PIPS-NLP
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#include <Residuals.h>
Public Member Functions | |
double | residualNorm () |
double | dualityGap () |
virtual void | calcresids (Data *problem, Variables *vars)=0 |
virtual void | add_r3_xz_alpha (Variables *vars, double alpha)=0 |
virtual void | set_r3_xz_alpha (Variables *vars, double alpha)=0 |
virtual void | clear_r3 ()=0 |
virtual void | clear_r1r2 () |
virtual void | project_r3 (double rmin, double rmax)=0 |
virtual | ~Residuals () |
Public Attributes | |
int | m |
int | n |
Protected Attributes | |
double | mResidualNorm |
double | mDualityGap |
Represents the residuals of a QP when solved by an interior point QP solver. In terms of our abstract QP formulation, these residuals are rQ, rA, rC and r3.
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inlinevirtual |
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pure virtual |
Modify the "complementarity" component of the residuals, by adding the pairwise products of the complementary variables plus a constant alpha to this term.
Implemented in NlpGenResiduals.
calculate residuals, their norms, and duality/complementarity gap, given a problem and variable set.
Implemented in NlpGenResiduals.
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inlinevirtual |
set the noncomplementarity components of the residual (the terms arising from the linear equalities in the KKT conditions) to 0.
Reimplemented in NlpGenResiduals.
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pure virtual |
set the complementarity component of the residuals to 0.
Implemented in NlpGenResiduals.
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inline |
A quantity that measures progress toward feasibility. IN terms of the abstract problem formulation, this quantity is defined as
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pure 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.
Implemented in NlpGenResiduals.
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inline |
The norm of the residuals, ommiting the complementariy conditions
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pure virtual |
Set the "complementarity" component of the residuals to the pairwise products of the complementary variables plus a constant alpha
Implemented in NlpGenResiduals.
int Residuals::m |
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protected |
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protected |
int Residuals::n |