#include <Solver.h>

Inheritance diagram for Solver:

Public Member Functions
	Solver ()

virtual	~Solver ()

virtual void	start (ProblemFormulation formulation, Variables iterate, Data prob, Residuals resid, Variables *step)

virtual void	defaultStart (ProblemFormulation formulation, Variables iterate, Data prob, Residuals resid, Variables *step)

virtual void	stevestart (ProblemFormulation formulation, Variables iterate, Data prob, Residuals resid, Variables *step)

virtual void	dumbstart (ProblemFormulation formulation, Variables iterate, Data prob, Residuals resid, Variables *step)

virtual int	solve (Data prob, Variables iterate, Residuals *resids)=0

virtual double	finalStepLength (Variables iterate, Variables step)

virtual void	doMonitor (Data data, Variables vars, Residuals *resids, double alpha, double sigma, int i, double mu, int stop_code, int level)

virtual void	defaultMonitor (Data data, Variables vars, Residuals *resids, double alpha, double sigma, int i, double mu, int stop_code, int level)=0

virtual int	doStatus (Data data, Variables vars, Residuals *resids, int i, double mu, int level)

virtual int	defaultStatus (Data data, Variables vars, Residuals *resids, int i, double mu, int level)

void	addMonitor (OoqpMonitor *)

void	useStatus (Status *s)

void	useStartStrategy (OoqpStartStrategy *s)

void	monitorSelf ()

void	setMuTol (double m)

double	getMuTol ()

void	setArTol (double ar)

double	getArTol ()

double	dataNorm ()

LinearSystem *	getLinearSystem ()

Public Attributes
int	iter

Protected Attributes
OoqpMonitor *	itsMonitors

Status *	status

OoqpStartStrategy *	startStrategy

double	dnorm

double	mutol

double	artol

double	gamma_f

double	gamma_a

double	phi

int	maxit

double *	mu_history

double *	rnorm_history

double *	phi_history

double *	phi_min_history

LinearSystem *	sys

Detailed Description

Abstract base class for QP solvers.

Constructor & Destructor Documentation

Solver::Solver ( )

Solver::~Solver ( )

virtual

Member Function Documentation

void Solver::addMonitor ( OoqpMonitor * m )

method to add user-defined monitors to the monitor operations performed at each iteration

double Solver::dataNorm ( )

inline

virtual void Solver::defaultMonitor	(	Data *	data,
		Variables *	vars,
		Residuals *	resids,
		double	alpha,
		double	sigma,
		int	i,
		double	mu,
		int	stop_code,
		int	level
	)

pure virtual

default monitor: prints out one line of information on each interior-point iteration

Implemented in FilterIPMSolver.

void Solver::defaultStart	(	ProblemFormulation *	formulation,
		Variables *	iterate,
		Data *	prob,
		Residuals *	resid,
		Variables *	step
	)

virtual

default starting point heuristic

Reimplemented in FilterIPMSolver.

int Solver::defaultStatus	(	Data *	data,
		Variables *	vars,
		Residuals *	resids,
		int	i,
		double	mu,
		int	level
	)

virtual

default method for checking status. May be replaced by a user-defined method

Reimplemented in FilterIPMSolver, and FilterIPMStochSolver.

void Solver::doMonitor	(	Data *	data,
		Variables *	vars,
		Residuals *	resids,
		double	alpha,
		double	sigma,
		int	i,
		double	mu,
		int	stop_code,
		int	level
	)

virtual

perform monitor operation at each interior-point iteration

int Solver::doStatus	(	Data *	data,
		Variables *	vars,
		Residuals *	resids,
		int	i,
		double	mu,
		int	level
	)

virtual

this method called to test for convergence status at the end of each interior-point iteration

void Solver::dumbstart	(	ProblemFormulation *	formulation,
		Variables *	iterate,
		Data *	prob,
		Residuals *	resid,
		Variables *	step
	)

virtual

alternative starting point heuristic: sets the "complementary" variables to a large positive value (based on the norm of the problem data) and the remaining variables to zero

double Solver::finalStepLength	(	Variables *	iterate,
		Variables *	step
	)

virtual

Mehrotra's heuristic to calculate the final step length

double Solver::getArTol ( )

inline

LinearSystem* Solver::getLinearSystem ( )

inline

returns a pointed to the linear system object stored in this class

double Solver::getMuTol ( )

inline

void Solver::monitorSelf ( )

enables defaultMonitor as one of the monitors

void Solver::setArTol ( double ar )

inline

void Solver::setMuTol ( double m )

inline

virtual int Solver::solve	(	Data *	prob,
		Variables *	iterate,
		Residuals *	resids
	)

pure virtual

implements the interior-point method for solving the QP

Implemented in FilterIPMSolver, and FilterIPMStochSolver.

void Solver::start	(	ProblemFormulation *	formulation,
		Variables *	iterate,
		Data *	prob,
		Residuals *	resid,
		Variables *	step
	)

virtual

starting point heuristic

void Solver::stevestart	(	ProblemFormulation *	formulation,
		Variables *	iterate,
		Data *	prob,
		Residuals *	resid,
		Variables *	step
	)

virtual

alternative starting point heuristic

void Solver::useStartStrategy ( OoqpStartStrategy * s )

inline

method to replace the defaultStatus method with a user-defined status checking method

void Solver::useStatus ( Status * s )

inline

method to replace the defaultStatus method with a user-defined status checking method

Member Data Documentation

double Solver::artol

protected

double Solver::dnorm

protected

norm of problem data

double Solver::gamma_a

protected

double Solver::gamma_f

protected

parameters associated with the step length heuristic

int Solver::iter

iteration counter

OoqpMonitor* Solver::itsMonitors

protected

int Solver::maxit

protected

maximum number of iterations allowed

double* Solver::mu_history

protected

history of values of mu obtained on all iterations to date

double Solver::mutol

protected

termination parameters

double Solver::phi

protected

merit function, defined as the sum of the complementarity gap tand the residual norms, divided by (1+norm of problem data) as (rnorm + gap) / dnorm

double* Solver::phi_history

protected

history of values of phi obtained on all iterations to date

double* Solver::phi_min_history

protected

the i-th entry of this array contains the minimum value of phi encountered by the algorithm on or before iteration i

double* Solver::rnorm_history

protected

history of values of residual norm obtained on all iterations to date

OoqpStartStrategy* Solver::startStrategy

protected

Status* Solver::status

protected

LinearSystem* Solver::sys

protected

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

/home/michel/git/PIPS/PIPS-NLP/Core/Abstract/Solver.h
/home/michel/git/PIPS/PIPS-NLP/Core/Abstract/Solver.C

Public Member Functions

Public Attributes

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation