#include <implementation.h>

Inheritance diagram for qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >:

Public Types
enum	ReturnStatus { OK = 0 , MAXIMAL_NUMBER_OF_ITERATIONS = 4 , UNDEFINED = -1 }
template<int t_rows>
using	Vector = Eigen::Matrix<t_Scalar, t_rows, 1>
template<int t_rows, int t_cols>
using	Matrix = Eigen::Matrix<t_Scalar, t_rows, t_cols>
using	Scalar = t_Scalar

Public Member Functions
	SolverBase ()
SolverParameters::HessianType	getHessianType () const
	Returns type of the Hessian produced by the latest execution of solve().
std::ptrdiff_t	getNumberOfInequalityIterations () const
	Returns number of inequality iterations during the latest execution of solve().
template<int t_status_size, int t_dual_size, int t_index_size>
void	getInequalityDual (Vector< t_dual_size > &dual, Eigen::Matrix< MatrixIndex, t_index_size, 1 > &indices, Eigen::Matrix< bool, t_status_size, 1 > &is_lower) const
	Returns dual variables (Lagrange multipliers) corresponding to inequality constraints. Must be called after successful solve(), the result is undefined if previous call to solve() failed.
void	reserve (const MatrixIndex primal_size, const MatrixIndex num_simple_bounds, const MatrixIndex num_general_constraints)

Protected Types
using	MatrixRef = Eigen::Ref<Eigen::Matrix<t_Scalar, Eigen::Dynamic, Eigen::Dynamic>>
using	VectorRef = Eigen::Ref<Eigen::Matrix<t_Scalar, Eigen::Dynamic, 1>>

Protected Member Functions
template<class t_primal, class t_H, class t_h, class t_lb, class t_ub, class t_A, class t_Alb, class t_Aub>
ReturnStatus	solveGeneric (t_primal &primal, t_H &H, const t_h &h, const t_lb &lb, const t_ub &ub, const t_A &A, const t_Alb &Alb, const t_Aub &Aub, const SolverParameters &param)

Protected Attributes
Vector< t_primal_size >	dual_
Vector< t_primal_size >	primal_step_direction_
Vector< t_primal_size >	dual_step_direction_
ActiveSet< t_primal_size >	active_set_
FactorizationData< t_Scalar, t_primal_size >	factorization_data_
MatrixIndex	primal_size_
MatrixIndex	h_size_
MatrixIndex	num_simple_bounds_
MatrixIndex	num_general_constraints_
MatrixIndex	num_constraints_
Vector< t_general_ctr_number >	general_ctr_dot_primal_
std::ptrdiff_t	iter_counter_
ChosenConstraint	chosen_ctr_
SolverParameters::HessianType	hessian_type_
bool	machinery_initialized_
Eigen::Array< uint8_t, num_constraints_compile_time_, 1 >	constraints_status_

Static Protected Attributes
static const MatrixIndex	num_constraints_compile_time_

Private Member Functions
void	reserveMachinery (const MatrixIndex primal_size, const MatrixIndex num_general_constraints)
void	reserveDual (const MatrixIndex primal_size)
template<class t_MatrixType>
void	initializeMachineryLazy (t_MatrixType &H, const bool return_inverted_cholesky_factor)
template<class t_Primal, class t_LowerBounds, class t_UpperBounds, class t_Constraints, class t_ConstraintsLowerBounds, class t_ConstraintsUpperBounds>
void	chooseConstraint (const t_Primal &primal, const t_LowerBounds &lb, const t_UpperBounds &ub, const t_Constraints &A, const t_ConstraintsLowerBounds &Alb, const t_ConstraintsUpperBounds &Aub, const double tolerance)
void	checkConstraintViolation (const MatrixIndex i, const double lb_i, const double ub_i, const double ctr_i_dot_primal)
template<class t_VectorType, class t_MatrixType>
double	getConstraintDotPrimalStepDirection (const t_VectorType &primal_step_direction, const t_MatrixType &A) const
template<class t_primal>
void	setZero (t_primal &primal)

Static Private Member Functions
template<int... t_Other>
static void	factorizeCholeskyInPlace (Eigen::Matrix< t_Scalar, t_Other... > &H)
static void	factorizeCholeskyInPlace (MatrixRef &H)
template<int t_Options, typename t_StorageIndex>
static void	factorizeCholeskyInPlace (Eigen::SparseMatrix< t_Scalar, t_Options, t_StorageIndex > &H)
static void	setZero (VectorRef primal)

Detailed Description

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>
class qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >

Definition at line 32 of file implementation.h.

Member Typedef Documentation

◆ Matrix

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

template<int t_rows, int t_cols>

using qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::Matrix = Eigen::Matrix<t_Scalar, t_rows, t_cols>

Definition at line 45 of file implementation.h.

◆ MatrixRef

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

using qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::MatrixRef = Eigen::Ref<Eigen::Matrix<t_Scalar, Eigen::Dynamic, Eigen::Dynamic>>

protected

Definition at line 50 of file implementation.h.

◆ Scalar

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

using qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::Scalar = t_Scalar

Deprecated

Definition at line 46 of file implementation.h.

◆ Vector

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

template<int t_rows>

using qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::Vector = Eigen::Matrix<t_Scalar, t_rows, 1>

Definition at line 43 of file implementation.h.

◆ VectorRef

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

using qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::VectorRef = Eigen::Ref<Eigen::Matrix<t_Scalar, Eigen::Dynamic, 1>>

protected

Definition at line 51 of file implementation.h.

Member Enumeration Documentation

◆ ReturnStatus

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

enum qpmad::SolverBase::ReturnStatus

Enumerator
OK
MAXIMAL_NUMBER_OF_ITERATIONS
UNDEFINED

Definition at line 35 of file implementation.h.

Constructor & Destructor Documentation

◆ SolverBase()

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::SolverBase ( )

inline

Definition at line 90 of file implementation.h.

Member Function Documentation

◆ checkConstraintViolation()

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

void qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::checkConstraintViolation	(	const MatrixIndex	i,
		const double	lb_i,
		const double	ub_i,
		const double	ctr_i_dot_primal )

inlineprivate

Definition at line 689 of file implementation.h.

◆ chooseConstraint()

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

template<class t_Primal, class t_LowerBounds, class t_UpperBounds, class t_Constraints, class t_ConstraintsLowerBounds, class t_ConstraintsUpperBounds>

void qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::chooseConstraint	(	const t_Primal &	primal,
		const t_LowerBounds &	lb,
		const t_UpperBounds &	ub,
		const t_Constraints &	A,
		const t_ConstraintsLowerBounds &	Alb,
		const t_ConstraintsUpperBounds &	Aub,
		const double	tolerance )

inlineprivate

Definition at line 644 of file implementation.h.

◆ factorizeCholeskyInPlace() [1/3]

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

template<int... t_Other>

void qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::factorizeCholeskyInPlace ( Eigen::Matrix< t_Scalar, t_Other... > & H )

inlinestaticprivate

Definition at line 729 of file implementation.h.

◆ factorizeCholeskyInPlace() [2/3]

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

template<int t_Options, typename t_StorageIndex>

void qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::factorizeCholeskyInPlace ( Eigen::SparseMatrix< t_Scalar, t_Options, t_StorageIndex > & H )

inlinestaticprivate

Definition at line 745 of file implementation.h.

◆ factorizeCholeskyInPlace() [3/3]

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

void qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::factorizeCholeskyInPlace ( MatrixRef & H )

inlinestaticprivate

Definition at line 736 of file implementation.h.

◆ getConstraintDotPrimalStepDirection()

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

template<class t_VectorType, class t_MatrixType>

double qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::getConstraintDotPrimalStepDirection	(	const t_VectorType &	primal_step_direction,
		const t_MatrixType &	A ) const

inlineprivate

Definition at line 714 of file implementation.h.

◆ getHessianType()

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

SolverParameters::HessianType qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::getHessianType ( ) const

inline

Returns type of the Hessian produced by the latest execution of solve().

Definition at line 107 of file implementation.h.

◆ getInequalityDual()

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

template<int t_status_size, int t_dual_size, int t_index_size>

void qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::getInequalityDual	(	Vector< t_dual_size > &	dual,
		Eigen::Matrix< MatrixIndex, t_index_size, 1 > &	indices,
		Eigen::Matrix< bool, t_status_size, 1 > &	is_lower ) const

inline

Returns dual variables (Lagrange multipliers) corresponding to inequality constraints. Must be called after successful solve(), the result is undefined if previous call to solve() failed.

Template Parameters

t_status_size
t_dual_size
t_index_size

Parameters

[out]	dual	dual variables
[out]	indices	constraint indices corresponding to the dual variables, index 0 corresponds to the first simple bound if present or to the first general constraint otherwise
[out]	is_lower	flags indicating if lower or upper bound is active

Definition at line 141 of file implementation.h.

◆ getNumberOfInequalityIterations()

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

std::ptrdiff_t qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::getNumberOfInequalityIterations ( ) const

inline

Returns number of inequality iterations during the latest execution of solve().

Definition at line 117 of file implementation.h.

◆ initializeMachineryLazy()

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

template<class t_MatrixType>

void qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::initializeMachineryLazy	(	t_MatrixType &	H,
		const bool	return_inverted_cholesky_factor )

inlineprivate

Definition at line 620 of file implementation.h.

◆ reserve()

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

void qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::reserve	(	const MatrixIndex	primal_size,
		const MatrixIndex	num_simple_bounds,
		const MatrixIndex	num_general_constraints )

inline

Definition at line 173 of file implementation.h.

◆ reserveDual()

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

void qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::reserveDual ( const MatrixIndex primal_size )

inlineprivate

Definition at line 612 of file implementation.h.

◆ reserveMachinery()

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

void qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::reserveMachinery	(	const MatrixIndex	primal_size,
		const MatrixIndex	num_general_constraints )

inlineprivate

Definition at line 602 of file implementation.h.

◆ setZero() [1/2]

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

template<class t_primal>

void qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::setZero ( t_primal & primal )

inlineprivate

Definition at line 756 of file implementation.h.

◆ setZero() [2/2]

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

void qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::setZero ( VectorRef primal )

inlinestaticprivate

Definition at line 761 of file implementation.h.

◆ solveGeneric()

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

template<class t_primal, class t_H, class t_h, class t_lb, class t_ub, class t_A, class t_Alb, class t_Aub>

ReturnStatus qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::solveGeneric	(	t_primal &	primal,
		t_H &	H,
		const t_h &	h,
		const t_lb &	lb,
		const t_ub &	ub,
		const t_A &	A,
		const t_Alb &	Alb,
		const t_Aub &	Aub,
		const SolverParameters &	param )

inlineprotected

Definition at line 186 of file implementation.h.

Member Data Documentation

◆ active_set_

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

ActiveSet<t_primal_size> qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::active_set_

protected

Definition at line 60 of file implementation.h.

◆ chosen_ctr_

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

ChosenConstraint qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::chosen_ctr_

protected

Definition at line 80 of file implementation.h.

◆ constraints_status_

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

Eigen::Array<uint8_t, num_constraints_compile_time_, 1> qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::constraints_status_

protected

Definition at line 85 of file implementation.h.

◆ dual_

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

Vector<t_primal_size> qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::dual_

protected

Definition at line 55 of file implementation.h.

◆ dual_step_direction_

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

Vector<t_primal_size> qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::dual_step_direction_

protected

Definition at line 58 of file implementation.h.

◆ factorization_data_

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

FactorizationData<t_Scalar, t_primal_size> qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::factorization_data_

protected

Definition at line 61 of file implementation.h.

◆ general_ctr_dot_primal_

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

Vector<t_general_ctr_number> qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::general_ctr_dot_primal_

protected

Definition at line 77 of file implementation.h.

◆ h_size_

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

MatrixIndex qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::h_size_

protected

Definition at line 64 of file implementation.h.

◆ hessian_type_

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

SolverParameters::HessianType qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::hessian_type_

protected

Definition at line 82 of file implementation.h.

◆ iter_counter_

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

std::ptrdiff_t qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::iter_counter_

protected

Definition at line 79 of file implementation.h.

◆ machinery_initialized_

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

bool qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::machinery_initialized_

protected

Definition at line 83 of file implementation.h.

◆ num_constraints_

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

MatrixIndex qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::num_constraints_

protected

Definition at line 67 of file implementation.h.

◆ num_constraints_compile_time_

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

const MatrixIndex qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::num_constraints_compile_time_

staticprotected

Initial value:

=
                Eigen::Dynamic == t_general_ctr_number ?
                        Eigen::Dynamic :
                        (0 == t_has_bounds ? t_general_ctr_number :
                                             (Eigen::Dynamic == t_primal_size ? Eigen::Dynamic :
                                                                                t_general_ctr_number + t_primal_size))

Definition at line 69 of file implementation.h.

◆ num_general_constraints_

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

MatrixIndex qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::num_general_constraints_

protected

Definition at line 66 of file implementation.h.

◆ num_simple_bounds_

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

MatrixIndex qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::num_simple_bounds_

protected

Definition at line 65 of file implementation.h.

◆ primal_size_

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

MatrixIndex qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::primal_size_

protected

Definition at line 63 of file implementation.h.

◆ primal_step_direction_

template<typename t_Scalar, int t_primal_size, int t_has_bounds, int t_general_ctr_number>

Vector<t_primal_size> qpmad::SolverBase< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::primal_step_direction_

protected

Definition at line 57 of file implementation.h.

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

/home/runner/work/qpmad/qpmad/include/qpmad/implementation.h

Public Types

Public Member Functions

Protected Types

Protected Member Functions

Protected Attributes

Static Protected Attributes

Private Member Functions

Static Private Member Functions

Detailed Description

Member Typedef Documentation

◆ Matrix

◆ MatrixRef

◆ Scalar

◆ Vector

◆ VectorRef

Member Enumeration Documentation

◆ ReturnStatus

Constructor & Destructor Documentation

◆ SolverBase()

Member Function Documentation

◆ checkConstraintViolation()

◆ chooseConstraint()

◆ factorizeCholeskyInPlace() [1/3]

◆ factorizeCholeskyInPlace() [2/3]

◆ factorizeCholeskyInPlace() [3/3]

◆ getConstraintDotPrimalStepDirection()

◆ getHessianType()

◆ getInequalityDual()

◆ getNumberOfInequalityIterations()

◆ initializeMachineryLazy()

◆ reserve()

◆ reserveDual()

◆ reserveMachinery()

◆ setZero() [1/2]

◆ setZero() [2/2]

◆ solveGeneric()

Member Data Documentation

◆ active_set_

◆ chosen_ctr_

◆ constraints_status_

◆ dual_

◆ dual_step_direction_

◆ factorization_data_

◆ general_ctr_dot_primal_

◆ h_size_

◆ hessian_type_

◆ iter_counter_

◆ machinery_initialized_

◆ num_constraints_

◆ num_constraints_compile_time_

◆ num_general_constraints_

◆ num_simple_bounds_

◆ primal_size_

◆ primal_step_direction_