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// ***********************************************************************
//
// Moocho: Multi-functional Object-Oriented arCHitecture for Optimization
// Copyright (2003) Sandia Corporation
//
// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
// license for use of this work by or on behalf of the U.S. Government.
//
// This library is free software; you can redistribute it and/or modify
// it under the terms of the GNU Lesser General Public License as
// published by the Free Software Foundation; either version 2.1 of the
// License, or (at your option) any later version.
//
// This library is distributed in the hope that it will be useful, but
// WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
// Lesser General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License along with this library; if not, write to the Free Software
// Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307
// USA
// Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov)
//
// ***********************************************************************
// @HEADER
#ifndef QPSCHUR_INIT_KKT_SYSTEM_HESSIAN_FULL_H
#define QPSCHUR_INIT_KKT_SYSTEM_HESSIAN_FULL_H
#include "ConstrainedOptPack_QPSolverRelaxedQPSchur.hpp"
namespace ConstrainedOptPack {
/** \brief Implementation of initial KKT system for all variables initially free
* and <tt>Ko = G</tt>.
*
* In this implementation, \c G must support the \c MatrixSymOpNonsing
* interface. Using this initial KKT system essentially make QPSchur use
* a range space approach (Nocedal & Wright, 1999) for factorizing the KKT
* system for the current active set.
*/
class QPSchurInitKKTSystemHessianFull
: public QPSolverRelaxedQPSchur::InitKKTSystem
{
public:
/** @name Overridden from InitKKTSystem */
//@{
/** \brief Initialize the KKT system where all variables (except the relaxation variable)
* are initially free and no constraints are in Ko.
*
* For this implementation:
*
* <tt>n_R = nd</tt>\\
* <tt>i_x_free = emply (it is identity)</tt>\\
* <tt>i_x_fixed[0] = nd+1</tt>\\
* <tt>bnd_fixed[0] = LOWER</tt>\\
* <tt>j_f_decomp[] = empty</tt>\\
* <tt>b_X = etaL</tt>\\
* <tt>Ko = G</tt>\\
* <tt>fo = -g</tt>\\
*/
void initialize_kkt_system(
const Vector &g
,const MatrixOp &G
,value_type etaL
,const Vector *dL
,const Vector *dU
,const MatrixOp *F
,BLAS_Cpp::Transp trans_F
,const Vector *f
,const Vector *d
,const Vector *nu
,size_type *n_R
,i_x_free_t *i_x_free
,i_x_fixed_t *i_x_fixed
,bnd_fixed_t *bnd_fixed
,j_f_decomp_t *j_f_decomp
,DVector *b_X
,Ko_ptr_t *Ko
,DVector *fo
) const;
//@}
}; // end class QPSchurInitKKTSystemHessianFull
} // end namesapce ConstrainedOptPack
#endif // QPSCHUR_INIT_KKT_SYSTEM_HESSIAN_FULL_H
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