MFEM  v3.3
Finite element discretization library
Public Member Functions | Protected Member Functions | Protected Attributes | List of all members
mfem::SLBQPOptimizer Class Reference

#include <solvers.hpp>

Inheritance diagram for mfem::SLBQPOptimizer:
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Collaboration diagram for mfem::SLBQPOptimizer:
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Public Member Functions

 SLBQPOptimizer ()
 
 SLBQPOptimizer (MPI_Comm _comm)
 
void SetBounds (const Vector &_lo, const Vector &_hi)
 
void SetLinearConstraint (const Vector &_w, double _a)
 
virtual void Mult (const Vector &xt, Vector &x) const
 Operator application: y=A(x). More...
 
virtual void SetPreconditioner (Solver &pr)
 These are not currently meaningful for this solver and will error out. More...
 
virtual void SetOperator (const Operator &op)
 Also calls SetOperator for the preconditioner if there is one. More...
 
- Public Member Functions inherited from mfem::IterativeSolver
 IterativeSolver ()
 
 IterativeSolver (MPI_Comm _comm)
 
void SetRelTol (double rtol)
 
void SetAbsTol (double atol)
 
void SetMaxIter (int max_it)
 
void SetPrintLevel (int print_lvl)
 
int GetNumIterations () const
 
int GetConverged () const
 
double GetFinalNorm () const
 
- Public Member Functions inherited from mfem::Solver
 Solver (int s=0, bool iter_mode=false)
 Initialize a square Solver with size s. More...
 
 Solver (int h, int w, bool iter_mode=false)
 Initialize a Solver with height h and width w. More...
 
- Public Member Functions inherited from mfem::Operator
 Operator (int s=0)
 Construct a square Operator with given size s (default 0). More...
 
 Operator (int h, int w)
 Construct an Operator with the given height (output size) and width (input size). More...
 
int Height () const
 Get the height (size of output) of the Operator. Synonym with NumRows(). More...
 
int NumRows () const
 Get the number of rows (size of output) of the Operator. Synonym with Height(). More...
 
int Width () const
 Get the width (size of input) of the Operator. Synonym with NumCols(). More...
 
int NumCols () const
 Get the number of columns (size of input) of the Operator. Synonym with Width(). More...
 
virtual void MultTranspose (const Vector &x, Vector &y) const
 Action of the transpose operator: y=A^t(x). The default behavior in class Operator is to generate an error. More...
 
virtual OperatorGetGradient (const Vector &x) const
 Evaluate the gradient operator at the point x. The default behavior in class Operator is to generate an error. More...
 
virtual const OperatorGetProlongation () const
 Prolongation operator from linear algebra (linear system) vectors, to input vectors for the operator. NULL means identity. More...
 
virtual const OperatorGetRestriction () const
 Restriction operator from input vectors for the operator to linear algebra (linear system) vectors. NULL means identity. More...
 
void FormLinearSystem (const Array< int > &ess_tdof_list, Vector &x, Vector &b, Operator *&A, Vector &X, Vector &B, int copy_interior=0)
 Form a constrained linear system using a matrix-free approach. More...
 
virtual void RecoverFEMSolution (const Vector &X, const Vector &b, Vector &x)
 Reconstruct a solution vector x (e.g. a GridFunction) from the solution X of a constrained linear system obtained from Operator::FormLinearSystem(). More...
 
void PrintMatlab (std::ostream &out, int n=0, int m=0) const
 Prints operator with input size n and output size m in Matlab format. More...
 
virtual ~Operator ()
 Virtual destructor. More...
 

Protected Member Functions

double solve (double l, const Vector &xt, Vector &x, int &nclip) const
 Solve QP at fixed lambda. More...
 
void print_iteration (int it, double r, double l) const
 
- Protected Member Functions inherited from mfem::IterativeSolver
double Dot (const Vector &x, const Vector &y) const
 
double Norm (const Vector &x) const
 

Protected Attributes

Vector lo
 
Vector hi
 
Vector w
 
double a
 
- Protected Attributes inherited from mfem::IterativeSolver
const Operatoroper
 
Solverprec
 
int max_iter
 
int print_level
 
double rel_tol
 
double abs_tol
 
int final_iter
 
int converged
 
double final_norm
 
- Protected Attributes inherited from mfem::Operator
int height
 Dimension of the output / number of rows in the matrix. More...
 
int width
 Dimension of the input / number of columns in the matrix. More...
 

Additional Inherited Members

- Public Types inherited from mfem::Operator
enum  Type {
  MFEM_SPARSEMAT, HYPRE_PARCSR, PETSC_MATAIJ, PETSC_MATIS,
  PETSC_MATSHELL, PETSC_MATNEST
}
 Enumeration defining IDs for some classes derived from Operator. More...
 
- Public Attributes inherited from mfem::Solver
bool iterative_mode
 If true, use the second argument of Mult() as an initial guess. More...
 

Detailed Description

SLBQP: (S)ingle (L)inearly Constrained with (B)ounds (Q)uadratic (P)rogram

minimize 1/2 ||x - x_t||^2, subject to: lo_i <= x_i <= hi_i sum_i w_i x_i = a

Definition at line 297 of file solvers.hpp.

Constructor & Destructor Documentation

mfem::SLBQPOptimizer::SLBQPOptimizer ( )
inline

Definition at line 315 of file solvers.hpp.

mfem::SLBQPOptimizer::SLBQPOptimizer ( MPI_Comm  _comm)
inline

Definition at line 318 of file solvers.hpp.

Member Function Documentation

void mfem::SLBQPOptimizer::Mult ( const Vector x,
Vector y 
) const
virtual

Operator application: y=A(x).

Implements mfem::Operator.

Definition at line 1487 of file solvers.cpp.

void mfem::SLBQPOptimizer::print_iteration ( int  it,
double  r,
double  l 
) const
inlineprotected

Definition at line 1480 of file solvers.cpp.

void mfem::SLBQPOptimizer::SetBounds ( const Vector _lo,
const Vector _hi 
)

Definition at line 1456 of file solvers.cpp.

void mfem::SLBQPOptimizer::SetLinearConstraint ( const Vector _w,
double  _a 
)

Definition at line 1462 of file solvers.cpp.

void mfem::SLBQPOptimizer::SetOperator ( const Operator op)
virtual

Also calls SetOperator for the preconditioner if there is one.

Reimplemented from mfem::IterativeSolver.

Definition at line 1474 of file solvers.cpp.

void mfem::SLBQPOptimizer::SetPreconditioner ( Solver pr)
virtual

These are not currently meaningful for this solver and will error out.

Reimplemented from mfem::IterativeSolver.

Definition at line 1468 of file solvers.cpp.

double mfem::SLBQPOptimizer::solve ( double  l,
const Vector xt,
Vector x,
int &  nclip 
) const
inlineprotected

Solve QP at fixed lambda.

Definition at line 304 of file solvers.hpp.

Member Data Documentation

double mfem::SLBQPOptimizer::a
protected

Definition at line 301 of file solvers.hpp.

Vector mfem::SLBQPOptimizer::hi
protected

Definition at line 300 of file solvers.hpp.

Vector mfem::SLBQPOptimizer::lo
protected

Definition at line 300 of file solvers.hpp.

Vector mfem::SLBQPOptimizer::w
protected

Definition at line 300 of file solvers.hpp.


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