qpmad
Eigen-based C++ QP solver.
Public Member Functions | Public Attributes | Private Member Functions | List of all members
qpmad::FactorizationData Class Reference

Detailed Description

Definition at line 16 of file factorization_data.h.

#include <factorization_data.h>

Public Member Functions

template<class t_MatrixType >
void initialize (const t_MatrixType &H, const MatrixIndex primal_size)
 
bool update (const MatrixIndex R_col, const bool is_simple, const double tolerance)
 
void downdate (const MatrixIndex R_col_index, const MatrixIndex R_cols)
 
template<class t_VectorType >
void computeEqualityPrimalStep (t_VectorType &step_direction, const MatrixIndex simple_bound_index, const MatrixIndex active_set_size)
 
template<class t_VectorType , class t_RowVectorType >
void computeEqualityPrimalStep (t_VectorType &step_direction, const t_RowVectorType &ctr, const MatrixIndex active_set_size)
 
template<class t_VectorType0 >
void computeInequalityPrimalStep (t_VectorType0 &primal_step_direction, const ActiveSet &active_set)
 
template<class t_VectorType , class t_MatrixType >
void computeInequalityDualStep (t_VectorType &dual_step_direction, const ChosenConstraint &chosen_ctr, const t_MatrixType &A, const ActiveSet &active_set)
 
template<class t_VectorType0 , class t_VectorType1 >
void updateStepsAfterPartialStep (t_VectorType0 &primal_step_direction, t_VectorType1 &dual_step_direction, const ActiveSet &active_set)
 
template<class t_VectorType0 , class t_VectorType1 >
void updateStepsAfterPureDualStep (t_VectorType0 &primal_step_direction, t_VectorType1 &dual_step_direction, const ActiveSet &active_set)
 

Public Attributes

QPMatrix QLi_aka_J
 
QPMatrix R
 
MatrixIndex primal_size_
 
MatrixIndex length_nonzero_head_d_
 

Private Member Functions

template<class t_VectorType >
void computePrimalStepDirection (t_VectorType &step_direction, const MatrixIndex active_set_size)
 
template<class t_VectorType >
void computeDualStepDirection (t_VectorType &step_direction, const ActiveSet &active_set)
 

Member Function Documentation

◆ computeDualStepDirection()

template<class t_VectorType >
void qpmad::FactorizationData::computeDualStepDirection ( t_VectorType &  step_direction,
const ActiveSet active_set 
)
inlineprivate

Definition at line 229 of file factorization_data.h.

◆ computeEqualityPrimalStep() [1/2]

template<class t_VectorType >
void qpmad::FactorizationData::computeEqualityPrimalStep ( t_VectorType &  step_direction,
const MatrixIndex  simple_bound_index,
const MatrixIndex  active_set_size 
)
inline

Definition at line 120 of file factorization_data.h.

◆ computeEqualityPrimalStep() [2/2]

template<class t_VectorType , class t_RowVectorType >
void qpmad::FactorizationData::computeEqualityPrimalStep ( t_VectorType &  step_direction,
const t_RowVectorType &  ctr,
const MatrixIndex  active_set_size 
)
inline

Definition at line 133 of file factorization_data.h.

◆ computeInequalityDualStep()

template<class t_VectorType , class t_MatrixType >
void qpmad::FactorizationData::computeInequalityDualStep ( t_VectorType &  dual_step_direction,
const ChosenConstraint chosen_ctr,
const t_MatrixType &  A,
const ActiveSet active_set 
)
inline

Definition at line 155 of file factorization_data.h.

◆ computeInequalityPrimalStep()

template<class t_VectorType0 >
void qpmad::FactorizationData::computeInequalityPrimalStep ( t_VectorType0 &  primal_step_direction,
const ActiveSet active_set 
)
inline

Definition at line 145 of file factorization_data.h.

◆ computePrimalStepDirection()

template<class t_VectorType >
void qpmad::FactorizationData::computePrimalStepDirection ( t_VectorType &  step_direction,
const MatrixIndex  active_set_size 
)
inlineprivate

Definition at line 219 of file factorization_data.h.

◆ downdate()

void qpmad::FactorizationData::downdate ( const MatrixIndex  R_col_index,
const MatrixIndex  R_cols 
)
inline

Definition at line 101 of file factorization_data.h.

◆ initialize()

template<class t_MatrixType >
void qpmad::FactorizationData::initialize ( const t_MatrixType &  H,
const MatrixIndex  primal_size 
)
inline

Definition at line 30 of file factorization_data.h.

◆ update()

bool qpmad::FactorizationData::update ( const MatrixIndex  R_col,
const bool  is_simple,
const double  tolerance 
)
inline

Definition at line 47 of file factorization_data.h.

◆ updateStepsAfterPartialStep()

template<class t_VectorType0 , class t_VectorType1 >
void qpmad::FactorizationData::updateStepsAfterPartialStep ( t_VectorType0 &  primal_step_direction,
t_VectorType1 &  dual_step_direction,
const ActiveSet active_set 
)
inline

Definition at line 197 of file factorization_data.h.

◆ updateStepsAfterPureDualStep()

template<class t_VectorType0 , class t_VectorType1 >
void qpmad::FactorizationData::updateStepsAfterPureDualStep ( t_VectorType0 &  primal_step_direction,
t_VectorType1 &  dual_step_direction,
const ActiveSet active_set 
)
inline

Definition at line 208 of file factorization_data.h.

Member Data Documentation

◆ length_nonzero_head_d_

MatrixIndex qpmad::FactorizationData::length_nonzero_head_d_

Definition at line 25 of file factorization_data.h.

◆ primal_size_

MatrixIndex qpmad::FactorizationData::primal_size_

Definition at line 21 of file factorization_data.h.

◆ QLi_aka_J

QPMatrix qpmad::FactorizationData::QLi_aka_J

Definition at line 19 of file factorization_data.h.

◆ R

QPMatrix qpmad::FactorizationData::R

Definition at line 20 of file factorization_data.h.


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