Residuals Class Reference

#include <Residuals.h>

Inheritance diagram for Residuals:

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

Detailed Description

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.

Constructor & Destructor Documentation

virtual Residuals::~Residuals ( )

inlinevirtual

Member Function Documentation

virtual void Residuals::add_r3_xz_alpha ( Variables *  vars, double  alpha  )

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.

virtual void Residuals::calcresids ( Data *  problem, Variables *  vars  )

pure virtual

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

Implemented in NlpGenResiduals.

virtual void Residuals::clear_r1r2 ( )

inlinevirtual

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

Reimplemented in NlpGenResiduals.

virtual void Residuals::clear_r3 ( )

pure virtual

set the complementarity component of the residuals to 0.

Implemented in NlpGenResiduals.

double Residuals::dualityGap ( )

inline

A quantity that measures progress toward feasibility. IN terms of the abstract problem formulation, this quantity is defined as

x' * Q * x - b' * y + c' * x - d' * z

virtual void Residuals::project_r3 ( double  rmin, double  rmax  )

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.

See also

SimpleVector::gondzioProjection

Implemented in NlpGenResiduals.

double Residuals::residualNorm ( )

inline

The norm of the residuals, ommiting the complementariy conditions

virtual void Residuals::set_r3_xz_alpha ( Variables *  vars, double  alpha  )

pure virtual

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

Implemented in NlpGenResiduals.

Member Data Documentation

int Residuals::m

double Residuals::mDualityGap

protected

double Residuals::mResidualNorm

protected

int Residuals::n

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

• /home/michel/git/PIPS/PIPS-NLP/Core/Abstract/Residuals.h