IGLib  1.7.2
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alglib.minqp Class Reference

Classes

class  minqpreport
 
class  minqpstate
 

Static Public Member Functions

static void minqpcreate (int n, minqpstate state)
 
static void minqpsetlinearterm (minqpstate state, double[] b)
 
static void minqpsetquadraticterm (minqpstate state, double[,] a, bool isupper)
 
static void minqpsetstartingpoint (minqpstate state, double[] x)
 
static void minqpsetorigin (minqpstate state, double[] xorigin)
 
static void minqpsetalgocholesky (minqpstate state)
 
static void minqpsetbc (minqpstate state, double[] bndl, double[] bndu)
 
static void minqpsetlc (minqpstate state, double[,] c, int[] ct, int k)
 
static void minqpoptimize (minqpstate state)
 
static void minqpresults (minqpstate state, ref double[] x, minqpreport rep)
 
static void minqpresultsbuf (minqpstate state, ref double[] x, minqpreport rep)
 
static void minqpsetlineartermfast (minqpstate state, double[] b)
 
static void minqpsetquadratictermfast (minqpstate state, double[,] a, bool isupper, double s)
 
static void minqprewritediagonal (minqpstate state, double[] s)
 
static void minqpsetstartingpointfast (minqpstate state, double[] x)
 
static void minqpsetoriginfast (minqpstate state, double[] xorigin)
 
static void minqpcreate (int n, minqpstate state)
 
static void minqpsetlinearterm (minqpstate state, double[] b)
 
static void minqpsetquadraticterm (minqpstate state, double[,] a, bool isupper)
 
static void minqpsetquadratictermsparse (minqpstate state, sparse.sparsematrix a, bool isupper)
 
static void minqpsetstartingpoint (minqpstate state, double[] x)
 
static void minqpsetorigin (minqpstate state, double[] xorigin)
 
static void minqpsetscale (minqpstate state, double[] s)
 
static void minqpsetalgocholesky (minqpstate state)
 
static void minqpsetalgobleic (minqpstate state, double epsg, double epsf, double epsx, int maxits)
 
static void minqpsetbc (minqpstate state, double[] bndl, double[] bndu)
 
static void minqpsetlc (minqpstate state, double[,] c, int[] ct, int k)
 
static void minqpoptimize (minqpstate state)
 
static void minqpresults (minqpstate state, ref double[] x, minqpreport rep)
 
static void minqpresultsbuf (minqpstate state, ref double[] x, minqpreport rep)
 
static void minqpsetlineartermfast (minqpstate state, double[] b)
 
static void minqpsetquadratictermfast (minqpstate state, double[,] a, bool isupper, double s)
 
static void minqprewritediagonal (minqpstate state, double[] s)
 
static void minqpsetstartingpointfast (minqpstate state, double[] x)
 
static void minqpsetoriginfast (minqpstate state, double[] xorigin)
 

Public Attributes

const int badqpitsbeforetermination = 5
 
const int maxlagrangeits = 10
 
const int maxbadnewtonits = 7
 
const double penaltyfactor = 100.0
 

Static Private Member Functions

static int minqpdropconstraints (minqpstate state, double[] xc, ref double[] buf)
 
static int minqpboundedstepandactivation (minqpstate state, ref double[] xc, double[] xn, ref double[] buf)
 
static double minqpmodelvalue (cqmodels.convexquadraticmodel a, double[] b, double[] xc, int n, ref double[] tmp)
 
static double minqpgradientandconstraineddescent (minqpstate state, double[] xc, ref double[] gc, ref double[] d)
 
static bool minqpconstrainedoptimum (cqmodels.convexquadraticmodel a, double anorm, double[] b, bool[] activeb, double[] xc, int n, double[,] c, double[] r, int k, ref double[] xn, ref double[] tmp, ref double[] lagrangec)
 
static void orthogonalizeactiveconstraints (double[] xc, bool[] activeb, int n, double[,] cleic, bool[] activelin, int ctotal, ref double[,] activecm, ref double[] activecr, ref int nactive)
 
static int minqpboundedstepandactivation (minqpstate state, double[] xn, ref double[] buf)
 
static double minqpmodelvalue (cqmodels.convexquadraticmodel a, double[] b, double[] xc, int n, ref double[] tmp)
 
static bool minqpconstrainedoptimum (minqpstate state, cqmodels.convexquadraticmodel a, double anorm, double[] b, ref double[] xn, ref double[] tmp, ref bool[] tmpb, ref double[] lagrangec)
 

Member Function Documentation

static void alglib.minqp.minqpcreate ( int  n,
minqpstate  state 
)
inlinestatic

Referenced by alglib.testminqpunit.bleictests(), alglib.testminqpunit.choleskytests(), alglib.testminqpunit.consoletest(), alglib.testminqpunit.ecqptest(), alglib.testminqpunit.functest1(), alglib.testminqpunit.functest2(), alglib.testminqpunit.icqptest(), alglib.minqpcreate(), alglib.testminqpunit.simpletest(), and alglib.testminqpunit.specialicqptests().

static void alglib.minqp.minqpsetlinearterm ( minqpstate  state,
double[]  b 
)
inlinestatic

Referenced by alglib.testminqpunit.bleictests(), alglib.testminqpunit.consoletest(), alglib.testminqpunit.ecqptest(), alglib.testminqpunit.functest1(), alglib.testminqpunit.functest2(), alglib.testminqpunit.icqptest(), alglib.minqpsetlinearterm(), and alglib.testminqpunit.specialicqptests().

static void alglib.minqp.minqpsetquadraticterm ( minqpstate  state,
double  a[,],
bool  isupper 
)
inlinestatic

Referenced by alglib.testminqpunit.bleictests(), alglib.testminqpunit.choleskytests(), alglib.testminqpunit.consoletest(), alglib.testminqpunit.ecqptest(), alglib.testminqpunit.functest1(), alglib.testminqpunit.functest2(), alglib.testminqpunit.icqptest(), alglib.minqpsetquadraticterm(), alglib.testminqpunit.simpletest(), and alglib.testminqpunit.specialicqptests().

static void alglib.minqp.minqpsetstartingpoint ( minqpstate  state,
double[]  x 
)
inlinestatic

Referenced by alglib.testminqpunit.bleictests(), alglib.testminqpunit.choleskytests(), alglib.testminqpunit.ecqptest(), alglib.testminqpunit.functest1(), alglib.testminqpunit.functest2(), alglib.testminqpunit.icqptest(), alglib.minqpsetstartingpoint(), alglib.testminqpunit.simpletest(), and alglib.testminqpunit.specialicqptests().

static void alglib.minqp.minqpsetorigin ( minqpstate  state,
double[]  xorigin 
)
inlinestatic

Referenced by alglib.testminqpunit.consoletest(), alglib.testminqpunit.ecqptest(), alglib.testminqpunit.functest1(), alglib.testminqpunit.functest2(), alglib.testminqpunit.icqptest(), alglib.minqpsetorigin(), and alglib.testminqpunit.simpletest().

static void alglib.minqp.minqpsetalgocholesky ( minqpstate  state)
inlinestatic

Referenced by alglib.testminqpunit.choleskytests(), alglib.minqpsetalgocholesky(), and alglib.testminqpunit.setrandomalgo().

static void alglib.minqp.minqpsetbc ( minqpstate  state,
double[]  bndl,
double[]  bndu 
)
inlinestatic

Referenced by alglib.testminqpunit.bleictests(), alglib.testminqpunit.choleskytests(), alglib.testminqpunit.consoletest(), alglib.testminqpunit.ecqptest(), alglib.testminqpunit.functest2(), alglib.testminqpunit.icqptest(), alglib.minqpsetbc(), alglib.testminqpunit.simpletest(), and alglib.testminqpunit.specialicqptests().

static void alglib.minqp.minqpsetlc ( minqpstate  state,
double  c[,],
int[]  ct,
int  k 
)
inlinestatic

Referenced by alglib.testminqpunit.bleictests(), alglib.testminqpunit.ecqptest(), alglib.testminqpunit.icqptest(), alglib.minqpsetlc(), and alglib.testminqpunit.specialicqptests().

static void alglib.minqp.minqpoptimize ( minqpstate  state)
inlinestatic

Referenced by alglib.testminqpunit.bleictests(), alglib.testminqpunit.choleskytests(), alglib.testminqpunit.consoletest(), alglib.testminqpunit.ecqptest(), alglib.testminqpunit.functest1(), alglib.testminqpunit.functest2(), alglib.testminqpunit.icqptest(), alglib.minqpoptimize(), alglib.testminqpunit.simpletest(), and alglib.testminqpunit.specialicqptests().

static void alglib.minqp.minqpresults ( minqpstate  state,
ref double[]  x,
minqpreport  rep 
)
inlinestatic

Referenced by alglib.testminqpunit.bleictests(), alglib.testminqpunit.choleskytests(), alglib.testminqpunit.consoletest(), alglib.testminqpunit.ecqptest(), alglib.testminqpunit.functest1(), alglib.testminqpunit.functest2(), alglib.testminqpunit.icqptest(), alglib.minqpresults(), alglib.testminqpunit.simpletest(), and alglib.testminqpunit.specialicqptests().

static void alglib.minqp.minqpresultsbuf ( minqpstate  state,
ref double[]  x,
minqpreport  rep 
)
inlinestatic

Referenced by alglib.minqpresultsbuf().

static void alglib.minqp.minqpsetlineartermfast ( minqpstate  state,
double[]  b 
)
inlinestatic
static void alglib.minqp.minqpsetquadratictermfast ( minqpstate  state,
double  a[,],
bool  isupper,
double  s 
)
inlinestatic
static void alglib.minqp.minqprewritediagonal ( minqpstate  state,
double[]  s 
)
inlinestatic
static void alglib.minqp.minqpsetstartingpointfast ( minqpstate  state,
double[]  x 
)
inlinestatic
static void alglib.minqp.minqpsetoriginfast ( minqpstate  state,
double[]  xorigin 
)
inlinestatic
static int alglib.minqp.minqpdropconstraints ( minqpstate  state,
double[]  xc,
ref double[]  buf 
)
inlinestaticprivate
static int alglib.minqp.minqpboundedstepandactivation ( minqpstate  state,
ref double[]  xc,
double[]  xn,
ref double[]  buf 
)
inlinestaticprivate
static double alglib.minqp.minqpmodelvalue ( cqmodels.convexquadraticmodel  a,
double[]  b,
double[]  xc,
int  n,
ref double[]  tmp 
)
inlinestaticprivate
static double alglib.minqp.minqpgradientandconstraineddescent ( minqpstate  state,
double[]  xc,
ref double[]  gc,
ref double[]  d 
)
inlinestaticprivate
static bool alglib.minqp.minqpconstrainedoptimum ( cqmodels.convexquadraticmodel  a,
double  anorm,
double[]  b,
bool[]  activeb,
double[]  xc,
int  n,
double  c[,],
double[]  r,
int  k,
ref double[]  xn,
ref double[]  tmp,
ref double[]  lagrangec 
)
inlinestaticprivate
static void alglib.minqp.orthogonalizeactiveconstraints ( double[]  xc,
bool[]  activeb,
int  n,
double  cleic[,],
bool[]  activelin,
int  ctotal,
ref double  activecm[,],
ref double[]  activecr,
ref int  nactive 
)
inlinestaticprivate
static void alglib.minqp.minqpcreate ( int  n,
minqpstate  state 
)
inlinestatic
static void alglib.minqp.minqpsetlinearterm ( minqpstate  state,
double[]  b 
)
inlinestatic
static void alglib.minqp.minqpsetquadraticterm ( minqpstate  state,
double  a[,],
bool  isupper 
)
inlinestatic
static void alglib.minqp.minqpsetquadratictermsparse ( minqpstate  state,
sparse.sparsematrix  a,
bool  isupper 
)
inlinestatic

Referenced by alglib.testminqpunit.bleictests(), alglib.testminqpunit.choleskytests(), and alglib.minqpsetquadratictermsparse().

static void alglib.minqp.minqpsetstartingpoint ( minqpstate  state,
double[]  x 
)
inlinestatic
static void alglib.minqp.minqpsetorigin ( minqpstate  state,
double[]  xorigin 
)
inlinestatic
static void alglib.minqp.minqpsetscale ( minqpstate  state,
double[]  s 
)
inlinestatic

Referenced by alglib.testminqpunit.bleictests(), and alglib.minqpsetscale().

static void alglib.minqp.minqpsetalgocholesky ( minqpstate  state)
inlinestatic
static void alglib.minqp.minqpsetalgobleic ( minqpstate  state,
double  epsg,
double  epsf,
double  epsx,
int  maxits 
)
inlinestatic

Referenced by alglib.testminqpunit.bleictests(), alglib.minqpsetalgobleic(), and alglib.testminqpunit.setrandomalgo().

static void alglib.minqp.minqpsetbc ( minqpstate  state,
double[]  bndl,
double[]  bndu 
)
inlinestatic
static void alglib.minqp.minqpsetlc ( minqpstate  state,
double  c[,],
int[]  ct,
int  k 
)
inlinestatic
static void alglib.minqp.minqpoptimize ( minqpstate  state)
inlinestatic
static void alglib.minqp.minqpresults ( minqpstate  state,
ref double[]  x,
minqpreport  rep 
)
inlinestatic
static void alglib.minqp.minqpresultsbuf ( minqpstate  state,
ref double[]  x,
minqpreport  rep 
)
inlinestatic
static void alglib.minqp.minqpsetlineartermfast ( minqpstate  state,
double[]  b 
)
inlinestatic
static void alglib.minqp.minqpsetquadratictermfast ( minqpstate  state,
double  a[,],
bool  isupper,
double  s 
)
inlinestatic
static void alglib.minqp.minqprewritediagonal ( minqpstate  state,
double[]  s 
)
inlinestatic
static void alglib.minqp.minqpsetstartingpointfast ( minqpstate  state,
double[]  x 
)
inlinestatic
static void alglib.minqp.minqpsetoriginfast ( minqpstate  state,
double[]  xorigin 
)
inlinestatic
static int alglib.minqp.minqpboundedstepandactivation ( minqpstate  state,
double[]  xn,
ref double[]  buf 
)
inlinestaticprivate
static double alglib.minqp.minqpmodelvalue ( cqmodels.convexquadraticmodel  a,
double[]  b,
double[]  xc,
int  n,
ref double[]  tmp 
)
inlinestaticprivate
static bool alglib.minqp.minqpconstrainedoptimum ( minqpstate  state,
cqmodels.convexquadraticmodel  a,
double  anorm,
double[]  b,
ref double[]  xn,
ref double[]  tmp,
ref bool[]  tmpb,
ref double[]  lagrangec 
)
inlinestaticprivate

Member Data Documentation

const int alglib.minqp.badqpitsbeforetermination = 5
const int alglib.minqp.maxlagrangeits = 10
const int alglib.minqp.maxbadnewtonits = 7
const double alglib.minqp.penaltyfactor = 100.0
The documentation for this class was generated from the following file: