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.

#include <implementation.h>

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()`. More...

std::ptrdiff_t	getNumberOfInequalityIterations () const
	Returns number of inequality iterations during the latest execution of `solve()`. More...

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. More...

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)

void	setZero (VectorRef 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)

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>

static 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 >

static 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 744 of file implementation.h.

◆ factorizeCholeskyInPlace() [3/3]

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

static 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 754 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 )

inlineprivate

Definition at line 759 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:

/mnt/data/_me/git/asherikov/qpmad/include/qpmad/implementation.h

Detailed Description

Public Types

Public Member Functions

Protected Types

Protected Member Functions

Protected Attributes

Static Protected Attributes

Private Member Functions

Static Private Member Functions

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_