Detailed Description

template<typename t_Scalar, int... t_Parameters>
class qpmad::SolverTemplate< t_Scalar, t_Parameters >

Definition at line 20 of file solver.h.

#include <solver.h>

Inheritance diagram for qpmad::SolverTemplate< t_Scalar, t_Parameters >:

Classes
struct	InputPlaceholders

Public Types
enum	ReturnStatus

using	Vector = Eigen::Matrix< t_Scalar, t_rows, 1 >

using	Matrix = Eigen::Matrix< t_Scalar, t_rows, t_cols >

using	Scalar = t_Scalar

Public Member Functions
	SolverTemplate ()

template<class... t_Args>
ReturnStatus	solve (t_Args &&...args)
	Solve QP. More...

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...

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
template<typename t_Type >
using	VectorEnablerReturnType = const typename std::enable_if< t_Type::IsVectorAtCompileTime, ReturnStatus >::type

template<typename t_Type >
using	MatrixEnablerReturnType = const typename std::enable_if< t_Type::ColsAtCompileTime !=1, ReturnStatus >::type

using	MatrixConstRef = const Eigen::Ref< const Eigen::Matrix< t_Scalar, Eigen::Dynamic, Eigen::Dynamic > >

using	VectorConstRef = const Eigen::Ref< const Eigen::Matrix< t_Scalar, Eigen::Dynamic, 1 > >

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_Args>
VectorEnablerReturnType< t_primal >	solve0 (t_primal &primal, t_Args &&...args)

template<class... t_Args>
ReturnStatus	solve0 (VectorRef primal, t_Args &&...args)

template<class t_primal , class t_H , class... t_Args>
MatrixEnablerReturnType< t_H >	solve1 (t_primal &primal, t_H &H, t_Args &&...args)

template<class t_primal , class... t_Args>
ReturnStatus	solve1 (t_primal &primal, MatrixRef H, t_Args &&...args)

template<class t_primal , class t_H , class t_h , class... t_Args>
VectorEnablerReturnType< t_h >	solve2 (t_primal &primal, t_H &H, const t_h &h, t_Args &&...args)

template<class t_primal , class t_H , class... t_Args>
ReturnStatus	solve2 (t_primal &primal, t_H &H, VectorConstRef h, t_Args &&...args)

template<class t_primal , class t_H , class t_h , class t_lb , class... t_Args>
VectorEnablerReturnType< t_lb >	solve3 (t_primal &primal, t_H &H, const t_h &h, const t_lb &lb, t_Args &&...args)

template<class t_primal , class t_H , class t_h , class t_lb , class... t_Args>
ReturnStatus	solve3 (t_primal &primal, t_H &H, const t_h &h, VectorConstRef lb, t_Args &&...args)

template<class t_primal , class t_H , class t_h , class t_A , class... t_Args>
MatrixEnablerReturnType< t_A >	solve3 (t_primal &primal, t_H &H, const t_h &h, const t_A &A, t_Args &&...args)

template<class t_primal , class t_H , class t_h , class... t_Args>
ReturnStatus	solve3 (t_primal &primal, t_H &H, const t_h &h, MatrixConstRef A, t_Args &&...args)

template<class t_primal , class t_H , class t_h , class t_lb , class t_ub >
VectorEnablerReturnType< t_ub >	solve4 (t_primal &primal, t_H &H, const t_h &h, const t_lb &lb, const t_ub &ub)

template<class t_primal , class t_H , class t_h , class t_lb , class t_ub , class... t_Args>
VectorEnablerReturnType< t_ub >	solve4 (t_primal &primal, t_H &H, const t_h &h, const t_lb &lb, const t_ub &ub, t_Args &&...args)

template<class t_primal , class t_H , class t_h , class t_lb >
ReturnStatus	solve4 (t_primal &primal, t_H &H, const t_h &h, const t_lb &lb, VectorConstRef ub)

template<class t_primal , class t_H , class t_h , class t_lb , class... t_Args>
ReturnStatus	solve4 (t_primal &primal, t_H &H, const t_h &h, const t_lb &lb, VectorConstRef ub, t_Args &&...args)

template<class t_primal , class t_H , class t_h , class t_lb , class t_ub >
ReturnStatus	solve5 (t_primal &primal, t_H &H, const t_h &h, const t_lb &lb, const t_ub &ub, const SolverParameters &param)

template<class t_primal , class t_H , class t_h , class t_lb , class t_ub , class t_A , class... t_Args>
MatrixEnablerReturnType< t_A >	solve5 (t_primal &primal, t_H &H, const t_h &h, const t_lb &lb, const t_ub &ub, const t_A &A, t_Args &&...args)

template<class t_primal , class t_H , class t_h , class t_lb , class t_ub , class... t_Args>
ReturnStatus	solve5 (t_primal &primal, t_H &H, const t_h &h, const t_lb &lb, const t_ub &ub, MatrixConstRef A, t_Args &&...args)

template<class t_primal , class t_H , class t_h , class t_lb , class t_ub , class t_A , class t_Alb >
VectorEnablerReturnType< t_Alb >	solve6 (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)

template<class t_primal , class t_H , class t_h , class t_lb , class t_ub , class t_A , class t_Alb , class... t_Args>
VectorEnablerReturnType< t_Alb >	solve6 (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, t_Args &&...args)

template<class t_primal , class t_H , class t_h , class t_lb , class t_ub , class t_A >
ReturnStatus	solve6 (t_primal &primal, t_H &H, const t_h &h, const t_lb &lb, const t_ub &ub, const t_A &A, VectorConstRef Alb)

template<class t_primal , class t_H , class t_h , class t_lb , class t_ub , class t_A , class... t_Args>
ReturnStatus	solve6 (t_primal &primal, t_H &H, const t_h &h, const t_lb &lb, const t_ub &ub, const t_A &A, VectorConstRef Alb, t_Args &&...args)

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 >
VectorEnablerReturnType< t_Aub >	solve7 (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)

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 , class... t_Args>
VectorEnablerReturnType< t_Aub >	solve7 (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, t_Args &&...args)

template<class t_primal , class t_H , class t_h , class t_lb , class t_ub , class t_A , class t_Alb >
ReturnStatus	solve7 (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, VectorConstRef Aub)

template<class t_primal , class t_H , class t_h , class t_lb , class t_ub , class t_A , class t_Alb , class... t_Args>
ReturnStatus	solve7 (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, VectorConstRef Aub, t_Args &&...args)

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	solve8 (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)

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
const struct qpmad::SolverTemplate::InputPlaceholders	input_placeholders_

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)

void	initializeMachineryLazy (t_MatrixType &H, const bool return_inverted_cholesky_factor)

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)

double	getConstraintDotPrimalStepDirection (const t_VectorType &primal_step_direction, const t_MatrixType &A) const

void	setZero (t_primal &primal)

void	setZero (VectorRef primal)

Static Private Member Functions
static void	factorizeCholeskyInPlace (Eigen::Matrix< t_Scalar, t_Other... > &H)

static void	factorizeCholeskyInPlace (MatrixRef &H)

static void	factorizeCholeskyInPlace (Eigen::SparseMatrix< t_Scalar, t_Options, t_StorageIndex > &H)

Member Typedef Documentation

◆ Matrix

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

inherited

Definition at line 45 of file implementation.h.

◆ MatrixConstRef

template<typename t_Scalar , int... t_Parameters>

using qpmad::SolverTemplate< t_Scalar, t_Parameters >::MatrixConstRef = const Eigen::Ref<const Eigen::Matrix<t_Scalar, Eigen::Dynamic, Eigen::Dynamic> >

protected

Definition at line 36 of file solver.h.

◆ MatrixEnablerReturnType

template<typename t_Scalar , int... t_Parameters>

template<typename t_Type >

using qpmad::SolverTemplate< t_Scalar, t_Parameters >::MatrixEnablerReturnType = const typename std::enable_if<t_Type::ColsAtCompileTime != 1, ReturnStatus>::type

protected

Definition at line 31 of file solver.h.

◆ MatrixRef

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> >

protectedinherited

Definition at line 50 of file implementation.h.

◆ Scalar

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

inherited

Deprecated:

Definition at line 46 of file implementation.h.

◆ Vector

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

inherited

Definition at line 43 of file implementation.h.

◆ VectorConstRef

template<typename t_Scalar , int... t_Parameters>

using qpmad::SolverTemplate< t_Scalar, t_Parameters >::VectorConstRef = const Eigen::Ref<const Eigen::Matrix<t_Scalar, Eigen::Dynamic, 1> >

protected

Definition at line 37 of file solver.h.

◆ VectorEnablerReturnType

template<typename t_Scalar , int... t_Parameters>

template<typename t_Type >

using qpmad::SolverTemplate< t_Scalar, t_Parameters >::VectorEnablerReturnType = const typename std::enable_if<t_Type::IsVectorAtCompileTime, ReturnStatus>::type

protected

Definition at line 28 of file solver.h.

◆ VectorRef

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> >

protectedinherited

Definition at line 51 of file implementation.h.

Member Enumeration Documentation

◆ ReturnStatus

enum qpmad::SolverBase::ReturnStatus

inherited

Definition at line 35 of file implementation.h.

Constructor & Destructor Documentation

◆ SolverTemplate()

template<typename t_Scalar , int... t_Parameters>

qpmad::SolverTemplate< t_Scalar, t_Parameters >::SolverTemplate ( )

inline

Definition at line 402 of file solver.h.

Member Function Documentation

◆ checkConstraintViolation()

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
	)

inlineprivateinherited

Definition at line 689 of file implementation.h.

◆ chooseConstraint()

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
	)

inlineprivateinherited

Definition at line 644 of file implementation.h.

◆ factorizeCholeskyInPlace() [1/3]

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

inlinestaticprivateinherited

Definition at line 729 of file implementation.h.

◆ factorizeCholeskyInPlace() [2/3]

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 )

inlinestaticprivateinherited

Definition at line 744 of file implementation.h.

◆ factorizeCholeskyInPlace() [3/3]

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

inlinestaticprivateinherited

Definition at line 736 of file implementation.h.

◆ getConstraintDotPrimalStepDirection()

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

inlineprivateinherited

Definition at line 714 of file implementation.h.

◆ getHessianType()

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

inlineinherited

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

Definition at line 107 of file implementation.h.

◆ getInequalityDual()

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

inlineinherited

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()

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

inlineinherited

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

Definition at line 117 of file implementation.h.

◆ initializeMachineryLazy()

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
	)

inlineprivateinherited

Definition at line 620 of file implementation.h.

◆ reserve()

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
	)

inlineinherited

Definition at line 173 of file implementation.h.

◆ reserveDual()

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

inlineprivateinherited

Definition at line 612 of file implementation.h.

◆ reserveMachinery()

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
	)

inlineprivateinherited

Definition at line 602 of file implementation.h.

◆ setZero() [1/2]

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

inlineprivateinherited

Definition at line 754 of file implementation.h.

◆ setZero() [2/2]

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

inlineprivateinherited

Definition at line 759 of file implementation.h.

◆ solve()

template<typename t_Scalar , int... t_Parameters>

template<class... t_Args>

ReturnStatus qpmad::SolverTemplate< t_Scalar, t_Parameters >::solve ( t_Args &&... args )

inline

Solve QP.

Inputs:

[out] Vector primal – solution vector, mandatory, allocated if needed
[in,out] Matrix H – Hessian, mandatory, non-empty, factorized in-place
[in] Vector h – objective vector, mandatory, may be empty
[in] Vector lb – vector of lower bounds, may be omitted or may be empty consistently with ub
[in] Vector ub – vector of upper bounds, may be omitted or may be empty consistently with lb
[in] Matrix A – general constraints matrix, may be omitted with all general constraints, may be empty
[in] Vector Alb – lower bounds of general constraints, may be omitted with all general constraints, may be empty
[in] Vector Aub – upper bounds of general constraints, may be omitted (if A and Alb are present they are assumed to be equality constraints), may be empty
[in] SolverParameters param – solver parameters, may be omitted

Definition at line 423 of file solver.h.

◆ solve0() [1/2]

template<typename t_Scalar , int... t_Parameters>

template<class t_primal , class... t_Args>

VectorEnablerReturnType< t_primal > qpmad::SolverTemplate< t_Scalar, t_Parameters >::solve0	(	t_primal &	primal,
		t_Args &&...	args
	)

inlineprotected

Definition at line 50 of file solver.h.

◆ solve0() [2/2]

template<typename t_Scalar , int... t_Parameters>

template<class... t_Args>

ReturnStatus qpmad::SolverTemplate< t_Scalar, t_Parameters >::solve0	(	VectorRef	primal,
		t_Args &&...	args
	)

inlineprotected

Definition at line 56 of file solver.h.

◆ solve1() [1/2]

template<typename t_Scalar , int... t_Parameters>

template<class t_primal , class... t_Args>

ReturnStatus qpmad::SolverTemplate< t_Scalar, t_Parameters >::solve1	(	t_primal &	primal,
		MatrixRef	H,
		t_Args &&...	args
	)

inlineprotected

Definition at line 70 of file solver.h.

◆ solve1() [2/2]

template<typename t_Scalar , int... t_Parameters>

template<class t_primal , class t_H , class... t_Args>

MatrixEnablerReturnType< t_H > qpmad::SolverTemplate< t_Scalar, t_Parameters >::solve1	(	t_primal &	primal,
		t_H &	H,
		t_Args &&...	args
	)

inlineprotected

Definition at line 64 of file solver.h.

◆ solve2() [1/2]

template<typename t_Scalar , int... t_Parameters>

template<class t_primal , class t_H , class t_h , class... t_Args>

VectorEnablerReturnType< t_h > qpmad::SolverTemplate< t_Scalar, t_Parameters >::solve2	(	t_primal &	primal,
		t_H &	H,
		const t_h &	h,
		t_Args &&...	args
	)

inlineprotected

Definition at line 78 of file solver.h.

◆ solve2() [2/2]

template<typename t_Scalar , int... t_Parameters>

template<class t_primal , class t_H , class... t_Args>

ReturnStatus qpmad::SolverTemplate< t_Scalar, t_Parameters >::solve2	(	t_primal &	primal,
		t_H &	H,
		VectorConstRef	h,
		t_Args &&...	args
	)

inlineprotected

Definition at line 84 of file solver.h.

◆ solve3() [1/4]

template<typename t_Scalar , int... t_Parameters>

template<class t_primal , class t_H , class t_h , class t_A , class... t_Args>

MatrixEnablerReturnType< t_A > qpmad::SolverTemplate< t_Scalar, t_Parameters >::solve3	(	t_primal &	primal,
		t_H &	H,
		const t_h &	h,
		const t_A &	A,
		t_Args &&...	args
	)

inlineprotected

Definition at line 104 of file solver.h.

◆ solve3() [2/4]

template<typename t_Scalar , int... t_Parameters>

template<class t_primal , class t_H , class t_h , class t_lb , class... t_Args>

VectorEnablerReturnType< t_lb > qpmad::SolverTemplate< t_Scalar, t_Parameters >::solve3	(	t_primal &	primal,
		t_H &	H,
		const t_h &	h,
		const t_lb &	lb,
		t_Args &&...	args
	)

inlineprotected

Definition at line 92 of file solver.h.

◆ solve3() [3/4]

template<typename t_Scalar , int... t_Parameters>

template<class t_primal , class t_H , class t_h , class... t_Args>

ReturnStatus qpmad::SolverTemplate< t_Scalar, t_Parameters >::solve3	(	t_primal &	primal,
		t_H &	H,
		const t_h &	h,
		MatrixConstRef	A,
		t_Args &&...	args
	)

inlineprotected

Definition at line 117 of file solver.h.

◆ solve3() [4/4]

template<typename t_Scalar , int... t_Parameters>

template<class t_primal , class t_H , class t_h , class t_lb , class... t_Args>

ReturnStatus qpmad::SolverTemplate< t_Scalar, t_Parameters >::solve3	(	t_primal &	primal,
		t_H &	H,
		const t_h &	h,
		VectorConstRef	lb,
		t_Args &&...	args
	)

inlineprotected

Definition at line 98 of file solver.h.

◆ solve4() [1/4]

template<typename t_Scalar , int... t_Parameters>

template<class t_primal , class t_H , class t_h , class t_lb , class t_ub >

VectorEnablerReturnType< t_ub > qpmad::SolverTemplate< t_Scalar, t_Parameters >::solve4	(	t_primal &	primal,
		t_H &	H,
		const t_h &	h,
		const t_lb &	lb,
		const t_ub &	ub
	)

inlineprotected

Definition at line 132 of file solver.h.

◆ solve4() [2/4]

template<typename t_Scalar , int... t_Parameters>

template<class t_primal , class t_H , class t_h , class t_lb , class t_ub , class... t_Args>

VectorEnablerReturnType< t_ub > qpmad::SolverTemplate< t_Scalar, t_Parameters >::solve4	(	t_primal &	primal,
		t_H &	H,
		const t_h &	h,
		const t_lb &	lb,
		const t_ub &	ub,
		t_Args &&...	args
	)

inlineprotected

Definition at line 139 of file solver.h.

◆ solve4() [3/4]

template<typename t_Scalar , int... t_Parameters>

template<class t_primal , class t_H , class t_h , class t_lb >

ReturnStatus qpmad::SolverTemplate< t_Scalar, t_Parameters >::solve4	(	t_primal &	primal,
		t_H &	H,
		const t_h &	h,
		const t_lb &	lb,
		VectorConstRef	ub
	)

inlineprotected

Definition at line 151 of file solver.h.

◆ solve4() [4/4]

template<typename t_Scalar , int... t_Parameters>

template<class t_primal , class t_H , class t_h , class t_lb , class... t_Args>

ReturnStatus qpmad::SolverTemplate< t_Scalar, t_Parameters >::solve4	(	t_primal &	primal,
		t_H &	H,
		const t_h &	h,
		const t_lb &	lb,
		VectorConstRef	ub,
		t_Args &&...	args
	)

inlineprotected

Definition at line 158 of file solver.h.

◆ solve5() [1/3]

template<typename t_Scalar , int... t_Parameters>

template<class t_primal , class t_H , class t_h , class t_lb , class t_ub >

ReturnStatus qpmad::SolverTemplate< t_Scalar, t_Parameters >::solve5	(	t_primal &	primal,
		t_H &	H,
		const t_h &	h,
		const t_lb &	lb,
		const t_ub &	ub,
		const SolverParameters &	param
	)

inlineprotected

Definition at line 166 of file solver.h.

◆ solve5() [2/3]

template<typename t_Scalar , int... t_Parameters>

template<class t_primal , class t_H , class t_h , class t_lb , class t_ub , class t_A , class... t_Args>

MatrixEnablerReturnType< t_A > qpmad::SolverTemplate< t_Scalar, t_Parameters >::solve5	(	t_primal &	primal,
		t_H &	H,
		const t_h &	h,
		const t_lb &	lb,
		const t_ub &	ub,
		const t_A &	A,
		t_Args &&...	args
	)

inlineprotected

Definition at line 187 of file solver.h.

◆ solve5() [3/3]

template<typename t_Scalar , int... t_Parameters>

template<class t_primal , class t_H , class t_h , class t_lb , class t_ub , class... t_Args>

ReturnStatus qpmad::SolverTemplate< t_Scalar, t_Parameters >::solve5	(	t_primal &	primal,
		t_H &	H,
		const t_h &	h,
		const t_lb &	lb,
		const t_ub &	ub,
		MatrixConstRef	A,
		t_Args &&...	args
	)

inlineprotected

Definition at line 200 of file solver.h.

◆ solve6() [1/4]

template<typename t_Scalar , int... t_Parameters>

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

VectorEnablerReturnType< t_Alb > qpmad::SolverTemplate< t_Scalar, t_Parameters >::solve6	(	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
	)

inlineprotected

Definition at line 215 of file solver.h.

◆ solve6() [2/4]

template<typename t_Scalar , int... t_Parameters>

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

VectorEnablerReturnType< t_Alb > qpmad::SolverTemplate< t_Scalar, t_Parameters >::solve6	(	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,
		t_Args &&...	args
	)

inlineprotected

Definition at line 228 of file solver.h.

◆ solve6() [3/4]

template<typename t_Scalar , int... t_Parameters>

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

ReturnStatus qpmad::SolverTemplate< t_Scalar, t_Parameters >::solve6	(	t_primal &	primal,
		t_H &	H,
		const t_h &	h,
		const t_lb &	lb,
		const t_ub &	ub,
		const t_A &	A,
		VectorConstRef	Alb
	)

inlineprotected

Definition at line 242 of file solver.h.

◆ solve6() [4/4]

template<typename t_Scalar , int... t_Parameters>

template<class t_primal , class t_H , class t_h , class t_lb , class t_ub , class t_A , class... t_Args>

ReturnStatus qpmad::SolverTemplate< t_Scalar, t_Parameters >::solve6	(	t_primal &	primal,
		t_H &	H,
		const t_h &	h,
		const t_lb &	lb,
		const t_ub &	ub,
		const t_A &	A,
		VectorConstRef	Alb,
		t_Args &&...	args
	)

inlineprotected

Definition at line 255 of file solver.h.

◆ solve7() [1/4]

template<typename t_Scalar , int... t_Parameters>

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 >

VectorEnablerReturnType< t_Aub > qpmad::SolverTemplate< t_Scalar, t_Parameters >::solve7	(	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
	)

inlineprotected

Definition at line 271 of file solver.h.

◆ solve7() [2/4]

template<typename t_Scalar , int... t_Parameters>

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 , class... t_Args>

VectorEnablerReturnType< t_Aub > qpmad::SolverTemplate< t_Scalar, t_Parameters >::solve7	(	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,
		t_Args &&...	args
	)

inlineprotected

Definition at line 294 of file solver.h.

◆ solve7() [3/4]

template<typename t_Scalar , int... t_Parameters>

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

ReturnStatus qpmad::SolverTemplate< t_Scalar, t_Parameters >::solve7	(	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,
		VectorConstRef	Aub
	)

inlineprotected

Definition at line 309 of file solver.h.

◆ solve7() [4/4]

template<typename t_Scalar , int... t_Parameters>

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

ReturnStatus qpmad::SolverTemplate< t_Scalar, t_Parameters >::solve7	(	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,
		VectorConstRef	Aub,
		t_Args &&...	args
	)

inlineprotected

Definition at line 323 of file solver.h.

◆ solve8()

template<typename t_Scalar , int... t_Parameters>

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::SolverTemplate< t_Scalar, t_Parameters >::solve8	(	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 340 of file solver.h.

◆ solveGeneric()

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
	)

inlineprotectedinherited

Definition at line 186 of file implementation.h.

Member Data Documentation

◆ active_set_

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

protectedinherited

Definition at line 60 of file implementation.h.

◆ chosen_ctr_

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

protectedinherited

Definition at line 80 of file implementation.h.

◆ constraints_status_

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_

protectedinherited

Definition at line 85 of file implementation.h.

◆ dual_

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

protectedinherited

Definition at line 55 of file implementation.h.

◆ dual_step_direction_

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

protectedinherited

Definition at line 58 of file implementation.h.

◆ factorization_data_

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

protectedinherited

Definition at line 61 of file implementation.h.

◆ general_ctr_dot_primal_

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

protectedinherited

Definition at line 77 of file implementation.h.

◆ h_size_

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

protectedinherited

Definition at line 64 of file implementation.h.

◆ hessian_type_

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

protectedinherited

Definition at line 82 of file implementation.h.

◆ input_placeholders_

template<typename t_Scalar , int... t_Parameters>

const struct qpmad::SolverTemplate::InputPlaceholders qpmad::SolverTemplate< t_Scalar, t_Parameters >::input_placeholders_

protected

◆ iter_counter_

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

protectedinherited

Definition at line 79 of file implementation.h.

◆ machinery_initialized_

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

protectedinherited

Definition at line 83 of file implementation.h.

◆ num_constraints_

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

protectedinherited

Definition at line 67 of file implementation.h.

◆ num_constraints_compile_time_

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

staticprotectedinherited

Definition at line 69 of file implementation.h.

◆ num_general_constraints_

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

protectedinherited

Definition at line 66 of file implementation.h.

◆ num_simple_bounds_

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

protectedinherited

Definition at line 65 of file implementation.h.

◆ primal_size_

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

protectedinherited

Definition at line 63 of file implementation.h.

◆ primal_step_direction_

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

protectedinherited

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/solver.h

Detailed Description

Classes

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

◆ MatrixConstRef

◆ MatrixEnablerReturnType

◆ MatrixRef

◆ Scalar

◆ Vector

◆ VectorConstRef

◆ VectorEnablerReturnType

◆ VectorRef

Member Enumeration Documentation

◆ ReturnStatus

Constructor & Destructor Documentation

◆ SolverTemplate()

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]

◆ solve()

◆ solve0() [1/2]

◆ solve0() [2/2]

◆ solve1() [1/2]

◆ solve1() [2/2]

◆ solve2() [1/2]

◆ solve2() [2/2]

◆ solve3() [1/4]

◆ solve3() [2/4]

◆ solve3() [3/4]

◆ solve3() [4/4]

◆ solve4() [1/4]

◆ solve4() [2/4]

◆ solve4() [3/4]

◆ solve4() [4/4]

◆ solve5() [1/3]

◆ solve5() [2/3]

◆ solve5() [3/3]

◆ solve6() [1/4]

◆ solve6() [2/4]

◆ solve6() [3/4]

◆ solve6() [4/4]

◆ solve7() [1/4]

◆ solve7() [2/4]

◆ solve7() [3/4]

◆ solve7() [4/4]

◆ solve8()

◆ solveGeneric()

Member Data Documentation

◆ active_set_

◆ chosen_ctr_

◆ constraints_status_

◆ dual_

◆ dual_step_direction_

◆ factorization_data_

◆ general_ctr_dot_primal_

◆ h_size_

◆ hessian_type_

◆ input_placeholders_

◆ iter_counter_