#include <proxsuite/proxqp/dense/wrapper.hpp>

Public Member Functions
	QP (isize _dim, isize _n_eq, isize _n_in, bool _box_constraints, proxsuite::proxqp::HessianType _hessian_type, DenseBackend _dense_backend)

	QP (isize _dim, isize _n_eq, isize _n_in, bool _box_constraints, DenseBackend _dense_backend, proxsuite::proxqp::HessianType _hessian_type)

	QP (isize _dim, isize _n_eq, isize _n_in, bool _box_constraints, proxsuite::proxqp::HessianType _hessian_type)

	QP (isize _dim, isize _n_eq, isize _n_in, bool _box_constraints, DenseBackend _dense_backend)

	QP (isize _dim, isize _n_eq, isize _n_in, bool _box_constraints)

	QP (isize _dim, isize _n_eq, isize _n_in, proxsuite::proxqp::HessianType _hessian_type)

	QP (isize _dim, isize _n_eq, isize _n_in)

bool	is_box_constrained () const

DenseBackend	which_dense_backend () const

HessianType	which_hessian_type () const

void	init (optional< MatRef< T > > H, optional< VecRef< T > > g, optional< MatRef< T > > A, optional< VecRef< T > > b, optional< MatRef< T > > C, optional< VecRef< T > > l, optional< VecRef< T > > u, bool compute_preconditioner=true, optional< T > rho=nullopt, optional< T > mu_eq=nullopt, optional< T > mu_in=nullopt, optional< T > manual_minimal_H_eigenvalue=nullopt)

void	init (optional< MatRef< T > > H, optional< VecRef< T > > g, optional< MatRef< T > > A, optional< VecRef< T > > b, optional< MatRef< T > > C, optional< VecRef< T > > l, optional< VecRef< T > > u, optional< VecRef< T > > l_box, optional< VecRef< T > > u_box, bool compute_preconditioner=true, optional< T > rho=nullopt, optional< T > mu_eq=nullopt, optional< T > mu_in=nullopt, optional< T > manual_minimal_H_eigenvalue=nullopt)

void	update (optional< MatRef< T > > H, optional< VecRef< T > > g, optional< MatRef< T > > A, optional< VecRef< T > > b, optional< MatRef< T > > C, optional< VecRef< T > > l, optional< VecRef< T > > u, bool update_preconditioner=false, optional< T > rho=nullopt, optional< T > mu_eq=nullopt, optional< T > mu_in=nullopt, optional< T > manual_minimal_H_eigenvalue=nullopt)

void	update (optional< MatRef< T > > H, optional< VecRef< T > > g, optional< MatRef< T > > A, optional< VecRef< T > > b, optional< MatRef< T > > C, optional< VecRef< T > > l, optional< VecRef< T > > u, optional< VecRef< T > > l_box, optional< VecRef< T > > u_box, bool update_preconditioner=false, optional< T > rho=nullopt, optional< T > mu_eq=nullopt, optional< T > mu_in=nullopt, optional< T > manual_minimal_H_eigenvalue=nullopt)

void	solve ()

void	solve (optional< VecRef< T > > x, optional< VecRef< T > > y, optional< VecRef< T > > z)

void	cleanup ()

Public Attributes
Results< T >	results

Settings< T >	settings

Model< T >	model

Workspace< T >	work

preconditioner::RuizEquilibration< T >	ruiz

Detailed Description

template<typename T>
struct proxsuite::proxqp::dense::QP< T >

Definition at line 115 of file wrapper.hpp.

Constructor & Destructor Documentation

◆ QP() [1/7]

template<typename T >

proxsuite::proxqp::dense::QP< T >::QP	(	isize	_dim,
		isize	_n_eq,
		isize	_n_in,
		bool	_box_constraints,
		proxsuite::proxqp::HessianType	_hessian_type,
		DenseBackend	_dense_backend )

inline

Default constructor using QP model dimensions.

Parameters

_dim	primal variable dimension.
_n_eq	number of equality constraints.
_n_in	number of inequality constraints.
_hessian_type	problem type (QP, LP, DIAGONAL)
_box_constraints	specify that there are (or not) box constraints.
_dense_backend	specify which factorization is used.

Definition at line 140 of file wrapper.hpp.

◆ QP() [2/7]

template<typename T >

proxsuite::proxqp::dense::QP< T >::QP	(	isize	_dim,
		isize	_n_eq,
		isize	_n_in,
		bool	_box_constraints,
		DenseBackend	_dense_backend,
		proxsuite::proxqp::HessianType	_hessian_type )

inline

Default constructor using QP model dimensions.

Parameters

_dim	primal variable dimension.
_n_eq	number of equality constraints.
_n_in	number of inequality constraints.
_hessian_type	problem type (QP, LP, DIAGONAL)
_box_constraints	specify that there are (or not) box constraints.
_dense_backend	specify which factorization is used.

Definition at line 173 of file wrapper.hpp.

◆ QP() [3/7]

template<typename T >

proxsuite::proxqp::dense::QP< T >::QP	(	isize	_dim,
		isize	_n_eq,
		isize	_n_in,
		bool	_box_constraints,
		proxsuite::proxqp::HessianType	_hessian_type )

inline

Default constructor using QP model dimensions.

Parameters

_dim	primal variable dimension.
_n_eq	number of equality constraints.
_n_in	number of inequality constraints.
_hessian_type	problem type (QP, LP, DIAGONAL)
_box_constraints	specify that there are (or not) box constraints.

Definition at line 205 of file wrapper.hpp.

◆ QP() [4/7]

template<typename T >

proxsuite::proxqp::dense::QP< T >::QP	(	isize	_dim,
		isize	_n_eq,
		isize	_n_in,
		bool	_box_constraints,
		DenseBackend	_dense_backend )

inline

Default constructor using QP model dimensions.

Parameters

_dim	primal variable dimension.
_n_eq	number of equality constraints.
_n_in	number of inequality constraints.
_hessian_type	problem type (QP, LP, DIAGONAL)
_box_constraints	specify that there are (or not) box constraints.
_dense_backend	specify which factorization is used.

Definition at line 237 of file wrapper.hpp.

◆ QP() [5/7]

template<typename T >

proxsuite::proxqp::dense::QP< T >::QP	(	isize	_dim,
		isize	_n_eq,
		isize	_n_in,
		bool	_box_constraints )

inline

Default constructor using QP model dimensions.

Parameters

_dim	primal variable dimension.
_n_eq	number of equality constraints.
_n_in	number of inequality constraints.
_box_constraints	specify that there are (or not) box constraints.

Definition at line 267 of file wrapper.hpp.

◆ QP() [6/7]

template<typename T >

proxsuite::proxqp::dense::QP< T >::QP	(	isize	_dim,
		isize	_n_eq,
		isize	_n_in,
		proxsuite::proxqp::HessianType	_hessian_type )

inline

Default constructor using QP model dimensions.

Parameters

_dim	primal variable dimension.
_n_eq	number of equality constraints.
_n_in	number of inequality constraints.
_hessian_type	specify that there are (or not) box constraints.

Definition at line 293 of file wrapper.hpp.

◆ QP() [7/7]

template<typename T >

proxsuite::proxqp::dense::QP< T >::QP	(	isize	_dim,
		isize	_n_eq,
		isize	_n_in )

inline

Default constructor using QP model dimensions.

Parameters

_dim	primal variable dimension.
_n_eq	number of equality constraints.
_n_in	number of inequality constraints.

Definition at line 318 of file wrapper.hpp.

Member Function Documentation

◆ is_box_constrained()

template<typename T >

bool proxsuite::proxqp::dense::QP< T >::is_box_constrained ( ) const

inline

Definition at line 334 of file wrapper.hpp.

◆ which_dense_backend()

template<typename T >

DenseBackend proxsuite::proxqp::dense::QP< T >::which_dense_backend ( ) const

inline

Definition at line 335 of file wrapper.hpp.

◆ which_hessian_type()

template<typename T >

HessianType proxsuite::proxqp::dense::QP< T >::which_hessian_type ( ) const

inline

Definition at line 336 of file wrapper.hpp.

◆ init() [1/2]

template<typename T >

void proxsuite::proxqp::dense::QP< T >::init	(	optional< MatRef< T > >	H,
		optional< VecRef< T > >	g,
		optional< MatRef< T > >	A,
		optional< VecRef< T > >	b,
		optional< MatRef< T > >	C,
		optional< VecRef< T > >	l,
		optional< VecRef< T > >	u,
		bool	compute_preconditioner = true,
		optional< T >	rho = nullopt,
		optional< T >	mu_eq = nullopt,
		optional< T >	mu_in = nullopt,
		optional< T >	manual_minimal_H_eigenvalue = nullopt )

inline

Setups the QP model (with dense matrix format) and equilibrates it if specified by the user.

Parameters

H	quadratic cost input defining the QP model.
g	linear cost input defining the QP model.
A	equality constraint matrix input defining the QP model.
b	equality constraint vector input defining the QP model.
C	inequality constraint matrix input defining the QP model.
l	lower inequality constraint vector input defining the QP model.
u	upper inequality constraint vector input defining the QP model.
compute_preconditioner	boolean parameter for executing or not the preconditioner.
rho	proximal step size wrt primal variable.
mu_eq	proximal step size wrt equality constrained multiplier.
mu_in	proximal step size wrt inequality constrained multiplier.
manual_minimal_H_eigenvalue	manual minimal eigenvalue proposed for H

Definition at line 354 of file wrapper.hpp.

◆ init() [2/2]

template<typename T >

void proxsuite::proxqp::dense::QP< T >::init	(	optional< MatRef< T > >	H,
		optional< VecRef< T > >	g,
		optional< MatRef< T > >	A,
		optional< VecRef< T > >	b,
		optional< MatRef< T > >	C,
		optional< VecRef< T > >	l,
		optional< VecRef< T > >	u,
		optional< VecRef< T > >	l_box,
		optional< VecRef< T > >	u_box,
		bool	compute_preconditioner = true,
		optional< T >	rho = nullopt,
		optional< T >	mu_eq = nullopt,
		optional< T >	mu_in = nullopt,
		optional< T >	manual_minimal_H_eigenvalue = nullopt )

inline

Setups the QP model (with dense matrix format) and equilibrates it if specified by the user.

Parameters

H	quadratic cost input defining the QP model.
g	linear cost input defining the QP model.
A	equality constraint matrix input defining the QP model.
b	equality constraint vector input defining the QP model.
C	inequality constraint matrix input defining the QP model.
l	lower inequality constraint vector input defining the QP model.
u	upper inequality constraint vector input defining the QP model.
l_box	lower box inequality constraint vector input defining the QP model.
u_box	uppper box inequality constraint vector input defining the QP model.
compute_preconditioner	boolean parameter for executing or not the preconditioner.
rho	proximal step size wrt primal variable.
mu_eq	proximal step size wrt equality constrained multiplier.
mu_in	proximal step size wrt inequality constrained multiplier.
manual_minimal_H_eigenvalue	manual minimal eigenvalue proposed for H

Definition at line 520 of file wrapper.hpp.

◆ update() [1/2]

template<typename T >

void proxsuite::proxqp::dense::QP< T >::update	(	optional< MatRef< T > >	H,
		optional< VecRef< T > >	g,
		optional< MatRef< T > >	A,
		optional< VecRef< T > >	b,
		optional< MatRef< T > >	C,
		optional< VecRef< T > >	l,
		optional< VecRef< T > >	u,
		bool	update_preconditioner = false,
		optional< T >	rho = nullopt,
		optional< T >	mu_eq = nullopt,
		optional< T >	mu_in = nullopt,
		optional< T >	manual_minimal_H_eigenvalue = nullopt )

inline

Updates the QP model (with dense matrix format) and re-equilibrates it if specified by the user.

Parameters

H	quadratic cost input defining the QP model.
g	linear cost input defining the QP model.
A	equality constraint matrix input defining the QP model.
b	equality constraint vector input defining the QP model.
C	inequality constraint matrix input defining the QP model.
l	lower inequality constraint vector input defining the QP model.
u	upper inequality constraint vector input defining the QP model.
update_preconditioner	bool parameter for updating or not the preconditioner and the associated scaled model.
rho	proximal step size wrt primal variable.
mu_eq	proximal step size wrt equality constrained multiplier.
mu_in	proximal step size wrt inequality constrained multiplier.
manual_minimal_H_eigenvalue	manual minimal eigenvalue proposed for H

Note: The init method should be called before update. If it has not been done before, init is called depending on the is_initialized flag.

Definition at line 723 of file wrapper.hpp.

◆ update() [2/2]

template<typename T >

void proxsuite::proxqp::dense::QP< T >::update	(	optional< MatRef< T > >	H,
		optional< VecRef< T > >	g,
		optional< MatRef< T > >	A,
		optional< VecRef< T > >	b,
		optional< MatRef< T > >	C,
		optional< VecRef< T > >	l,
		optional< VecRef< T > >	u,
		optional< VecRef< T > >	l_box,
		optional< VecRef< T > >	u_box,
		bool	update_preconditioner = false,
		optional< T >	rho = nullopt,
		optional< T >	mu_eq = nullopt,
		optional< T >	mu_in = nullopt,
		optional< T >	manual_minimal_H_eigenvalue = nullopt )

inline

Updates the QP model (with dense matrix format) and re-equilibrates it if specified by the user.

Parameters

H	quadratic cost input defining the QP model.
g	linear cost input defining the QP model.
A	equality constraint matrix input defining the QP model.
b	equality constraint vector input defining the QP model.
C	inequality constraint matrix input defining the QP model.
l	lower inequality constraint vector input defining the QP model.
u	upper inequality constraint vector input defining the QP model.
l_box	lower inequality constraint vector input defining the QP model.
u_box	upper inequality constraint vector input defining the QP model.
update_preconditioner	bool parameter for updating or not the preconditioner and the associated scaled model.
rho	proximal step size wrt primal variable.
mu_eq	proximal step size wrt equality constrained multiplier.
mu_in	proximal step size wrt inequality constrained multiplier.
manual_minimal_H_eigenvalue	manual minimal eigenvalue proposed for H

Note: The init method should be called before update. If it has not been done before, init is called depending on the is_initialized flag.

Definition at line 831 of file wrapper.hpp.

◆ solve() [1/2]

template<typename T >

void proxsuite::proxqp::dense::QP< T >::solve ( )

inline

Solves the QP problem using PRXOQP algorithm.

Definition at line 922 of file wrapper.hpp.

◆ solve() [2/2]

template<typename T >

void proxsuite::proxqp::dense::QP< T >::solve	(	optional< VecRef< T > >	x,
		optional< VecRef< T > >	y,
		optional< VecRef< T > >	z )

inline

Solves the QP problem using PROXQP algorithm using a warm start.

Parameters

x	primal warm start.
y	dual equality warm start.
z	dual inequality warm start.

Definition at line 940 of file wrapper.hpp.

◆ cleanup()

template<typename T >

void proxsuite::proxqp::dense::QP< T >::cleanup ( )

inline

Clean-ups solver's results and workspace.

Definition at line 958 of file wrapper.hpp.

Member Data Documentation

◆ results

template<typename T >

Results<T> proxsuite::proxqp::dense::QP< T >::results

Definition at line 125 of file wrapper.hpp.

◆ settings

template<typename T >

Settings<T> proxsuite::proxqp::dense::QP< T >::settings

Definition at line 126 of file wrapper.hpp.

◆ model

template<typename T >

Model<T> proxsuite::proxqp::dense::QP< T >::model

Definition at line 127 of file wrapper.hpp.

◆ work

template<typename T >

Workspace<T> proxsuite::proxqp::dense::QP< T >::work

Definition at line 128 of file wrapper.hpp.

◆ ruiz

template<typename T >

preconditioner::RuizEquilibration<T> proxsuite::proxqp::dense::QP< T >::ruiz

Definition at line 129 of file wrapper.hpp.

The documentation for this struct was generated from the following file:

include/proxsuite/proxqp/dense/wrapper.hpp

Public Member Functions

Public Attributes

Detailed Description

Constructor & Destructor Documentation

◆ QP() [1/7]

◆ QP() [2/7]

◆ QP() [3/7]

◆ QP() [4/7]

◆ QP() [5/7]

◆ QP() [6/7]

◆ QP() [7/7]

Member Function Documentation

◆ is_box_constrained()

◆ which_dense_backend()

◆ which_hessian_type()

◆ init() [1/2]

◆ init() [2/2]

◆ update() [1/2]

◆ update() [2/2]

◆ solve() [1/2]

◆ solve() [2/2]

◆ cleanup()

Member Data Documentation

◆ results

◆ settings

◆ model

◆ work

◆ ruiz