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1 // QPSOL.h -*- C++ -*- |
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2 /* |
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3 |
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4 Copyright (C) 1992, 1993, 1994, 1995 John W. Eaton |
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5 |
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6 This file is part of Octave. |
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7 |
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8 Octave is free software; you can redistribute it and/or modify it |
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9 under the terms of the GNU General Public License as published by the |
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10 Free Software Foundation; either version 2, or (at your option) any |
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11 later version. |
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12 |
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13 Octave is distributed in the hope that it will be useful, but WITHOUT |
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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16 for more details. |
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17 |
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18 You should have received a copy of the GNU General Public License |
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19 along with Octave; see the file COPYING. If not, write to the Free |
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20 Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA. |
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21 |
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22 */ |
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23 |
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24 #if !defined (octave_QPSOL_h) |
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25 #define octave_QPSOL_h 1 |
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26 |
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27 #ifndef QPSOL_MISSING |
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28 |
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29 #include "dMatrix.h" |
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30 #include "dColVector.h" |
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31 #include "QP.h" |
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32 |
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33 extern "C++" { |
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34 |
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35 #ifndef Vector |
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36 #define Vector ColumnVector |
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37 #endif |
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38 |
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39 class QPSOL_options |
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40 { |
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41 public: |
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42 |
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43 QPSOL_options (void); |
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44 QPSOL_options (const QPSOL_options& opt); |
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45 |
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46 QPSOL_options& operator = (const QPSOL_options& opt); |
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47 |
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48 ~QPSOL_options (void); |
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49 |
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50 void init (void); |
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51 void copy (const QPSOL_options& opt); |
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52 |
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53 void set_default_options (void); |
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54 |
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55 void set_feasibility_tolerance (double); |
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56 void set_infinite_bound (double); |
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57 void set_iteration_limit (int); |
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58 void set_print_level (int); |
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59 |
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60 double feasibility_tolerance (void); |
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61 double infinite_bound (void); |
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62 int iteration_limit (void); |
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63 int print_level (void); |
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64 |
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65 private: |
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66 |
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67 double x_feasibility_tolerance; |
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68 double x_infinite_bound; |
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69 int x_iteration_limit; |
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70 int x_print_level; |
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71 }; |
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72 |
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73 class QPSOL : public QP, public QPSOL_options |
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74 { |
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75 public: |
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76 |
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77 QPSOL (void) : QP () |
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78 { } |
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79 |
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80 QPSOL (const Vector& x, const Matrix& H) : QP (x, H) |
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81 { } |
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82 |
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83 QPSOL (const Vector& x, const Matrix& H, const Vector& c) : QP (x, H, c) |
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84 { } |
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85 |
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86 QPSOL (const Vector& x, const Matrix& H, const Bounds& b) : QP (x, H, b) |
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87 { } |
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88 |
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89 QPSOL (const Vector& x, const Matrix& H, const LinConst& lc) : QP (x, H, lc) |
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90 { } |
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91 |
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92 QPSOL (const Vector& x, const Matrix& H, const Vector& c, const Bounds& b) |
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93 : QP (x, H, c, b) { } |
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94 |
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95 QPSOL (const Vector& x, const Matrix& H, const Vector& c, const LinConst& lc) |
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96 : QP (x, H, c, lc) { } |
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97 |
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98 QPSOL (const Vector& x, const Matrix& H, const Bounds& b, const LinConst& lc) |
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99 : QP (x, H, b, lc) { } |
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100 |
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101 QPSOL (const Vector& x, const Matrix& H, const Vector& c, const Bounds& b, |
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102 const LinConst& lc) |
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103 : QP (x, H, c, b, lc) { } |
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104 |
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105 QPSOL (const QPSOL& a); |
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106 |
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107 QPSOL& operator = (const QPSOL& a); |
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108 |
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109 Vector minimize (double& objf, int& inform, Vector& lambda); |
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110 }; |
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111 |
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112 inline QPSOL::QPSOL (const QPSOL& a) : QP (a.x, a.H, a.c, a.bnds, a.lc) |
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113 { } |
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114 |
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115 inline QPSOL& |
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116 QPSOL::operator = (const QPSOL& a) |
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117 { |
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118 x = a.x; |
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119 H = a.H; |
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120 c = a.c; |
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121 bnds = a.bnds; |
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122 lc = a.lc; |
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123 return *this; |
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124 } |
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125 |
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126 } // extern "C++" |
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127 |
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128 #endif /* QPSOL_MISSING */ |
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129 |
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130 #endif |
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131 |
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132 /* |
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133 ;;; Local Variables: *** |
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134 ;;; mode: C++ *** |
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135 ;;; page-delimiter: "^/\\*" *** |
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136 ;;; End: *** |
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137 */ |
