class Active_constraints

This class represents the set of active (binding) constraints which can be active while the QLP algorithm is in a feasible point

Public Methods

Vector Active_constraints::find_active_optimum(Vector g)
Find the optimum which is in the planes generated by the active constraints
void add_constraint(int j)
add constraint j
void drop_constraint(int k)
drop constraint
void exchange(int in, int out)
exchange in and out.
Vector get_lagrange(Vector v)
get lagrange multipliers.
void OK()
check invariants

Public

construct: no constraints active, n vars

Documentation

This class represents the set of active (binding) constraints which can be active while the QLP algorithm is in a feasible point. The active constraints are numbered. If the constraints are of the form

A^T*x >= b

then the binding constraints are those where the >= is equality.

void drop_constraint(int k)
drop constraint. drop constraint k from the active set. k is the index of the constraint in active

void add_constraint(int j)
add constraint j. add constraint j to the active set j is the index of the constraint in inactive

void exchange(int in, int out)
exchange in and out.

Vector get_lagrange(Vector v)
get lagrange multipliers.

construct: no constraints active, n vars. Put the equalities into the constraints.

void OK()
check invariants

Vector Active_constraints::find_active_optimum(Vector g)
Find the optimum which is in the planes generated by the active constraints


This class has no child classes.

alphabetic index hierarchy of classes


This program documentation comes from lilypond-1.0.0.tar.gz. It was generated by <janneke@gnu.org> on Fri Jul 31 15:42:17 CEST 1998