38#ifndef QPOASES_QPROBLEMB_HPP
39#define QPOASES_QPROBLEMB_HPP
131 real_t*
const cputime = 0,
133 const real_t*
const xOpt = 0,
135 const real_t*
const yOpt = 0,
137 const Bounds*
const guessedBounds = 0,
139 const real_t*
const _R = 0
174 real_t*
const cputime = 0,
176 const real_t*
const xOpt = 0,
178 const real_t*
const yOpt = 0,
180 const Bounds*
const guessedBounds = 0,
182 const real_t*
const _R = 0
210 const char*
const g_file,
211 const char*
const lb_file,
213 const char*
const ub_file,
217 real_t*
const cputime = 0,
219 const real_t*
const xOpt = 0,
221 const real_t*
const yOpt = 0,
223 const Bounds*
const guessedBounds = 0,
225 const char*
const R_file = 0
250 const real_t*
const lb_new,
252 const real_t*
const ub_new,
256 real_t*
const cputime = 0,
258 const Bounds*
const guessedBounds = 0
284 const char*
const lb_file,
286 const char*
const ub_file,
290 real_t*
const cputime = 0,
292 const Bounds*
const guessedBounds = 0
473 const real_t*
const ub_new
503 const Bounds*
const guessedBounds,
539 const real_t*
const lb_new,
540 const real_t*
const ub_new,
584 const char*
const g_file,
585 const char*
const lb_file,
587 const char*
const ub_file
597 const char*
const lb_file,
599 const char*
const ub_file,
711 const real_t*
const lb_new,
712 const real_t*
const ub_new
724 const real_t*
const lb_new,
726 const real_t*
const ub_new,
735 const int_t*
const idxList,
783 const Bounds*
const guessedBounds,
804 const real_t*
const lb_new,
806 const real_t*
const ub_new,
812 int_t nWSRperformed = 0,
833 const real_t*
const lb_new,
835 const real_t*
const ub_new,
841 int_t nWSRperformed = 0,
897 const real_t*
const delta_lb,
898 const real_t*
const delta_ub,
911 const real_t*
const delta_lb,
912 const real_t*
const delta_ub,
913 const real_t*
const delta_xFX,
914 const real_t*
const delta_xFR,
915 const real_t*
const delta_yFX,
returnValue
Defines all symbols for global return values.
Definition: MessageHandling.hpp:65
BooleanType
Definition: Types.hpp:204
@ BT_TRUE
Definition: Types.hpp:206
@ BT_FALSE
Definition: Types.hpp:205
HessianType
Definition: Types.hpp:249
@ HST_UNKNOWN
Definition: Types.hpp:256
SubjectToStatus
Definition: Types.hpp:273
PrintLevel
Definition: Types.hpp:213
QProblemStatus
Definition: Types.hpp:234
int int_t
Definition: Types.hpp:180
BEGIN_NAMESPACE_QPOASES typedef double real_t
Definition: Types.hpp:171
#define END_NAMESPACE_QPOASES
Definition: Types.hpp:110
#define BEGIN_NAMESPACE_QPOASES
Definition: Types.hpp:107
Manages working sets of bounds (i.e. box constraints).
Definition: Bounds.hpp:57
Auxiliary class for storing a copy of the current matrix factorisations.
Definition: Flipper.hpp:58
Manages all user-specified options for solving QPs.
Definition: Options.hpp:57
Implements the online active set strategy for box-constrained QPs.
Definition: QProblemB.hpp:64
returnValue determineHessianType()
Definition: QProblemB.cpp:1176
real_t getObjVal() const
Definition: QProblemB.cpp:700
real_t * delta_xFR_TMP
Definition: QProblemB.hpp:998
returnValue setInfeasibilityFlag(returnValue returnvalue, BooleanType doThrowError=BT_FALSE)
Definition: QProblemB.cpp:1938
returnValue printIteration(int_t iter, int_t BC_idx, SubjectToStatus BC_status, real_t homotopyLength, BooleanType isFirstCall=BT_TRUE)
Definition: QProblemB.cpp:3692
SymmetricMatrix * H
Definition: QProblemB.hpp:972
QProblemB()
Definition: QProblemB.cpp:51
returnValue determineStepDirection(const real_t *const delta_g, const real_t *const delta_lb, const real_t *const delta_ub, BooleanType Delta_bB_isZero, real_t *const delta_xFX, real_t *const delta_xFR, real_t *const delta_yFX)
Definition: QProblemB.cpp:3042
returnValue solveQP(const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new, int_t &nWSR, real_t *const cputime, int_t nWSRperformed=0, BooleanType isFirstCall=BT_TRUE)
Definition: QProblemB.cpp:2407
returnValue solveInitialQP(const real_t *const xOpt, const real_t *const yOpt, const Bounds *const guessedBounds, const real_t *const _R, int_t &nWSR, real_t *const cputime)
Definition: QProblemB.cpp:2259
returnValue performStep(const real_t *const delta_g, const real_t *const delta_lb, const real_t *const delta_ub, const real_t *const delta_xFX, const real_t *const delta_xFR, const real_t *const delta_yFX, int_t &BC_idx, SubjectToStatus &BC_status)
Definition: QProblemB.cpp:3209
uint_t getCount() const
Definition: QProblemB.ipp:216
int_t rampOffset
Definition: QProblemB.hpp:1002
BooleanType freeHessian
Definition: QProblemB.hpp:971
returnValue resetCounter()
Definition: QProblemB.ipp:225
virtual returnValue getWorkingSet(real_t *workingSet)
Definition: QProblemB.cpp:644
BooleanType isInfeasible() const
Definition: QProblemB.ipp:133
returnValue hotstart(const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new, int_t &nWSR, real_t *const cputime=0, const Bounds *const guessedBounds=0)
Definition: QProblemB.cpp:414
returnValue setPrintLevel(PrintLevel _printlevel)
Definition: QProblemB.cpp:824
virtual returnValue getWorkingSetBounds(real_t *workingSetB)
Definition: QProblemB.cpp:653
void applyGivens(real_t c, real_t s, real_t nu, real_t xold, real_t yold, real_t &xnew, real_t &ynew) const
Definition: QProblemB.ipp:447
virtual int_t getNZ() const
Definition: QProblemB.cpp:690
BooleanType haveCholesky
Definition: QProblemB.hpp:981
real_t tau
Definition: QProblemB.hpp:986
BooleanType isCPUtimeLimitExceeded(const real_t *const cputime, real_t starttime, int_t nWSR) const
Definition: QProblemB.cpp:1971
real_t * g
Definition: QProblemB.hpp:974
real_t * y
Definition: QProblemB.hpp:984
real_t * lb
Definition: QProblemB.hpp:975
BooleanType isBlocking(real_t num, real_t den, real_t epsNum, real_t epsDen, real_t &t) const
Definition: QProblemB.ipp:474
returnValue addBound(int_t number, SubjectToStatus B_status, BooleanType updateCholesky)
Definition: QProblemB.cpp:3484
HessianType getHessianType() const
Definition: QProblemB.ipp:151
returnValue determineDataShift(const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new, real_t *const delta_g, real_t *const delta_lb, real_t *const delta_ub, BooleanType &Delta_bB_isZero)
Definition: QProblemB.cpp:1694
returnValue setG(const real_t *const g_new)
Definition: QProblemB.ipp:293
virtual returnValue setupSubjectToType()
Definition: QProblemB.cpp:1281
uint_t count
Definition: QProblemB.hpp:996
returnValue loadQPvectorsFromFile(const char *const g_file, const char *const lb_file, const char *const ub_file, real_t *const g_new, real_t *const lb_new, real_t *const ub_new) const
Definition: QProblemB.cpp:1877
returnValue setUB(const real_t *const ub_new)
Definition: QProblemB.ipp:360
SymSparseMat * createDiagSparseMat(int_t n, real_t diagVal=1.0)
Definition: QProblemB.cpp:2038
returnValue setOptions(const Options &_options)
Definition: QProblemB.ipp:191
virtual returnValue printProperties()
Definition: QProblemB.cpp:873
Options options
Definition: QProblemB.hpp:1004
BooleanType isSolved() const
Definition: QProblemB.ipp:121
real_t getRelativeHomotopyLength(const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new)
Definition: QProblemB.cpp:2113
returnValue updateFarBounds(real_t curFarBound, int_t nRamp, const real_t *const lb_new, real_t *const lb_new_far, const real_t *const ub_new, real_t *const ub_new_far) const
Definition: QProblemB.cpp:2202
virtual returnValue computeCholesky()
Definition: QProblemB.cpp:1366
BooleanType unbounded
Definition: QProblemB.hpp:991
returnValue setupQPdataFromFile(const char *const H_file, const char *const g_file, const char *const lb_file, const char *const ub_file)
Definition: QProblemB.cpp:1805
int_t getNFV() const
Definition: QProblemB.ipp:91
returnValue setupAuxiliaryQPgradient()
Definition: QProblemB.cpp:2871
returnValue setLB(const real_t *const lb_new)
Definition: QProblemB.ipp:312
returnValue setupAuxiliaryQPsolution(const real_t *const xOpt, const real_t *const yOpt)
Definition: QProblemB.cpp:2830
BooleanType shallRefactorise(const Bounds *const guessedBounds) const
Definition: QProblemB.cpp:3456
returnValue performRatioTest(int_t nIdx, const int_t *const idxList, const SubjectTo *const subjectTo, const real_t *const num, const real_t *const den, real_t epsNum, real_t epsDen, real_t &t, int_t &BC_idx) const
Definition: QProblemB.cpp:2065
TabularOutput tabularOutput
Definition: QProblemB.hpp:1008
returnValue regulariseHessian()
Definition: QProblemB.cpp:1999
real_t * R
Definition: QProblemB.hpp:980
QProblemStatus getStatus() const
Definition: QProblemB.ipp:100
BooleanType isUnbounded() const
Definition: QProblemB.ipp:142
void computeGivens(real_t xold, real_t yold, real_t &xnew, real_t &ynew, real_t &c, real_t &s) const
Definition: QProblemB.ipp:409
returnValue setHessianType(HessianType _hessianType)
Definition: QProblemB.ipp:160
int_t getNV() const
Definition: QProblemB.ipp:64
int_t getNFR() const
Definition: QProblemB.ipp:73
returnValue clear()
Definition: QProblemB.cpp:1024
virtual returnValue reset()
Definition: QProblemB.cpp:210
returnValue getPrimalSolution(real_t *const xOpt) const
Definition: QProblemB.cpp:774
virtual ~QProblemB()
Definition: QProblemB.cpp:183
returnValue setupAuxiliaryWorkingSet(const Bounds *const auxiliaryBounds, BooleanType setupAfresh)
Definition: QProblemB.cpp:2763
virtual returnValue setupAuxiliaryQP(const Bounds *const guessedBounds)
Definition: QProblemB.cpp:2980
returnValue getBounds(Bounds &_bounds) const
Definition: QProblemB.ipp:48
virtual returnValue getWorkingSetConstraints(real_t *workingSetC)
Definition: QProblemB.cpp:678
returnValue changeActiveSet(int_t BC_idx, SubjectToStatus BC_status)
Definition: QProblemB.cpp:3354
Options getOptions() const
Definition: QProblemB.ipp:182
returnValue obtainAuxiliaryWorkingSet(const real_t *const xOpt, const real_t *const yOpt, const Bounds *const guessedBounds, Bounds *auxiliaryBounds) const
Definition: QProblemB.cpp:1479
returnValue removeBound(int_t number, BooleanType updateCholesky)
Definition: QProblemB.cpp:3554
returnValue printOptions() const
Definition: QProblemB.cpp:1010
returnValue setupQPdata(SymmetricMatrix *_H, const real_t *const _g, const real_t *const _lb, const real_t *const _ub)
Definition: QProblemB.cpp:1757
BooleanType usingRegularisation() const
Definition: QProblemB.ipp:170
PrintLevel getPrintLevel() const
Definition: QProblemB.ipp:206
real_t ramp0
Definition: QProblemB.hpp:1000
returnValue setupAuxiliaryQPbounds(BooleanType useRelaxation)
Definition: QProblemB.cpp:2911
real_t ramp1
Definition: QProblemB.hpp:1001
returnValue init(SymmetricMatrix *_H, const real_t *const _g, const real_t *const _lb, const real_t *const _ub, int_t &nWSR, real_t *const cputime=0, const real_t *const xOpt=0, const real_t *const yOpt=0, const Bounds *const guessedBounds=0, const real_t *const _R=0)
Definition: QProblemB.cpp:253
returnValue setH(SymmetricMatrix *H_new)
Definition: QProblemB.ipp:239
QProblemStatus status
Definition: QProblemB.hpp:988
int_t getNFX() const
Definition: QProblemB.ipp:82
BooleanType infeasible
Definition: QProblemB.hpp:990
virtual returnValue performDriftCorrection()
Definition: QProblemB.cpp:3405
BooleanType isInitialised() const
Definition: QProblemB.ipp:109
virtual returnValue backsolveR(const real_t *const b, BooleanType transposed, real_t *const a) const
Definition: QProblemB.cpp:1623
returnValue solveRegularisedQP(const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new, int_t &nWSR, real_t *const cputime, int_t nWSRperformed=0, BooleanType isFirstCall=BT_TRUE)
Definition: QProblemB.cpp:2654
real_t * ub
Definition: QProblemB.hpp:976
returnValue areBoundsConsistent(const real_t *const lb, const real_t *const ub) const
Definition: QProblemB.cpp:1954
returnValue copy(const QProblemB &rhs)
Definition: QProblemB.cpp:1081
virtual returnValue performRamping()
Definition: QProblemB.cpp:2163
virtual returnValue getDualSolution(real_t *const yOpt) const
Definition: QProblemB.cpp:799
virtual QProblemB & operator=(const QProblemB &rhs)
Definition: QProblemB.cpp:195
Bounds bounds
Definition: QProblemB.hpp:978
HessianType hessianType
Definition: QProblemB.hpp:993
real_t * x
Definition: QProblemB.hpp:983
real_t regVal
Definition: QProblemB.hpp:994
Flipper flipper
Definition: QProblemB.hpp:1006
virtual returnValue setupInitialCholesky()
Definition: QProblemB.cpp:1447
Provides additional tools for analysing QP solutions.
Definition: SolutionAnalysis.hpp:58
Base class for managing working sets of bounds and constraints.
Definition: SubjectTo.hpp:57
Interfaces matrix-vector operations tailored to symmetric sparse matrices.
Definition: Matrices.hpp:937
Abstract base class for interfacing matrix-vector operations tailored to symmetric matrices.
Definition: Matrices.hpp:293
Stores internal information for tabular (debugging) output.
Definition: Types.hpp:302