#include <NlpGenResiduals.h>

Inheritance diagram for NlpGenResiduals:

Public Member Functions
	NlpGenResiduals (LinearAlgebraPackage la, long long nx, long long my, long long mz, OoqpVector ixlow, OoqpVector ixupp, OoqpVector iclow, OoqpVector *icupp)

virtual void	calcresids (Data problem, Variables vars)

virtual void	add_r3_xz_alpha (Variables *vars, double alpha)

virtual void	set_r3_xz_alpha (Variables *vars, double alpha)

virtual void	clear_r3 ()

virtual void	clear_r1r2 ()

virtual void	project_r3 (double rmin, double rmax)

virtual int	validNonZeroPattern ()

virtual	~NlpGenResiduals ()

virtual double	priErr ()

virtual double	dualErr ()

virtual double	OriPriErr ()

virtual double	OriDualErr ()

virtual double	comp_Err ()

virtual double	comp_Err_0 ()

virtual double	getKKTRhsNorm_Primal (NlpGenData prob, NlpGenVars vars, const int normType=-1, const int isTrialStep=0)

virtual double	getKKTRhsNorm_Dual (NlpGenData prob, NlpGenVars vars, const int normType=-1, const int isTrialStep=0)

virtual double	getKKTError_Comp (NlpGenData prob, NlpGenVars vars, const double mu, const int normType=-1, const int isTrialStep=0)

virtual void	copyFrom (NlpGenResiduals *residual_in)

virtual void	updateSOCRhs (const double AlphaStep, NlpGenVars vars_in, NlpGenData prob_in)

virtual bool	findSmallStep (NlpGenVars vars, NlpGenVars steps, const double tol_mach)

virtual void	addDampingTermToOneSidePart (const double DampingTerm)

Public Member Functions inherited from Residuals
double	residualNorm ()

double	dualityGap ()

virtual	~Residuals ()

Public Attributes
OoqpVectorHandle	rQ

OoqpVectorHandle	rA

OoqpVectorHandle	rC

OoqpVectorHandle	rz

OoqpVectorHandle	rv

OoqpVectorHandle	rw

OoqpVectorHandle	rt

OoqpVectorHandle	ru

OoqpVectorHandle	rgamma

OoqpVectorHandle	rphi

OoqpVectorHandle	rlambda

OoqpVectorHandle	rpi

OoqpVectorHandle	rx

OoqpVectorHandle	ry

OoqpVectorHandle	rp_OriSys

OoqpVectorHandle	rd_OriSys

OoqpVectorHandle	priWrk

OoqpVectorHandle	dualWrk

OoqpVectorHandle	dualWrk_Z

OoqpVectorHandle	priWrk_S

OoqpVectorHandle	Wd

double	nrmrho

double	nrmr

double	nrmrho0

double	psi

double	mod0

double	mod

double	dmod

double	dWd

double	thd

double	dmodu

double	nrmc

double	nrmrd

double	gammaD

double	res

Public Attributes inherited from Residuals
int	m

int	n

Protected Member Functions
	NlpGenResiduals ()

virtual void	eval_kkt_res (NlpGenData prob_in, NlpGenVars vars_in)

Protected Attributes
long long	nx

long long	my

long long	mz

double	nxupp

OoqpVectorHandle	ixupp

double	nxlow

OoqpVectorHandle	ixlow

double	mcupp

OoqpVectorHandle	icupp

double	mclow

OoqpVectorHandle	iclow

double	perr

double	derr

double	comerr

double	comerr_0

double	Oriperr

double	Oriderr

Protected Attributes inherited from Residuals
double	mResidualNorm

double	mDualityGap

Detailed Description

Residuals for the general NLP formulation

Constructor & Destructor Documentation

NlpGenResiduals::NlpGenResiduals ( )

inlineprotected

NlpGenResiduals::NlpGenResiduals	(	LinearAlgebraPackage *	la,
		long long	nx,
		long long	my,
		long long	mz,
		OoqpVector *	ixlow,
		OoqpVector *	ixupp,
		OoqpVector *	iclow,
		OoqpVector *	icupp
	)

NlpGenResiduals::~NlpGenResiduals ( )

virtual

Member Function Documentation

void NlpGenResiduals::add_r3_xz_alpha	(	Variables *	vars,
		double	alpha
	)

virtual

Modify the "complementarity" component of the residuals, by adding the pairwise products of the complementary variables plus a constant alpha to this term.

Implements Residuals.

void NlpGenResiduals::addDampingTermToOneSidePart ( const double DampingTerm )

virtual

void NlpGenResiduals::calcresids	(	Data *	problem,
		Variables *	vars
	)

virtual

calculate residuals, their norms, and duality/complementarity gap, given a problem and variable set.

Implements Residuals.

void NlpGenResiduals::clear_r1r2 ( )

virtual

set the noncomplementarity components of the residual (the terms arising from the linear equalities in the KKT conditions) to 0.

Reimplemented from Residuals.

void NlpGenResiduals::clear_r3 ( )

virtual

set the complementarity component of the residuals to 0.

Implements Residuals.

double NlpGenResiduals::comp_Err ( )

virtual

double NlpGenResiduals::comp_Err_0 ( )

virtual

void NlpGenResiduals::copyFrom ( NlpGenResiduals * residual_in )

virtual

double NlpGenResiduals::dualErr ( )

virtual

void NlpGenResiduals::eval_kkt_res	(	NlpGenData *	prob_in,
		NlpGenVars *	vars_in
	)

protectedvirtual

bool NlpGenResiduals::findSmallStep	(	NlpGenVars *	vars,
		NlpGenVars *	steps,
		const double	tol_mach
	)

virtual

double NlpGenResiduals::getKKTError_Comp	(	NlpGenData *	prob,
		NlpGenVars *	vars,
		const double	mu,
		const int	normType = `-1`,
		const int	isTrialStep = `0`
	)

virtual

double NlpGenResiduals::getKKTRhsNorm_Dual	(	NlpGenData *	prob,
		NlpGenVars *	vars,
		const int	normType = `-1`,
		const int	isTrialStep = `0`
	)

virtual

double NlpGenResiduals::getKKTRhsNorm_Primal	(	NlpGenData *	prob,
		NlpGenVars *	vars,
		const int	normType = `-1`,
		const int	isTrialStep = `0`
	)

virtual

double NlpGenResiduals::OriDualErr ( )

virtual

double NlpGenResiduals::OriPriErr ( )

virtual

double NlpGenResiduals::priErr ( )

virtual

void NlpGenResiduals::project_r3	(	double	rmin,
		double	rmax
	)

virtual

perform the projection operation required by Gondzio algorithm: replace each component r3_i of the complementarity component of the residuals by r3p_i - r3_i, where r3p_i is the projection of r3_i onto the box [rmin, rmax]. Then if the resulting value is less than -rmax, replace it by -rmax.

See also: SimpleVector::gondzioProjection

Implements Residuals.

void NlpGenResiduals::set_r3_xz_alpha	(	Variables *	vars,
		double	alpha
	)

virtual

Set the "complementarity" component of the residuals to the pairwise products of the complementary variables plus a constant alpha

Implements Residuals.

void NlpGenResiduals::updateSOCRhs	(	const double	AlphaStep,
		NlpGenVars *	vars_in,
		NlpGenData *	prob_in
	)

virtual

int NlpGenResiduals::validNonZeroPattern ( )

virtual

Member Data Documentation

double NlpGenResiduals::comerr

protected

double NlpGenResiduals::comerr_0

protected

double NlpGenResiduals::derr

protected

double NlpGenResiduals::dmod

double NlpGenResiduals::dmodu

OoqpVectorHandle NlpGenResiduals::dualWrk

OoqpVectorHandle NlpGenResiduals::dualWrk_Z

double NlpGenResiduals::dWd

double NlpGenResiduals::gammaD

OoqpVectorHandle NlpGenResiduals::iclow

protected

OoqpVectorHandle NlpGenResiduals::icupp

protected

OoqpVectorHandle NlpGenResiduals::ixlow

protected

OoqpVectorHandle NlpGenResiduals::ixupp

protected

double NlpGenResiduals::mclow

protected

double NlpGenResiduals::mcupp

protected

double NlpGenResiduals::mod

double NlpGenResiduals::mod0

long long NlpGenResiduals::my

protected

long long NlpGenResiduals::mz

protected

double NlpGenResiduals::nrmc

double NlpGenResiduals::nrmr

double NlpGenResiduals::nrmrd

double NlpGenResiduals::nrmrho

double NlpGenResiduals::nrmrho0

long long NlpGenResiduals::nx

protected

double NlpGenResiduals::nxlow

protected

double NlpGenResiduals::nxupp

protected

double NlpGenResiduals::Oriderr

protected

double NlpGenResiduals::Oriperr

protected

double NlpGenResiduals::perr

protected

OoqpVectorHandle NlpGenResiduals::priWrk

OoqpVectorHandle NlpGenResiduals::priWrk_S

double NlpGenResiduals::psi

OoqpVectorHandle NlpGenResiduals::rA

OoqpVectorHandle NlpGenResiduals::rC

OoqpVectorHandle NlpGenResiduals::rd_OriSys

double NlpGenResiduals::res

OoqpVectorHandle NlpGenResiduals::rgamma

OoqpVectorHandle NlpGenResiduals::rlambda

OoqpVectorHandle NlpGenResiduals::rp_OriSys

OoqpVectorHandle NlpGenResiduals::rphi

OoqpVectorHandle NlpGenResiduals::rpi

OoqpVectorHandle NlpGenResiduals::rQ

OoqpVectorHandle NlpGenResiduals::rt

OoqpVectorHandle NlpGenResiduals::ru

OoqpVectorHandle NlpGenResiduals::rv

OoqpVectorHandle NlpGenResiduals::rw

OoqpVectorHandle NlpGenResiduals::rx

OoqpVectorHandle NlpGenResiduals::ry

OoqpVectorHandle NlpGenResiduals::rz

double NlpGenResiduals::thd

OoqpVectorHandle NlpGenResiduals::Wd

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

/home/michel/git/PIPS/PIPS-NLP/Core/NlpGen/NlpGenResiduals.h
/home/michel/git/PIPS/PIPS-NLP/Core/NlpGen/NlpGenResiduals.C

Public Member Functions

Public Attributes

Protected Member Functions

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation