|
ConstrainedOptPack: C++ Tools for Constrained (and Unconstrained) Optimization Version of the Day
|
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_RELAXED_H 00030 #define QPSCHUR_INIT_KKT_SYSTEM_HESSIAN_RELAXED_H 00031 00032 #include "ConstrainedOptPack_QPSolverRelaxedQPSchur.hpp" 00033 #include "ConstrainedOptPack_QPSchurInitKKTSystemHessianFull.hpp" 00034 00035 namespace ConstrainedOptPack { 00036 00044 class QPSchurInitKKTSystemHessianRelaxed 00045 : public QPSchurInitKKTSystemHessianFull 00046 { 00047 public: 00048 00049 // //////////////////////////////// 00050 // Overridden from InitKKTSystem 00051 00081 void initialize_kkt_system( 00082 const DVectorSlice& g 00083 ,const MatrixOp& G 00084 ,value_type etaL 00085 ,const SpVectorSlice& dL 00086 ,const SpVectorSlice& dU 00087 ,const MatrixOp* F 00088 ,BLAS_Cpp::Transp trans_F 00089 ,const DVectorSlice* f 00090 ,const DVectorSlice& d 00091 ,const SpVectorSlice& nu 00092 ,size_type* n_R 00093 ,i_x_free_t* i_x_free 00094 ,i_x_fixed_t* i_x_fixed 00095 ,bnd_fixed_t* bnd_fixed 00096 ,j_f_decomp_t* j_f_decomp 00097 ,DVector* b_X 00098 ,Ko_ptr_t* Ko 00099 ,DVector* fo 00100 ) const; 00101 00102 private: 00103 QPSchurInitKKTSystemHessianFull init_kkt_full_; 00104 00105 }; // end class QPSchurInitKKTSystemHessianRelaxed 00106 00107 } // end namesapce ConstrainedOptPack 00108 00109 #endif // QPSCHUR_INIT_KKT_SYSTEM_HESSIAN_RELAXED_H
1.7.4