qp.hh File Reference

#include <memory>
#include <tuple>
#include "dune/istl/bvector.hh"
#include "linalg/dynamicMatrix.hh"
#include "linalg/threadedMatrix.hh"

Go to the source code of this file.

Classes
class	Kaskade::QPBoundSolverBase< Real, Implementation >
	An iterative solver for small instances of bound constrained quadratic programs. More...
class	Kaskade::QPBoundSolver< R >
	An iterative solver for small instances of bound constrained quadratic programs. More...
class	Kaskade::QPDirectSparse< R >
	A solver for sparse, medium-sized instances of bound constrained quadratic programs. More...
class	Kaskade::QPSlackSolver< sparsity, R >
	An iterative solver for particular instances of bound constrained quadratic programs. More...
class	Kaskade::QPSolver< d, Real >
	An iterative solver for small instances of a particular class of quadratic programs. More...
class	Kaskade::QPPenalizedSolver< d, sparsity, Real >
	An iterative solver for small instances of a particular class of quadratic programs. More...
class	Kaskade::QPALSolver< d, sparsity, Real >
	An augmented Lagrangian solver for small instances of a particular class of quadratic programs. More...

Namespaces
namespace	Kaskade

Enumerations
enum class	Kaskade::QPConvexificationStrategy { Kaskade::DONOTHING , Kaskade::INCREMENTALADDITION , Kaskade::EIGENVALUEADDITION }
enum class	Kaskade::QPStructure { Kaskade::DENSE , Kaskade::SPARSE }
	A flag that determines whether the QP solver shall work with dense or sparse linear algebra. More...

Functions
template<class MatrixA , class MatrixB , class VectorX , class VectorB >
std::array< typename ScalarTraits< typename MatrixA::field_type >::Real, 4 >	Kaskade::checkKKT (MatrixA const &A, MatrixB const &B, VectorX const &c, VectorB const &b, VectorX const &x, VectorB const &lambda)
	Computes the KKT residual for approximate solutions of certain QPs. More...