Detailed Description

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

Definition at line 31 of file solver.h.

#include <solver.h>

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

Public Types
enum	ReturnStatus { OK = 0 , MAXIMAL_NUMBER_OF_ITERATIONS = 4 }

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 >

Public Member Functions
	SolverTemplate ()

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...

template<int t_rows_primal, int t_rows_H, int t_cols_H, int t_rows_h, int t_rows_A, int t_cols_A, int t_rows_Alb, int t_rows_Aub>
ReturnStatus	solve (Vector< t_rows_primal > &primal, Matrix< t_rows_H, t_cols_H > &H, const Vector< t_rows_h > &h, const Matrix< t_rows_A, t_cols_A > &A, const Vector< t_rows_Alb > &Alb, const Vector< t_rows_Aub > &Aub)

template<int t_rows_primal, int t_rows_H, int t_cols_H, int t_rows_h, int t_rows_lb, int t_rows_ub, int t_rows_A, int t_cols_A, int t_rows_Alb, int t_rows_Aub>
ReturnStatus	solve (Vector< t_rows_primal > &primal, Matrix< t_rows_H, t_cols_H > &H, const Vector< t_rows_h > &h, const Vector< t_rows_lb > &lb, const Vector< t_rows_ub > &ub, const Matrix< t_rows_A, t_cols_A > &A, const Vector< t_rows_Alb > &Alb, const Vector< t_rows_Aub > &Aub)

template<int t_rows_primal, int t_rows_H, int t_cols_H, int t_rows_h, int t_rows_lb, int t_rows_ub>
ReturnStatus	solve (Vector< t_rows_primal > &primal, Matrix< t_rows_H, t_cols_H > &H, const Vector< t_rows_h > &h, const Vector< t_rows_lb > &lb, const Vector< t_rows_ub > &ub, const SolverParameters &param)

template<int t_rows_primal, int t_rows_H, int t_cols_H, int t_rows_h, int t_rows_lb, int t_rows_ub>
ReturnStatus	solve (Vector< t_rows_primal > &primal, Matrix< t_rows_H, t_cols_H > &H, const Vector< t_rows_h > &h, const Vector< t_rows_lb > &lb, const Vector< t_rows_ub > &ub)

template<int t_rows_primal, int t_rows_H, int t_cols_H, int t_rows_h, int t_rows_lb, int t_rows_ub, int t_rows_A, int t_cols_A, int t_rows_Alb, int t_rows_Aub>
ReturnStatus	solve (Vector< t_rows_primal > &primal, Matrix< t_rows_H, t_cols_H > &H, const Vector< t_rows_h > &h, const Vector< t_rows_lb > &lb, const Vector< t_rows_ub > &ub, const Matrix< t_rows_A, t_cols_A > &A, const Vector< t_rows_Alb > &Alb, const Vector< t_rows_Aub > &Aub, const SolverParameters &param)

Protected Member Functions
template<class t_MatrixType , class t_VectorType >
void	parseObjective (const t_MatrixType &H, const t_VectorType &h)

template<class t_VectorTypelb , class t_VectorTypeub >
void	parseSimpleBounds (const t_VectorTypelb &lb, const t_VectorTypeub &ub)

template<class t_MatrixTypeA , class t_VectorTypelb , class t_VectorTypeub >
void	parseGeneralConstraints (const t_MatrixTypeA &A, const t_VectorTypelb &lb, const t_VectorTypeub &ub)

Protected Attributes
MatrixIndex	num_constraints_

bool	machinery_initialized_

ActiveSet< t_primal_size >	active_set_

FactorizationData< t_Scalar, t_primal_size >	factorization_data_

Vector< t_primal_size >	dual_

Vector< t_primal_size >	primal_step_direction_

Vector< t_primal_size >	dual_step_direction_

Vector< t_general_ctr_number >	general_ctr_dot_primal_

Eigen::Array< uint8_t, num_constraints_compile_time_, 1 >	constraints_status_

ChosenConstraint	chosen_ctr_

std::ptrdiff_t	iter_counter_

SolverParameters::HessianType	hessian_type_

MatrixIndex	primal_size_

MatrixIndex	h_size_

MatrixIndex	num_simple_bounds_

MatrixIndex	num_general_constraints_

Static Protected Attributes
static const MatrixIndex	num_constraints_compile_time_

Private Member Functions
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

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::SolverTemplate< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::Matrix = Eigen::Matrix<t_Scalar, t_rows, t_cols>

Definition at line 43 of file solver.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::SolverTemplate< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::Vector = Eigen::Matrix<t_Scalar, t_rows, 1>

Definition at line 41 of file solver.h.

Member Enumeration Documentation

◆ ReturnStatus

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

enum qpmad::SolverTemplate::ReturnStatus

Enumerator
OK
MAXIMAL_NUMBER_OF_ITERATIONS

Definition at line 34 of file solver.h.

Constructor & Destructor Documentation

◆ SolverTemplate()

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

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

inline

Definition at line 76 of file solver.h.

Member Function Documentation

◆ checkConstraintViolation()

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

void qpmad::SolverTemplate< 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 735 of file solver.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::SolverTemplate< 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 690 of file solver.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::SolverTemplate< 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 760 of file solver.h.

◆ getHessianType()

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

SolverParameters::HessianType qpmad::SolverTemplate< 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 88 of file solver.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::SolverTemplate< 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 122 of file solver.h.

◆ getNumberOfInequalityIterations()

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

std::ptrdiff_t qpmad::SolverTemplate< 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 98 of file solver.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::SolverTemplate< 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 664 of file solver.h.

◆ parseGeneralConstraints()

template<class t_MatrixTypeA , class t_VectorTypelb , class t_VectorTypeub >

void qpmad::InputParser::parseGeneralConstraints	(	const t_MatrixTypeA &	A,
		const t_VectorTypelb &	lb,
		const t_VectorTypeub &	ub
	)

inlineprotectedinherited

Definition at line 68 of file input_parser.h.

◆ parseObjective()

template<class t_MatrixType , class t_VectorType >

void qpmad::InputParser::parseObjective	(	const t_MatrixType &	H,
		const t_VectorType &	h
	)

inlineprotectedinherited

Definition at line 35 of file input_parser.h.

◆ parseSimpleBounds()

template<class t_VectorTypelb , class t_VectorTypeub >

void qpmad::InputParser::parseSimpleBounds	(	const t_VectorTypelb &	lb,
		const t_VectorTypeub &	ub
	)

inlineprotectedinherited

Definition at line 48 of file input_parser.h.

◆ solve() [1/5]

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

template<int t_rows_primal, int t_rows_H, int t_cols_H, int t_rows_h, int t_rows_A, int t_cols_A, int t_rows_Alb, int t_rows_Aub>

ReturnStatus qpmad::SolverTemplate< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::solve	(	Vector< t_rows_primal > &	primal,
		Matrix< t_rows_H, t_cols_H > &	H,
		const Vector< t_rows_h > &	h,
		const Matrix< t_rows_A, t_cols_A > &	A,
		const Vector< t_rows_Alb > &	Alb,
		const Vector< t_rows_Aub > &	Aub
	)

inline

Definition at line 163 of file solver.h.

◆ solve() [2/5]

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

template<int t_rows_primal, int t_rows_H, int t_cols_H, int t_rows_h, int t_rows_lb, int t_rows_ub>

ReturnStatus qpmad::SolverTemplate< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::solve	(	Vector< t_rows_primal > &	primal,
		Matrix< t_rows_H, t_cols_H > &	H,
		const Vector< t_rows_h > &	h,
		const Vector< t_rows_lb > &	lb,
		const Vector< t_rows_ub > &	ub
	)

inline

Definition at line 214 of file solver.h.

◆ solve() [3/5]

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

template<int t_rows_primal, int t_rows_H, int t_cols_H, int t_rows_h, int t_rows_lb, int t_rows_ub, int t_rows_A, int t_cols_A, int t_rows_Alb, int t_rows_Aub>

ReturnStatus qpmad::SolverTemplate< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::solve	(	Vector< t_rows_primal > &	primal,
		Matrix< t_rows_H, t_cols_H > &	H,
		const Vector< t_rows_h > &	h,
		const Vector< t_rows_lb > &	lb,
		const Vector< t_rows_ub > &	ub,
		const Matrix< t_rows_A, t_cols_A > &	A,
		const Vector< t_rows_Alb > &	Alb,
		const Vector< t_rows_Aub > &	Aub
	)

inline

Definition at line 186 of file solver.h.

◆ solve() [4/5]

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

template<int t_rows_primal, int t_rows_H, int t_cols_H, int t_rows_h, int t_rows_lb, int t_rows_ub, int t_rows_A, int t_cols_A, int t_rows_Alb, int t_rows_Aub>

ReturnStatus qpmad::SolverTemplate< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::solve	(	Vector< t_rows_primal > &	primal,
		Matrix< t_rows_H, t_cols_H > &	H,
		const Vector< t_rows_h > &	h,
		const Vector< t_rows_lb > &	lb,
		const Vector< t_rows_ub > &	ub,
		const Matrix< t_rows_A, t_cols_A > &	A,
		const Vector< t_rows_Alb > &	Alb,
		const Vector< t_rows_Aub > &	Aub,
		const SolverParameters &	param
	)

inline

Definition at line 238 of file solver.h.

◆ solve() [5/5]

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

template<int t_rows_primal, int t_rows_H, int t_cols_H, int t_rows_h, int t_rows_lb, int t_rows_ub>

ReturnStatus qpmad::SolverTemplate< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::solve	(	Vector< t_rows_primal > &	primal,
		Matrix< t_rows_H, t_cols_H > &	H,
		const Vector< t_rows_h > &	h,
		const Vector< t_rows_lb > &	lb,
		const Vector< t_rows_ub > &	ub,
		const SolverParameters &	param
	)

inline

Definition at line 201 of file solver.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::SolverTemplate< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::active_set_

protected

Definition at line 56 of file solver.h.

◆ chosen_ctr_

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

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

protected

Definition at line 68 of file solver.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::SolverTemplate< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::constraints_status_

protected

Definition at line 66 of file solver.h.

◆ dual_

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

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

protected

Definition at line 59 of file solver.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::SolverTemplate< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::dual_step_direction_

protected

Definition at line 62 of file solver.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::SolverTemplate< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::factorization_data_

protected

Definition at line 57 of file solver.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::SolverTemplate< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::general_ctr_dot_primal_

protected

Definition at line 64 of file solver.h.

◆ h_size_

MatrixIndex qpmad::InputParser::h_size_

protectedinherited

Definition at line 19 of file input_parser.h.

◆ hessian_type_

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

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

protected

Definition at line 72 of file solver.h.

◆ iter_counter_

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

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

protected

Definition at line 70 of file solver.h.

◆ machinery_initialized_

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

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

protected

Definition at line 54 of file solver.h.

◆ num_constraints_

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

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

protected

Definition at line 53 of file solver.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::SolverTemplate< 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 47 of file solver.h.

◆ num_general_constraints_

MatrixIndex qpmad::InputParser::num_general_constraints_

protectedinherited

Definition at line 21 of file input_parser.h.

◆ num_simple_bounds_

MatrixIndex qpmad::InputParser::num_simple_bounds_

protectedinherited

Definition at line 20 of file input_parser.h.

◆ primal_size_

MatrixIndex qpmad::InputParser::primal_size_

protectedinherited

Definition at line 18 of file input_parser.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::SolverTemplate< t_Scalar, t_primal_size, t_has_bounds, t_general_ctr_number >::primal_step_direction_

protected

Definition at line 61 of file solver.h.

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

/usr/home/aleks/git/asherikov/qpmad/include/qpmad/solver.h

Detailed Description

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

Public Types

Public Member Functions

Protected Member Functions

Protected Attributes

Static Protected Attributes

Private Member Functions

Member Typedef Documentation

◆ Matrix

◆ Vector

Member Enumeration Documentation

◆ ReturnStatus

Constructor & Destructor Documentation

◆ SolverTemplate()

Member Function Documentation

◆ checkConstraintViolation()

◆ chooseConstraint()

◆ getConstraintDotPrimalStepDirection()

◆ getHessianType()

◆ getInequalityDual()

◆ getNumberOfInequalityIterations()

◆ initializeMachineryLazy()

◆ parseGeneralConstraints()

◆ parseObjective()

◆ parseSimpleBounds()

◆ solve() [1/5]

◆ solve() [2/5]

◆ solve() [3/5]

◆ solve() [4/5]

◆ solve() [5/5]

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_

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