#include <NlpGenVars.h>

Inheritance diagram for NlpGenVars:

Public Member Functions
	NlpGenVars ()

	NlpGenVars (OoqpVector x_in, OoqpVector s_in, OoqpVector y_in, OoqpVector z_in, OoqpVector v_in, OoqpVector gamma_in, OoqpVector w_in, OoqpVector phi_in, OoqpVector t_in, OoqpVector lambda_in, OoqpVector u_in, OoqpVector pi_in, OoqpVector ixlow_in, OoqpVector ixupp_in, OoqpVector iclow_in, OoqpVector icupp_in)

	NlpGenVars (LinearAlgebraPackage la, int nx_, int my_, int mz_, OoqpVector ixlow, OoqpVector ixupp, OoqpVector iclow, OoqpVector *icupp)

virtual	~NlpGenVars ()

virtual double	mu ()

virtual double	mustep (Variables *step_in, double alpha)

virtual void	saxpy (Variables *b, double alpha)

virtual void	negate ()

virtual double	stepbound (Variables *b)

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

virtual void	findBlockingPriDual (Variables *step, double &primalValue, double &primalStep, double &dualValue, double &dualStep, int &firstOrSecond, double tau, double &alphaPri, double &alphaDual)

virtual void	interiorPoint (double alpha, double beta)

virtual void	shiftBoundVariables (double alpha, double beta)

virtual int	isInteriorPoint ()

virtual double	violation ()

virtual void	print ()

virtual void	printSolution (MpsReader reader, NlpGenData prob, int &iErr)

virtual void	unscaleSolution (NlpGenData *data)

virtual void	unscaleBounds (NlpGenData *data)

virtual int	validNonZeroPattern ()

virtual void	copy (Variables *b)

virtual double	onenorm ()

virtual double	infnorm ()

virtual void	copyDualPri0 (Variables *b)

virtual void	setPriZero ()

virtual void	setZero ()

virtual void	interiorPointPriX (double alpha)

virtual void	interiorPointPriS (double alpha)

virtual void	interiorBoundSlack (double alpha)

virtual void	interiorBoundSlackDual (double alpha)

virtual void	interiorPointDualY (double alpha)

virtual void	interiorPointDualZ (double alpha)

virtual double	stepMax_Pri (Variables *b_in, const double tau)

virtual double	stepMax_BoundDual (Variables *b_in, const double tau)

virtual void	takeStep (Variables *step_in, const double alphaPri, const double alphaDual, const double alphaNu, const int onlyPrimal=0)

virtual void	SetSlackFromMaxXorY (OoqpVector v_out, OoqpVector x_in, OoqpVector *y_in)

virtual void	takePrimalStep (Variables *step_in, const double alphaPri, double alphaSlack=-1)

virtual void	takeDualStep (Variables *step_in, const double alphaPri, double alphaSlackDual=-1)

virtual void	updateSlackAndDual (OoqpVector tempx, OoqpVector temps, const double k_sigma, const double mu)

virtual double	primal_XS_InfNorm (bool XSonly=true)

virtual double	dual_YZ_InfNorm (bool YZonly=true)

virtual void	push_variables (OoqpVector vec, OoqpVector vec_slackLB, OoqpVector vec_slackUB, OoqpVector vec_Lb, OoqpVector vec_Ub, OoqpVector vec_Temp, const double k_1, const double k_2, const int ifX)

virtual void	getErrScaling (double s_max, double &scal_comm, double &scal_dualerr)

virtual double	computeDD ()

virtual double	computeXSDD (Variables *step_in)

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

Public Member Functions inherited from Variables
virtual	~Variables ()

Public Attributes
long long	nx

long long	nxupp

long long	nxlow

long long	my

long long	mz

long long	mcupp

long long	mclow

OoqpVectorHandle	ixlow

OoqpVectorHandle	ixupp

OoqpVectorHandle	icupp

OoqpVectorHandle	iclow

int	nSlack

int	nxLOri

int	nxUOri

int	nsLOri

int	nsUOri

OoqpVectorHandle	x

OoqpVectorHandle	s

OoqpVectorHandle	y

OoqpVectorHandle	z

OoqpVectorHandle	v

OoqpVectorHandle	gamma

OoqpVectorHandle	w

OoqpVectorHandle	phi

OoqpVectorHandle	t

OoqpVectorHandle	lambda

OoqpVectorHandle	u

OoqpVectorHandle	pi

OoqpVectorHandle	PiLx

OoqpVectorHandle	PiUx

OoqpVectorHandle	PiLs

OoqpVectorHandle	PiUs

Public Attributes inherited from Variables
long long	nComplementaryVariables

Detailed Description

Variables for the general NLP formulation.

Constructor & Destructor Documentation

NlpGenVars::NlpGenVars ( )

inline

NlpGenVars::NlpGenVars	(	OoqpVector *	x_in,
		OoqpVector *	s_in,
		OoqpVector *	y_in,
		OoqpVector *	z_in,
		OoqpVector *	v_in,
		OoqpVector *	gamma_in,
		OoqpVector *	w_in,
		OoqpVector *	phi_in,
		OoqpVector *	t_in,
		OoqpVector *	lambda_in,
		OoqpVector *	u_in,
		OoqpVector *	pi_in,
		OoqpVector *	ixlow_in,
		OoqpVector *	ixupp_in,
		OoqpVector *	iclow_in,
		OoqpVector *	icupp_in
	)

constructor in which the data and variable pointers are set to point to the given arguments

NlpGenVars::NlpGenVars	(	LinearAlgebraPackage *	la,
		int	nx_,
		int	my_,
		int	mz_,
		OoqpVector *	ixlow,
		OoqpVector *	ixupp,
		OoqpVector *	iclow,
		OoqpVector *	icupp
	)

constructor that creates variables objects of specified dimensions.

NlpGenVars::~NlpGenVars ( )

virtual

Member Function Documentation

double NlpGenVars::computeDD ( )

virtual

double NlpGenVars::computeXSDD ( Variables * step_in )

virtual

void NlpGenVars::copy ( Variables * b )

virtual

copy the variables this->copyFrom(b)

Implements Variables.

void NlpGenVars::copyDualPri0 ( Variables * b )

virtual

copy dual variables

double NlpGenVars::dual_YZ_InfNorm ( bool YZonly = true )

virtual

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

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

primalValue	the value of the blocking component of the primal variables (u,t,v,w).
primalStep	the corresponding value of the blocking component of the primal step variables (b->u,b->t,b->v,b->w).
dualValue	the value of the blocking component of the dual variables (lambda,pi,phi,gamma).
dualStep	the corresponding value of the blocking component of the dual step variables (b->lambda,b->pi,b->phi,b->gamma).
firstOrSecond	1 if the primal step is blocking, 2 if the dual step is block, 0 if no step is blocking.

See also: stepbound

Implements Variables.

void NlpGenVars::findBlockingPriDual	(	Variables *	step,
		double &	primalValue,
		double &	primalStep,
		double &	dualValue,
		double &	dualStep,
		int &	firstOrSecond,
		double	tau,
		double &	alphaPri,
		double &	alphaDual
	)

virtual

void NlpGenVars::getErrScaling	(	double	s_max,
		double &	scal_comm,
		double &	scal_dualerr
	)

virtual

double NlpGenVars::infnorm ( )

virtual

compute the inf-norm of the variables

Implements Variables.

void NlpGenVars::interiorBoundSlack ( double alpha )

virtual

void NlpGenVars::interiorBoundSlackDual ( double alpha )

virtual

void NlpGenVars::interiorPoint	(	double	alpha,
		double	beta
	)

virtual

sets components of (u,t,v,w) to alpha and of (lambda,pi,phi,gamma) to beta

Implements Variables.

void NlpGenVars::interiorPointDualY ( double alpha )

virtual

void NlpGenVars::interiorPointDualZ ( double alpha )

virtual

void NlpGenVars::interiorPointPriS ( double alpha )

virtual

void NlpGenVars::interiorPointPriX ( double alpha )

virtual

int NlpGenVars::isInteriorPoint ( )

virtual

check whether this is an interior point. Useful as a sanity check.

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

virtual

Implements Variables.

double NlpGenVars::mu ( )

virtual

computes mu = (t'lambda +u'pi + v'gamma + w'phi)/(mclow+mcupp+nxlow+nxupp)

Implements Variables.

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

virtual

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

Implements Variables.

void NlpGenVars::negate ( )

virtual

negate the value of all the variables in this structure

Implements Variables.

double NlpGenVars::onenorm ( )

virtual

compute the 1-norm of the variables

Implements Variables.

double NlpGenVars::primal_XS_InfNorm ( bool XSonly = true )

virtual

void NlpGenVars::print ( )

virtual

print the variables

Reimplemented from Variables.

void NlpGenVars::printSolution	(	MpsReader *	reader,
		NlpGenData *	prob,
		int &	iErr
	)

virtual

void NlpGenVars::push_variables	(	OoqpVector *	vec,
		OoqpVector *	vec_slackLB,
		OoqpVector *	vec_slackUB,
		OoqpVector *	vec_Lb,
		OoqpVector *	vec_Ub,
		OoqpVector *	vec_Temp,
		const double	k_1,
		const double	k_2,
		const int	ifX
	)

virtual

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

virtual

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

Implements Variables.

void NlpGenVars::setPriZero ( )

virtual

void NlpGenVars::SetSlackFromMaxXorY	(	OoqpVector *	v_out,
		OoqpVector *	x_in,
		OoqpVector *	y_in
	)

virtual

void NlpGenVars::setZero ( )

virtual

set all componetn to zero

Implements Variables.

void NlpGenVars::shiftBoundVariables	(	double	alpha,
		double	beta
	)

virtual

add alpha to components of (u,t,v,w) and beta to components of (lambda,pi,phi,gamma)

Implements Variables.

double NlpGenVars::stepbound ( Variables * b )

virtual

calculate the largest alpha in (0,1] such that the nonnegative variables stay nonnegative in the given search direction. In the general NLP problem formulation, this is the largest value of alpha such that (t,u,v,w,lambda,pi,phi,gamma) + alpha * (b->t,b->u,b->v,b->w,b->lambda,b->pi,b->phi,b->gamma) >= 0.