: SUCCESSFUL_RETURN

Reimplemented in QProblem.

References bounds, getMax(), getMin(), getNV(), SubjectTo::getStatus(), SubjectTo::getType(), lb, 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, ub, x, and y.

Referenced by solveQP().

returnValue QProblemB::performRamping ( ) [protected, virtual]

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

Returns:: SUCCESSFUL_RETURN

Reimplemented in QProblem.

References bounds, getNV(), SubjectTo::getStatus(), SubjectTo::getType(), lb, ramp0, ramp1, rampOffset, real_t, setupAuxiliaryQPgradient(), ST_DISABLED, ST_EQUALITY, ST_INACTIVE, ST_LOWER, ST_UNBOUNDED, ST_UPPER, SUCCESSFUL_RETURN, ub, x, and y.

Referenced by solveQP().

returnValue QProblemB::performRatioTest	(	int_t	nIdx,
		const int_t *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_t &	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.
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(), isBlocking(), ST_EQUALITY, ST_INACTIVE, ST_LOWER, ST_UPPER, and SUCCESSFUL_RETURN.

Referenced by SQProblemSchur::addBound_ensureLI(), QProblem::addBound_ensureLI(), SQProblemSchur::addConstraint_ensureLI(), QProblem::addConstraint_ensureLI(), QProblem::performStep(), and performStep().

returnValue QProblemB::performStep	(	const real_t *const	delta_g,
		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_yFX,
		int_t &	BC_idx,
		SubjectToStatus &	BC_status
	)		`[private]`

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

Returns:: SUCCESSFUL_RETURN
RET_QP_INFEASIBLE

Parameters:

delta_g	Step direction of gradient.
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_yFX	Dual homotopy step direction of fixed variables' multiplier.
BC_idx	Output: Index of blocking constraint.
BC_status	Output: Status of blocking constraint.

References __FILE__, __FUNC__, __LINE__, bounds, BT_FALSE, Options::epsDen, Options::epsNum, g, Bounds::getFixed(), Bounds::getFree(), getGlobalMessageHandler(), getMax(), getNFR(), getNFX(), Indexlist::getNumberArray(), getNV(), SubjectTo::hasNoLower(), SubjectTo::hasNoUpper(), lb, MAX_STRING_LENGTH, options, performRatioTest(), real_t, RET_STEPSIZE, RET_STEPSIZE_NONPOSITIVE, ST_INACTIVE, ST_LOWER, ST_UNDEFINED, ST_UPPER, SUCCESSFUL_RETURN, tau, MessageHandling::throwInfo(), MessageHandling::throwWarning(), ub, VS_VISIBLE, x, y, and ZERO.

Referenced by solveQP().

returnValue QProblemB::printIteration	(	int_t	iter,
		int_t	BC_idx,
		SubjectToStatus	BC_status,
		real_t	homotopyLength,
		BooleanType	isFirstCall = `BT_TRUE`
	)		`[private]`

Prints concise information on the current iteration.

Returns:: SUCCESSFUL_RETURN

Parameters:

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

References BT_TRUE, count, EPS, TabularOutput::excAddB, TabularOutput::excRemB, g, getAbs(), getNFX(), getNV(), H, hessianType, HST_ZERO, TabularOutput::idxAddB, TabularOutput::idxRemB, lb, MAX_STRING_LENGTH, myPrintf(), options, PL_DEBUG_ITER, PL_MEDIUM, PL_TABULAR, Options::printLevel, real_t, RET_INVALID_ARGUMENTS, ST_INACTIVE, ST_UNDEFINED, SUCCESSFUL_RETURN, tabularOutput, tau, THROWERROR, Matrix::times(), ub, x, and y.

Referenced by solveQP().

returnValue QProblemB::printOptions ( ) const

Prints a list of all options and their current values.

Returns:: SUCCESSFUL_RETURN

References options, and Options::print().

Referenced by main().

returnValue QProblemB::printProperties ( ) [virtual]

Prints concise list of properties of the current QP.

Returns:: SUCCESSFUL_RETURN

Reimplemented in QProblem.

References bounds, BT_TRUE, getNV(), SubjectTo::hasNoLower(), SubjectTo::hasNoUpper(), hessianType, HST_IDENTITY, HST_INDEF, HST_POSDEF, HST_POSDEF_NULLSPACE, HST_SEMIDEF, HST_ZERO, infeasible, MAX_STRING_LENGTH, myPrintf(), 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, status, SUCCESSFUL_RETURN, and unbounded.

returnValue QProblemB::regulariseHessian ( ) [protected]

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, g, Matrix::getNorm(), getNorm(), getNV(), H, hessianType, HST_IDENTITY, HST_ZERO, options, regVal, RET_CANNOT_REGULARISE_IDENTITY, RET_CANNOT_REGULARISE_SPARSE, RET_NO_DIAGONAL_AVAILABLE, RET_USING_REGULARISATION, SUCCESSFUL_RETURN, THROWERROR, THROWINFO, and usingRegularisation().

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

returnValue QProblemB::removeBound	(	int_t	number,
		BooleanType	updateCholesky
	)		`[private]`

Removes a bounds from active set (specialised version for the case where no constraints exist).

Returns:: SUCCESSFUL_RETURN
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.

References backsolveR(), bounds, BT_FALSE, BT_TRUE, Matrix::diag(), Options::enableFlippingBounds, Options::epsFlipping, Bounds::flipFixed(), flipper, Flipper::get(), Bounds::getFree(), getNFR(), Indexlist::getNumberArray(), getNV(), Matrix::getRow(), getSqrt(), SubjectTo::getStatus(), getStatus(), H, hessianType, HST_IDENTITY, HST_SEMIDEF, HST_ZERO, TabularOutput::idxRemB, lb, Bounds::moveFixedToFree(), options, QPS_AUXILIARYQPSOLVED, QPS_HOMOTOPYQPSOLVED, QPS_NOTINITIALISED, QPS_PREPARINGAUXILIARYQP, QPS_SOLVED, R, real_t, regVal, RET_HESSIAN_NOT_SPD, RET_MOVING_BOUND_FAILED, RET_REMOVEBOUND_FAILED, RET_UNKNOWN_BUG, RR, Flipper::set(), ST_LOWER, ST_UPPER, SUCCESSFUL_RETURN, tabularOutput, THROWERROR, ub, usingRegularisation(), and ZERO.

Referenced by changeActiveSet(), and setupAuxiliaryWorkingSet().

returnValue QProblemB::reset ( ) [virtual]

Clears all data structures of QProblemB except for QP data.

Returns:: SUCCESSFUL_RETURN
RET_RESET_FAILED

Reimplemented in QProblem, and SQProblemSchur.

References bounds, BT_FALSE, Options::finalRamping, flipper, getNV(), haveCholesky, hessianType, HST_UNKNOWN, infeasible, Bounds::init(), Flipper::init(), Options::initialRamping, options, QPS_NOTINITIALISED, R, ramp0, ramp1, rampOffset, regVal, RET_QPOBJECT_NOT_SETUP, status, SUCCESSFUL_RETURN, tau, THROWERROR, and unbounded.

Referenced by init(), and QProblem::reset().

returnValue QProblemB::resetCounter ( ) [inline]

Resets QP problem counter (to zero).

Returns:: SUCCESSFUL_RETURN.

References count, and SUCCESSFUL_RETURN.

returnValue QProblemB::setG ( const real_t *const g_new ) [inline, protected]

Changes gradient vector of the QP.

Returns:: SUCCESSFUL_RETURN
RET_INVALID_ARGUMENTS

Parameters:

g_new New gradient vector (with correct dimension!).

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

Referenced by copy(), and setupQPdata().

returnValue QProblemB::setH ( SymmetricMatrix * H_new ) [inline, protected]

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, freeHessian, H, and SUCCESSFUL_RETURN.

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

returnValue QProblemB::setH ( const real_t *const H_new ) [inline, protected]

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, freeHessian, getNV(), H, hessianType, HST_IDENTITY, HST_ZERO, real_t, and SUCCESSFUL_RETURN.

returnValue QProblemB::setHessianType ( HessianType _hessianType ) [inline]

Changes the print level.

Returns:: SUCCESSFUL_RETURN

Parameters:

_hessianType New Hessian type.

References hessianType, and SUCCESSFUL_RETURN.

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

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, infeasible, options, and THROWERROR.

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

returnValue QProblemB::setLB ( const real_t *const lb_new ) [inline, protected]

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

Referenced by copy(), and setupQPdata().

returnValue QProblemB::setLB	(	int_t	number,
		real_t	value
	)		`[inline, protected]`

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 getNV(), lb, RET_INDEX_OUT_OF_BOUNDS, RET_QPOBJECT_NOT_SETUP, SUCCESSFUL_RETURN, and THROWERROR.

returnValue QProblemB::setOptions ( const Options & _options ) [inline]

Overrides current options with given ones.

Returns:: SUCCESSFUL_RETURN

Parameters:

_options New options.

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

Referenced by main(), and solveOqpBenchmark().

returnValue QProblemB::setPrintLevel ( PrintLevel _printlevel )

Changes the print level.

Returns:: SUCCESSFUL_RETURN

Parameters:

_printlevel New print level.

References getGlobalMessageHandler(), 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 copy(), main(), QProblemB(), and setOptions().

returnValue QProblemB::setUB ( const real_t *const ub_new ) [inline, protected]

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

Referenced by copy(), and setupQPdata().

returnValue QProblemB::setUB	(	int_t	number,
		real_t	value
	)		`[inline, protected]`

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 getNV(), RET_INDEX_OUT_OF_BOUNDS, RET_QPOBJECT_NOT_SETUP, SUCCESSFUL_RETURN, THROWERROR, and ub.

returnValue QProblemB::setupAuxiliaryQP ( const Bounds *const guessedBounds ) [protected, virtual]

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

Referenced by hotstart().

returnValue QProblemB::setupAuxiliaryQPbounds ( BooleanType useRelaxation ) [private]

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

Returns:: SUCCESSFUL_RETURN
RET_UNKNOWN_BUG

Parameters:

useRelaxation Flag indicating if inactive bounds shall be relaxed.

References Options::boundRelaxation, bounds, BT_TRUE, getNV(), SubjectTo::getStatus(), SubjectTo::getType(), lb, options, RET_UNKNOWN_BUG, ST_EQUALITY, ST_INACTIVE, ST_INFEASIBLE_LOWER, ST_INFEASIBLE_UPPER, ST_LOWER, ST_UPPER, SUCCESSFUL_RETURN, THROWERROR, ub, and x.

Referenced by setupAuxiliaryQP(), and solveInitialQP().

returnValue QProblemB::setupAuxiliaryQPgradient ( ) [private]

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 have already been initialised!).

Returns:: SUCCESSFUL_RETURN

Reimplemented in QProblem.

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

Referenced by performDriftCorrection(), performRamping(), setupAuxiliaryQP(), and solveInitialQP().

returnValue QProblemB::setupAuxiliaryQPsolution	(	const real_t *const	xOpt,
		const real_t *const	yOpt
	)		`[private]`

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 in QProblem.

References getNV(), SUCCESSFUL_RETURN, x, and y.

Referenced by solveInitialQP().

returnValue QProblemB::setupAuxiliaryWorkingSet	(	const Bounds *const	auxiliaryBounds,
		BooleanType	setupAfresh
	)		`[private]`

Sets up bound data structure according to auxiliaryBounds. (If the working set shall be setup afresh, make sure that bounds data structure has been resetted!)

Returns:: SUCCESSFUL_RETURN
RET_SETUP_WORKINGSET_FAILED
RET_INVALID_ARGUMENTS
RET_UNKNOWN_BUG

Parameters:

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

References addBound(), bounds, BT_FALSE, BT_TRUE, getNV(), SubjectTo::getStatus(), removeBound(), RET_INVALID_ARGUMENTS, RET_SETUP_WORKINGSET_FAILED, RET_UNKNOWN_BUG, ST_INACTIVE, ST_LOWER, ST_UNDEFINED, ST_UPPER, SUCCESSFUL_RETURN, and THROWERROR.

Referenced by setupAuxiliaryQP(), and solveInitialQP().

returnValue QProblemB::setupInitialCholesky ( ) [protected, virtual]

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

Returns:: SUCCESSFUL_RETURN
RET_HESSIAN_NOT_SPD
RET_INDEXLIST_CORRUPTED

Reimplemented in QProblem.

References BT_TRUE, computeCholesky(), Options::enableRegularisation, getNFR(), getNFV(), getNV(), haveCholesky, options, 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]`

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, setG(), setH(), setLB(), setUB(), SUCCESSFUL_RETURN, and THROWERROR.

Referenced by init(), and QProblem::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]`

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, setG(), setH(), setLB(), setUB(), 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]`

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(), g, getNV(), H, INFTY, lb, readFromFile(), real_t, RET_INVALID_ARGUMENTS, setH(), SUCCESSFUL_RETURN, THROWERROR, and ub.

Referenced by init().

returnValue QProblemB::setupSubjectToType ( ) [protected, virtual]

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

Returns:: SUCCESSFUL_RETURN
RET_SETUPSUBJECTTOTYPE_FAILED

Reimplemented in QProblem.

References lb, and ub.

Referenced by setupAuxiliaryQP(), QProblem::setupSubjectToType(), solveInitialQP(), solveQP(), and QProblem::updateActivitiesForHotstart().

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

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

BooleanType QProblemB::shallRefactorise ( const Bounds *const guessedBounds ) const [private]

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.

References bounds, BT_FALSE, BT_TRUE, Bounds::getNFX(), getNV(), SubjectTo::getStatus(), hessianType, HST_INDEF, and HST_SEMIDEF.

Referenced by setupAuxiliaryQP().

returnValue QProblemB::solveInitialQP	(	const real_t *const	xOpt,
		const real_t *const	yOpt,
		const Bounds *const	guessedBounds,
		const real_t *const	_R,
		int_t &	nWSR,
		real_t *const	cputime
	)		`[private]`

Solves a QProblemB whose QP data is assumed to be stored in the member variables. A guess for its primal/dual optimal solution vectors and the corresponding optimal working set 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_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).
_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 bounds, BT_FALSE, BT_TRUE, determineHessianType(), g, getCPUtime(), getNV(), haveCholesky, hessianType, hotstart(), HST_SEMIDEF, HST_ZERO, Options::initialStatusBounds, isInfeasible(), isUnbounded(), lb, obtainAuxiliaryWorkingSet(), options, QPS_AUXILIARYQPSOLVED, QPS_NOTINITIALISED, QPS_PREPARINGAUXILIARYQP, R, real_t, regulariseHessian(), RET_INIT_FAILED, RET_INIT_FAILED_HOTSTART, RET_INIT_FAILED_INFEASIBILITY, RET_INIT_FAILED_REGULARISATION, RET_INIT_FAILED_UNBOUNDEDNESS, RET_INIT_SUCCESSFUL, RET_MAX_NWSR_REACHED, RET_NO_CHOLESKY_WITH_INITIAL_GUESS, RR, Bounds::setupAllFree(), setupAuxiliaryQPbounds(), setupAuxiliaryQPgradient(), setupAuxiliaryQPsolution(), setupAuxiliaryWorkingSet(), setupSubjectToType(), ST_INACTIVE, status, SUCCESSFUL_RETURN, THROWERROR, THROWINFO, THROWWARNING, and ub.

Referenced by init().

returnValue QProblemB::solveQP	(	const real_t *const	g_new,
		const real_t *const	lb_new,
		const real_t *const	ub_new,
		int_t &	nWSR,
		real_t *const	cputime,
		int_t	nWSRperformed = `0`,
		BooleanType	isFirstCall = `BT_TRUE`
	)		`[private]`

Solves an initialised QProblemB 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.
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(), computeCholesky(), determineDataShift(), determineStepDirection(), Options::enableCholeskyRefactorisation, Options::enableDriftCorrection, Options::enableRamping, EPS, TabularOutput::excAddB, TabularOutput::excAddC, TabularOutput::excRemB, TabularOutput::excRemC, getCPUtime(), getGlobalMessageHandler(), getNV(), getRelativeHomotopyLength(), getStatus(), TabularOutput::idxAddB, TabularOutput::idxAddC, TabularOutput::idxRemB, TabularOutput::idxRemC, infeasible, isCPUtimeLimitExceeded(), MAX_STRING_LENGTH, 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, 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, setInfeasibilityFlag(), setupSubjectToType(), status, SUCCESSFUL_RETURN, tabularOutput, tau, Options::terminationTolerance, THROWERROR, MessageHandling::throwInfo(), THROWINFO, MessageHandling::throwWarning(), unbounded, and VS_VISIBLE.

Referenced by solveRegularisedQP().

returnValue QProblemB::solveRegularisedQP	(	const real_t *const	g_new,
		const real_t *const	lb_new,
		const real_t *const	ub_new,
		int_t &	nWSR,
		real_t *const	cputime,
		int_t	nWSRperformed = `0`,
		BooleanType	isFirstCall = `BT_TRUE`
	)		`[private]`

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

Referenced by hotstart().

returnValue QProblemB::updateFarBounds	(	real_t	curFarBound,
		int_t	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]`