IGLib  1.7.2
The IGLib base library EXTENDED - with other lilbraries and applications.
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Classes | Static Public Member Functions | Public Attributes | Static Private Member Functions | List of all members
alglib.cqmodels Class Reference

Classes

class  convexquadraticmodel
 

Static Public Member Functions

static void cqminit (int n, convexquadraticmodel s)
 
static void cqmseta (convexquadraticmodel s, double[,] a, bool isupper, double alpha)
 
static void cqmrewritedensediagonal (convexquadraticmodel s, double[] z)
 
static void cqmsetd (convexquadraticmodel s, double[] d, double tau)
 
static void cqmdropa (convexquadraticmodel s)
 
static void cqmsetb (convexquadraticmodel s, double[] b)
 
static void cqmsetq (convexquadraticmodel s, double[,] q, double[] r, int k, double theta)
 
static void cqmsetactiveset (convexquadraticmodel s, double[] x, bool[] activeset)
 
static double cqmeval (convexquadraticmodel s, double[] x)
 
static void cqmevalx (convexquadraticmodel s, double[] x, ref double r, ref double noise)
 
static void cqmgradunconstrained (convexquadraticmodel s, double[] x, ref double[] g)
 
static double cqmxtadx2 (convexquadraticmodel s, double[] x)
 
static void cqmadx (convexquadraticmodel s, double[] x, ref double[] y)
 
static bool cqmconstrainedoptimum (convexquadraticmodel s, ref double[] x)
 
static void cqmscalevector (convexquadraticmodel s, ref double[] x)
 
static double cqmdebugconstrainedevalt (convexquadraticmodel s, double[] x)
 
static double cqmdebugconstrainedevale (convexquadraticmodel s, double[] x)
 
static void cqminit (int n, convexquadraticmodel s)
 
static void cqmseta (convexquadraticmodel s, double[,] a, bool isupper, double alpha)
 
static void cqmrewritedensediagonal (convexquadraticmodel s, double[] z)
 
static void cqmsetd (convexquadraticmodel s, double[] d, double tau)
 
static void cqmdropa (convexquadraticmodel s)
 
static void cqmsetb (convexquadraticmodel s, double[] b)
 
static void cqmsetq (convexquadraticmodel s, double[,] q, double[] r, int k, double theta)
 
static void cqmsetactiveset (convexquadraticmodel s, double[] x, bool[] activeset)
 
static double cqmeval (convexquadraticmodel s, double[] x)
 
static void cqmevalx (convexquadraticmodel s, double[] x, ref double r, ref double noise)
 
static void cqmgradunconstrained (convexquadraticmodel s, double[] x, ref double[] g)
 
static double cqmxtadx2 (convexquadraticmodel s, double[] x)
 
static void cqmadx (convexquadraticmodel s, double[] x, ref double[] y)
 
static bool cqmconstrainedoptimum (convexquadraticmodel s, ref double[] x)
 
static void cqmscalevector (convexquadraticmodel s, ref double[] x)
 
static double cqmdebugconstrainedevalt (convexquadraticmodel s, double[] x)
 
static double cqmdebugconstrainedevale (convexquadraticmodel s, double[] x)
 

Public Attributes

const int newtonrefinementits = 3
 

Static Private Member Functions

static bool cqmrebuild (convexquadraticmodel s)
 
static void cqmsolveea (convexquadraticmodel s, ref double[] x, ref double[] tmp)
 
static bool cqmrebuild (convexquadraticmodel s)
 
static void cqmsolveea (convexquadraticmodel s, ref double[] x, ref double[] tmp)
 

Member Function Documentation

static void alglib.cqmodels.cqminit ( int  n,
convexquadraticmodel  s 
)
inlinestatic

Referenced by alglib.testcqmodelsunit.testcqmodels().

static void alglib.cqmodels.cqmseta ( convexquadraticmodel  s,
double  a[,],
bool  isupper,
double  alpha 
)
inlinestatic

Referenced by alglib.testcqmodelsunit.testcqmodels().

static void alglib.cqmodels.cqmrewritedensediagonal ( convexquadraticmodel  s,
double[]  z 
)
inlinestatic

Referenced by alglib.testcqmodelsunit.testcqmodels().

static void alglib.cqmodels.cqmsetd ( convexquadraticmodel  s,
double[]  d,
double  tau 
)
inlinestatic

Referenced by alglib.testcqmodelsunit.testcqmodels().

static void alglib.cqmodels.cqmdropa ( convexquadraticmodel  s)
inlinestatic
static void alglib.cqmodels.cqmsetb ( convexquadraticmodel  s,
double[]  b 
)
inlinestatic

Referenced by alglib.testcqmodelsunit.testcqmodels().

static void alglib.cqmodels.cqmsetq ( convexquadraticmodel  s,
double  q[,],
double[]  r,
int  k,
double  theta 
)
inlinestatic

Referenced by alglib.testcqmodelsunit.testcqmodels().

static void alglib.cqmodels.cqmsetactiveset ( convexquadraticmodel  s,
double[]  x,
bool[]  activeset 
)
inlinestatic

Referenced by alglib.testcqmodelsunit.testcqmodels().

static double alglib.cqmodels.cqmeval ( convexquadraticmodel  s,
double[]  x 
)
inlinestatic

Referenced by alglib.testcqmodelsunit.testcqmodels().

static void alglib.cqmodels.cqmevalx ( convexquadraticmodel  s,
double[]  x,
ref double  r,
ref double  noise 
)
inlinestatic

Referenced by alglib.testcqmodelsunit.testcqmodels().

static void alglib.cqmodels.cqmgradunconstrained ( convexquadraticmodel  s,
double[]  x,
ref double[]  g 
)
inlinestatic

Referenced by alglib.cqmodels.cqmconstrainedoptimum(), and alglib.testcqmodelsunit.testcqmodels().

static double alglib.cqmodels.cqmxtadx2 ( convexquadraticmodel  s,
double[]  x 
)
inlinestatic

Referenced by alglib.testcqmodelsunit.testcqmodels().

static void alglib.cqmodels.cqmadx ( convexquadraticmodel  s,
double[]  x,
ref double[]  y 
)
inlinestatic

Referenced by alglib.testcqmodelsunit.testcqmodels().

static bool alglib.cqmodels.cqmconstrainedoptimum ( convexquadraticmodel  s,
ref double[]  x 
)
inlinestatic

Referenced by alglib.testcqmodelsunit.testcqmodels().

static void alglib.cqmodels.cqmscalevector ( convexquadraticmodel  s,
ref double[]  x 
)
inlinestatic
static double alglib.cqmodels.cqmdebugconstrainedevalt ( convexquadraticmodel  s,
double[]  x 
)
inlinestatic

Referenced by alglib.testcqmodelsunit.testcqmodels().

static double alglib.cqmodels.cqmdebugconstrainedevale ( convexquadraticmodel  s,
double[]  x 
)
inlinestatic

Referenced by alglib.testcqmodelsunit.testcqmodels().

static bool alglib.cqmodels.cqmrebuild ( convexquadraticmodel  s)
inlinestaticprivate

Referenced by alglib.cqmodels.cqmconstrainedoptimum(), alglib.cqmodels.cqmdebugconstrainedevale(), and alglib.cqmodels.cqmdebugconstrainedevalt().

static void alglib.cqmodels.cqmsolveea ( convexquadraticmodel  s,
ref double[]  x,
ref double[]  tmp 
)
inlinestaticprivate

Referenced by alglib.cqmodels.cqmconstrainedoptimum().

static void alglib.cqmodels.cqminit ( int  n,
convexquadraticmodel  s 
)
inlinestatic

References alglib.apserv.bvectorsetlengthatleast(), and alglib.apserv.rvectorsetlengthatleast().

static void alglib.cqmodels.cqmseta ( convexquadraticmodel  s,
double  a[,],
bool  isupper,
double  alpha 
)
inlinestatic

References alglib.ap.assert(), alglib.math.isfinite(), alglib.apserv.isfinitertrmatrix(), and alglib.apserv.rmatrixsetlengthatleast().

static void alglib.cqmodels.cqmrewritedensediagonal ( convexquadraticmodel  s,
double[]  z 
)
inlinestatic

References alglib.apserv.rmatrixsetlengthatleast().

static void alglib.cqmodels.cqmsetd ( convexquadraticmodel  s,
double[]  d,
double  tau 
)
inlinestatic

References alglib.ap.assert(), alglib.math.isfinite(), alglib.apserv.isfinitevector(), and alglib.apserv.rvectorsetlengthatleast().

static void alglib.cqmodels.cqmdropa ( convexquadraticmodel  s)
inlinestatic
static void alglib.cqmodels.cqmsetb ( convexquadraticmodel  s,
double[]  b 
)
inlinestatic

References alglib.ap.assert(), alglib.apserv.isfinitevector(), and alglib.apserv.rvectorsetlengthatleast().

static void alglib.cqmodels.cqmsetq ( convexquadraticmodel  s,
double  q[,],
double[]  r,
int  k,
double  theta 
)
inlinestatic

References alglib.apserv.apservisfinitematrix(), alglib.ap.assert(), alglib.math.isfinite(), alglib.apserv.isfinitevector(), alglib.apserv.rmatrixsetlengthatleast(), and alglib.apserv.rvectorsetlengthatleast().

static void alglib.cqmodels.cqmsetactiveset ( convexquadraticmodel  s,
double[]  x,
bool[]  activeset 
)
inlinestatic

References alglib.ap.assert(), and alglib.math.isfinite().

static double alglib.cqmodels.cqmeval ( convexquadraticmodel  s,
double[]  x 
)
inlinestatic

References alglib.ap.assert(), alglib.apserv.isfinitevector(), and alglib.math.sqr().

static void alglib.cqmodels.cqmevalx ( convexquadraticmodel  s,
double[]  x,
ref double  r,
ref double  noise 
)
inlinestatic

References alglib.ap.assert(), alglib.apserv.isfinitevector(), alglib.math.machineepsilon, and alglib.math.sqr().

static void alglib.cqmodels.cqmgradunconstrained ( convexquadraticmodel  s,
double[]  x,
ref double[]  g 
)
inlinestatic

References alglib.ap.assert(), alglib.apserv.isfinitevector(), and alglib.apserv.rvectorsetlengthatleast().

static double alglib.cqmodels.cqmxtadx2 ( convexquadraticmodel  s,
double[]  x 
)
inlinestatic

References alglib.ap.assert(), alglib.apserv.isfinitevector(), and alglib.math.sqr().

static void alglib.cqmodels.cqmadx ( convexquadraticmodel  s,
double[]  x,
ref double[]  y 
)
inlinestatic

References alglib.ap.assert(), alglib.apserv.isfinitevector(), and alglib.apserv.rvectorsetlengthatleast().

static bool alglib.cqmodels.cqmconstrainedoptimum ( convexquadraticmodel  s,
ref double[]  x 
)
inlinestatic

References alglib.cqmodels.cqmgradunconstrained(), alglib.cqmodels.cqmrebuild(), alglib.cqmodels.cqmsolveea(), alglib.fbls.fblscholeskysolve(), and alglib.apserv.rvectorsetlengthatleast().

static void alglib.cqmodels.cqmscalevector ( convexquadraticmodel  s,
ref double[]  x 
)
inlinestatic
static double alglib.cqmodels.cqmdebugconstrainedevalt ( convexquadraticmodel  s,
double[]  x 
)
inlinestatic

References alglib.ap.assert(), alglib.cqmodels.cqmrebuild(), alglib.apserv.isfinitevector(), and alglib.math.sqr().

static double alglib.cqmodels.cqmdebugconstrainedevale ( convexquadraticmodel  s,
double[]  x 
)
inlinestatic

References alglib.ap.assert(), alglib.cqmodels.cqmrebuild(), alglib.apserv.isfinitevector(), and alglib.math.sqr().

static bool alglib.cqmodels.cqmrebuild ( convexquadraticmodel  s)
inlinestaticprivate

References alglib.ap.assert(), alglib.ablas.rmatrixcopy(), alglib.ablas.rmatrixmv(), alglib.ablas.rmatrixrighttrsm(), alglib.apserv.rmatrixsetlengthatleast(), alglib.ablas.rmatrixsyrk(), alglib.apserv.rvectorsetlengthatleast(), alglib.trfac.spdmatrixcholeskyrec(), and alglib.math.sqr().

static void alglib.cqmodels.cqmsolveea ( convexquadraticmodel  s,
ref double[]  x,
ref double[]  tmp 
)
inlinestaticprivate

References alglib.ap.assert(), alglib.fbls.fblscholeskysolve(), and alglib.math.sqr().

Member Data Documentation

const int alglib.cqmodels.newtonrefinementits = 3
The documentation for this class was generated from the following file: