qlpsolve.hh

   1 #include "qlp.hh"
   2 #include "matrix.hh"
   3
   4
   5 class Active_constraints {
   6     friend class Inactive_iter;
   7
   8
   9     Matrix A,H;
  10     svec<int> active;
  11     svec<int> inactive;         // actually this is a set, not an array.
  12     const Ineq_constrained_qp *opt;
  13
  14 public:
  15     String status()const;
  16
  17     Vector vec(int k) const { return opt->cons[k]; }
  18     Real rhs(int k) const { return opt->consrhs[k]; }
  19
  20     /// drop constraint
  21     void drop (int k);
  22     /** drop constraint k from the active set. k is the index of the
  23     constraint in #active#
  24
  25     */
  26
  27     ///     add constraint j
  28     void add(int j);
  29     /**
  30     add constraint j to the active set j is the index of the
  31     constraint in #inactive#
  32     */
  33
  34     /// exchange in and out.
  35     void exchange(int in, int out) { add(in); drop (out); }
  36
  37     ///
  38     Vector find_active_optimum(Vector g);
  39
  40     /// get lagrange multipliers.
  41     Vector get_lagrange(Vector v);
  42
  43     Active_constraints(Ineq_constrained_qp const *op);
  44     /** construct: no constraints active, n vars. Put the equalities
  45      into the constraints.  */
  46
  47     /// check invariants
  48     void OK();
  49 };
  50
  51 /**
  52     This class represents the set of active (binding) constraints
  53     which can be active while the QLP algorithm is in a feasible
  54     point. The active constraints are numbered.
  55     If the constraints are of the form
  56
  57       A^T*x >= b
  58
  59     then the binding constraints are those where the >= is equality.
  60
  61   */
  62
  63 ///
  64 class Inactive_iter {
  65     int j;
  66     Active_constraints const* ac;
  67 public:
  68     Inactive_iter(Active_constraints const &c) { ac=&c; j=0; }
  69     int idx() const { return j; }
  70     void operator ++(int) { j++; }
  71     int constraint_id() const { return ac->inactive[j]; }
  72     Vector vec() const { return ac->vec(constraint_id()); }
  73     Real rhs() const { return ac->rhs(constraint_id()); }
  74     bool ok() const { return j < ac->inactive.sz(); }
  75 };
  76 /**
  77     loop through the inactive constraints.
  78   */