Pipal::Iterate< Real > Struct Template Reference

Class for managing the current iterate of the solver. More...

#include <Types.hxx>

Public Types
using	LDLT = Eigen::SimplicialLDLT<SparseMatrix<Real>, Eigen::Lower>

Public Member Functions
	Iterate ()=default
	Default constructor.
	Iterate (Iterate const &)=delete
	Delete copy constructor and assignment operator.
Iterate &	operator= (Iterate const &)=delete
	Delete copy constructor and assignment operator.

Public Attributes
Vector< Real >	x
Real	rho
Real	rho_
Real	mu
Real	f
Real	fu
Vector< Real >	g
Array< Real >	r1
Array< Real >	r2
Array< Real >	cE
SparseMatrix< Real >	JE
Integer	JEnnz
Array< Real >	lE
Array< Real >	s1
Array< Real >	s2
Array< Real >	cI
SparseMatrix< Real >	JI
Integer	JInnz
Array< Real >	lI
SparseMatrix< Real >	H
Integer	Hnnz
Real	v
Real	vu
Real	v0
Real	phi
LDLT	ldlt
Integer	Annz
Real	shift
Vector< Real >	b
Vector< Real >	kkt
Vector< Real >	kkt_
Integer	err
Real	fs
Array< Real >	cEs
Array< Real >	cEu
Array< Real >	cIs
Array< Real >	cIu
SparseMatrix< Real >	A
Real	shift22
Real	v_
bool	cut_

Detailed Description

template<typename Real>
struct Pipal::Iterate< Real >

Template Parameters

Real	The real number type.

Member Typedef Documentation

LDLT

template<typename Real>

using Pipal::Iterate< Real >::LDLT = Eigen::SimplicialLDLT<SparseMatrix<Real>, Eigen::Lower>

Constructor & Destructor Documentation

Iterate() [1/2]

template<typename Real>

Pipal::Iterate< Real >::Iterate ( )

default

Iterate() [2/2]

template<typename Real>

Pipal::Iterate< Real >::Iterate ( Iterate< Real > const & )

delete

Member Function Documentation

operator=()

template<typename Real>

Iterate & Pipal::Iterate< Real >::operator= ( Iterate< Real > const & )

delete

Member Data Documentation

A

template<typename Real>

SparseMatrix<Real> Pipal::Iterate< Real >::A

Newton matrix.

Annz

template<typename Real>

Integer Pipal::Iterate< Real >::Annz

Newton matrix (upper triangle) nonzeros.

b

template<typename Real>

Vector<Real> Pipal::Iterate< Real >::b

Newton right-hand side.

cE

template<typename Real>

Array<Real> Pipal::Iterate< Real >::cE

Equality constraint value (scaled).

cEs

template<typename Real>

Array<Real> Pipal::Iterate< Real >::cEs

Equality constraint scaling factors.

cEu

template<typename Real>

Array<Real> Pipal::Iterate< Real >::cEu

Equality constraint value (unscaled).

cI

template<typename Real>

Array<Real> Pipal::Iterate< Real >::cI

Inequality constraint value (scaled).

cIs

template<typename Real>

Array<Real> Pipal::Iterate< Real >::cIs

Inequality constraint scaling factors.

cIu

template<typename Real>

Array<Real> Pipal::Iterate< Real >::cIu

Inequality constraint value (unscaled).

cut_

template<typename Real>

bool Pipal::Iterate< Real >::cut_

Boolean value for last backtracking line search.

err

template<typename Real>

Integer Pipal::Iterate< Real >::err

Function evaluation error flag.

f

template<typename Real>

Real Pipal::Iterate< Real >::f

Objective function value (scaled).

fs

template<typename Real>

Real Pipal::Iterate< Real >::fs

Objective scaling factor.

fu

template<typename Real>

Real Pipal::Iterate< Real >::fu

Objective function value (unscaled).

g

template<typename Real>

Vector<Real> Pipal::Iterate< Real >::g

Objective gradient value.

H

template<typename Real>

SparseMatrix<Real> Pipal::Iterate< Real >::H

Hessian of Lagrangian.

Hnnz

template<typename Real>

Integer Pipal::Iterate< Real >::Hnnz

Hessian of Lagrangian nonzeros.

JE

template<typename Real>

SparseMatrix<Real> Pipal::Iterate< Real >::JE

Equality constraint Jacobian value.

JEnnz

template<typename Real>

Integer Pipal::Iterate< Real >::JEnnz

Equality constraint Jacobian nonzeros.

JI

template<typename Real>

SparseMatrix<Real> Pipal::Iterate< Real >::JI

Inequality constraint Jacobian value.

JInnz

template<typename Real>

Integer Pipal::Iterate< Real >::JInnz

Inequality constraint Jacobian nonzeros.

kkt

template<typename Real>

Vector<Real> Pipal::Iterate< Real >::kkt

KKT errors.

kkt_

template<typename Real>

Vector<Real> Pipal::Iterate< Real >::kkt_

KKT errors last value.

ldlt

template<typename Real>

LDLT Pipal::Iterate< Real >::ldlt

LDLT factorization of Newton matrix.

lE

template<typename Real>

Array<Real> Pipal::Iterate< Real >::lE

Equality constraint multipliers.

lI

template<typename Real>

Array<Real> Pipal::Iterate< Real >::lI

Inequality constraint multipliers.

mu

template<typename Real>

Real Pipal::Iterate< Real >::mu

Interior-point parameter value.

phi

template<typename Real>

Real Pipal::Iterate< Real >::phi

Merit function value.

r1

template<typename Real>

Array<Real> Pipal::Iterate< Real >::r1

Equality constraint slack value.

r2

template<typename Real>

Array<Real> Pipal::Iterate< Real >::r2

Equality constraint slack value.

rho

template<typename Real>

Real Pipal::Iterate< Real >::rho

Penalty parameter value.

rho_

template<typename Real>

Real Pipal::Iterate< Real >::rho_

Penalty parameter last value.

s1

template<typename Real>

Array<Real> Pipal::Iterate< Real >::s1

Inequality constraint slack value.

s2

template<typename Real>

Array<Real> Pipal::Iterate< Real >::s2

Inequality constraint slack value.

shift

template<typename Real>

Real Pipal::Iterate< Real >::shift

Hessian shift value.

shift22

template<typename Real>

Real Pipal::Iterate< Real >::shift22

Newton matrix (2,2)-block shift value.

v

template<typename Real>

Real Pipal::Iterate< Real >::v

Feasibility violation measure value (scaled).

v0

template<typename Real>

Real Pipal::Iterate< Real >::v0

Feasibility violation measure initial value.

v_

template<typename Real>

Real Pipal::Iterate< Real >::v_

Feasibility violation measure last value.

vu

template<typename Real>

Real Pipal::Iterate< Real >::vu

Feasibility violation measure value (unscaled).

x

template<typename Real>

Vector<Real> Pipal::Iterate< Real >::x

Primal point.

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The documentation for this struct was generated from the following file:

• include/Pipal/Types.hxx