ConicBundle
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this class facilitates switching between original data and preprocessed data that removes fixed variables More...
Public Attributes | |
data describing the feasible set (usually this does not change over several calls | |
CH_Matrix_Classes::Integer | dim |
dimension of the y ground set | |
CH_Matrix_Classes::Matrix | lby |
lower bounds on y, same dim as y | |
CH_Matrix_Classes::Matrix | uby |
upper bounds on y, same dim as y | |
CH_Matrix_Classes::Indexmatrix | lbindex |
indices i with y(i) lower bounded (sorted increasingly) | |
CH_Matrix_Classes::Indexmatrix | ubindex |
indices i with y(i) upper bounded (sorted increasingly) | |
CH_Matrix_Classes::Sparsemat | A |
feasible set is lby<=y<=uby with rhslb<=Ay<=rhsub | |
CH_Matrix_Classes::Matrix | rhslb |
right hand side lower bounds | |
CH_Matrix_Classes::Matrix | rhsub |
right hand side upper bounds | |
CH_Matrix_Classes::Indexmatrix | rhslbindex |
indices i with (Gy)(i) lower bounded (sorted increasingly; used for slacks, equations are not listed) | |
CH_Matrix_Classes::Indexmatrix | rhsubindex |
indices i with (Gy)(i) upper bounded (sorted increasingly, used for slacks, equations are not listed) | |
CH_Matrix_Classes::Indexmatrix | rhseqindex |
data describing the quadratic cost function, contributors are proximal term, groundset minorant and cutting model | |
BundleProxObject * | Hp |
points to the quadratic cost matrix inside ensure_feasibility() and candidate(), otherwise ==NULL | |
CH_Matrix_Classes::Matrix | c |
linear cost term for QP-subproblems | |
CH_Matrix_Classes::Real | gamma |
constant offset for QP-subproblems | |
CH_Matrix_Classes::Matrix | groundset_c |
linear cost term of the groundset | |
CH_Matrix_Classes::Real | groundset_gamma |
constant offset of the groundset | |
this class facilitates switching between original data and preprocessed data that removes fixed variables