Minotaur::BqpdEngine Class Reference

#include <BqpdEngine.h>

Inheritance diagram for Minotaur::BqpdEngine:

Collaboration diagram for Minotaur::BqpdEngine:

Public Member Functions
	BqpdEngine (EnvPtr env)
	Constructor using given environment options.
	~BqpdEngine ()
	Destroy.
void	addConstraint (ConstraintPtr)
	Add a new constraint to the engine. More...
void	changeBound (ConstraintPtr cons, BoundType lu, double new_val)
	Change a bound of a constraint. More...
void	changeBound (VariablePtr var, BoundType lu, double new_val)
	Change a bound of a variable. More...
void	changeBound (VariablePtr var, double new_lb, double new_ub)
	Change both bounds of a variable. More...
void	changeConstraint (ConstraintPtr con, LinearFunctionPtr lf, double lb, double ub)
	Change the linear function, and the bounds of a constraint. More...
void	changeConstraint (ConstraintPtr con, NonlinearFunctionPtr nlf)
	Change the nonlinear function, and the bounds of a constraint. More...
void	changeObj (FunctionPtr f, double cb)
	Change objective function. More...
void	clear ()
	Method to unload the current problem. More...
void	disableStrBrSetup ()
	Restore settings after strong branching. More...
EnginePtr	emptyCopy ()
	Return an empty BqpdEngine pointer. More...
void	enableStrBrSetup ()
	Make settings for strong branching. More...
std::string	getName () const
	Get the name. More...
ConstSolutionPtr	getSolution ()
	Report the solution. More...
double	getSolutionValue ()
	Report the solution value from the last solve. More...
EngineStatus	getStatus ()
	Report the status of the last solve. More...
ConstWarmStartPtr	getWarmStart ()
WarmStartPtr	getWarmStartCopy ()
void	load (ProblemPtr problem)
	Method to read the problem and initialize bqpd. More...
void	loadFromWarmStart (WarmStartPtr)
void	negateObj ()
	Negate the objective function. Min f is changed to Min -f. More...
void	removeCons (std::vector< ConstraintPtr > &delcons)
	Delete constraints from the engine. More...
void	resetIterationLimit ()
	Reset the iteration limit to maximum possible. More...
void	setIterationLimit (int limit)
int	setDualObjLimit (double)
	Set the dual objective limit. More...
EngineStatus	solve ()
	Solve the problem that was loaded and report the status. More...
void	writeStats (std::ostream &out) const
Public Member Functions inherited from Minotaur::QPEngine
	QPEngine ()
	Constructor. May set default parameters/options here.
Public Member Functions inherited from Minotaur::Engine
	Engine ()
	Default constructor.
virtual	~Engine ()
	Destroy.
virtual void	addConstraint (ConstraintPtr)=0
	Add a new constraint to the engine. More...
virtual void	changeBound (ConstraintPtr cons, BoundType lu, double new_val)=0
	Change a bound of a constraint. More...
virtual void	changeBound (VariablePtr var, BoundType lu, double new_val)=0
	Change a bound of a variable. More...
virtual void	changeBound (VariablePtr var, double new_lb, double new_ub)=0
	Change both bounds of a variable. More...
virtual void	changeConstraint (ConstraintPtr c, LinearFunctionPtr lf, double lb, double ub)=0
	Change the linear function, and the bounds of a constraint. More...
virtual void	changeConstraint (ConstraintPtr c, NonlinearFunctionPtr nlf)=0
	Change the nonlinear function, and the bounds of a constraint. More...
virtual void	changeObj (FunctionPtr f, double cb)=0
	Change objective function. More...
virtual void	clear ()=0
	Clear the loaded problem, if any, from the engine. More...
virtual void	disableStrBrSetup ()=0
	Restore settings after strong branching. More...
virtual EnginePtr	emptyCopy ()
	Get a fresh copy of the engine, without the problem loaded into it. More...
virtual void	enableStrBrSetup ()=0
	Make settings for strong branching. More...
virtual ConstSolutionPtr	getSolution ()=0
	Get the solution obtained after solving the problem. More...
virtual double	getSolutionValue ()=0
	Get the solution value. More...
virtual EngineStatus	solve ()=0
	Solve the problem that was loaded previously. More...
virtual std::string	getName () const =0
	Get the name. More...
virtual EngineStatus	getStatus ()=0
	Get the status of the last solve command. More...
virtual std::string	getStatusString ()
	Return a string that describes the status in simple words.
virtual ConstWarmStartPtr	getWarmStart ()=0
virtual WarmStartPtr	getWarmStartCopy ()=0
virtual void	load (ProblemPtr problem)=0
virtual void	loadFromWarmStart (const WarmStartPtr ws)=0
virtual void	negateObj ()=0
	Negate the objective function. Min f is changed to Min -f. More...
virtual LoggerPtr	getLogger ()
	Return pointer to the log manager.
virtual void	removeCons (std::vector< ConstraintPtr > &delcons)=0
	Delete constraints from the engine. More...
virtual void	resetIterationLimit ()=0
	Reset the iteration limit to maximum possible. More...
virtual int	setDualObjLimit (double)=0
	Set the dual objective limit. More...
virtual void	setIterationLimit (int limit)=0
virtual void	setLogger (LoggerPtr logger)
	Set a new log manager.
virtual void	setOptionsForSingleSolve ()
virtual void	setOptionsForRepeatedSolve ()
	Set options to solve the NLP repeatedly, with few changes. More...
virtual void	writeStats (std::ostream &) const
virtual void	fillStats (std::vector< double > &)
	Accumulate statistics from different threads in a common data. More...

Friends
class	Problem

Additional Inherited Members
Protected Attributes inherited from Minotaur::Engine
EngineStatus	status_
	Status of the last solve.
LoggerPtr	logger_
	Keep log.

Detailed Description

BqpdEngine is used to solve QP problems using bqpd. bqpd finds a KT point for the bounded QP problem

 minimize    f(x) = ct.x + xt.G.x/2

 subject to  l <= [I : A]t.x <= u                  (t = transpose)

where x and c are n-vectors, G is a symmetric n*n matrix, and A is an n*m matrix. If G is also positive semi-definite then the KT point is a global solution, else usually a local solution. The method may also be used efficiently to solve an LP problem (G=0). bqpd can be used to solve problems completely to optimality or approximately.

Member Function Documentation

addConstraint()

void BqpdEngine::addConstraint ( ConstraintPtr  )

virtual

Add a new constraint to the engine.

Implements Minotaur::Engine.

changeBound() [1/3]

void BqpdEngine::changeBound ( ConstraintPtr  cons, BoundType  lu, double  new_val  )

virtual

Change a bound of a constraint.

Implements Minotaur::Engine.

changeBound() [2/3]

void BqpdEngine::changeBound ( VariablePtr  var, BoundType  lu, double  new_val  )

virtual

Change a bound of a variable.

Implements Minotaur::Engine.

changeBound() [3/3]

void BqpdEngine::changeBound ( VariablePtr  var, double  new_lb, double  new_ub  )

virtual

Change both bounds of a variable.

Implements Minotaur::Engine.

changeConstraint() [1/2]

void BqpdEngine::changeConstraint ( ConstraintPtr  c, LinearFunctionPtr  lf, double  lb, double  ub  )

virtual

Change the linear function, and the bounds of a constraint.

Parameters

[in]	c	Original constraint that is to be changed.
	[lf]	The new linear function.
	[lb]	The new lower bound.
	[ub]	The new upper bound.

Implements Minotaur::Engine.

changeConstraint() [2/2]

void BqpdEngine::changeConstraint ( ConstraintPtr  c, NonlinearFunctionPtr  nlf  )

virtual

Change the nonlinear function, and the bounds of a constraint.

Parameters

[in]	c	Original constraint that is to be changed.
	[nlf]	The new nonlinear function.

Implements Minotaur::Engine.

changeObj()

void BqpdEngine::changeObj ( FunctionPtr  f, double  cb  )

virtual

Change objective function.

Implements Minotaur::Engine.

clear()

void BqpdEngine::clear ( )

virtual

Method to unload the current problem.

Implements Minotaur::Engine.

disableStrBrSetup()

void BqpdEngine::disableStrBrSetup ( )

virtual

Restore settings after strong branching.

Implements Minotaur::Engine.

emptyCopy()

EnginePtr BqpdEngine::emptyCopy ( )

virtual

Return an empty BqpdEngine pointer.

Reimplemented from Minotaur::Engine.

enableStrBrSetup()

void BqpdEngine::enableStrBrSetup ( )

virtual

Make settings for strong branching.

Implements Minotaur::Engine.

getName()

std::string BqpdEngine::getName ( ) const

virtual

Get the name.

Implements Minotaur::Engine.

getSolution()

ConstSolutionPtr BqpdEngine::getSolution ( )

virtual

Report the solution.

Implements Minotaur::Engine.

getSolutionValue()

double BqpdEngine::getSolutionValue ( )

virtual

Report the solution value from the last solve.

Implements Minotaur::Engine.

getStatus()

EngineStatus BqpdEngine::getStatus ( )

virtual

Report the status of the last solve.

Implements Minotaur::Engine.

getWarmStart()

ConstWarmStartPtr Minotaur::BqpdEngine::getWarmStart ( )

inlinevirtual

Get warm start information from the engine. This warm start information can change if the engine is used to solve something else again.

Implements Minotaur::Engine.

getWarmStartCopy()

WarmStartPtr Minotaur::BqpdEngine::getWarmStartCopy ( )

inlinevirtual

Get a full copy of warm start information from the engine. Does not change even if the engine starts solving something else later on.

Implements Minotaur::Engine.

load()

void BqpdEngine::load ( ProblemPtr  problem )

virtual

Method to read the problem and initialize bqpd.

Implements Minotaur::Engine.

loadFromWarmStart()

void Minotaur::BqpdEngine::loadFromWarmStart ( WarmStartPtr  ws )

inlinevirtual

Use warm start information for solving the next problem. May Create a copy of WarmStart and use the copy inside the engine; the copy (but not the original) gets updated after solving a relaxation.

Implements Minotaur::Engine.

negateObj()

void BqpdEngine::negateObj ( )

virtual

Negate the objective function. Min f is changed to Min -f.

Implements Minotaur::Engine.

removeCons()

void BqpdEngine::removeCons ( std::vector< ConstraintPtr > &  delcons )

virtual

Delete constraints from the engine.

Parameters

[in]

delcons

A vector of constraint pointers that should be deleted from the engine.

Implements Minotaur::Engine.

resetIterationLimit()

void BqpdEngine::resetIterationLimit ( )

virtual

Reset the iteration limit to maximum possible.

Implements Minotaur::Engine.

setDualObjLimit()

int Minotaur::BqpdEngine::setDualObjLimit ( double  )

inlinevirtual

Set the dual objective limit.

Implements Minotaur::Engine.

setIterationLimit()

void BqpdEngine::setIterationLimit ( int  limit )

virtual

Set a limit on number of iterations. For strong-branching, for instance.

Implements Minotaur::Engine.

solve()

EngineStatus BqpdEngine::solve ( )

virtual

Solve the problem that was loaded and report the status.

Implements Minotaur::Engine.

writeStats()

void BqpdEngine::writeStats ( std::ostream &  ) const

virtual

Write statistics to the logger. If the log level is too low, no statistics may be written.

Reimplemented from Minotaur::Engine.

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The documentation for this class was generated from the following files:

• /home/amahajan/tmp/minotaur-test/src/interfaces/BqpdEngine.h
• /home/amahajan/tmp/minotaur-test/src/interfaces/BqpdEngine.cpp