#include <solvers.hpp>

Inheritance diagram for mfem::SLBQPOptimizer:

Collaboration diagram for mfem::SLBQPOptimizer:

Public Member Functions
	SLBQPOptimizer ()

	SLBQPOptimizer (MPI_Comm _comm)

void	SetBounds (const Vector &_lo, const Vector &_hi)

void	SetLinearConstraint (const Vector &_w, double _a)

virtual void	Mult (const Vector &xt, Vector &x) const
	Operator application. More...

virtual void	SetPreconditioner (Solver &pr)
	These are not currently meaningful for this solver and will error out. More...

virtual void	SetOperator (const Operator &op)
	Also calls SetOperator for the preconditioner if there is one. More...

Public Member Functions inherited from mfem::IterativeSolver
	IterativeSolver ()

	IterativeSolver (MPI_Comm _comm)

void	SetRelTol (double rtol)

void	SetAbsTol (double atol)

void	SetMaxIter (int max_it)

void	SetPrintLevel (int print_lvl)

int	GetNumIterations ()

int	GetConverged ()

double	GetFinalNorm ()

Public Member Functions inherited from mfem::Solver
	Solver (int s=0, bool iter_mode=false)

	Solver (int h, int w, bool iter_mode=false)
	Initialize a Solver with height 'h' and width 'w'. More...

Public Member Functions inherited from mfem::Operator
	Operator (int s=0)
	Construct a square Operator with given size s (default 0) More...

	Operator (int h, int w)

int	Height () const
	Get the height (size of output) of the Operator. Synonym with NumRows. More...

int	NumRows () const

int	Width () const
	Get the width (size of input) of the Operator. Synonym with NumCols. More...

int	NumCols () const

virtual void	MultTranspose (const Vector &x, Vector &y) const
	Action of the transpose operator. More...

virtual Operator &	GetGradient (const Vector &x) const
	Evaluate the gradient operator at the point x. More...

void	PrintMatlab (std::ostream &out, int n=0, int m=0)
	Prints operator with input size n and output size m in matlab format. More...

virtual	~Operator ()

Protected Member Functions
double	solve (double l, const Vector &xt, Vector &x, int &nclip) const
	Solve QP at fixed lambda. More...

void	print_iteration (int it, double r, double l) const

Protected Member Functions inherited from mfem::IterativeSolver
double	Dot (const Vector &x, const Vector &y) const

double	Norm (const Vector &x) const

Protected Attributes
Vector	lo

Vector	hi

Vector	w

double	a

Protected Attributes inherited from mfem::IterativeSolver
const Operator *	oper

Solver *	prec

int	max_iter

int	print_level

double	rel_tol

double	abs_tol

int	final_iter

int	converged

double	final_norm

Protected Attributes inherited from mfem::Operator
int	height

int	width

Additional Inherited Members
Public Attributes inherited from mfem::Solver
bool	iterative_mode
	If true, use the second argument of Mult as an initial guess. More...

Detailed Description

SLBQP: (S)ingle (L)inearly Constrained with (B)ounds (Q)uadratic (P)rogram

minimize 1/2 ||x - x_t||^2, subject to: lo_i <= x_i <= hi_i sum_i w_i x_i = a

Definition at line 289 of file solvers.hpp.

Constructor & Destructor Documentation

mfem::SLBQPOptimizer::SLBQPOptimizer ( )

inline

Definition at line 307 of file solvers.hpp.

mfem::SLBQPOptimizer::SLBQPOptimizer ( MPI_Comm _comm )

inline

Definition at line 310 of file solvers.hpp.

Member Function Documentation

void mfem::SLBQPOptimizer::Mult	(	const Vector &	x,
		Vector &	y
	)		const

virtual

Operator application.

Implements mfem::Operator.

Definition at line 1328 of file solvers.cpp.

void mfem::SLBQPOptimizer::print_iteration	(	int	it,
		double	r,
		double	l
	)		const

inlineprotected

Definition at line 1321 of file solvers.cpp.

void mfem::SLBQPOptimizer::SetBounds	(	const Vector &	_lo,
		const Vector &	_hi
	)

Definition at line 1297 of file solvers.cpp.

void mfem::SLBQPOptimizer::SetLinearConstraint	(	const Vector &	_w,
		double	_a
	)

Definition at line 1303 of file solvers.cpp.

void mfem::SLBQPOptimizer::SetOperator ( const Operator & op )

virtual

Also calls SetOperator for the preconditioner if there is one.

Reimplemented from mfem::IterativeSolver.

Definition at line 1315 of file solvers.cpp.

void mfem::SLBQPOptimizer::SetPreconditioner ( Solver & pr )

virtual

These are not currently meaningful for this solver and will error out.

Reimplemented from mfem::IterativeSolver.

Definition at line 1309 of file solvers.cpp.

double mfem::SLBQPOptimizer::solve	(	double	l,
		const Vector &	xt,
		Vector &	x,
		int &	nclip
	)		const

inlineprotected

Solve QP at fixed lambda.

Definition at line 296 of file solvers.hpp.

Member Data Documentation

double mfem::SLBQPOptimizer::a

protected

Definition at line 293 of file solvers.hpp.

Vector mfem::SLBQPOptimizer::hi

protected

Definition at line 292 of file solvers.hpp.

Vector mfem::SLBQPOptimizer::lo

protected

Definition at line 292 of file solvers.hpp.

Vector mfem::SLBQPOptimizer::w

protected

Definition at line 292 of file solvers.hpp.

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

Public Member Functions

Protected Member Functions

Protected Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation