/usr/include/trilinos/ConstrainedOptPack_QPSolverRelaxedQPOPT.hpp is in libtrilinos-dev 10.4.0.dfsg-1ubuntu2.
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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
#ifdef CONSTRAINED_OPTIMIZATION_PACK_USE_QPOPT
#ifndef QP_SOLVER_RELAXED_QPOPT_H
#define QP_SOLVER_RELAXED_QPOPT_H
#include "ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp"
#include "Teuchos_StandardMemberCompositionMacros.hpp"
namespace ConstrainedOptPack {
/** \brief QPSolver subclass that uses QPOPT.
*
* ToDo: Finish documentation.
*/
class QPSolverRelaxedQPOPT : public QPSolverRelaxedQPOPTSOL
{
public:
/** \brief . */
typedef QPSolverRelaxedQPOPTSOL inherited;
/** \brief Set the maximum number of QP iterations as max_itr = max_qp_iter_frac * n.
*/
STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, max_qp_iter_frac );
/** \brief . */
QPSolverRelaxedQPOPT(
value_type max_qp_iter_frac = 10.0
);
/** \brief . */
~QPSolverRelaxedQPOPT();
// /////////////////////////////////
// Overridden from QPSolverRelaxed
/** \brief . */
void release_memory();
protected:
// /////////////////////////////////////////////////////////////
// Overridden from QPSolverRelaxedQPOPTSOL
/** \brief . */
f_int liwork(f_int N, f_int NCLIN) const;
/** \brief . */
f_int lrwork(f_int N, f_int NCLIN) const;
/** \brief . */
EInform call_qp_solver(bool warm_start);
private:
// ////////////////////////////
// Private types
/** \brief . */
enum EQPOPTInform {
STRONG_LOCAL_MIN = 0,
WEAK_LOCAL_MIN = 1,
UNBOUNDED = 2,
INFEASIBLE = 3,
ITMAX_EXCEEDED = 4,
MAX_DOF_TOO_SMALL = 5,
INVALID_INPUT = 6,
PROB_TYPE_NOT_REGOG = 7
};
// ////////////////////////////
// Private data members
// extra QPOPT control and input parameters.
// control
f_int ITMAX_;
f_dbl_prec BIGBND_;
f_dbl_prec FEATOL_;
// input/output
f_int LDA_;
f_int LDH_;
f_dbl_prec* H_;
f_int INFORM_;
// ////////////////////////////
// Private member functions
// not defined and not to be called.
QPSolverRelaxedQPOPT(const QPSolverRelaxedQPOPT&);
QPSolverRelaxedQPOPT& operator=(const QPSolverRelaxedQPOPT&);
}; // end class QPSolverRelaxedQPOPT
} // end namespace ConstrainedOptPack
#endif // QP_SOLVER_RELAXED_QPOPT_H
#endif // CONSTRAINED_OPTIMIZATION_PACK_USE_QPOPT
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