qpOASES  3.2.1
An Implementation of the Online Active Set Strategy
Public Member Functions | Protected Member Functions | Protected Attributes | Private Member Functions | Friends | List of all members
QProblemB Class Reference

Implements the online active set strategy for box-constrained QPs. More...

#include <QProblemB.hpp>

Inheritance diagram for QProblemB:
QProblem SQProblem SQProblemSchur

Public Member Functions

 QProblemB ()
 
 QProblemB (int_t _nV, HessianType _hessianType=HST_UNKNOWN, BooleanType allocDenseMats=BT_TRUE)
 
 QProblemB (const QProblemB &rhs)
 
virtual ~QProblemB ()
 
virtual QProblemBoperator= (const QProblemB &rhs)
 
virtual returnValue reset ()
 
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)
 
returnValue init (const real_t *const _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)
 
returnValue init (const char *const H_file, const char *const g_file, const char *const lb_file, const char *const ub_file, 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 char *const R_file=0)
 
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)
 
returnValue hotstart (const char *const g_file, const char *const lb_file, const char *const ub_file, int_t &nWSR, real_t *const cputime=0, const Bounds *const guessedBounds=0)
 
virtual returnValue getWorkingSet (real_t *workingSet)
 
virtual returnValue getWorkingSetBounds (real_t *workingSetB)
 
virtual returnValue getWorkingSetConstraints (real_t *workingSetC)
 
returnValue getBounds (Bounds &_bounds) const
 
int_t getNV () const
 
int_t getNFR () const
 
int_t getNFX () const
 
int_t getNFV () const
 
virtual int_t getNZ () const
 
real_t getObjVal () const
 
real_t getObjVal (const real_t *const _x) const
 
returnValue getPrimalSolution (real_t *const xOpt) const
 
virtual returnValue getDualSolution (real_t *const yOpt) const
 
QProblemStatus getStatus () const
 
BooleanType isInitialised () const
 
BooleanType isSolved () const
 
BooleanType isInfeasible () const
 
BooleanType isUnbounded () const
 
HessianType getHessianType () const
 
returnValue setHessianType (HessianType _hessianType)
 
BooleanType usingRegularisation () const
 
Options getOptions () const
 
returnValue setOptions (const Options &_options)
 
PrintLevel getPrintLevel () const
 
returnValue setPrintLevel (PrintLevel _printlevel)
 
uint_t getCount () const
 
returnValue resetCounter ()
 
virtual returnValue printProperties ()
 
returnValue printOptions () const
 

Protected Member Functions

returnValue clear ()
 
returnValue copy (const QProblemB &rhs)
 
returnValue determineHessianType ()
 
virtual returnValue setupSubjectToType ()
 
virtual returnValue setupSubjectToType (const real_t *const lb_new, const real_t *const ub_new)
 
virtual returnValue computeCholesky ()
 
virtual returnValue setupInitialCholesky ()
 
returnValue obtainAuxiliaryWorkingSet (const real_t *const xOpt, const real_t *const yOpt, const Bounds *const guessedBounds, Bounds *auxiliaryBounds) const
 
returnValue areBoundsConsistent (const real_t *const lb, const real_t *const ub) const
 
virtual returnValue backsolveR (const real_t *const b, BooleanType transposed, real_t *const a) const
 
virtual returnValue backsolveR (const real_t *const b, BooleanType transposed, BooleanType removingBound, real_t *const a) const
 
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)
 
returnValue setupQPdata (SymmetricMatrix *_H, const real_t *const _g, const real_t *const _lb, const real_t *const _ub)
 
returnValue setupQPdata (const real_t *const _H, const real_t *const _g, const real_t *const _lb, const real_t *const _ub)
 
returnValue setupQPdataFromFile (const char *const H_file, const char *const g_file, const char *const lb_file, const char *const ub_file)
 
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
 
returnValue setInfeasibilityFlag (returnValue returnvalue, BooleanType doThrowError=BT_FALSE)
 
BooleanType isCPUtimeLimitExceeded (const real_t *const cputime, real_t starttime, int_t nWSR) const
 
returnValue regulariseHessian ()
 
returnValue setH (SymmetricMatrix *H_new)
 
returnValue setH (const real_t *const H_new)
 
returnValue setG (const real_t *const g_new)
 
returnValue setLB (const real_t *const lb_new)
 
returnValue setLB (int_t number, real_t value)
 
returnValue setUB (const real_t *const ub_new)
 
returnValue setUB (int_t number, real_t value)
 
void computeGivens (real_t xold, real_t yold, real_t &xnew, real_t &ynew, real_t &c, real_t &s) const
 
void applyGivens (real_t c, real_t s, real_t nu, real_t xold, real_t yold, real_t &xnew, real_t &ynew) const
 
real_t getRelativeHomotopyLength (const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new)
 
virtual returnValue performRamping ()
 
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
 
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
 
BooleanType isBlocking (real_t num, real_t den, real_t epsNum, real_t epsDen, real_t &t) const
 
SymSparseMatcreateDiagSparseMat (int_t n, real_t diagVal=1.0)
 
virtual returnValue setupAuxiliaryQP (const Bounds *const guessedBounds)
 

Protected Attributes

BooleanType freeHessian
 
SymmetricMatrixH
 
real_tg
 
real_tlb
 
real_tub
 
Bounds bounds
 
real_tR
 
BooleanType haveCholesky
 
real_tx
 
real_ty
 
real_t tau
 
QProblemStatus status
 
BooleanType infeasible
 
BooleanType unbounded
 
HessianType hessianType
 
real_t regVal
 
uint_t count
 
real_tdelta_xFR_TMP
 
real_t ramp0
 
real_t ramp1
 
int_t rampOffset
 
Options options
 
Flipper flipper
 
TabularOutput tabularOutput
 

Private Member Functions

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)
 
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)
 
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)
 
returnValue setupAuxiliaryWorkingSet (const Bounds *const auxiliaryBounds, BooleanType setupAfresh)
 
returnValue setupAuxiliaryQPsolution (const real_t *const xOpt, const real_t *const yOpt)
 
returnValue setupAuxiliaryQPgradient ()
 
returnValue setupAuxiliaryQPbounds (BooleanType useRelaxation)
 
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)
 
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)
 
returnValue changeActiveSet (int_t BC_idx, SubjectToStatus BC_status)
 
virtual returnValue performDriftCorrection ()
 
BooleanType shallRefactorise (const Bounds *const guessedBounds) const
 
returnValue addBound (int_t number, SubjectToStatus B_status, BooleanType updateCholesky)
 
returnValue removeBound (int_t number, BooleanType updateCholesky)
 
returnValue printIteration (int_t iter, int_t BC_idx, SubjectToStatus BC_status, real_t homotopyLength, BooleanType isFirstCall=BT_TRUE)
 

Friends

class SolutionAnalysis
 

Detailed Description

Class for setting up and solving quadratic programs with bounds (= box constraints) only. The main feature is the possibily to use the newly developed online active set strategy for parametric quadratic programming.

Author
Hans Joachim Ferreau, Andreas Potschka, Christian Kirches
Version
3.2
Date
2007-2017

Constructor & Destructor Documentation

◆ QProblemB() [1/3]

BEGIN_NAMESPACE_QPOASES QProblemB::QProblemB ( )

◆ QProblemB() [2/3]

QProblemB::QProblemB ( int_t  _nV,
HessianType  _hessianType = HST_UNKNOWN,
BooleanType  allocDenseMats = BT_TRUE 
)

Constructor which takes the QP dimension and Hessian type information. If the Hessian is the zero (i.e. HST_ZERO) or the identity matrix (i.e. HST_IDENTITY), respectively, no memory is allocated for it and a NULL pointer can be passed for it to the init() functions.

Parameters
_nVNumber of variables.
_hessianTypeType of Hessian matrix.
allocDenseMatsEnable allocation of dense matrices.

References bounds, BT_FALSE, BT_TRUE, count, delta_xFR_TMP, Options::finalRamping, flipper, freeHessian, g, getGlobalMessageHandler(), H, haveCholesky, hessianType, infeasible, Bounds::init(), Flipper::init(), Options::initialRamping, lb, options, PL_NONE, printCopyrightNotice(), Options::printLevel, QPS_NOTINITIALISED, R, ramp0, ramp1, rampOffset, real_t, regVal, MessageHandling::reset(), RET_INVALID_ARGUMENTS, setPrintLevel(), status, tau, THROWERROR, ub, unbounded, x, and y.

◆ QProblemB() [3/3]

QProblemB::QProblemB ( const QProblemB rhs)

Copy constructor (deep copy).

Parameters
rhsRhs object.

References BT_FALSE, copy(), freeHessian, and H.

◆ ~QProblemB()

QProblemB::~QProblemB ( )
virtual

Member Function Documentation

◆ addBound()

returnValue QProblemB::addBound ( int_t  number,
SubjectToStatus  B_status,
BooleanType  updateCholesky 
)
private

Adds a bound to active set (specialised version for the case where no constraints exist).

Returns
SUCCESSFUL_RETURN
RET_ADDBOUND_FAILED
Parameters
numberNumber of bound to be added to active set.
B_statusStatus of new active bound.
updateCholeskyFlag indicating if Cholesky decomposition shall be updated.

References applyGivens(), bounds, BT_TRUE, computeGivens(), Bounds::getFree(), Indexlist::getIndex(), getNFR(), getNV(), getStatus(), hessianType, HST_IDENTITY, HST_ZERO, TabularOutput::idxAddB, Bounds::moveFreeToFixed(), QPS_AUXILIARYQPSOLVED, QPS_HOMOTOPYQPSOLVED, QPS_NOTINITIALISED, QPS_PREPARINGAUXILIARYQP, QPS_SOLVED, real_t, RET_ADDBOUND_FAILED, RET_UNKNOWN_BUG, RR, SUCCESSFUL_RETURN, tabularOutput, and THROWERROR.

Referenced by changeActiveSet(), and setupAuxiliaryWorkingSet().

◆ applyGivens()

void QProblemB::applyGivens ( real_t  c,
real_t  s,
real_t  nu,
real_t  xold,
real_t  yold,
real_t xnew,
real_t ynew 
) const
inlineprotected

Applies Givens matrix determined by c and s (cf. computeGivens).

Returns
SUCCESSFUL_RETURN
Parameters
cCosine entry of Givens matrix.
sSine entry of Givens matrix.
nuFurther factor: s/(1+c).
xoldMatrix entry to be transformed corresponding to the normalised entry of the original matrix.
yoldMatrix entry to be transformed corresponding to the annihilated entry of the original matrix.
xnewOutput: Transformed matrix entry corresponding to the normalised entry of the original matrix.
ynewOutput: Transformed matrix entry corresponding to the annihilated entry of the original matrix.

Referenced by QProblem::addBound(), addBound(), QProblem::addConstraint(), SQProblemSchur::calcDetSchur(), QProblem::removeBound(), QProblem::removeConstraint(), and SQProblemSchur::updateSchurQR().

◆ areBoundsConsistent()

returnValue QProblemB::areBoundsConsistent ( const real_t *const  lb,
const real_t *const  ub 
) const
protected

Decides if lower bounds are smaller than upper bounds

Returns
SUCCESSFUL_RETURN
RET_QP_INFEASIBLE
Parameters
lbVector of lower bounds
ubVector of upper bounds

References EPS, getNV(), RET_QP_INFEASIBLE, and SUCCESSFUL_RETURN.

Referenced by QProblem::areBoundsConsistent(), and hotstart().

◆ backsolveR() [1/2]

returnValue QProblemB::backsolveR ( const real_t *const  b,
BooleanType  transposed,
real_t *const  a 
) const
protectedvirtual

Solves the system Ra = b or R^Ta = b where R is an upper triangular matrix.

Returns
SUCCESSFUL_RETURN
RET_DIV_BY_ZERO
Parameters
bRight hand side vector.
transposedIndicates if the transposed system shall be solved.
aOutput: Solution vector

Reimplemented in SQProblemSchur.

References BT_FALSE.

Referenced by QProblem::determineStepDirection(), determineStepDirection(), QProblem::removeBound(), removeBound(), and QProblem::removeConstraint().

◆ backsolveR() [2/2]

returnValue QProblemB::backsolveR ( const real_t *const  b,
BooleanType  transposed,
BooleanType  removingBound,
real_t *const  a 
) const
protectedvirtual

Solves the system Ra = b or R^Ta = b where R is an upper triangular matrix.
Special variant for the case that this function is called from within "removeBound()".

Returns
SUCCESSFUL_RETURN
RET_DIV_BY_ZERO
Parameters
bRight hand side vector.
transposedIndicates if the transposed system shall be solved.
removingBoundIndicates if function is called from "removeBound()".
aOutput: Solution vector

Reimplemented in SQProblemSchur.

References BT_FALSE, BT_TRUE, getAbs(), getNV(), getNZ(), real_t, RET_DIV_BY_ZERO, RR, SUCCESSFUL_RETURN, THROWERROR, and ZERO.

◆ changeActiveSet()

returnValue QProblemB::changeActiveSet ( int_t  BC_idx,
SubjectToStatus  BC_status 
)
private

Updates active set.

Returns
SUCCESSFUL_RETURN
RET_REMOVE_FROM_ACTIVESET_FAILED
RET_ADD_TO_ACTIVESET_FAILED
Parameters
BC_idxIndex of blocking constraint.
BC_statusStatus of blocking constraint.

References __FILE__, __FUNC__, __LINE__, addBound(), BT_TRUE, getGlobalMessageHandler(), MAX_STRING_LENGTH, removeBound(), RET_ADD_TO_ACTIVESET, RET_ADD_TO_ACTIVESET_FAILED, RET_OPTIMAL_SOLUTION_FOUND, RET_REMOVE_FROM_ACTIVESET, RET_REMOVE_FROM_ACTIVESET_FAILED, ST_INACTIVE, ST_LOWER, ST_UNDEFINED, SUCCESSFUL_RETURN, THROWERROR, MessageHandling::throwInfo(), VS_VISIBLE, and y.

Referenced by solveQP().

◆ clear()

returnValue QProblemB::clear ( )
protected

Frees all allocated memory.

Returns
SUCCESSFUL_RETURN

References BT_TRUE, delta_xFR_TMP, freeHessian, g, H, lb, R, SUCCESSFUL_RETURN, ub, x, and y.

Referenced by operator=(), and ~QProblemB().

◆ computeCholesky()

returnValue QProblemB::computeCholesky ( )
protectedvirtual

Computes the Cholesky decomposition of the (simply projected) Hessian (i.e. R^T*R = Z^T*H*Z). It only works in the case where Z is a simple projection matrix! Note: If Hessian turns out not to be positive definite, the Hessian type is set to HST_SEMIDEF accordingly.

Returns
SUCCESSFUL_RETURN
RET_HESSIAN_NOT_SPD
RET_INDEXLIST_CORRUPTED

References bounds, BT_TRUE, Matrix::getCol(), Bounds::getFree(), getNFR(), Indexlist::getNumberArray(), getNV(), getSqrt(), H, hessianType, HST_IDENTITY, HST_ZERO, R, regVal, RET_CHOLESKY_OF_ZERO_HESSIAN, RR, THROWERROR, and usingRegularisation().

Referenced by QProblem::computeProjectedCholesky(), setupAuxiliaryQP(), setupInitialCholesky(), and solveQP().

◆ computeGivens()

void QProblemB::computeGivens ( real_t  xold,
real_t  yold,
real_t xnew,
real_t ynew,
real_t c,
real_t s 
) const
inlineprotected

Computes parameters for the Givens matrix G for which [x,y]*G = [z,0]

Returns
SUCCESSFUL_RETURN
Parameters
xoldMatrix entry to be normalised.
yoldMatrix entry to be annihilated.
xnewOutput: Normalised matrix entry.
ynewOutput: Annihilated matrix entry.
cOutput: Cosine entry of Givens matrix.
sOutput: Sine entry of Givens matrix.

References BT_TRUE, getAbs(), getSqrt(), isZero(), and real_t.

Referenced by QProblem::addBound(), addBound(), QProblem::addConstraint(), SQProblemSchur::calcDetSchur(), QProblem::removeBound(), QProblem::removeConstraint(), and SQProblemSchur::updateSchurQR().

◆ copy()

returnValue QProblemB::copy ( const QProblemB rhs)
protected

Copies all members from given rhs object.

Returns
SUCCESSFUL_RETURN
Parameters
rhsRhs object.

Referenced by operator=(), and QProblemB().

◆ createDiagSparseMat()

SymSparseMat * QProblemB::createDiagSparseMat ( int_t  n,
real_t  diagVal = 1.0 
)
protected

Creates a sparse diagonal (square-)matrix which is a given multiple of the identity matrix.

Returns
Diagonal matrix
Parameters
nRow/column dimension of matrix to be created.
diagValValue of all diagonal entries.

References SparseMatrix::createDiagInfo(), Matrix::doFreeMemory(), and real_t.

Referenced by QProblem::computeProjectedCholesky().

◆ determineDataShift()

returnValue QProblemB::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 
)
protected

Determines step direction of the shift of the QP data.

Returns
SUCCESSFUL_RETURN
Parameters
g_newNew gradient vector.
lb_newNew lower bounds.
ub_newNew upper bounds.
delta_gOutput: Step direction of gradient vector.
delta_lbOutput: Step direction of lower bounds.
delta_ubOutput: Step direction of upper bounds.
Delta_bB_isZeroOutput: Indicates if active bounds are to be shifted.

References bounds, BT_FALSE, BT_TRUE, EPS, g, getAbs(), Bounds::getFixed(), getNFX(), Indexlist::getNumberArray(), getNV(), INFTY, lb, SUCCESSFUL_RETURN, and ub.

Referenced by QProblem::determineDataShift(), and solveQP().

◆ determineHessianType()

returnValue QProblemB::determineHessianType ( )
protected

◆ determineStepDirection()

returnValue QProblemB::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 
)
private

Determines step direction of the homotopy path.

Returns
SUCCESSFUL_RETURN
RET_STEPDIRECTION_FAILED_CHOLESKY
Parameters
delta_gStep direction of gradient vector.
delta_lbStep direction of lower bounds.
delta_ubStep direction of upper bounds.
Delta_bB_isZeroIndicates if active bounds are to be shifted.
delta_xFXOutput: Primal homotopy step direction of fixed variables.
delta_xFROutput: Primal homotopy step direction of free variables.
delta_yFXOutput: Dual homotopy step direction of fixed variables' multiplier.

References backsolveR(), bounds, BT_FALSE, BT_TRUE, delta_xFR_TMP, Options::epsIterRef, getAbs(), Bounds::getFixed(), Bounds::getFree(), getNFR(), getNFX(), Indexlist::getNumberArray(), SubjectTo::getStatus(), H, hessianType, HST_IDENTITY, HST_ZERO, Options::numRefinementSteps, options, real_t, regVal, RET_STEPDIRECTION_FAILED_CHOLESKY, ST_LOWER, SUCCESSFUL_RETURN, THROWERROR, Matrix::times(), and usingRegularisation().

Referenced by solveQP().

◆ getBounds()

BEGIN_NAMESPACE_QPOASES returnValue QProblemB::getBounds ( Bounds _bounds) const
inline

Returns current bounds object of the QP (deep copy).

Returns
SUCCESSFUL_RETURN
RET_QPOBJECT_NOT_SETUP
Parameters
_boundsOutput: Bounds object.

References bounds, getNV(), RET_QPOBJECT_NOT_SETUP, SUCCESSFUL_RETURN, and THROWERROR.

Referenced by SolutionAnalysis::checkCurvatureOnStronglyActiveConstraints().

◆ getCount()

uint_t QProblemB::getCount ( ) const
inline

Returns the current number of QP problems solved.

Returns
Number of QP problems solved.

References count.

◆ getDualSolution()

returnValue QProblemB::getDualSolution ( real_t *const  yOpt) const
virtual

Returns the dual solution vector.

Returns
SUCCESSFUL_RETURN
RET_QP_NOT_SOLVED
Parameters
yOptOutput: Dual solution vector (if QP has been solved).

Reimplemented in QProblem.

References getNV(), getStatus(), QPS_AUXILIARYQPSOLVED, QPS_HOMOTOPYQPSOLVED, QPS_SOLVED, RET_QP_NOT_SOLVED, SUCCESSFUL_RETURN, and y.

Referenced by solveOqpBenchmark().

◆ getHessianType()

HessianType QProblemB::getHessianType ( ) const
inline

Returns Hessian type flag (type is not determined due to this call!).

Returns
Hessian type.

References hessianType.

Referenced by SolutionAnalysis::getKktViolation().

◆ getNFR()

int_t QProblemB::getNFR ( ) const
inline

◆ getNFV()

int_t QProblemB::getNFV ( ) const
inline

Returns the number of implicitly fixed variables.

Returns
Number of implicitly fixed variables.

References bounds, and Bounds::getNFV().

Referenced by setupInitialCholesky(), and QProblem::setupInitialCholesky().

◆ getNFX()

int_t QProblemB::getNFX ( ) const
inline

◆ getNV()

int_t QProblemB::getNV ( ) const
inline

Returns the number of variables.

Returns
Number of variables.

References bounds, and Bounds::getNV().

Referenced by QProblem::addBound(), addBound(), QProblem::addBound_checkLI(), SQProblemSchur::addBound_checkLISchur(), SQProblemSchur::addBound_ensureLI(), QProblem::addBound_ensureLI(), QProblem::addConstraint(), QProblem::addConstraint_checkLI(), SQProblemSchur::addConstraint_checkLISchur(), SQProblemSchur::addConstraint_ensureLI(), QProblem::addConstraint_ensureLI(), areBoundsConsistent(), backsolveR(), QProblem::changeActiveSet(), computeCholesky(), QProblem::computeProjectedCholesky(), determineDataShift(), determineHessianType(), QProblem::determineStepDirection(), QProblem::ensureNonzeroCurvature(), getBounds(), QProblem::getConstraints(), getDualSolution(), QProblem::getDualSolution(), QProblem::getFreeVariablesFlags(), SolutionAnalysis::getKktViolation(), getObjVal(), getPrimalSolution(), getRelativeHomotopyLength(), SolutionAnalysis::getVarianceCovariance(), QProblem::getWorkingSet(), getWorkingSetBounds(), SQProblem::hotstart(), hotstart(), QProblem::hotstart(), QProblem::init(), init(), loadQPvectorsFromFile(), obtainAuxiliaryWorkingSet(), QProblem::obtainAuxiliaryWorkingSet(), QProblem::performDriftCorrection(), performDriftCorrection(), performRamping(), QProblem::performRamping(), QProblem::performStep(), performStep(), QProblem::printIteration(), printIteration(), QProblem::printProperties(), printProperties(), regulariseHessian(), QProblem::removeBound(), removeBound(), QProblem::removeConstraint(), QProblem::reset(), reset(), QProblem::setA(), setH(), setLB(), QProblem::setLBA(), setUB(), QProblem::setUBA(), SQProblemSchur::setupAuxiliaryQP(), QProblem::setupAuxiliaryQP(), setupAuxiliaryQP(), QProblem::setupAuxiliaryQPbounds(), setupAuxiliaryQPbounds(), QProblem::setupAuxiliaryQPgradient(), setupAuxiliaryQPgradient(), QProblem::setupAuxiliaryQPsolution(), setupAuxiliaryQPsolution(), SQProblemSchur::setupAuxiliaryWorkingSet(), QProblem::setupAuxiliaryWorkingSet(), setupAuxiliaryWorkingSet(), setupInitialCholesky(), QProblem::setupInitialCholesky(), SQProblem::setupNewAuxiliaryQP(), QProblem::setupQPdata(), setupQPdataFromFile(), QProblem::setupQPdataFromFile(), setupSubjectToType(), QProblem::setupTQfactorisation(), QProblem::shallRefactorise(), shallRefactorise(), QProblem::solveCurrentEQP(), QProblem::solveInitialQP(), solveInitialQP(), QProblem::solveQP(), solveQP(), QProblem::solveRegularisedQP(), solveRegularisedQP(), QProblem::updateActivitiesForHotstart(), updateFarBounds(), QProblem::updateFarBounds(), QProblem::writeQpDataIntoMatFile(), and QProblem::writeQpWorkspaceIntoMatFile().

◆ getNZ()

int_t QProblemB::getNZ ( ) const
virtual

Returns the dimension of null space.

Returns
Dimension of null space.

Reimplemented in QProblem.

References getNFR().

Referenced by backsolveR().

◆ getObjVal() [1/2]

real_t QProblemB::getObjVal ( ) const

Returns the optimal objective function value.

Returns
finite value: Optimal objective function value (QP was solved)
+infinity: QP was not yet solved

References getStatus(), INFTY, QPS_AUXILIARYQPSOLVED, QPS_HOMOTOPYQPSOLVED, QPS_SOLVED, real_t, and x.

Referenced by main().

◆ getObjVal() [2/2]

real_t QProblemB::getObjVal ( const real_t *const  _x) const

Returns the objective function value at an arbitrary point x.

Returns
Objective function value at point x
Parameters
_xPoint at which the objective function shall be evaluated.

References BT_TRUE, g, getNV(), H, hessianType, HST_IDENTITY, HST_ZERO, real_t, regVal, Matrix::times(), and usingRegularisation().

◆ getOptions()

Options QProblemB::getOptions ( ) const
inline

Returns current options struct.

Returns
Current options struct.

References options.

◆ getPrimalSolution()

returnValue QProblemB::getPrimalSolution ( real_t *const  xOpt) const

Returns the primal solution vector.

Returns
SUCCESSFUL_RETURN
RET_QP_NOT_SOLVED
Parameters
xOptOutput: Primal solution vector (if QP has been solved).

References getNV(), getStatus(), QPS_AUXILIARYQPSOLVED, QPS_HOMOTOPYQPSOLVED, QPS_SOLVED, RET_QP_NOT_SOLVED, SUCCESSFUL_RETURN, and x.

Referenced by main(), and solveOqpBenchmark().

◆ getPrintLevel()

PrintLevel QProblemB::getPrintLevel ( ) const
inline

Returns the print level.

Returns
Print level.

References options, and Options::printLevel.

◆ getRelativeHomotopyLength()

real_t QProblemB::getRelativeHomotopyLength ( const real_t *const  g_new,
const real_t *const  lb_new,
const real_t *const  ub_new 
)
protected

Compute relative length of homotopy in data space for termination criterion.

Returns
Relative length in data space.
Parameters
g_newFinal gradient.
lb_newFinal lower variable bounds.
ub_newFinal upper variable bounds.

References g, getAbs(), getNV(), lb, real_t, and ub.

Referenced by QProblem::getRelativeHomotopyLength(), and solveQP().

◆ getStatus()

QProblemStatus QProblemB::getStatus ( ) const
inline

◆ getWorkingSet()

returnValue QProblemB::getWorkingSet ( real_t workingSet)
virtual

Writes a vector with the state of the working set

Returns
SUCCESSFUL_RETURN
RET_INVALID_ARGUMENTS
Parameters
workingSetOutput: array containing state of the working set.

Reimplemented in QProblem.

References getWorkingSetBounds().

◆ getWorkingSetBounds()

returnValue QProblemB::getWorkingSetBounds ( real_t workingSetB)
virtual

Writes a vector with the state of the working set of bounds

Returns
SUCCESSFUL_RETURN
RET_INVALID_ARGUMENTS
Parameters
workingSetBOutput: array containing state of the working set of bounds.

Reimplemented in QProblem.

References bounds, getNV(), SubjectTo::getStatus(), RET_INVALID_ARGUMENTS, ST_LOWER, ST_UPPER, SUCCESSFUL_RETURN, and THROWERROR.

Referenced by SolutionAnalysis::getKktViolation(), getWorkingSet(), and QProblem::getWorkingSetBounds().

◆ getWorkingSetConstraints()

returnValue QProblemB::getWorkingSetConstraints ( real_t workingSetC)
virtual

Writes a vector with the state of the working set of constraints

Returns
SUCCESSFUL_RETURN
RET_INVALID_ARGUMENTS
Parameters
workingSetCOutput: array containing state of the working set of constraints.

Reimplemented in QProblem.

References RET_INVALID_ARGUMENTS, SUCCESSFUL_RETURN, and THROWERROR.

◆ hotstart() [1/2]

returnValue QProblemB::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 
)

Solves an initialised QP sequence using the online active set strategy. By default, QP solution is started from previous solution. If a guess for the working set is provided, an initialised homotopy is performed.

Note: This function internally calls solveQP/solveRegularisedQP for solving an initialised QP!

Returns
SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_SHIFT_DETERMINATION_FAILED
RET_STEPDIRECTION_DETERMINATION_FAILED
RET_STEPLENGTH_DETERMINATION_FAILED
RET_HOMOTOPY_STEP_FAILED
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_HOTSTART_STOPPED_UNBOUNDEDNESS
RET_SETUP_AUXILIARYQP_FAILED
Parameters
g_newGradient of neighbouring QP to be solved.
lb_newLower bounds of neighbouring QP to be solved.
If no lower bounds exist, a NULL pointer can be passed.
ub_newUpper bounds of neighbouring QP to be solved.
If no upper bounds exist, a NULL pointer can be passed.
nWSRInput: Maximum number of working set recalculations;
Output: Number of performed working set recalculations.
cputimeInput: Maximum CPU time allowed for QP solution.
Output: CPU time spent for QP solution (or to perform nWSR iterations).
guessedBoundsOptimal working set of bounds for solution (xOpt,yOpt).
(If a null pointer is passed, the previous working set is kept!)

References areBoundsConsistent(), Options::boundTolerance, BT_FALSE, BT_TRUE, count, Options::enableFarBounds, getAbs(), getCPUtime(), getNV(), Options::growFarBounds, haveCholesky, infeasible, INFTY, Options::initialFarBounds, options, QPS_AUXILIARYQPSOLVED, QPS_HOMOTOPYQPSOLVED, QPS_SOLVED, rampOffset, real_t, RET_HOTSTART_STOPPED_INFEASIBILITY, RET_HOTSTART_STOPPED_UNBOUNDEDNESS, RET_QPOBJECT_NOT_SETUP, RET_SETUP_AUXILIARYQP_FAILED, setInfeasibilityFlag(), setupAuxiliaryQP(), setupInitialCholesky(), solveRegularisedQP(), status, SUCCESSFUL_RETURN, THROWERROR, unbounded, updateFarBounds(), and x.

Referenced by hotstart(), main(), solveInitialQP(), and solveOqpBenchmark().

◆ hotstart() [2/2]

returnValue QProblemB::hotstart ( const char *const  g_file,
const char *const  lb_file,
const char *const  ub_file,
int_t nWSR,
real_t *const  cputime = 0,
const Bounds *const  guessedBounds = 0 
)

Solves an initialised QP sequence using the online active set strategy, where QP data is read from files. By default, QP solution is started from previous solution. If a guess for the working set is provided, an initialised homotopy is performed.

Note: This function internally calls solveQP/solveRegularisedQP for solving an initialised QP!

Returns
SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_SHIFT_DETERMINATION_FAILED
RET_STEPDIRECTION_DETERMINATION_FAILED
RET_STEPLENGTH_DETERMINATION_FAILED
RET_HOMOTOPY_STEP_FAILED
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_HOTSTART_STOPPED_UNBOUNDEDNESS
RET_UNABLE_TO_READ_FILE
RET_SETUP_AUXILIARYQP_FAILED
RET_INVALID_ARGUMENTS
Parameters
g_fileName of file where gradient, of neighbouring QP to be solved, is stored.
lb_fileName of file where lower bounds, of neighbouring QP to be solved, is stored.
If no lower bounds exist, a NULL pointer can be passed.
ub_fileName of file where upper bounds, of neighbouring QP to be solved, is stored.
If no upper bounds exist, a NULL pointer can be passed.
nWSRInput: Maximum number of working set recalculations;
Output: Number of performed working set recalculations.
cputimeInput: Maximum CPU time allowed for QP solution.
Output: CPU time spent for QP solution (or to perform nWSR iterations).
guessedBoundsOptimal working set of bounds for solution (xOpt,yOpt).
(If a null pointer is passed, the previous working set is kept!)

References getNV(), hotstart(), loadQPvectorsFromFile(), real_t, RET_INVALID_ARGUMENTS, RET_QPOBJECT_NOT_SETUP, RET_UNABLE_TO_READ_FILE, SUCCESSFUL_RETURN, and THROWERROR.

◆ init() [1/3]

returnValue QProblemB::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 
)

Initialises a simply bounded QP problem with given QP data and tries to solve it using at most nWSR iterations. Depending on the parameter constellation it:

  1. 0, 0, 0 : starts with xOpt = 0, yOpt = 0 and gB empty (or all implicit equality bounds),
  2. xOpt, 0, 0 : starts with xOpt, yOpt = 0 and obtain gB by "clipping",
  3. 0, yOpt, 0 : starts with xOpt = 0, yOpt and obtain gB from yOpt != 0,
  4. 0, 0, gB: starts with xOpt = 0, yOpt = 0 and gB,
  5. xOpt, yOpt, 0 : starts with xOpt, yOpt and obtain gB from yOpt != 0,
  6. xOpt, 0, gB: starts with xOpt, yOpt = 0 and gB,
  7. xOpt, yOpt, gB: starts with xOpt, yOpt and gB (assume them to be consistent!)

Note: This function internally calls solveInitialQP for initialisation!

Returns
SUCCESSFUL_RETURN
RET_INIT_FAILED
RET_INIT_FAILED_CHOLESKY
RET_INIT_FAILED_HOTSTART
RET_INIT_FAILED_INFEASIBILITY
RET_INIT_FAILED_UNBOUNDEDNESS
RET_MAX_NWSR_REACHED
RET_INVALID_ARGUMENTS
Parameters
_HHessian matrix (a shallow copy is made).
_gGradient vector.
_lbLower bounds (on variables).
If no lower bounds exist, a NULL pointer can be passed.
_ubUpper bounds (on variables).
If no upper bounds exist, a NULL pointer can be passed.
nWSRInput: Maximum number of working set recalculations when using initial homotopy.
Output: Number of performed working set recalculations.
cputimeInput: Maximum CPU time allowed for QP initialisation.
Output: CPU time spent for QP initialisation (if pointer passed).
xOptOptimal primal solution vector. A NULL pointer can be passed.
(If a null pointer is passed, the old primal solution is kept!)
yOptOptimal dual solution vector. A NULL pointer can be passed.
(If a null pointer is passed, the old dual solution is kept!)
guessedBoundsOptimal working set of bounds for solution (xOpt,yOpt).
(If a null pointer is passed, all bounds are assumed inactive!)
_RPre-computed (upper triangular) Cholesky factor of Hessian matrix. The Cholesky factor must be stored in a real_t array of size nV*nV in row-major format. Note: Only used if xOpt/yOpt and gB are NULL!
(If a null pointer is passed, Cholesky decomposition is computed internally!)

References BT_TRUE, getNV(), SubjectTo::getStatus(), isInitialised(), reset(), RET_INVALID_ARGUMENTS, RET_NO_CHOLESKY_WITH_INITIAL_GUESS, RET_QP_ALREADY_INITIALISED, RET_QPOBJECT_NOT_SETUP, setupQPdata(), solveInitialQP(), ST_UNDEFINED, SUCCESSFUL_RETURN, THROWERROR, and THROWWARNING.

Referenced by main(), and solveOqpBenchmark().

◆ init() [2/3]

returnValue QProblemB::init ( const real_t *const  _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 
)

Initialises a simply bounded QP problem with given QP data and tries to solve it using at most nWSR iterations. Depending on the parameter constellation it:

  1. 0, 0, 0 : starts with xOpt = 0, yOpt = 0 and gB empty (or all implicit equality bounds),
  2. xOpt, 0, 0 : starts with xOpt, yOpt = 0 and obtain gB by "clipping",
  3. 0, yOpt, 0 : starts with xOpt = 0, yOpt and obtain gB from yOpt != 0,
  4. 0, 0, gB: starts with xOpt = 0, yOpt = 0 and gB,
  5. xOpt, yOpt, 0 : starts with xOpt, yOpt and obtain gB from yOpt != 0,
  6. xOpt, 0, gB: starts with xOpt, yOpt = 0 and gB,
  7. xOpt, yOpt, gB: starts with xOpt, yOpt and gB (assume them to be consistent!)

Note: This function internally calls solveInitialQP for initialisation!

Returns
SUCCESSFUL_RETURN
RET_INIT_FAILED
RET_INIT_FAILED_CHOLESKY
RET_INIT_FAILED_HOTSTART
RET_INIT_FAILED_INFEASIBILITY
RET_INIT_FAILED_UNBOUNDEDNESS
RET_MAX_NWSR_REACHED
RET_INVALID_ARGUMENTS
Parameters
_HHessian matrix (a shallow copy is made).
If Hessian matrix is trivial, a NULL pointer can be passed.
_gGradient vector.
_lbLower bounds (on variables).
If no lower bounds exist, a NULL pointer can be passed.
_ubUpper bounds (on variables).
If no upper bounds exist, a NULL pointer can be passed.
nWSRInput: Maximum number of working set recalculations when using initial homotopy.
Output: Number of performed working set recalculations.
cputimeInput: Maximum CPU time allowed for QP initialisation.
Output: CPU time spent for QP initialisation (if pointer passed).
xOptOptimal primal solution vector. A NULL pointer can be passed.
(If a null pointer is passed, the old primal solution is kept!)
yOptOptimal dual solution vector. A NULL pointer can be passed.
(If a null pointer is passed, the old dual solution is kept!)
guessedBoundsOptimal working set of bounds for solution (xOpt,yOpt).
(If a null pointer is passed, all bounds are assumed inactive!)
_RPre-computed (upper triangular) Cholesky factor of Hessian matrix. The Cholesky factor must be stored in a real_t array of size nV*nV in row-major format. Note: Only used if xOpt/yOpt and gB are NULL!
(If a null pointer is passed, Cholesky decomposition is computed internally!)

References BT_TRUE, getNV(), SubjectTo::getStatus(), isInitialised(), reset(), RET_INVALID_ARGUMENTS, RET_NO_CHOLESKY_WITH_INITIAL_GUESS, RET_QP_ALREADY_INITIALISED, RET_QPOBJECT_NOT_SETUP, setupQPdata(), solveInitialQP(), ST_UNDEFINED, SUCCESSFUL_RETURN, THROWERROR, and THROWWARNING.

◆ init() [3/3]

returnValue QProblemB::init ( const char *const  H_file,
const char *const  g_file,
const char *const  lb_file,
const char *const  ub_file,
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 char *const  R_file = 0 
)

Initialises a simply bounded QP problem with given QP data to be read from files and solves it using at most nWSR iterations. Depending on the parameter constellation it:

  1. 0, 0, 0 : starts with xOpt = 0, yOpt = 0 and gB empty (or all implicit equality bounds),
  2. xOpt, 0, 0 : starts with xOpt, yOpt = 0 and obtain gB by "clipping",
  3. 0, yOpt, 0 : starts with xOpt = 0, yOpt and obtain gB from yOpt != 0,
  4. 0, 0, gB: starts with xOpt = 0, yOpt = 0 and gB,
  5. xOpt, yOpt, 0 : starts with xOpt, yOpt and obtain gB from yOpt != 0,
  6. xOpt, 0, gB: starts with xOpt, yOpt = 0 and gB,
  7. xOpt, yOpt, gB: starts with xOpt, yOpt and gB (assume them to be consistent!)

Note: This function internally calls solveInitialQP for initialisation!

Returns
SUCCESSFUL_RETURN
RET_INIT_FAILED
RET_INIT_FAILED_CHOLESKY
RET_INIT_FAILED_HOTSTART
RET_INIT_FAILED_INFEASIBILITY
RET_INIT_FAILED_UNBOUNDEDNESS
RET_MAX_NWSR_REACHED
RET_UNABLE_TO_READ_FILE
Parameters
H_fileName of file where Hessian matrix is stored.
If Hessian matrix is trivial, a NULL pointer can be passed.
g_fileName of file where gradient vector is stored.
lb_fileName of file where lower bound vector.
If no lower bounds exist, a NULL pointer can be passed.
ub_fileName of file where upper bound vector.
If no upper bounds exist, a NULL pointer can be passed.
nWSRInput: Maximum number of working set recalculations when using initial homotopy.
Output: Number of performed working set recalculations.
cputimeInput: Maximum CPU time allowed for QP initialisation.
Output: CPU time spent for QP initialisation (if pointer passed).
xOptOptimal primal solution vector. A NULL pointer can be passed.
(If a null pointer is passed, the old primal solution is kept!)
yOptOptimal dual solution vector. A NULL pointer can be passed.
(If a null pointer is passed, the old dual solution is kept!)
guessedBoundsOptimal working set of bounds for solution (xOpt,yOpt).
(If a null pointer is passed, all bounds are assumed inactive!)
R_fileName of the file where a pre-computed (upper triangular) Cholesky factor of the Hessian matrix is stored.
(If a null pointer is passed, Cholesky decomposition is computed internally!)

References BT_TRUE, getNV(), SubjectTo::getStatus(), isInitialised(), R, readFromFile(), reset(), RET_INVALID_ARGUMENTS, RET_NO_CHOLESKY_WITH_INITIAL_GUESS, RET_QP_ALREADY_INITIALISED, RET_QPOBJECT_NOT_SETUP, RET_UNABLE_TO_READ_FILE, setupQPdataFromFile(), solveInitialQP(), ST_UNDEFINED, SUCCESSFUL_RETURN, THROWERROR, and THROWWARNING.

◆ isBlocking()

BooleanType QProblemB::isBlocking ( real_t  num,
real_t  den,
real_t  epsNum,
real_t  epsDen,
real_t t 
) const
inlineprotected

Checks whether given ratio is blocking, i.e. limits the maximum step length along the homotopy path to a value lower than given one.

Returns
SUCCESSFUL_RETURN
Parameters
numNumerator for performing the ratio test.
denDenominator for performing the ratio test.
epsNumNumerator tolerance.
epsDenDenominator tolerance.
tInput: Current maximum step length along the homotopy path, Output: Updated maximum possible step length along the homotopy path.

References BT_FALSE, BT_TRUE, and END_NAMESPACE_QPOASES.

Referenced by performRatioTest().

◆ isCPUtimeLimitExceeded()

BooleanType QProblemB::isCPUtimeLimitExceeded ( const real_t *const  cputime,
real_t  starttime,
int_t  nWSR 
) const
protected

Determines if next QP iteration can be performed within given CPU time limit.

Returns
BT_TRUE: CPU time limit is exceeded, stop QP solution.
BT_FALSE: Sufficient CPU time for next QP iteration.
Parameters
cputimeMaximum CPU time allowed for QP solution.
starttimeStart time of current QP solution.
nWSRNumber of working set recalculations performed so far.

References BT_FALSE, BT_TRUE, getCPUtime(), and real_t.

Referenced by QProblem::solveQP(), and solveQP().

◆ isInfeasible()

BooleanType QProblemB::isInfeasible ( ) const
inline

Returns if the QP is infeasible.

Returns
BT_TRUE: QP infeasible
BT_FALSE: QP feasible (or not known to be infeasible!)

References infeasible.

Referenced by QProblem::solveInitialQP(), solveInitialQP(), and QProblem::solveQP().

◆ isInitialised()

BooleanType QProblemB::isInitialised ( ) const
inline

Returns if the QProblem object is initialised.

Returns
BT_TRUE: QProblemB initialised
BT_FALSE: QProblemB not initialised

References BT_FALSE, BT_TRUE, QPS_NOTINITIALISED, and status.

Referenced by QProblem::init(), and init().

◆ isSolved()

BooleanType QProblemB::isSolved ( ) const
inline

Returns if the QP has been solved.

Returns
BT_TRUE: QProblemB solved
BT_FALSE: QProblemB not solved

References BT_FALSE, BT_TRUE, QPS_SOLVED, and status.

◆ isUnbounded()

BooleanType QProblemB::isUnbounded ( ) const
inline

Returns if the QP is unbounded.

Returns
BT_TRUE: QP unbounded
BT_FALSE: QP unbounded (or not known to be unbounded!)

References unbounded.

Referenced by QProblem::solveInitialQP(), and solveInitialQP().

◆ loadQPvectorsFromFile()

returnValue QProblemB::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
protected

Loads new QP vectors from files (internal members are not affected!).

Returns
SUCCESSFUL_RETURN
RET_UNABLE_TO_OPEN_FILE
RET_UNABLE_TO_READ_FILE
RET_INVALID_ARGUMENTS
Parameters
g_fileName of file where gradient, of neighbouring QP to be solved, is stored.
lb_fileName of file where lower bounds, of neighbouring QP to be solved, is stored.
If no lower bounds exist, a NULL pointer can be passed.
ub_fileName of file where upper bounds, of neighbouring QP to be solved, is stored.
If no upper bounds exist, a NULL pointer can be passed.
g_newOutput: Gradient of neighbouring QP to be solved.
lb_newOutput: Lower bounds of neighbouring QP to be solved
ub_newOutput: Upper bounds of neighbouring QP to be solved

References getNV(), readFromFile(), RET_INVALID_ARGUMENTS, SUCCESSFUL_RETURN, and THROWERROR.

Referenced by hotstart(), and QProblem::loadQPvectorsFromFile().

◆ obtainAuxiliaryWorkingSet()

returnValue QProblemB::obtainAuxiliaryWorkingSet ( const real_t *const  xOpt,
const real_t *const  yOpt,
const Bounds *const  guessedBounds,
Bounds auxiliaryBounds 
) const
protected

Obtains the desired working set for the auxiliary initial QP in accordance with the user specifications

Returns
SUCCESSFUL_RETURN
RET_OBTAINING_WORKINGSET_FAILED
RET_INVALID_ARGUMENTS
Parameters
xOptOptimal primal solution vector. If a NULL pointer is passed, all entries are assumed to be zero.
yOptOptimal dual solution vector. If a NULL pointer is passed, all entries are assumed to be zero.
guessedBoundsGuessed working set for solution (xOpt,yOpt).
auxiliaryBoundsInput: Allocated bound object.
Output: Working set for auxiliary QP.

References bounds, Options::boundTolerance, EPS, getNV(), SubjectTo::getStatus(), SubjectTo::getType(), Options::initialStatusBounds, lb, options, RET_INVALID_ARGUMENTS, RET_OBTAINING_WORKINGSET_FAILED, Bounds::setupBound(), ST_EQUALITY, ST_INACTIVE, ST_LOWER, ST_UNBOUNDED, ST_UPPER, SUCCESSFUL_RETURN, THROWERROR, and ub.

Referenced by QProblem::obtainAuxiliaryWorkingSet(), and solveInitialQP().

◆ operator=()

QProblemB & QProblemB::operator= ( const QProblemB rhs)
virtual

Assignment operator (deep copy).

Parameters
rhsRhs object.

References clear(), and copy().

Referenced by QProblem::operator=().

◆ performDriftCorrection()

returnValue QProblemB::performDriftCorrection ( )
privatevirtual

Drift correction at end of each active set iteration

Returns
SUCCESSFUL_RETURN

Reimplemented in QProblem.

References bounds, getMax(), getMin(), getNV(), SubjectTo::getStatus(), SubjectTo::getType(), lb, setupAuxiliaryQPgradient(), ST_BOUNDED, ST_DISABLED, ST_EQUALITY, ST_INACTIVE, ST_INFEASIBLE_LOWER, ST_INFEASIBLE_UPPER, ST_LOWER, ST_UNBOUNDED, ST_UNDEFINED, ST_UNKNOWN, ST_UPPER, ub, x, and y.

Referenced by solveQP().

◆ performRamping()

returnValue QProblemB::performRamping ( )
protectedvirtual

Ramping Strategy to avoid ties. Modifies homotopy start without changing current active set.

Returns
SUCCESSFUL_RETURN

Reimplemented in QProblem.

References bounds, getNV(), SubjectTo::getStatus(), SubjectTo::getType(), lb, ramp0, ramp1, rampOffset, real_t, setupAuxiliaryQPgradient(), ST_DISABLED, ST_EQUALITY, ST_INACTIVE, ST_LOWER, ST_UNBOUNDED, ST_UPPER, SUCCESSFUL_RETURN, ub, x, and y.

Referenced by solveQP().

◆ performRatioTest()

returnValue QProblemB::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
protected

Performs robustified ratio test yield the maximum possible step length along the homotopy path.

Returns
SUCCESSFUL_RETURN
Parameters
nIdxNumber of ratios to be checked.
idxListArray containing the indices of all ratios to be checked.
subjectToBound/Constraint object corresponding to ratios to be checked.
numArray containing all numerators for performing the ratio test.
denArray containing all denominators for performing the ratio test.
epsNumNumerator tolerance.
epsDenDenominator tolerance.
tOutput: Maximum possible step length along the homotopy path.
BC_idxOutput: Index of blocking constraint.

References BT_TRUE, SubjectTo::getStatus(), SubjectTo::getType(), isBlocking(), ST_EQUALITY, ST_INACTIVE, ST_LOWER, ST_UPPER, and SUCCESSFUL_RETURN.

Referenced by SQProblemSchur::addBound_ensureLI(), QProblem::addBound_ensureLI(), SQProblemSchur::addConstraint_ensureLI(), QProblem::addConstraint_ensureLI(), QProblem::performStep(), and performStep().

◆ performStep()

returnValue QProblemB::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 
)
private

Determines the maximum possible step length along the homotopy path and performs this step (without changing working set).

Returns
SUCCESSFUL_RETURN
RET_QP_INFEASIBLE
Parameters
delta_gStep direction of gradient.
delta_lbStep direction of lower bounds.
delta_ubStep direction of upper bounds.
delta_xFXPrimal homotopy step direction of fixed variables.
delta_xFRPrimal homotopy step direction of free variables.
delta_yFXDual homotopy step direction of fixed variables' multiplier.
BC_idxOutput: Index of blocking constraint.
BC_statusOutput: Status of blocking constraint.

References __FILE__, __FUNC__, __LINE__, bounds, BT_FALSE, Options::epsDen, Options::epsNum, g, Bounds::getFixed(), Bounds::getFree(), getGlobalMessageHandler(), getMax(), getNFR(), getNFX(), Indexlist::getNumberArray(), getNV(), SubjectTo::hasNoLower(), SubjectTo::hasNoUpper(), lb, MAX_STRING_LENGTH, options, performRatioTest(), real_t, RET_STEPSIZE, RET_STEPSIZE_NONPOSITIVE, ST_INACTIVE, ST_LOWER, ST_UNDEFINED, ST_UPPER, SUCCESSFUL_RETURN, tau, MessageHandling::throwInfo(), MessageHandling::throwWarning(), ub, VS_VISIBLE, x, y, and ZERO.

Referenced by solveQP().

◆ printIteration()

returnValue QProblemB::printIteration ( int_t  iter,
int_t  BC_idx,
SubjectToStatus  BC_status,
real_t  homotopyLength,
BooleanType  isFirstCall = BT_TRUE 
)
private

Prints concise information on the current iteration.

Returns
SUCCESSFUL_RETURN
Parameters
iterNumber of current iteration.
BC_idxIndex of blocking bound.
BC_statusStatus of blocking bound.
homotopyLengthCurrent homotopy distance.
isFirstCallIndicating whether this is the first call for current QP.

References BT_TRUE, count, END_NAMESPACE_QPOASES, EPS, TabularOutput::excAddB, TabularOutput::excRemB, g, getAbs(), getNFX(), getNV(), H, hessianType, HST_ZERO, TabularOutput::idxAddB, TabularOutput::idxRemB, lb, MAX_STRING_LENGTH, myPrintf(), options, PL_DEBUG_ITER, PL_MEDIUM, PL_TABULAR, Options::printLevel, real_t, RET_INVALID_ARGUMENTS, ST_INACTIVE, ST_UNDEFINED, SUCCESSFUL_RETURN, tabularOutput, tau, THROWERROR, Matrix::times(), ub, x, and y.

Referenced by solveQP().

◆ printOptions()

returnValue QProblemB::printOptions ( ) const

Prints a list of all options and their current values.

Returns
SUCCESSFUL_RETURN

References options, and Options::print().

Referenced by main().

◆ printProperties()

returnValue QProblemB::printProperties ( )
virtual

◆ regulariseHessian()

returnValue QProblemB::regulariseHessian ( )
protected

◆ removeBound()

returnValue QProblemB::removeBound ( int_t  number,
BooleanType  updateCholesky 
)
private

◆ reset()

returnValue QProblemB::reset ( )
virtual

◆ resetCounter()

returnValue QProblemB::resetCounter ( )
inline

Resets QP problem counter (to zero).

Returns
SUCCESSFUL_RETURN.

References count, and SUCCESSFUL_RETURN.

◆ setG()

returnValue QProblemB::setG ( const real_t *const  g_new)
inlineprotected

Changes gradient vector of the QP.

Returns
SUCCESSFUL_RETURN
RET_INVALID_ARGUMENTS
Parameters
g_newNew gradient vector (with correct dimension!).

Referenced by setupQPdata().

◆ setH() [1/2]

returnValue QProblemB::setH ( SymmetricMatrix H_new)
inlineprotected

Sets Hessian matrix of the QP.

Returns
SUCCESSFUL_RETURN
Parameters
H_newNew Hessian matrix (a shallow copy is made).

References BT_FALSE, BT_TRUE, freeHessian, H, and SUCCESSFUL_RETURN.

Referenced by SQProblemSchur::setupAuxiliaryQP(), SQProblem::setupNewAuxiliaryQP(), setupQPdata(), and setupQPdataFromFile().

◆ setH() [2/2]

returnValue QProblemB::setH ( const real_t *const  H_new)
inlineprotected

Sets dense Hessian matrix of the QP. If a null pointer is passed and a) hessianType is HST_IDENTITY, nothing is done, b) hessianType is not HST_IDENTITY, Hessian matrix is set to zero.

Returns
SUCCESSFUL_RETURN
Parameters
H_newNew dense Hessian matrix (with correct dimension!), a shallow copy is made.

References BT_FALSE, BT_TRUE, freeHessian, getNV(), H, hessianType, HST_IDENTITY, HST_ZERO, real_t, and SUCCESSFUL_RETURN.

◆ setHessianType()

returnValue QProblemB::setHessianType ( HessianType  _hessianType)
inline

Changes the print level.

Returns
SUCCESSFUL_RETURN
Parameters
_hessianTypeNew Hessian type.

References hessianType, and SUCCESSFUL_RETURN.

◆ setInfeasibilityFlag()

returnValue QProblemB::setInfeasibilityFlag ( returnValue  returnvalue,
BooleanType  doThrowError = BT_FALSE 
)
protected

Sets internal infeasibility flag and throws given error in case the far bound strategy is not enabled (as QP might actually not be infeasible in this case).

Returns
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_ENSURELI_FAILED_CYCLING
RET_ENSURELI_FAILED_NOINDEX
Parameters
returnvalueReturnvalue to be tunneled.
doThrowErrorFlag forcing to throw an error.

References BT_FALSE, BT_TRUE, Options::enableFarBounds, infeasible, options, and THROWERROR.

Referenced by SQProblemSchur::addBound_ensureLI(), QProblem::addBound_ensureLI(), SQProblemSchur::addConstraint_ensureLI(), QProblem::addConstraint_ensureLI(), hotstart(), QProblem::hotstart(), QProblem::solveQP(), and solveQP().

◆ setLB() [1/2]

returnValue QProblemB::setLB ( const real_t *const  lb_new)
inlineprotected

Changes lower bound vector of the QP.

Returns
SUCCESSFUL_RETURN
RET_QPOBJECT_NOT_SETUP
Parameters
lb_newNew lower bound vector (with correct dimension!).

Referenced by setupQPdata().

◆ setLB() [2/2]

returnValue QProblemB::setLB ( int_t  number,
real_t  value 
)
inlineprotected

Changes single entry of lower bound vector of the QP.

Returns
SUCCESSFUL_RETURN
RET_QPOBJECT_NOT_SETUP
RET_INDEX_OUT_OF_BOUNDS
Parameters
numberNumber of entry to be changed.
valueNew value for entry of lower bound vector.

References getNV(), lb, RET_INDEX_OUT_OF_BOUNDS, RET_QPOBJECT_NOT_SETUP, SUCCESSFUL_RETURN, and THROWERROR.

◆ setOptions()

returnValue QProblemB::setOptions ( const Options _options)
inline

Overrides current options with given ones.

Returns
SUCCESSFUL_RETURN
Parameters
_optionsNew options.

References Options::ensureConsistency(), options, Options::printLevel, setPrintLevel(), and SUCCESSFUL_RETURN.

Referenced by main(), and solveOqpBenchmark().

◆ setPrintLevel()

returnValue QProblemB::setPrintLevel ( PrintLevel  _printlevel)

◆ setUB() [1/2]

returnValue QProblemB::setUB ( const real_t *const  ub_new)
inlineprotected

Changes upper bound vector of the QP.

Returns
SUCCESSFUL_RETURN
RET_QPOBJECT_NOT_SETUP
Parameters
ub_newNew upper bound vector (with correct dimension!).

Referenced by setupQPdata().

◆ setUB() [2/2]

returnValue QProblemB::setUB ( int_t  number,
real_t  value 
)
inlineprotected

Changes single entry of upper bound vector of the QP.

Returns
SUCCESSFUL_RETURN
RET_QPOBJECT_NOT_SETUP
RET_INDEX_OUT_OF_BOUNDS
Parameters
numberNumber of entry to be changed.
valueNew value for entry of upper bound vector.

References getNV(), RET_INDEX_OUT_OF_BOUNDS, RET_QPOBJECT_NOT_SETUP, SUCCESSFUL_RETURN, THROWERROR, and ub.

◆ setupAuxiliaryQP()

returnValue QProblemB::setupAuxiliaryQP ( const Bounds *const  guessedBounds)
protectedvirtual

Updates QP vectors, working sets and internal data structures in order to start from an optimal solution corresponding to initial guesses of the working set for bounds

Returns
SUCCESSFUL_RETURN
RET_SETUP_AUXILIARYQP_FAILED
Parameters
guessedBoundsInitial guess for working set of bounds.

References bounds, BT_FALSE, BT_TRUE, computeCholesky(), getNV(), SubjectTo::getStatus(), Bounds::init(), QPS_PREPARINGAUXILIARYQP, RET_SETUP_AUXILIARYQP_FAILED, Bounds::setupAllFree(), setupAuxiliaryQPbounds(), setupAuxiliaryQPgradient(), setupAuxiliaryWorkingSet(), setupSubjectToType(), shallRefactorise(), ST_INACTIVE, status, SUCCESSFUL_RETURN, THROWERROR, and y.

Referenced by hotstart().

◆ setupAuxiliaryQPbounds()

returnValue QProblemB::setupAuxiliaryQPbounds ( BooleanType  useRelaxation)
private

Sets up bounds of the auxiliary initial QP for given optimal primal/dual solution and given initial working set (assumes that members X, Y and BOUNDS have already been initialised!).

Returns
SUCCESSFUL_RETURN
RET_UNKNOWN_BUG
Parameters
useRelaxationFlag indicating if inactive bounds shall be relaxed.

References Options::boundRelaxation, bounds, BT_TRUE, getNV(), SubjectTo::getStatus(), SubjectTo::getType(), lb, options, RET_UNKNOWN_BUG, ST_EQUALITY, ST_INACTIVE, ST_INFEASIBLE_LOWER, ST_INFEASIBLE_UPPER, ST_LOWER, ST_UPPER, SUCCESSFUL_RETURN, THROWERROR, ub, and x.

Referenced by setupAuxiliaryQP(), and solveInitialQP().

◆ setupAuxiliaryQPgradient()

returnValue QProblemB::setupAuxiliaryQPgradient ( )
private

Sets up gradient of the auxiliary initial QP for given optimal primal/dual solution and given initial working set (assumes that members X, Y and BOUNDS have already been initialised!).

Returns
SUCCESSFUL_RETURN

References BT_FALSE, g, getNV(), H, hessianType, HST_IDENTITY, HST_ZERO, regVal, SUCCESSFUL_RETURN, Matrix::times(), usingRegularisation(), x, and y.

Referenced by performDriftCorrection(), performRamping(), setupAuxiliaryQP(), and solveInitialQP().

◆ setupAuxiliaryQPsolution()

returnValue QProblemB::setupAuxiliaryQPsolution ( const real_t *const  xOpt,
const real_t *const  yOpt 
)
private

Sets up the optimal primal/dual solution of the auxiliary initial QP.

Returns
SUCCESSFUL_RETURN
Parameters
xOptOptimal primal solution vector. If a NULL pointer is passed, all entries are set to zero.
yOptOptimal dual solution vector. If a NULL pointer is passed, all entries are set to zero.

References getNV(), SUCCESSFUL_RETURN, x, and y.

Referenced by solveInitialQP().

◆ setupAuxiliaryWorkingSet()

returnValue QProblemB::setupAuxiliaryWorkingSet ( const Bounds *const  auxiliaryBounds,
BooleanType  setupAfresh 
)
private

Sets up bound data structure according to auxiliaryBounds. (If the working set shall be setup afresh, make sure that bounds data structure has been resetted!)

Returns
SUCCESSFUL_RETURN
RET_SETUP_WORKINGSET_FAILED
RET_INVALID_ARGUMENTS
RET_UNKNOWN_BUG
Parameters
auxiliaryBoundsWorking set for auxiliary QP.
setupAfreshFlag indicating if given working set shall be setup afresh or by updating the current one.

References addBound(), bounds, BT_FALSE, BT_TRUE, getNV(), SubjectTo::getStatus(), removeBound(), RET_INVALID_ARGUMENTS, RET_SETUP_WORKINGSET_FAILED, RET_UNKNOWN_BUG, ST_INACTIVE, ST_LOWER, ST_UNDEFINED, ST_UPPER, SUCCESSFUL_RETURN, and THROWERROR.

Referenced by setupAuxiliaryQP(), and solveInitialQP().

◆ setupInitialCholesky()

returnValue QProblemB::setupInitialCholesky ( )
protectedvirtual

Computes initial Cholesky decomposition of the (simply projected) Hessian making use of the function computeCholesky().

Returns
SUCCESSFUL_RETURN
RET_HESSIAN_NOT_SPD
RET_INDEXLIST_CORRUPTED

Reimplemented in QProblem.

References BT_TRUE, computeCholesky(), Options::enableRegularisation, getNFR(), getNFV(), getNV(), haveCholesky, options, regulariseHessian(), RET_HESSIAN_NOT_SPD, RET_INIT_FAILED_CHOLESKY, RET_INIT_FAILED_REGULARISATION, and SUCCESSFUL_RETURN.

Referenced by hotstart().

◆ setupQPdata() [1/2]

returnValue QProblemB::setupQPdata ( SymmetricMatrix _H,
const real_t *const  _g,
const real_t *const  _lb,
const real_t *const  _ub 
)
protected

Sets up internal QP data.

Returns
SUCCESSFUL_RETURN
RET_INVALID_ARGUMENTS
Parameters
_HHessian matrix.
_gGradient vector.
_lbLower bounds (on variables).
If no lower bounds exist, a NULL pointer can be passed.
_ubUpper bounds (on variables).
If no upper bounds exist, a NULL pointer can be passed.

References RET_INVALID_ARGUMENTS, setG(), setH(), setLB(), setUB(), SUCCESSFUL_RETURN, and THROWERROR.

Referenced by init(), and QProblem::setupQPdata().

◆ setupQPdata() [2/2]

returnValue QProblemB::setupQPdata ( const real_t *const  _H,
const real_t *const  _g,
const real_t *const  _lb,
const real_t *const  _ub 
)
protected

Sets up internal QP data. If the current Hessian is trivial (i.e. HST_ZERO or HST_IDENTITY) but a non-trivial one is given, memory for Hessian is allocated and it is set to the given one.

Returns
SUCCESSFUL_RETURN
RET_INVALID_ARGUMENTS
RET_NO_HESSIAN_SPECIFIED
Parameters
_HHessian matrix.
If Hessian matrix is trivial,a NULL pointer can be passed.
_gGradient vector.
_lbLower bounds (on variables).
If no lower bounds exist, a NULL pointer can be passed.
_ubUpper bounds (on variables).
If no upper bounds exist, a NULL pointer can be passed.

References RET_INVALID_ARGUMENTS, setG(), setH(), setLB(), setUB(), SUCCESSFUL_RETURN, and THROWERROR.

◆ setupQPdataFromFile()

returnValue QProblemB::setupQPdataFromFile ( const char *const  H_file,
const char *const  g_file,
const char *const  lb_file,
const char *const  ub_file 
)
protected

Sets up internal QP data by loading it from files. If the current Hessian is trivial (i.e. HST_ZERO or HST_IDENTITY) but a non-trivial one is given, memory for Hessian is allocated and it is set to the given one.

Returns
SUCCESSFUL_RETURN
RET_UNABLE_TO_OPEN_FILE
RET_UNABLE_TO_READ_FILE
RET_INVALID_ARGUMENTS
RET_NO_HESSIAN_SPECIFIED
Parameters
H_fileName of file where Hessian matrix, of neighbouring QP to be solved, is stored.
If Hessian matrix is trivial,a NULL pointer can be passed.
g_fileName of file where gradient, of neighbouring QP to be solved, is stored.
lb_fileName of file where lower bounds, of neighbouring QP to be solved, is stored.
If no lower bounds exist, a NULL pointer can be passed.
ub_fileName of file where upper bounds, of neighbouring QP to be solved, is stored.
If no upper bounds exist, a NULL pointer can be passed.

References Matrix::doFreeMemory(), g, getNV(), H, INFTY, lb, readFromFile(), real_t, RET_INVALID_ARGUMENTS, setH(), SUCCESSFUL_RETURN, THROWERROR, and ub.

Referenced by init(), and QProblem::setupQPdataFromFile().

◆ setupSubjectToType() [1/2]

returnValue QProblemB::setupSubjectToType ( )
protectedvirtual

Determines type of existing constraints and bounds (i.e. implicitly fixed, unbounded etc.).

Returns
SUCCESSFUL_RETURN
RET_SETUPSUBJECTTOTYPE_FAILED

Reimplemented in QProblem.

References lb, and ub.

Referenced by setupAuxiliaryQP(), QProblem::setupSubjectToType(), solveInitialQP(), solveQP(), and QProblem::updateActivitiesForHotstart().

◆ setupSubjectToType() [2/2]

returnValue QProblemB::setupSubjectToType ( const real_t *const  lb_new,
const real_t *const  ub_new 
)
protectedvirtual

Determines type of new constraints and bounds (i.e. implicitly fixed, unbounded etc.).

Returns
SUCCESSFUL_RETURN
RET_SETUPSUBJECTTOTYPE_FAILED
Parameters
lb_newNew lower bounds.
ub_newNew upper bounds.

References bounds, Options::boundTolerance, BT_FALSE, BT_TRUE, Options::enableEqualities, Options::enableFarBounds, getNV(), INFTY, lb, options, SubjectTo::setNoLower(), SubjectTo::setNoUpper(), SubjectTo::setType(), ST_BOUNDED, ST_EQUALITY, ST_UNBOUNDED, SUCCESSFUL_RETURN, and ub.

◆ shallRefactorise()

BooleanType QProblemB::shallRefactorise ( const Bounds *const  guessedBounds) const
private

Determines if it is more efficient to refactorise the matrices when hotstarting or not (i.e. better to update the existing factorisations).

Returns
BT_TRUE iff matrices shall be refactorised afresh
Parameters
guessedBoundsGuessed new working set.

References bounds, BT_FALSE, BT_TRUE, Bounds::getNFX(), getNV(), SubjectTo::getStatus(), hessianType, HST_INDEF, and HST_SEMIDEF.

Referenced by setupAuxiliaryQP().

◆ solveInitialQP()

returnValue QProblemB::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 
)
private

Solves a QProblemB whose QP data is assumed to be stored in the member variables. A guess for its primal/dual optimal solution vectors and the corresponding optimal working set can be provided. Note: This function is internally called by all init functions!

Returns
SUCCESSFUL_RETURN
RET_INIT_FAILED
RET_INIT_FAILED_CHOLESKY
RET_INIT_FAILED_HOTSTART
RET_INIT_FAILED_INFEASIBILITY
RET_INIT_FAILED_UNBOUNDEDNESS
RET_MAX_NWSR_REACHED
Parameters
xOptOptimal primal solution vector.
yOptOptimal dual solution vector.
guessedBoundsOptimal working set of bounds for solution (xOpt,yOpt).
_RPre-computed (upper triangular) Cholesky factor of Hessian matrix.
nWSRInput: Maximum number of working set recalculations;
Output: Number of performed working set recalculations.
cputimeInput: Maximum CPU time allowed for QP solution.
Output: CPU time spent for QP solution (or to perform nWSR iterations).

References bounds, BT_FALSE, BT_TRUE, determineHessianType(), g, getCPUtime(), getNV(), haveCholesky, hessianType, hotstart(), HST_SEMIDEF, HST_ZERO, Options::initialStatusBounds, isInfeasible(), isUnbounded(), lb, obtainAuxiliaryWorkingSet(), options, QPS_AUXILIARYQPSOLVED, QPS_NOTINITIALISED, QPS_PREPARINGAUXILIARYQP, R, real_t, regulariseHessian(), RET_INIT_FAILED, RET_INIT_FAILED_HOTSTART, RET_INIT_FAILED_INFEASIBILITY, RET_INIT_FAILED_REGULARISATION, RET_INIT_FAILED_UNBOUNDEDNESS, RET_INIT_SUCCESSFUL, RET_MAX_NWSR_REACHED, RET_NO_CHOLESKY_WITH_INITIAL_GUESS, RR, Bounds::setupAllFree(), setupAuxiliaryQPbounds(), setupAuxiliaryQPgradient(), setupAuxiliaryQPsolution(), setupAuxiliaryWorkingSet(), setupSubjectToType(), ST_INACTIVE, status, SUCCESSFUL_RETURN, THROWERROR, THROWINFO, THROWWARNING, and ub.

Referenced by init().

◆ solveQP()

returnValue QProblemB::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 
)
private

Solves an initialised QProblemB using online active set strategy. Note: This function is internally called by all hotstart functions!

Returns
SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_SHIFT_DETERMINATION_FAILED
RET_STEPDIRECTION_DETERMINATION_FAILED
RET_STEPLENGTH_DETERMINATION_FAILED
RET_HOMOTOPY_STEP_FAILED
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_HOTSTART_STOPPED_UNBOUNDEDNESS
Parameters
g_newGradient of neighbouring QP to be solved.
lb_newLower bounds of neighbouring QP to be solved.
If no lower bounds exist, a NULL pointer can be passed.
ub_newUpper bounds of neighbouring QP to be solved.
If no upper bounds exist, a NULL pointer can be passed.
nWSRInput: Maximum number of working set recalculations;
Output: Number of performed working set recalculations.
cputimeInput: Maximum CPU time allowed for QP solution.
Output: CPU time spent for QP solution (or to perform nWSR iterations).
nWSRperformedNumber of working set recalculations already performed to solve this QP within previous solveQP() calls. This number is always zero, except for successive calls from solveRegularisedQP() or when using the far bound strategy.
isFirstCallIndicating whether this is the first call for current QP.

References __FILE__, __FUNC__, __LINE__, BT_FALSE, BT_TRUE, changeActiveSet(), computeCholesky(), determineDataShift(), determineStepDirection(), Options::enableCholeskyRefactorisation, Options::enableDriftCorrection, Options::enableRamping, EPS, TabularOutput::excAddB, TabularOutput::excAddC, TabularOutput::excRemB, TabularOutput::excRemC, getCPUtime(), getGlobalMessageHandler(), getNV(), getRelativeHomotopyLength(), getStatus(), TabularOutput::idxAddB, TabularOutput::idxAddC, TabularOutput::idxRemB, TabularOutput::idxRemC, infeasible, isCPUtimeLimitExceeded(), MAX_STRING_LENGTH, options, performDriftCorrection(), performRamping(), performStep(), PL_HIGH, printIteration(), Options::printLevel, QPS_HOMOTOPYQPSOLVED, QPS_NOTINITIALISED, QPS_PERFORMINGHOMOTOPY, QPS_PREPARINGAUXILIARYQP, QPS_SOLVED, real_t, RET_HOMOTOPY_STEP_FAILED, RET_HOTSTART_FAILED, RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED, RET_HOTSTART_STOPPED_INFEASIBILITY, RET_HOTSTART_STOPPED_UNBOUNDEDNESS, RET_ITERATION_STARTED, RET_MAX_NWSR_REACHED, RET_OPTIMAL_SOLUTION_FOUND, RET_PRINT_ITERATION_FAILED, RET_SHIFT_DETERMINATION_FAILED, RET_STEPDIRECTION_DETERMINATION_FAILED, RET_STEPLENGTH_DETERMINATION_FAILED, setInfeasibilityFlag(), setupSubjectToType(), status, SUCCESSFUL_RETURN, tabularOutput, tau, Options::terminationTolerance, THROWERROR, MessageHandling::throwInfo(), THROWINFO, MessageHandling::throwWarning(), unbounded, and VS_VISIBLE.

Referenced by solveRegularisedQP().

◆ solveRegularisedQP()

returnValue QProblemB::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 
)
private

Solves an initialised QProblemB using online active set strategy. Note: This function is internally called by all hotstart functions!

Returns
SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_SHIFT_DETERMINATION_FAILED
RET_STEPDIRECTION_DETERMINATION_FAILED
RET_STEPLENGTH_DETERMINATION_FAILED
RET_HOMOTOPY_STEP_FAILED
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_HOTSTART_STOPPED_UNBOUNDEDNESS
Parameters
g_newGradient of neighbouring QP to be solved.
lb_newLower bounds of neighbouring QP to be solved.
If no lower bounds exist, a NULL pointer can be passed.
ub_newUpper bounds of neighbouring QP to be solved.
If no upper bounds exist, a NULL pointer can be passed.
nWSRInput: Maximum number of working set recalculations;
Output: Number of performed working set recalculations.
cputimeInput: Maximum CPU time allowed for QP solution.
Output: CPU time spent for QP solution (or to perform nWSR iterations).
nWSRperformedNumber of working set recalculations already performed to solve this QP within previous solveRegularisedQP() calls. This number is always zero, except for successive calls when using the far bound strategy.
isFirstCallIndicating whether this is the first call for current QP.

References BT_FALSE, g, getNV(), Options::numRegularisationSteps, options, real_t, regVal, RET_FEWER_REGSTEPS_NWSR, RET_MAX_NWSR_REACHED, RET_NO_REGSTEP_NWSR, solveQP(), SUCCESSFUL_RETURN, THROWWARNING, usingRegularisation(), and x.

Referenced by hotstart().

◆ updateFarBounds()

returnValue QProblemB::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
protected

...

Parameters
curFarBound...
nRamp...
lb_new...
lb_new_far...
ub_new...
ub_new_far...

References BT_TRUE, Options::enableRamping, getMax(), getMin(), getNV(), options, ramp0, ramp1, rampOffset, real_t, and SUCCESSFUL_RETURN.

Referenced by hotstart(), and QProblem::updateFarBounds().

◆ usingRegularisation()

BooleanType QProblemB::usingRegularisation ( ) const
inline

Member Data Documentation

◆ bounds

Bounds QProblemB::bounds
protected

Data structure for problem's bounds.

Referenced by SQProblemSchur::addBound(), QProblem::addBound(), addBound(), SQProblemSchur::addBound_checkLISchur(), SQProblemSchur::addBound_ensureLI(), QProblem::addBound_ensureLI(), QProblem::addConstraint(), QProblem::addConstraint_checkLI(), SQProblemSchur::addConstraint_checkLISchur(), SQProblemSchur::addConstraint_ensureLI(), QProblem::addConstraint_ensureLI(), SolutionAnalysis::checkCurvatureOnStronglyActiveConstraints(), computeCholesky(), QProblem::computeProjectedCholesky(), SQProblemSchur::correctInertia(), determineDataShift(), QProblem::determineDataShift(), QProblem::determineStepDirection(), determineStepDirection(), SQProblemSchur::determineStepDirection2(), QProblem::dropInfeasibles(), QProblem::ensureNonzeroCurvature(), getBounds(), QProblem::getFreeVariablesFlags(), getNFR(), getNFV(), getNFX(), getNV(), SolutionAnalysis::getVarianceCovariance(), getWorkingSetBounds(), QProblem::hotstart(), obtainAuxiliaryWorkingSet(), QProblem::performDriftCorrection(), performDriftCorrection(), performRamping(), QProblem::performRamping(), QProblem::performStep(), performStep(), QProblem::printProperties(), printProperties(), QProblemB(), SQProblemSchur::removeBound(), QProblem::removeBound(), removeBound(), QProblem::removeConstraint(), SQProblemSchur::repairSingularWorkingSet(), reset(), QProblem::setupAuxiliaryQP(), setupAuxiliaryQP(), QProblem::setupAuxiliaryQPbounds(), setupAuxiliaryQPbounds(), SQProblemSchur::setupAuxiliaryWorkingSet(), QProblem::setupAuxiliaryWorkingSet(), setupAuxiliaryWorkingSet(), SQProblem::setupNewAuxiliaryQP(), setupSubjectToType(), QProblem::setupTQfactorisation(), QProblem::shallRefactorise(), shallRefactorise(), QProblem::solveCurrentEQP(), QProblem::solveInitialQP(), solveInitialQP(), QProblem::updateActivitiesForHotstart(), and QProblem::writeQpWorkspaceIntoMatFile().

◆ count

uint_t QProblemB::count
protected

Counts the number of hotstart function calls.

Referenced by getCount(), hotstart(), QProblem::hotstart(), QProblem::printIteration(), printIteration(), QProblemB(), and resetCounter().

◆ delta_xFR_TMP

real_t* QProblemB::delta_xFR_TMP
protected

Temporary for determineStepDirection

Referenced by clear(), QProblem::determineStepDirection(), determineStepDirection(), and QProblemB().

◆ flipper

Flipper QProblemB::flipper
protected

Struct for making a temporary copy of the matrix factorisations.

Referenced by QProblem::QProblem(), QProblemB(), QProblem::removeBound(), removeBound(), QProblem::removeConstraint(), QProblem::reset(), and reset().

◆ freeHessian

BooleanType QProblemB::freeHessian
protected

Flag indicating whether the Hessian matrix needs to be de-allocated.

Referenced by clear(), QProblemB(), setH(), and SQProblem::setupNewAuxiliaryQP().

◆ g

real_t* QProblemB::g
protected

◆ H

SymmetricMatrix* QProblemB::H
protected

◆ haveCholesky

BooleanType QProblemB::haveCholesky
protected

Flag indicating whether Cholesky decomposition has already been setup.

Referenced by hotstart(), QProblem::hotstart(), QProblemB(), reset(), setupInitialCholesky(), QProblem::setupInitialCholesky(), QProblem::solveInitialQP(), and solveInitialQP().

◆ hessianType

HessianType QProblemB::hessianType
protected

◆ infeasible

BooleanType QProblemB::infeasible
protected

◆ lb

real_t* QProblemB::lb
protected

◆ options

Options QProblemB::options
protected

Struct containing all user-defined options for solving QPs.

Referenced by SQProblemSchur::addBound(), QProblem::addBound_checkLI(), SQProblemSchur::addBound_checkLISchur(), SQProblemSchur::addBound_ensureLI(), QProblem::addBound_ensureLI(), SQProblemSchur::addConstraint(), QProblem::addConstraint_checkLI(), SQProblemSchur::addConstraint_checkLISchur(), SQProblemSchur::addConstraint_ensureLI(), QProblem::addConstraint_ensureLI(), QProblem::changeActiveSet(), SQProblemSchur::correctInertia(), SQProblemSchur::deleteFromSchurComplement(), determineHessianType(), QProblem::determineStepDirection(), determineStepDirection(), SQProblemSchur::determineStepDirection2(), QProblem::dropInfeasibles(), QProblem::ensureNonzeroCurvature(), getOptions(), getPrintLevel(), hotstart(), QProblem::hotstart(), obtainAuxiliaryWorkingSet(), QProblem::obtainAuxiliaryWorkingSet(), QProblem::performStep(), performStep(), QProblem::printIteration(), printIteration(), printOptions(), QProblem::printProperties(), printProperties(), QProblemB(), regulariseHessian(), SQProblemSchur::removeBound(), QProblem::removeBound(), removeBound(), SQProblemSchur::removeConstraint(), QProblem::removeConstraint(), SQProblemSchur::repairSingularWorkingSet(), reset(), SQProblemSchur::resetSchurComplement(), setInfeasibilityFlag(), setOptions(), setPrintLevel(), SQProblemSchur::setupAuxiliaryQP(), QProblem::setupAuxiliaryQPbounds(), setupAuxiliaryQPbounds(), SQProblemSchur::setupAuxiliaryWorkingSet(), QProblem::setupAuxiliaryWorkingSet(), setupInitialCholesky(), QProblem::setupInitialCholesky(), SQProblem::setupNewAuxiliaryQP(), setupSubjectToType(), QProblem::setupSubjectToType(), QProblem::solveInitialQP(), solveInitialQP(), QProblem::solveQP(), solveQP(), QProblem::solveRegularisedQP(), solveRegularisedQP(), SQProblemSchur::undoDeleteFromSchurComplement(), QProblem::updateActivitiesForHotstart(), updateFarBounds(), and QProblem::updateFarBounds().

◆ R

real_t* QProblemB::R
protected

◆ ramp0

real_t QProblemB::ramp0
protected

◆ ramp1

real_t QProblemB::ramp1
protected

◆ rampOffset

int_t QProblemB::rampOffset
protected

◆ regVal

real_t QProblemB::regVal
protected

◆ status

QProblemStatus QProblemB::status
protected

◆ tabularOutput

TabularOutput QProblemB::tabularOutput
protected

◆ tau

real_t QProblemB::tau
protected

◆ ub

real_t* QProblemB::ub
protected

◆ unbounded

BooleanType QProblemB::unbounded
protected

◆ x

real_t* QProblemB::x
protected

◆ y

real_t* QProblemB::y
protected

The documentation for this class was generated from the following files: