parameters for steering the termination criteria and solution method of the solver More...
#include <QPSolverParameters.hxx>
Inheritance diagram for ConicBundle::QPSolverParameters:
Public Member Functions | |
| QPSolverParameters (CBout *cb=0, int incr=-1) | |
| default constructor | |
| virtual | ~QPSolverParameters () |
| virtual destructor More... | |
| CH_Matrix_Classes::Real | QPget_min_objective_relprec () const |
| get this variable value | |
| CH_Matrix_Classes::Real | QPget_objective_gap_eps () const |
| get this variable value | |
| CH_Matrix_Classes::Real | QPget_primal_infeasibility_eps () const |
| get this variable value | |
| CH_Matrix_Classes::Real | QPget_dual_infeasibility_eps () const |
| get this variable value | |
| CH_Matrix_Classes::Real | QPget_lower_bound () const |
| get this variable value | |
| CH_Matrix_Classes::Real | QPget_upper_bound () const |
| get this variable value | |
| CH_Matrix_Classes::Real | QPget_lower_bound_gap_eps () const |
| get this variable value | |
| CH_Matrix_Classes::Real | QPget_upper_bound_gap_eps () const |
| get this variable value | |
| CH_Matrix_Classes::Integer | QPget_maxiter () const |
| get this variable value | |
| QPKKTSolverObject * | QPget_KKTsolver () |
| get this variable value | |
| bool | QPget_use_predictor_corrector () const |
| get this variable value | |
| bool | QPget_use_neighborhood () const |
| get this variable value | |
| CH_Matrix_Classes::Real | QPget_nbh_ub () const |
| get this variable value | |
| CH_Matrix_Classes::Real | QPget_nbh_lb () const |
| get this variable value | |
| bool | QPget_use_socqp () const |
| get this variable value | |
| int | QPset_min_objective_relprec (CH_Matrix_Classes::Real eps) |
| set this variable value | |
| int | QPset_objective_gap_eps (CH_Matrix_Classes::Real eps) |
| set this variable value | |
| int | QPset_primal_infeasibility_eps (CH_Matrix_Classes::Real eps) |
| set this variable value | |
| int | QPset_dual_infeasibility_eps (CH_Matrix_Classes::Real eps) |
| set this variable value | |
| int | QPset_lower_and_upper_bounds (CH_Matrix_Classes::Real lb, CH_Matrix_Classes::Real ub) |
| set this variable value | |
| int | QPset_lower_bound_gap_eps (CH_Matrix_Classes::Real eps) |
| set this variable value | |
| int | QPset_upper_bound_gap_eps (CH_Matrix_Classes::Real eps) |
| set this variable value | |
| int | QPset_maxiter (CH_Matrix_Classes::Integer mi) |
| set this variable value | |
| int | QPset_KKTsolver (QPKKTSolverObject *in_KKTsolver) |
| delete previous solver and replace by the new one (should not be zero when calling the solver) | |
| int | QPset_use_predictor_corrector (bool upc) |
| if set to true (=default), a predictor corrector approach is used for solving the KKT system (solve for barrier parameter mu=0, guess mu, solve again for this mu including some bilinear perturbation) otherwise the barrier parameter is set apriori and the step computed in one solve | |
| int | QPset_use_neighborhood (bool nbh) |
| if set to true (default: false), the lines search is carried out with respect to the neighborhood polynomial ensuring the afte this step the point is again inside the neighborhood of the central path | |
| int | QPset_nbh_bounds (CH_Matrix_Classes::Real nbhlb, CH_Matrix_Classes::Real nbhub) |
| set the upper bound on the neighborhood that should be ensured in curve searches; ensures eps_Real<=nbhlb<=nbhub (nbhub should be < 1. and <=.35 is safe) | |
| int | QPset_use_socqp (bool s) |
| if set to true (default: false), the quadratic term is modelled via a second order cone approach | |
| int | QPset_allow_UQPSolver (bool allow) |
| set to true/false if switching to the unconstrained solver is allowed or not | |
| bool | QPallow_UQPSolver () |
| set to true/false if switching to the unconstrained solver is allowed or not | |
 Public Member Functions inherited from ConicBundle::QPSolverParametersObject | |
| virtual | ~QPSolverParametersObject () |
| virtual destructor | |
| Public Member Functions inherited from ConicBundle::CBout | |
| virtual void | set_out (std::ostream *out=0, int print_level=1) |
| Specifies the output level (out==NULL: no output at all, out!=NULL and level=0: errors and warnings, level>0 increasingly detailed information) More... | |
| virtual void | set_cbout (const CBout *cb, int incr=-1) |
| Specifies the output level relative to the given CBout class. More... | |
| void | clear_cbout () |
| reset to default settings (out=0,print_level=1) | |
| CBout (const CBout *cb=0, int incr=-1) | |
| calls set_cbout | |
| CBout (std::ostream *outp, int pl=1) | |
| initialize correspondingly | |
| CBout (const CBout &cb, int incr=0) | |
| copy constructor | |
| virtual bool | cb_out (int pl=-1) const |
| Returns true if out!=0 and (pl<print_level), pl<0 should be used for WARNINGS and ERRORS only, pl==0 for usual output. | |
| std::ostream & | get_out () const |
| If cb_out() returned true, this returns the output stream, but it will abort if called with out==0. | |
| std::ostream * | get_out_ptr () const |
| returns the pointer to the output stream | |
| int | get_print_level () const |
| returns the print_level | |
| virtual int | mfile_data (std::ostream &out) const |
| writes problem data to the given outstream | |
Private Member Functions | |
| QPSolverParameters (const QPSolverParameters &) | |
| blocked copy constructor | |
| QPSolverParameters & | operator= (const QPSolverParameters &) |
| blocked assignment operator | |
Private Attributes | |
| CH_Matrix_Classes::Real | min_objective_relprec |
| minimum relative precision in objective | |
| CH_Matrix_Classes::Integer | maxiter |
| maxium iteration number, negative means no bound | |
| bool | allow_unconstrained |
| allow switching to the internal UQPSolver if applicable | |
| CH_Matrix_Classes::Real | objective_gap_eps |
| relative precision for gap between lower and upper objective values | |
| CH_Matrix_Classes::Real | primal_infeasibility_eps |
| absolute precision for primal feasibility (groundset) | |
| CH_Matrix_Classes::Real | dual_infeasibility_eps |
| absolute precision for dual feasibility | |
| CH_Matrix_Classes::Real | lower_bound |
| optimal dual objective value should exceed that | |
| CH_Matrix_Classes::Real | upper_bound |
| optimal primal objective should not exceed that | |
| CH_Matrix_Classes::Real | lower_bound_gap_eps |
| relative size requirement of objective gap to primal value minus lower_bound | |
| CH_Matrix_Classes::Real | upper_bound_gap_eps |
| relative size requirement of objective gap to upper_bound - dual value | |
| QPKKTSolverObject * | KKTsolver |
| provides the routine described in QPKKTSolverObject, see also Internal QP Solver for linearly constrained groundsets | |
| bool | use_predictor_corrector |
| default true, set to false if just one solve per KKT system is desired | |
| bool | use_neighborhood |
| default false, set to true if the line search should ensure staying in the neighborhood | |
| CH_Matrix_Classes::Real | nbh_ub |
| curve searches try to stay inside the neighborhood to this value | |
| CH_Matrix_Classes::Real | nbh_lb |
| the barrier parameter reduction aims for this value and below this value a predictor step is allowed | |
| bool | use_socqp |
| default false, set to true if the quadratic part should be modelled via a second order cone | |
Detailed Description
parameters for steering the termination criteria and solution method of the solver
Constructor & Destructor Documentation
◆ ~QPSolverParameters()
|
inlinevirtual |
virtual destructor
defaults are set in QPSolver.cxx
The documentation for this class was generated from the following file:
