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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 #ifndef QPSCHUR_INIT_KKT_SYSTEM_HESSIAN_FULL_H 00030 #define QPSCHUR_INIT_KKT_SYSTEM_HESSIAN_FULL_H 00031 00032 #include "ConstrainedOptPack_QPSolverRelaxedQPSchur.hpp" 00033 00034 namespace ConstrainedOptPack { 00035 00044 class QPSchurInitKKTSystemHessianFull 00045 : public QPSolverRelaxedQPSchur::InitKKTSystem 00046 { 00047 public: 00048 00051 00066 void initialize_kkt_system( 00067 const Vector &g 00068 ,const MatrixOp &G 00069 ,value_type etaL 00070 ,const Vector *dL 00071 ,const Vector *dU 00072 ,const MatrixOp *F 00073 ,BLAS_Cpp::Transp trans_F 00074 ,const Vector *f 00075 ,const Vector *d 00076 ,const Vector *nu 00077 ,size_type *n_R 00078 ,i_x_free_t *i_x_free 00079 ,i_x_fixed_t *i_x_fixed 00080 ,bnd_fixed_t *bnd_fixed 00081 ,j_f_decomp_t *j_f_decomp 00082 ,DVector *b_X 00083 ,Ko_ptr_t *Ko 00084 ,DVector *fo 00085 ) const; 00086 00088 00089 }; // end class QPSchurInitKKTSystemHessianFull 00090 00091 } // end namesapce ConstrainedOptPack 00092 00093 #endif // QPSCHUR_INIT_KKT_SYSTEM_HESSIAN_FULL_H
1.7.4