Public Member Functions
	QuadraticFunction ()
	Default constructor.

	QuadraticFunction (UInt nz, double vals, UInt irow, UInt *jcol, VariableConstIterator vbeg)
	Constructor using an array of values. More...

	QuadraticFunction (double *vals, VariableConstIterator vbeg, VariableConstIterator vend)

	~QuadraticFunction ()
	Destroy.

QuadraticFunctionPtr	clone () const

QuadraticFunctionPtr	cloneWithVars (VariableConstIterator vbeg) const

void	addTerm (VariablePair vp, const double weight)

void	addTerm (ConstVariablePtr v1, ConstVariablePtr v2, double weight)

double	getFixVarOffset (VariablePtr v, double val)

void	incTerm (ConstVariablePair vp, const double weight)

void	incTerm (ConstVariablePtr v1, ConstVariablePtr v2, const double weight)

void	multiply (double c)
	Multiply by a constant. If constant is zero, all terms are removed.

void	removeVar (VariablePtr v, double val, LinearFunctionPtr lf)

void	subst (VariablePtr out, VariablePtr in, double rat)

QuadraticFunctionPtr	copyAdd (ConstQuadraticFunctionPtr q2) const

QuadraticFunctionPtr	copyMinus (ConstQuadraticFunctionPtr q2) const

QuadraticFunctionPtr	copyMult (double c) const
	Multiply a quadratic function with a constant.

PolyFunPtr	copyMult (LinearFunctionPtr l1) const
	Multiply a linear function and quadratic function.

PolyFunPtr	copyMult (ConstQuadraticFunctionPtr q2) const
	Multiply two quadratics.

void	add (ConstQuadraticFunctionPtr q2)

VarCountConstMap *	getVarMap () const
	void operator*=(const double c); More...

VariablePairGroupConstIterator	begin () const
	Constant Iterators to visit all the quadratic terms: begin.

VariablePairGroupConstIterator	end () const
	Constant Iterators to visit all the quadratic terms: end.

double	getWeight (ConstVariablePair &vp)

double	getWeight (ConstVariablePtr v1, ConstVariablePtr v2)

int	getFreq (ConstVariablePtr v1)
	Get the number of times variable v1 occurs in quadratic terms.

bool	hasVar (ConstVariablePtr v) const
	Check if function contains a variable. More...

double	eval (const std::vector< double > &x) const

double	eval (const double *x) const

void	computeBounds (double l, double u)
	Compute bounds for using in Presolver.

void	bndsquadterms (double l, double u, VariablePtr v)
	Finds bound of quadratic term having v variable.

void	bndsquadterms_2 (double l, double u, VariablePtr v, VariablePtr v2)
	Finds bound of quadratic term having v and excluding contribution of v2.

void	evalGradient (const double x, double grad_f)

void	evalGradient (const std::vector< double > &x, std::vector< double > &grad_f)

void	evalHessian (const double mult, const double x, const LTHessStor stor, double values, int error)
	Evaluate the summation of multiplier and hessian of constraints.

Convexity	isConvex ()

QfVector	findSubgraphs ()

void	prepJac (VarSetConstIter vbeg, VarSetConstIter vend)
	Stores Jacobian values, offset and indices in different arrays.

void	prepHess ()
	Stores hessian matrix values, row and column indices in arrays.

void	fillHessStor (LTHessStor *hess)

void	fillJac (const double x, double values, int *error)
	Fills the value of jacobian of a function in an array.

void	finalHessStor (const LTHessStor *hess)

UInt	getNumTerms () const
	Get the number of terms in this expression.

UInt	getNumBilTerms () const
	Get the number of bilinear terms in the expression.

UInt	getNumSqTerms () const
	Get the number of square terms in the expression.

UInt	getNumVars () const
	Get the number of variables in this expression.

void	getVars (VariableSet *vars)
	Get the variables in the variable set from the variable frequency map.

bool	isZero () const

NonlinearFunctionPtr	getPersp (VariablePtr z, double eps, VariableGroup nNonzeroVar, double intTol)

VarIntMapConstIterator	varsBegin () const
	Iterate over the variables in the quadratic function: begin.

VarIntMapConstIterator	varsEnd () const
	Iterate over the variables in the quadratic function: end.

void	write (std::ostream &s) const
	Display the quadratic function.

Constructor & Destructor Documentation

◆ QuadraticFunction() [1/2]

QuadraticFunction::QuadraticFunction	(	UInt	nz,
		double *	vals,
		UInt *	irow,
		UInt *	jcol,
		VariableConstIterator	vbeg
	)

Constructor using an array of values.

Parameters

[in]	nz	Number of non zero elements in hessian of quadratic function.
[in]	vals	The pointer to the array of value of hessian.
[in]	irow	The pointer to the array of index of the row.
[in]	jcol	The pointer to the array of index of the column.

Example: x1^2 + 2x1x2 + x2^2 Hessian of above matrix is: [[2 2] [2 2]] nz = 3 vals = [2 2 2] irow = [0 1 1] jcol = [0 0 1]

◆ QuadraticFunction() [2/2]

QuadraticFunction::QuadraticFunction	(	double *	vals,
		VariableConstIterator	vbeg,
		VariableConstIterator	vend
	)

Construct a quadratic function from a row major coefficient array representing symmetric matrix of size n x n and n variables.

Member Function Documentation

◆ add()

void QuadraticFunction::add ( ConstQuadraticFunctionPtr q2 )

This increment operator is dangerous to use because it only works on objects of type QuadraticFunction and does not work on type QuadraticFunctionPtr. So if you have:

QuadraticFunctionPtr qPtr, q2Ptr;

Then you cannot do:

qPtr += q2Ptr;

You will have to do:

(*qPtr) += q2Ptr;

The user must check if the left operand is not NULL.

◆ addTerm() [1/2]

void QuadraticFunction::addTerm	(	ConstVariablePtr	v1,
		ConstVariablePtr	v2,
		double	weight
	)

Add a term of the form a*x_i*x_j to the expression. We do not check if a similar term does not exist.

◆ addTerm() [2/2]

void QuadraticFunction::addTerm	(	VariablePair	vp,
		const double	weight
	)

Add a term of the form a*x_i*x_j to the expression. We do not check if a similar term does not exist.

◆ clone()

QuadraticFunctionPtr QuadraticFunction::clone ( ) const

Copy the linear function. Variables and weights are copied. The weights in the clone and the original do not share the same space in memory.

◆ cloneWithVars()

QuadraticFunctionPtr QuadraticFunction::cloneWithVars ( VariableConstIterator vbeg ) const

Create the clone of the quadratic function while substituting the variables with the new one.

◆ copyAdd()

QuadraticFunctionPtr QuadraticFunction::copyAdd ( ConstQuadraticFunctionPtr q2 ) const

Add a quadratic function to this quadratic function. Terms that become zero are not retained in the function.

◆ copyMinus()

QuadraticFunctionPtr QuadraticFunction::copyMinus ( ConstQuadraticFunctionPtr q2 ) const

Subtract a linear function from this function. Terms that become zero are still retained in the function.

◆ eval() [1/2]

double QuadraticFunction::eval ( const double * x ) const

Evaluate the value of this quadratic expression for a given point x. It is assumed that x[i] is the value of the variable whose var->getIndex() returns i.

◆ eval() [2/2]

double QuadraticFunction::eval ( const std::vector< double > & x ) const

Evaluate the value of this quadratic expression for a given point x. It is assumed that x[i] is the value of the variable whose var->getIndex() returns i.

◆ evalGradient() [1/2]

void QuadraticFunction::evalGradient	(	const double *	x,
		double *	grad_f
	)

Evaluate the values of the gradient of the quadratic expression at a given point x. It is assumed that x[i] is the value of the variable whose var->getIndex() returns i.

◆ evalGradient() [2/2]

void QuadraticFunction::evalGradient	(	const std::vector< double > &	x,
		std::vector< double > &	grad_f
	)

Evaluate the values of the gradient of the quadratic expression at a given point x. It is assumed that x[i] is the value of the variable whose var->getIndex() returns i.

◆ findSubgraphs()

QfVector QuadraticFunction::findSubgraphs ( )

For the quadratic function finding the subgraphs (where each node represent a variable and edge means there is a bilinear term between those two variables) which are seprable i.e. they have no variable common between them.

◆ getFixVarOffset()

double QuadraticFunction::getFixVarOffset	(	VariablePtr	v,
		double	val
	)

Returns the value of square term of a variable in quadratic function, when it has val value and has some non zero coefficient.

◆ getVarMap()

VarCountConstMap * QuadraticFunction::getVarMap ( ) const

void operator*=(const double c);

Multiply the quadratic with a constant. Same precaution as for += operator above. If c is zero, then quadratic becomes empty. It is better for the calling routine to check if c is zero, if so, just delete the quadratic. Get the list of variables and how many times they occur

◆ getWeight() [1/2]

double QuadraticFunction::getWeight ( ConstVariablePair & vp )

Get the coefficient of a term. Returns 0 if the term does not exist in the function.

◆ getWeight() [2/2]

double QuadraticFunction::getWeight	(	ConstVariablePtr	v1,
		ConstVariablePtr	v2
	)

Get the coefficient of a term. Returns 0 if the term does not exist in the function.

◆ hasVar()

bool QuadraticFunction::hasVar ( ConstVariablePtr v ) const

Check if function contains a variable.

Parameters

[in] v The variable that we want to test.

Returns: True if this function is has v. False if it doesn't use it.

◆ incTerm() [1/2]

void QuadraticFunction::incTerm	(	ConstVariablePair	vp,
		const double	weight
	)

Add a term of the form a*x_i*x_j to the expression. If a similar term exists, it is incremented. If the new coefficient becomes zero, the term is dropped.

◆ incTerm() [2/2]

void QuadraticFunction::incTerm	(	ConstVariablePtr	v1,
		ConstVariablePtr	v2,
		const double	weight
	)

Add a term of the form a*x_i*x_j to the expression. If a similar term exists, it is incremented. If the new coefficient becomes zero, the term is dropped.

◆ isConvex()

Convexity QuadraticFunction::isConvex ( )

Checks the convexity of the quadratic function by finding the eigen values of the hessian matrix. It will return whether function is convex (PSD hessian), concave (NSD hessian) or nonconvex (Indefinte hessian).

◆ isZero()

bool Minotaur::QuadraticFunction::isZero ( ) const

inline

Return true if the quadratic expression always returns zero on evaluation.

◆ removeVar()

void QuadraticFunction::removeVar	(	VariablePtr	v,
		double	val,
		LinearFunctionPtr	lf
	)

Remove a variable v from the function. Add to lf any linear terms obtained by fixing the variable to the value 'val'.

◆ subst()

void QuadraticFunction::subst	(	VariablePtr	out,
		VariablePtr	in,
		double	rat
	)

Substitutes some of the variables from the quadratic function with new variables and changing the coefficient value of those variable terms by the ration of 'rat'.

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

/home/amahajan/tmp/minotaur-test/src/base/QuadraticFunction.h
/home/amahajan/tmp/minotaur-test/src/base/QuadraticFunction.cpp

Public Member Functions