hdr/qlp.hh

   1 /*
   2   qlp.hh -- declare Ineq_constrained_qp, Mixed_qp
   3
   4   source file of the LilyPond music typesetter
   5
   6   (c) 1997 Han-Wen Nienhuys <hanwen@stack.nl>
   7 */
   8
   9 #ifndef QLP_HH
  10 #define QLP_HH
  11
  12 #include "matrix.hh"
  13
  14 /// inequality constrained quadratic program
  15 class Ineq_constrained_qp {
  16     friend class Active_constraints;
  17
  18     Array<Vector> cons;
  19     Array<Real> consrhs;
  20 public:
  21     Matrix quad;
  22     Vector lin;
  23     Real const_term;
  24
  25
  26     /**
  27       use a KKT method to assert optimality of sol
  28       */
  29     void assert_solution(Vector sol) const;
  30     /// solve the problem using a projected gradient method
  31     Vector solve(Vector start) const;
  32
  33     /**
  34       @return the number of variables in the problem
  35       */
  36     int dim() const{
  37         return lin.dim();
  38     }
  39
  40     /**
  41       add a constraint
  42
  43
  44         c*vars >= r
  45
  46       PRE
  47       c.dim() == dim();
  48
  49       */
  50     void add_inequality_cons(Vector c, double r);
  51
  52     /** set up matrices to go with the problem. */
  53     Ineq_constrained_qp(int novars);
  54
  55     /**
  56     evaluate the quadratic function for input #v#
  57     */
  58     Real eval(Vector v);
  59
  60     void eliminate_var(int idx, Real value);
  61     void OK()const;
  62     void print() const;
  63
  64 };
  65
  66
  67 /**
  68    Quadratic programming with mixed linear constraints.
  69   problem definition of a quadratic optimisation problem with linear
  70   inequality and equality constraints
  71
  72
  73     x^T QUAD x /2 + b^T x
  74 */
  75 class Mixed_qp :public Ineq_constrained_qp {
  76     Array<int> eq_cons;
  77     Array<Real> eq_consrhs;
  78 public:
  79     Mixed_qp(int n);
  80     void OK() const;
  81     void print() const;
  82
  83     Vector solve(Vector start) const;
  84     void add_fixed_var(int i , Real value);
  85
  86
  87     /**
  88       add a constraint,
  89
  90         c*vars == r
  91
  92       PRE
  93       c.dim()==dim();
  94      */
  95     void add_equality_cons(Vector c, double r);
  96 };
  97 #endif