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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_RELAXED_H
#define QPSCHUR_INIT_KKT_SYSTEM_HESSIAN_RELAXED_H
#include "ConstrainedOptPack_QPSolverRelaxedQPSchur.hpp"
#include "ConstrainedOptPack_QPSchurInitKKTSystemHessianFull.hpp"
namespace ConstrainedOptPack {
/** \brief Implementation of initial KKT system where all original variables
* are free and all the relaxation variables are fixed.
*
* In this implementation, #G# should support the \Ref{MatrixSymHessianRelaxNonSing}
* interface. Otherwise, it will try the \Ref{MatrixSymWithOpFactorized} interface
* using the base implementation of \Ref{QPSchurInitKKTSystemHessianFull}.
*/
class QPSchurInitKKTSystemHessianRelaxed
: public QPSchurInitKKTSystemHessianFull
{
public:
// ////////////////////////////////
// Overridden from InitKKTSystem
/** \brief Initialize the KKT system where the original variables are initiallly
* free and all the relaxation variables are fixed and their are no
* constraints in Ko.
*
* The Hessian for the QP without the relaxation #G# is represented as
* a \Ref{MatrixSymHessianRelaxNonSing} object and is:
\begin{verbatim}
G = [ G_orig ]
[ M ]
\end{verbatim}
* If #G# does not support the interface #MatrixSymHessianRelaxNonSing# then
* the function #QPSchurInitKKTSystemHessianFull::initialize_kkt_system(...)#
* will be called.
*
* Given the above parts of #G#, define: #[no,no] = size(G.G)# and
* #[nr,nr] = size(G.M)#. Then initial KKT system is defined as:
*
* #n_R = no#\\
* #i_x_free.size() == 0# and #i_x_free is implicitly identity#\\
* #i_x_fixed[l-1] = no + l, l = 1...nr#\\
* #i_x_fixed[nr] = no+nr+1#\\
* #bnd_fixed[l-1] = LOWER, l = 1...nr#\\
* #bnd_fixed[nr] = LOWER#\\
* #j_f_decomp[] = empty#\\
* #b_X[l-1] = dL(no+l), l = 1...nr#\\
* #b_X[nr] = etaL#\\
* #Ko = G.G#\\
* #fo = - g(1:no)#\\\
*/
void initialize_kkt_system(
const DVectorSlice& g
,const MatrixOp& G
,value_type etaL
,const SpVectorSlice& dL
,const SpVectorSlice& dU
,const MatrixOp* F
,BLAS_Cpp::Transp trans_F
,const DVectorSlice* f
,const DVectorSlice& d
,const SpVectorSlice& 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;
private:
QPSchurInitKKTSystemHessianFull init_kkt_full_;
}; // end class QPSchurInitKKTSystemHessianRelaxed
} // end namesapce ConstrainedOptPack
#endif // QPSCHUR_INIT_KKT_SYSTEM_HESSIAN_RELAXED_H
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