Interior-point-optimisation  1.0-1
Interior-pointoptimisationlibrary
PhaseIModel.hpp
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1 /*
2  * $Id: PhaseIModel.hpp 105 2013-06-02 15:46:43Z jdl3 $
3  * Copyright (C) 2013 John D Lamb
4  *
5  * This program is free software; you can redistribute it and/or modify
6  * it under the terms of the GNU General Public License as published by
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19 
20 #ifndef IPO_DETAIL_PHASEIMODEL_HPP
21 #define IPO_DETAIL_PHASEIMODEL_HPP
22 
23 #include<map>
24 #include"../../ipo_function/detail/PhaseIObjectiveFunctionAndDerivatives.hpp"
25 #include"../../ipo_function/detail/PhaseIFunctionAndDerivatives.hpp"
26 #include"../../ipo_function/detail/PhaseIBoundedVariableFunctionAndDerivatives.hpp"
27 #include"../Model.hpp"
28 
29 namespace ipo {
30  namespace detail {
36  class PhaseIModel : public Model {
37  public:
51  double getInitial_s( gsl::vector const& vector ) const;
58  bool findFeasibleSolution();
59  private:
71  virtual void setIndices();
72  private:
80  std::map<Variable,Variable> crossIndex;
81  };
82  }
83 }
84 
85 #endif
Model used for finding an initial feasible solution in phase I of interior-pont optimisation.
Definition: PhaseIModel.hpp:36
bool findFeasibleSolution()
Find a feasible solution to the base Model by partial optimisation of the PhaseIModel and copy the re...
Definition: PhaseIModel.cc:253
Model & model
The Model this is based on.
Definition: PhaseIModel.hpp:76
std::map< Variable, Variable > crossIndex
A map so we can look up Variable of this from Variable of model.
Definition: PhaseIModel.hpp:80
Model an interior-point optimisation problem.
Definition: Model.hpp:325
virtual void setIndices()
Sets the values of objectiveIndices, constraintIndices and variableIndices from Model.
Definition: PhaseIModel.cc:83
PhaseIModel(Model &model)
Constructor.
Definition: PhaseIModel.cc:28
bool findEqualityConstraintFeasibleSolution()
Find a solution that satisfies equality constraints.
Definition: PhaseIModel.cc:294
double getInitial_s(gsl::vector const &vector) const
Get an initial value for s from a vector of length one less than the number of variables of this mode...
Definition: PhaseIModel.cc:37
This namespace holds all the interior-point optimisation classes.
Definition: Array.hpp:28