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- // QPSOL.h -*- C++ -*-
- /*
-
- Copyright (C) 1992, 1993, 1994, 1995 John W. Eaton
-
- This file is part of Octave.
-
- Octave is free software; you can redistribute it and/or modify it
- under the terms of the GNU General Public License as published by the
- Free Software Foundation; either version 2, or (at your option) any
- later version.
-
- Octave is distributed in the hope that it will be useful, but WITHOUT
- ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
- FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
- for more details.
-
- You should have received a copy of the GNU General Public License
- along with Octave; see the file COPYING. If not, write to the Free
- Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
-
- */
-
- #if !defined (octave_QPSOL_h)
- #define octave_QPSOL_h 1
-
- #ifndef QPSOL_MISSING
-
- #include "dMatrix.h"
- #include "dColVector.h"
- #include "QP.h"
-
- extern "C++" {
-
- #ifndef Vector
- #define Vector ColumnVector
- #endif
-
- class QPSOL_options
- {
- public:
-
- QPSOL_options (void);
- QPSOL_options (const QPSOL_options& opt);
-
- QPSOL_options& operator = (const QPSOL_options& opt);
-
- ~QPSOL_options (void);
-
- void init (void);
- void copy (const QPSOL_options& opt);
-
- void set_default_options (void);
-
- void set_feasibility_tolerance (double);
- void set_infinite_bound (double);
- void set_iteration_limit (int);
- void set_print_level (int);
-
- double feasibility_tolerance (void);
- double infinite_bound (void);
- int iteration_limit (void);
- int print_level (void);
-
- private:
-
- double x_feasibility_tolerance;
- double x_infinite_bound;
- int x_iteration_limit;
- int x_print_level;
- };
-
- class QPSOL : public QP, public QPSOL_options
- {
- public:
-
- QPSOL (void) : QP ()
- { }
-
- QPSOL (const Vector& x, const Matrix& H) : QP (x, H)
- { }
-
- QPSOL (const Vector& x, const Matrix& H, const Vector& c) : QP (x, H, c)
- { }
-
- QPSOL (const Vector& x, const Matrix& H, const Bounds& b) : QP (x, H, b)
- { }
-
- QPSOL (const Vector& x, const Matrix& H, const LinConst& lc) : QP (x, H, lc)
- { }
-
- QPSOL (const Vector& x, const Matrix& H, const Vector& c, const Bounds& b)
- : QP (x, H, c, b) { }
-
- QPSOL (const Vector& x, const Matrix& H, const Vector& c, const LinConst& lc)
- : QP (x, H, c, lc) { }
-
- QPSOL (const Vector& x, const Matrix& H, const Bounds& b, const LinConst& lc)
- : QP (x, H, b, lc) { }
-
- QPSOL (const Vector& x, const Matrix& H, const Vector& c, const Bounds& b,
- const LinConst& lc)
- : QP (x, H, c, b, lc) { }
-
- QPSOL (const QPSOL& a);
-
- QPSOL& operator = (const QPSOL& a);
-
- Vector minimize (double& objf, int& inform, Vector& lambda);
- };
-
- inline QPSOL::QPSOL (const QPSOL& a) : QP (a.x, a.H, a.c, a.bnds, a.lc)
- { }
-
- inline QPSOL&
- QPSOL::operator = (const QPSOL& a)
- {
- x = a.x;
- H = a.H;
- c = a.c;
- bnds = a.bnds;
- lc = a.lc;
- return *this;
- }
-
- } // extern "C++"
-
- #endif /* QPSOL_MISSING */
-
- #endif
-
- /*
- ;;; Local Variables: ***
- ;;; mode: C++ ***
- ;;; page-delimiter: "^/\\*" ***
- ;;; End: ***
- */
-