An interior-point method for solving a LP. More...
#include <LP_InteriorPoint.h>
Inheritance diagram for Optimization::LP_InteriorPointSolver:
Public Types | |
| enum | Result { Optimal, SubOptimal, OptimalNoBreak, Infeasible, MaxItersReached, Error } |
 Public Types inherited from Optimization::LinearProgram | |
| enum | Result { Feasible, Infeasible, Unbounded, Error } |
| Public Types inherited from Optimization::LinearConstraints | |
| enum | BoundType { Free, LowerBound, UpperBound, Bounded, Fixed } |
Public Member Functions | |
| void | SetInitialPoint (const Vector &x0) |
| Result | Solve () |
| const Vector & | GetX0 () const |
| const Vector & | GetOptimum () const |
| void | SetObjectiveBreak (double val) |
| Public Member Functions inherited from Optimization::LinearProgram | |
| void | Resize (int m, int n) |
| void | AddVariable (Real l=-Inf, Real u=Inf) |
| void | AddVariables (int num) |
| bool | IsValid () const |
| Real | Objective (const Vector &x) const |
| void | Print (std::ostream &out) const |
| const LinearProgram & | operator= (const LinearProgram &) |
| Public Member Functions inherited from Optimization::LinearConstraints | |
| void | Resize (int m, int n) |
| void | AddConstraint (Real qi, const Vector &Ai, Real pi) |
| void | AddConstraints (int num) |
| void | AddVariable (Real li=-Inf, Real ui=Inf) |
| void | AddVariables (int num) |
| bool | IsValid () const |
| BoundType | ConstraintType (int i) const |
| BoundType | VariableType (int j) const |
| bool | HasEqualities () const |
| bool | HasInequalities () const |
| bool | HasBounds () const |
| Real | EqualityError (const Vector &x) const |
| Real | InequalityMargin (const Vector &x) const |
| Real | BoundMargin (const Vector &x) const |
| Real | InfeasibilityMeasure (const Vector &x) const |
| bool | SatisfiesEqualities (const Vector &x, Real tol=Epsilon) const |
| bool | SatisfiesInequalities (const Vector &x) const |
| bool | SatisfiesBounds (const Vector &x) const |
| bool | IsFeasible (const Vector &x, Real equalityTol=Epsilon) const |
| void | ProjectDirection (Vector &v) const |
| void | Print (std::ostream &out) const |
| void | GetSimpleForm (Matrix &Aeq, Vector &beq, Matrix &Aineq, Vector &bineq) const |
| void | SetSimpleForm (const Matrix &Aeq, const Vector &beq, const Matrix &Aineq, const Vector &bineq) |
| void | SetRef (const LinearConstraints &) |
| void | Copy (const LinearConstraints &) |
| void | Swap (LinearConstraints &) |
| const LinearConstraints & | operator= (const LinearConstraints &lp) |
Public Attributes | |
| double | tol_zero |
| double | tol_inner |
| double | tol_outer |
| double | objectiveBreak |
| int | verbose |
| Public Attributes inherited from Optimization::LinearProgram | |
| bool | minimize |
| Vector | c |
| Public Attributes inherited from Optimization::LinearConstraints | |
| Matrix | A |
| Vector | q |
| Vector | p |
| Vector | l |
| Vector | u |
Additional Inherited Members | |
| Static Public Member Functions inherited from Optimization::LinearConstraints | |
| static bool | HasLowerBound (BoundType b) |
| static bool | HasUpperBound (BoundType b) |
Detailed Description
An interior-point method for solving a LP.
Only solves problems in the form min f'*x
s.t. A x <= p
Can be used when no initial feasible point has been specified.
NOTE: variable bounds, lower bound constraints, and maximization option are ignored. To handle these, use LP_InteriorPoint.
NOTE: Not recently tested. Use at your own risk.
- See also
- LP_InteriorPoint
The documentation for this class was generated from the following files:
- LP_InteriorPoint.h
- LP_InteriorPoint.cpp
