#include <Variables.h>

Inheritance diagram for Variables:

Public Member Functions
virtual double	mu ()=0

virtual double	mustep (Variables *step, double alpha)=0

virtual void	negate ()=0

virtual void	saxpy (Variables *b, double alpha)=0

virtual double	stepbound (Variables *b)=0

virtual double	findBlocking (Variables *step, double &primalValue, double &primalStep, double &dualValue, double &dualStep, int &firstOrSecond)=0

virtual void	interiorPoint (double alpha, double beta)=0

virtual void	shiftBoundVariables (double alpha, double beta)=0

virtual double	violation ()=0

virtual void	print ()

virtual void	copy (Variables *b)=0

virtual double	onenorm ()=0

virtual double	infnorm ()=0

virtual void	setZero ()=0

virtual void	mergeNTstep (Variables Nstep, Variables Tstep, Variables Curr_Iter, Residuals res_in)=0

virtual	~Variables ()

Public Attributes
long long	nComplementaryVariables

Detailed Description

Holds the variables used by the interior point solver. In terms of in our abstract problem formulation, these variables are the vectors x, y, z and s.

Constructor & Destructor Documentation

virtual Variables::~Variables ( )

inlinevirtual

Member Function Documentation

virtual void Variables::copy ( Variables * b )

pure virtual

copy the variables this->copyFrom(b)

Implemented in NlpGenVars.

virtual double Variables::findBlocking	(	Variables *	step,
		double &	primalValue,
		double &	primalStep,
		double &	dualValue,
		double &	dualStep,
		int &	firstOrSecond
	)

pure virtual

Performs the same function as stepbound, and supplies additional information about which component of the nonnegative variables is responsible for restricting alpha. In terms of the abstract formulation, the components have the following meanings.

Parameters

step	step in the variables
primalValue	the value of the blocking component of the primal variables s.
primalStep	the corresponding value of the blocking component of the primal step variables b->s.
dualValue	the value of the blocking component of the dual variables z.
dualStep	the corresponding value of the blocking component of the dual step variables b->z.
firstOrSecond	1 if the primal step is blocking, 2 if the dual step is block, 0 if no step is blocking.

See also: stepbound

Implemented in NlpGenVars.

virtual double Variables::infnorm ( )

pure virtual

compute the inf-norm of the variables

Implemented in NlpGenVars.

virtual void Variables::interiorPoint	(	double	alpha,
		double	beta
	)

pure virtual

In the abstract QP formulation, sets s to alpha, z to beta and the other variable components to zero.

Implemented in NlpGenVars.

virtual void Variables::mergeNTstep	(	Variables *	Nstep,
		Variables *	Tstep,
		Variables *	Curr_Iter,
		Residuals *	res_in
	)

pure virtual

Implemented in NlpGenVars.

virtual double Variables::mu ( )

pure virtual

compute complementarity gap, obtained by taking the inner product of the complementary vectors and dividing by the total number of components

Implemented in NlpGenVars.

virtual double Variables::mustep	(	Variables *	step,
		double	alpha
	)

pure virtual

compute the complementarity gap resulting from a step of length "alpha" along direction "step"

Implemented in NlpGenVars.

virtual void Variables::negate ( )

pure virtual

negate the value of all the variables in this structure

Implemented in NlpGenVars.

virtual double Variables::onenorm ( )

pure virtual

compute the 1-norm of the variables

Implemented in NlpGenVars.

void Variables::print ( )

virtual

print the variables

Reimplemented in NlpGenVars.

virtual void Variables::saxpy	(	Variables *	b,
		double	alpha
	)

pure virtual

given variables b, compute a <- a + alpha b, where a are the variables in this class

Implemented in NlpGenVars.

virtual void Variables::setZero ( )

pure virtual

set all componetn to zero

Implemented in NlpGenVars.

virtual void Variables::shiftBoundVariables	(	double	alpha,
		double	beta
	)

pure virtual

In the standard QP formulation, sets s += alpha, z += beta

Implemented in NlpGenVars.

virtual double Variables::stepbound ( Variables * b )

pure virtual

calculate the largest alpha in (0,1] such that the nonnegative variables stay nonnegative in the given search direction. In the abstract problem formulation, this is the largest value of alpha such that (s,z) + alpha * (b->s,b->z) >= 0.

See also: findBlocking

Implemented in NlpGenVars.

virtual double Variables::violation ( )

pure virtual

The amount by which the current variables violate the non-negativity constraints.

Implemented in NlpGenVars.

Member Data Documentation

long long Variables::nComplementaryVariables

number of complementary primal-dual variables.

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

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

Public Member Functions

Public Attributes

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation