Optimization Namespace Reference

Namespace for classes and functions in the Optimization package. More...

Classes
struct	BCMinimizationProblem
	A bound-constrained MinimizationProblem. Uses an active-set method to determine the components of the free search direction at x. More...
class	BoundedLSQRSolver
	Solve the bounded least-squares problem min||Ax-b||^2 s.t. l <= x <= b accepts infinite constraints too. More...
struct	ConstrainedMinimizationProblem
	Same as MinimizationProblem but with nonlinear constraints C(x)=0 and D(x)<=0, bound constraints bmin/bmax. More...
class	ConstrainedNewtonRoot
	A globally convergent Newton's method with inequality constraints c(x) >= 0. More...
struct	GLPKInterface
	An interface to the GLPK linear program solver. Activated with the HAVE_GLPK preprocessor define. More...
struct	InequalityBarrierNLP
struct	LeastSquares
	A least-squares problem definition. More...
class	LemkeLCP
	Solves a linear complementarity problem. More...
struct	LinearConstraints
	Linear constraints for LP's and QP'sRepresents the constraints. More...
struct	LinearConstraints_Sparse
	Sparse linear constraints for LP's and QP'sUnlike dense constraints, AddVariable/AddConstraint are relatively efficient. More...
struct	LinearProgram
	Linear program definition.Represents the LP min/max c.x subject to qi <= ai.x <= pi lj <= xj <= uj. More...
struct	LinearProgram_Sparse
	Linear program definition with sparse matrix A. More...
struct	LogarithmicBarrierFunction
struct	LP_InteriorPoint
	Solves a general LP using LP_InteriorPointSolver. More...
class	LP_InteriorPointSolver
	An interior-point method for solving a LP. More...
class	LPOptimizerFunction
	A vector field v(x) = arg min_y c(x)^T y s.t. q(x) <= A(x)y <= p(x), l(x) <= y <= u(x) where c,A,q,p,l, and u are smooth functions. More...
class	LPOptimumFunction
	A scalar field v(x) = min_y c(x)^T y s.t. q(x) <= A(x)y <= p(x), l(x) <= y <= u(x) where c,A,q,p,l, and u are smooth functions. More...
struct	LSQRInterface
	An interface to a sparse least-squares solver (lsqr). More...
struct	MinimizationProblem
	An iterative solution to minimize f over multidimensional x. May only find a local minimum, depending on the initial point. More...
struct	MinNormProblem
	Solves a linearly constrained minimum-norm problem. More...
struct	MinNormProblem_Sparse
	Solves a sparse, linearly constrained minimum-norm problem. More...
class	NewtonRoot
	A globally convergent Newton's method for multidimensional root solving. Solves for func(x)=0. More...
struct	NewtonSolver
	A newton's-method style solver for a NLP. More...
class	NonlinearProgram
	A structure defining a nonlinear program. More...
struct	QuadProgPPInterface
	An interface to the QuadProg++ quadratic programming solver. Enable with the HAVE_QUADPROGPP=1 preprocessor define. More...
struct	QuadraticProgram
	Quadratic program definition. More...
struct	RegularizedLinearProgram
	Solves a linear program with regularization. More...
struct	RobustLPSolver
	A class that tries out as many available routines as possible to solve an LP. More...
struct	RosenbrockFunction

Functions
bool	IterativeLCP (const Matrix &M, const Vector &q, Vector &w, Vector &z, int &maxIters, Real tol)
Real	SurfaceDistance (VectorFieldFunction *C, const Vector &x)
	Returns C(x).maxElement()
bool	SatisfiesEquality (VectorFieldFunction *C, const Vector &x, Real tol=Epsilon)
	Returns true if C(x)<=tol, pointwise.
bool	SatisfiesInequality (VectorFieldFunction *C, const Vector &x, Real margin=Zero)
	Returns true if C(x) >= margin.
Real	InequalityMargin (VectorFieldFunction *c, const Vector &x, int *index=NULL)
	Returns C(x).minElement() (and the index if non=NULL)
void	RandomSparseMatrix (SparseMatrix &A, int nnz, Real range)
void	RandomVector (Vector &b, Real range)
void	TestLSQR (const SparseMatrix &A, const Vector &b)
void	LSQRSelfTest ()
void	NewtonEqualitySelfTest ()
void	NewtonInequalitySelfTest ()
void	LCPSelfTest ()
void	QPSelfTest ()
void	MinimizationSelfTest ()
void	SelfTest ()

Detailed Description

Namespace for classes and functions in the Optimization package.