Solves a sparse, linearly constrained minimum-norm problem. More...
#include <MinNormProblem.h>
Inheritance diagram for Optimization::MinNormProblem_Sparse:
Public Member Functions | |
| void | ResizeObjective (int m, int n) |
| void | ResizeConstraints (int m, int n) |
| void | AddVariables (int num) |
| void | AddVariable (Real lj=-Inf, Real uj=Inf) |
| bool | IsValid () const |
| void | Print (std::ostream &out) const |
| void | Assemble () |
| converts these matrices into lp/qp form | |
| LinearProgram::Result | Solve (Vector &x) |
| solves the assembled matrices | |
| Real | Norm (const Vector &x) const |
 Public Member Functions inherited from Optimization::LinearConstraints_Sparse | |
| void | Resize (int m, int n) |
| void | AddConstraint (Real qi, const SparseVector &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 (SparseMatrix &Aeq, Vector &beq, SparseMatrix &Aineq, Vector &bineq) const |
| void | SetSimpleForm (const SparseMatrix &Aeq, const Vector &beq, const SparseMatrix &Aineq, const Vector &bineq) |
| void | Copy (const LinearConstraints_Sparse &) |
| void | Swap (LinearConstraints_Sparse &) |
| const LinearConstraints_Sparse & | operator= (const LinearConstraints_Sparse &lp) |
Public Attributes | |
| Real | norm |
| SparseMatrix | C |
| Vector | d |
| int | verbose |
| LinearProgram_Sparse | lp |
| Public Attributes inherited from Optimization::LinearConstraints_Sparse | |
| SparseMatrix | A |
| Vector | q |
| Vector | p |
| Vector | l |
| Vector | u |
Additional Inherited Members | |
| Public Types inherited from Optimization::LinearConstraints_Sparse | |
| typedef LinearConstraints::BoundType | BoundType |
| Static Public Member Functions inherited from Optimization::LinearConstraints_Sparse | |
| static bool | HasLowerBound (BoundType b) |
| static bool | HasUpperBound (BoundType b) |
Detailed Description
Solves a sparse, linearly constrained minimum-norm problem.
Problem is of the form min ||C x - d|| s.t. q <= A x <= p l <= x <= u where ||.|| is either a 1,2, or infinity norm
NOTE: constrained L2-norm not done yet
The documentation for this struct was generated from the following files:
- MinNormProblem.h
- MinNormProblem.cpp
