Solves KKT system using Cholesky decomposition. More...

#include <as_chol_solve.h>

Public Member Functions
	chol_solve (const int)
	Constructor. More...

	~chol_solve ()
	Destructor. More...

void	solve (const AS::problem_parameters &, const double , double )
	Determines feasible descent direction. More...

void	up_resolve (const AS::problem_parameters &, const vector< AS::constraint > &, const double , double )
	A wrapper around private functions, which update Cholesky factor and resolve the system. More...

double *	get_lambda (const AS::problem_parameters &)

void	down_resolve (const AS::problem_parameters &, const vector< AS::constraint > &, const int, const double , double )
	A wrapper around private functions, which downdate Cholesky factor and resolve the system. More...

Private Member Functions
void	update (const AS::problem_parameters &, const AS::constraint &, const int)
	Adds a row corresponding to some inequality constraint to L, see 'pCholUpAlg'. More...

void	update_z (const AS::problem_parameters &, const AS::constraint &, const int, const double *)
	Adjust vector 'z' after update. More...

void	downdate (const AS::problem_parameters &, const int, const int, const double *)
	Delete a line from icL, see page 'pCholDown'. More...

void	resolve (const AS::problem_parameters &, const vector< AS::constraint > &, const double , double )
	Determines feasible descent direction with respect to added inequality constraints. More...

void	form_sa_row (const AS::problem_parameters &, const AS::constraint &, const int, double *)
	Forms row vector 's_a' (pCholUp). More...

Private Attributes
double *	nu
	Vector of Lagrange multipliers. More...

AS::matrix_E	E
	matrix of equality AS::constraints More...

AS::matrix_ecL	ecL
	L for equality AS::constraints. More...

double **	icL
	L for inequality AS::constraints. More...

double *	icL_mem
	All lines of icL are stored in one chunk of memory. More...

double *	z
	Vector z. More...

Detailed Description

Solves KKT system using Cholesky decomposition.

Definition at line 37 of file as_chol_solve.h.

Constructor & Destructor Documentation

◆ chol_solve()

AS::chol_solve::chol_solve ( const int N )

Constructor.

Parameters

[in] N size of the preview window.

Definition at line 32 of file as_chol_solve.cpp.

◆ ~chol_solve()

AS::chol_solve::~chol_solve ( )

Destructor.

Definition at line 49 of file as_chol_solve.cpp.

Member Function Documentation

◆ down_resolve()

void AS::chol_solve::down_resolve	(	const AS::problem_parameters &	ppar,
		const vector< AS::constraint > &	active_set,
		const int	ind_exclude,
		const double *	x,
		double *	dx
	)

A wrapper around private functions, which downdate Cholesky factor and resolve the system.

Parameters

[in]	ppar	parameters.
[in]	active_set	a vector of active constraints.
[in]	ind_exclude	index of excluded constraint.
[in]	x	initial guess.
[out]	dx	feasible descent direction, must be allocated.

Note: Downdate of vector pz 'z' is described on the page 'pRemoveICz'.

Definition at line 391 of file as_chol_solve.cpp.

◆ downdate()

void AS::chol_solve::downdate	(	const AS::problem_parameters &	ppar,
		const int	nW,
		const int	ind_exclude,
		const double *	x
	)

private

Delete a line from icL, see page 'pCholDown'.

Parameters

[in]	ppar	parameters.
[in]	nW	number of added constrains.
[in]	ind_exclude	index of excluded constraint.
[in]	x	initial guess.

Definition at line 466 of file as_chol_solve.cpp.

◆ form_sa_row()

void AS::chol_solve::form_sa_row	(	const AS::problem_parameters &	ppar,
		const AS::constraint &	c,
		const int	ic_len,
		double *	row
	)

private

Forms row vector 's_a' (pCholUp).

Parameters

[in]	ppar	parameters
[in]	c	activated constraint
[in]	ic_len	the length of new row in L
[out]	row	's_a' row

Definition at line 76 of file as_chol_solve.cpp.

◆ get_lambda()

double * AS::chol_solve::get_lambda ( const AS::problem_parameters & ppar )

Returns: a pointer to the memory where current lambdas are stored.

Parameters

[in] ppar parameters

Definition at line 450 of file as_chol_solve.cpp.

◆ resolve()

void AS::chol_solve::resolve	(	const AS::problem_parameters &	ppar,
		const vector< AS::constraint > &	active_set,
		const double *	x,
		double *	dx
	)

private

Determines feasible descent direction with respect to added inequality constraints.

Parameters

[in]	ppar	parameters.
[in]	active_set	a vector of active constraints.
[in]	x	initial guess.
[out]	dx	feasible descent direction, must be allocated.

Definition at line 322 of file as_chol_solve.cpp.

◆ solve()

void AS::chol_solve::solve	(	const AS::problem_parameters &	ppar,
		const double *	x,
		double *	dx
	)

Determines feasible descent direction.

Parameters

[in]	ppar	parameters.
[in]	x	initial guess.
[out]	dx	feasible descent direction, must be allocated.

Definition at line 115 of file as_chol_solve.cpp.

◆ up_resolve()

void AS::chol_solve::up_resolve	(	const AS::problem_parameters &	ppar,
		const vector< AS::constraint > &	active_set,
		const double *	x,
		double *	dx
	)

A wrapper around private functions, which update Cholesky factor and resolve the system.

Parameters

[in]	ppar	parameters.
[in]	active_set	a vector of active constraints.
[in]	x	initial guess.
[out]	dx	feasible descent direction, must be allocated.

Definition at line 176 of file as_chol_solve.cpp.

◆ update()

void AS::chol_solve::update	(	const AS::problem_parameters &	ppar,
		const AS::constraint &	c,
		const int	ic_num
	)

private

Adds a row corresponding to some inequality constraint to L, see 'pCholUpAlg'.

Parameters

[in]	ppar	parameters.
[in]	c	activated constraint
[in]	ic_num	index of added constraint in W

Definition at line 199 of file as_chol_solve.cpp.

◆ update_z()

void AS::chol_solve::update_z	(	const AS::problem_parameters &	ppar,
		const AS::constraint &	c,
		const int	ic_num,
		const double *	x
	)

private

Adjust vector 'z' after update.

Parameters

[in]	ppar	parameters.
[in]	c	activated constraint
[in]	ic_num	number of added constraint in the active set
[in]	x	initial guess.

Definition at line 287 of file as_chol_solve.cpp.

Member Data Documentation

◆ E

AS::matrix_E AS::chol_solve::E

private

matrix of equality AS::constraints

Definition at line 68 of file as_chol_solve.h.

◆ ecL

AS::matrix_ecL AS::chol_solve::ecL

private

L for equality AS::constraints.

Definition at line 71 of file as_chol_solve.h.

◆ icL

double** AS::chol_solve::icL

private

L for inequality AS::constraints.

Definition at line 74 of file as_chol_solve.h.

◆ icL_mem

double* AS::chol_solve::icL_mem

private

All lines of icL are stored in one chunk of memory.

Definition at line 77 of file as_chol_solve.h.

◆ nu

double* AS::chol_solve::nu

private

Vector of Lagrange multipliers.

Definition at line 65 of file as_chol_solve.h.

◆ z

double* AS::chol_solve::z

private

Vector z.

Definition at line 80 of file as_chol_solve.h.

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

solver/as_chol_solve.h
solver/as_chol_solve.cpp

Public Member Functions

Private Member Functions

Private Attributes

Detailed Description

Constructor & Destructor Documentation

◆ chol_solve()

◆ ~chol_solve()

Member Function Documentation

◆ down_resolve()

◆ downdate()

◆ form_sa_row()

◆ get_lambda()

◆ resolve()

◆ solve()

◆ up_resolve()

◆ update()

◆ update_z()

Member Data Documentation

◆ E

◆ ecL

◆ icL

◆ icL_mem

◆ nu

◆ z