Model used for finding an initial feasible solution in phase I of interior-pont optimisation. More...

#include <PhaseIModel.hpp>

Inheritance diagram for ipo::detail::PhaseIModel:

Collaboration diagram for ipo::detail::PhaseIModel:

Public Member Functions
	PhaseIModel (Model &model)
	Constructor. More...

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 model. More...

bool	findFeasibleSolution ()
	Find a feasible solution to the base Model by partial optimisation of the PhaseIModel and copy the result to the variables of the base Model on success. More...

Public Member Functions inherited from ipo::Model
	Model ()
	Constructor. More...

virtual void	notify ()
	Notify function that model must implement. More...

void	setObjective (Objective &objective)
	Set the objective function. More...

Objective	getObjective ()
	Get the objective function. More...

void	addConstraint (Constraint &constraint)
	Add a constraint. More...

bool	removeConstraint (Constraint &constraint)
	Remove a constraint. More...

std::vector< Constraint > const &	getConstraints () const
	Get list of constraints. More...

std::vector< LinearConstraint > const &	getEqualityConstraints () const
	Get list of equality constraints. More...

bool	isFeasible ()
	Test whether current values of variables give a feasible solution. More...

bool	isStrictlyFeasible ()
	Test whether current values of variables give a feasible solution. More...

bool	minimise ()
	Try to minimise the objective function subject to the constraints. More...

bool	maximise ()
	Try to maximise the objective function subject to the constraints. More...

virtual bool	findFeasible ()
	Try to find a set of values for the variables that gives a feasible solution. More...

Parameters &	getParameters ()
	Get parameters by reference. More...

detail::NewtonDescent::Parameters &	getNewtonDescentParameters ()
	Get Newton descent parameters by reference. More...

detail::LineSearch::Parameters &	getLineSearchParameters ()
	Get line search parameters by reference. More...

bool	checkSize () const
	Check objective and constraint functions. More...

void	testSizes () const
	Check objective and constraint functions. More...

void	summary (std::ostream &ostream=std::cout) const
	Create a summary of this model. More...

Private Member Functions
bool	findEqualityConstraintFeasibleSolution ()
	Find a solution that satisfies equality constraints. More...

virtual void	setIndices ()
	Sets the values of objectiveIndices, constraintIndices and variableIndices from Model. More...

Private Attributes
Model &	model
	The Model this is based on. More...

std::map< Variable, Variable >	crossIndex
	A map so we can look up Variable of this from Variable of model. More...

Additional Inherited Members
Protected Member Functions inherited from ipo::Model
gsl::vector	getVectorFromVariables () const
	Get a vector from values of variables. More...

void	setVariablesFromVector (gsl::vector const &vector)
	Set variable values from a vector. More...

bool	stoppingCriterion (double const t) const
	Check whether or not stopping criterion has been met. More...

virtual bool	optimise (bool const minimise)
	Try to optimise the objective function subject to the constraints. More...

void	setObjectiveIndices ()
	Set objectiveIndices. More...

void	setConstraintIndices ()
	Set constraintIndices. More...

Protected Attributes inherited from ipo::Model
std::vector< Constraint >	constraints
	The set of constraints. More...

std::vector < ipo::LinearConstraint >	equalityConstraints
	The set of equality constraints. More...

Objective	objective
	The objective function. More...

std::shared_ptr< Subvector >	objectiveIndices
	Used internally to match the variables in the objective to indices in a vector: objectiveIndices[i] is the index in a gsl::vector of the ith variable in objective.getVariables() after a call to setIndices(). More...

std::vector< std::shared_ptr < Subvector > >	constraintIndices
	Used internally to match the variables in each constraint to indices in a vector: (*constraintIndices[j])()[i] is the index in a gsl::vector of the ith variable in constraint[j]->getVariables() after a call to setIndices(). More...

std::vector< std::shared_ptr < Subvector > >	equalityConstraintIndices
	Used internally to match the variables in each equality constraint to indices in a vector: (constraintIndices[j])()[i] is the index in a gsl::vector of the ith variable in constraint[j]->getVariables() after a call to setIndices(). More...

std::map< Variable, size_t >	indexMap
	Used internally to match the variables in each variable to indices in a vector. More...

bool	variablesChanged = false
	Value that indicates if any variables, objective or constraints have been modified in such a way that we may have to update them. More...

detail::NewtonDescent::Parameters	newtonDescentParameters
	Parameters used by Newton descent algorithm during optimisation. More...

detail::LineSearch::Parameters	lineSearchParameters
	Parameters used by backtracking line search algorithm during optimisation. More...

Detailed Description

Model used for finding an initial feasible solution in phase I of interior-pont optimisation.

This model needs to be based on another model, which is provided with its constructor.

Definition at line 36 of file PhaseIModel.hpp.

Constructor & Destructor Documentation

PhaseIModel::PhaseIModel ( Model & model )

Constructor.

Parameters

model The Model that this Model finds a feasible solution for

Definition at line 28 of file PhaseIModel.cc.

References ipo::Model::lineSearchParameters, ipo::Model::newtonDescentParameters, ipo::Model::parameters, setIndices(), and ipo::Model::variablesChanged.

Member Function Documentation

bool PhaseIModel::findEqualityConstraintFeasibleSolution ( )

private

Find a solution that satisfies equality constraints.

Set variables to the values found.

Returns: true or false according as solution found or not

Definition at line 294 of file PhaseIModel.cc.

References crossIndex, ipo::Model::equalityConstraints, ipo::Model::indexMap, IPOE, model, setIndices(), and ipo::Variable::setValue().

Referenced by findFeasibleSolution().

bool PhaseIModel::findFeasibleSolution ( )

Find a feasible solution to the base Model by partial optimisation of the PhaseIModel and copy the result to the variables of the base Model on success.