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ConstrainedOptPack: C++ Tools for Constrained (and Unconstrained) Optimization Version of the Day
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00001 // @HEADER 00002 // *********************************************************************** 00003 // 00004 // Moocho: Multi-functional Object-Oriented arCHitecture for Optimization 00005 // Copyright (2003) Sandia Corporation 00006 // 00007 // Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive 00008 // license for use of this work by or on behalf of the U.S. Government. 00009 // 00010 // This library is free software; you can redistribute it and/or modify 00011 // it under the terms of the GNU Lesser General Public License as 00012 // published by the Free Software Foundation; either version 2.1 of the 00013 // License, or (at your option) any later version. 00014 // 00015 // This library is distributed in the hope that it will be useful, but 00016 // WITHOUT ANY WARRANTY; without even the implied warranty of 00017 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU 00018 // Lesser General Public License for more details. 00019 // 00020 // You should have received a copy of the GNU Lesser General Public 00021 // License along with this library; if not, write to the Free Software 00022 // Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 00023 // USA 00024 // Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov) 00025 // 00026 // *********************************************************************** 00027 // @HEADER 00028 00029 #include "ConstrainedOptPack_QPSchurInitKKTSystemHessianFull.hpp" 00030 #include "AbstractLinAlgPack_MatrixSymOpNonsing.hpp" 00031 #include "AbstractLinAlgPack_LinAlgOpPack.hpp" 00032 #include "AbstractLinAlgPack_VectorDenseEncap.hpp" 00033 #include "DenseLinAlgPack_LinAlgOpPack.hpp" 00034 #include "Teuchos_dyn_cast.hpp" 00035 00036 namespace ConstrainedOptPack { 00037 00038 void QPSchurInitKKTSystemHessianFull::initialize_kkt_system( 00039 const Vector &g 00040 ,const MatrixOp &G 00041 ,value_type etaL 00042 ,const Vector *dL 00043 ,const Vector *dU 00044 ,const MatrixOp *F 00045 ,BLAS_Cpp::Transp trans_F 00046 ,const Vector *f 00047 ,const Vector *d 00048 ,const Vector *nu 00049 ,size_type *n_R 00050 ,i_x_free_t *i_x_free 00051 ,i_x_fixed_t *i_x_fixed 00052 ,bnd_fixed_t *bnd_fixed 00053 ,j_f_decomp_t *j_f_decomp 00054 ,DVector *b_X 00055 ,Ko_ptr_t *Ko 00056 ,DVector *fo 00057 ) const 00058 { 00059 namespace mmp = MemMngPack; 00060 using Teuchos::dyn_cast; 00061 using LinAlgOpPack::V_mV; 00062 00063 // Validate type of and convert G 00064 const MatrixSymOpNonsing& 00065 G_sym = dyn_cast<const MatrixSymOpNonsing>(G); 00066 00067 const size_type nd = g.dim(); 00068 00069 // n_R 00070 *n_R = nd; 00071 // i_x_free[i-1] = i, i = 1...nd 00072 i_x_free->resize(0); 00073 // i_x_fixed[0] = nd+1 00074 i_x_fixed->resize(1); 00075 (*i_x_fixed)[0] = nd+1; 00076 // bnd_fixed[0] = LOWER 00077 bnd_fixed->resize(1); 00078 (*bnd_fixed)[0] = LOWER; 00079 // j_f_decomp[] = empty 00080 j_f_decomp->resize(0); 00081 // b_X = etaL 00082 b_X->resize(1); 00083 (*b_X)[0] = etaL; 00084 // Ko = G 00085 *Ko = Teuchos::rcp(&G_sym,false); // Not dynamically allocated so don't delete! 00086 // fo = -g 00087 V_mV(fo,VectorDenseEncap(g)()); 00088 } 00089 00090 } // end namesapce ConstrainedOptPack
1.7.4