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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_SUPER_BASIC_H
#define QPSCHUR_INIT_KKT_SYSTEM_HESSIAN_SUPER_BASIC_H
#include "ConstrainedOptPack_QPSolverRelaxedQPSchur.hpp"
#include "ConstrainedOptPack_QPSchurInitKKTSystemHessianFull.hpp"
namespace ConstrainedOptPack {
/** \brief Implementation of initial KKT system for all variables initially fixed
* and free where #Ko = B_RR#.
*
* In this implementation, #G# must support the \Ref{MatrixHessianSuperBasic}
* interface.
*/
class QPSchurInitKKTSystemHessianSuperBasic
: public QPSolverRelaxedQPSchur::InitKKTSystem
{
public:
// ////////////////////////////////
// Overridden from InitKKTSystem
/** \brief Initialize the KKT system where the variables are initiallly
* fixed and free and no constraints are in Ko.
*
* The Hessian for the QP without the relaxation #G# is represented as
* a \Ref{MatrixHessianSuperBasic} object and is:
*
* #G = Q_R*B_RR*Q_R' + Q_R*op(B_RX)*Q_X' + Q_X*op(B_RX')*Q_R + Q_X*B_XX*Q_X'#
*
* If #G# does not support the interface #MatrixHessianSuperBasic# then
* an exception will be thrown.
*
* Given the above parts of #G#, define: #[nd,nd_R] = size(G.Q_R)# and
* #[nd,nd_X] = size(G.Q_X)#. Then initial KKT system is defined as:
*
* #n_R = nd_R#\\
* if #i_x_free.size() > 0#
* then #i_x_free[(G.Q_R.begin()+l-1)->col_j()-1] = (G.Q_R.begin()+l-1)->row_i(), l = 1...nd_R#\\
* if #i_x_free.size() == 0# then #i_x_free is implicitly identity#\\
* #i_x_fixed[(G.Q_X.begin()+l-1)->col_j()-1] = (G.Q_X.begin()+l-1)->row_i(), l = 1...nd_X#\\
* #i_x_fixed[nd_X] = nd+1#\\
* #bnd_fixed[l-1] = G.bnd_fixed[l-1], l = 1...nd_X#\\
* #bnd_fixed[nd_X] = LOWER#\\
* #j_f_decomp[] = empty#\\
* #b_X[l-1] = { dL(i) if bnd_fixed[l-1] == LOWER or EQUALITY, dU(i) if bnd_fixed[l-1] == UPPER }#
* #, l = 1...nd_X (where i = i_x_fixed[l-1])#\\
* #b_X[nd_X] = etaL#\\
* #Ko = G.B_RR#\\
* #fo = - G.Q_R'*g - op(G.B_RX)*b_X(1:nd_X)#\\\
*
* Above, it is assumed that if #G.bnd_fixed[l-1] == EQUALITY#, that
* #dL(G.i_x_fixed[l-1]) == dU(G.i_x_fixed[l-1]# but this may not be
* inforced by this class.
*
* If the \Ref{MatrixHessianSuperBasic} interface is not suppored by #G# then a
* \Ref{QPSchurInitKKTSystemHessianFull} strategy object is used to
* try to initialize the KKT system.
*/
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 QPSchurInitKKTSystemHessianSuperBasic
} // end namesapce ConstrainedOptPack
#endif // QPSCHUR_INIT_KKT_SYSTEM_HESSIAN_SUPER_BASIC_H
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