operations_research::pdlp::DiagonalTrustRegionProblem Class Reference

Detailed Description

A generic trust region problem of the form: min_{x} (1 / 2) * (x - center_point)^T Q (x - center_point)

• c^T (x - center_point) s.t. lower_bounds <= (x - center_point) <= upper_bounds ||x - center_point||_W <= radius where |z|_W = sqrt(sum_i w_i z_i^2) is a weighted Euclidean norm. It is assumed that the objective matrix Q is a nonnegative diagonal matrix.

Definition at line 480 of file trust_region.cc.

Public Member Functions
	DiagonalTrustRegionProblem (const VectorXd *objective_vector, const VectorXd *objective_matrix_diagonal, const VectorXd *lower_bounds, const VectorXd *upper_bounds, const VectorXd *center_point, const VectorXd *norm_weights)
double	CenterPoint (int64_t index) const
double	NormWeight (int64_t index) const
double	LowerBound (int64_t index) const
double	UpperBound (int64_t index) const
double	Objective (int64_t index) const
double	ObjectiveMatrixDiagonalAt (int64_t index) const

Constructor & Destructor Documentation

DiagonalTrustRegionProblem()

operations_research::pdlp::DiagonalTrustRegionProblem::DiagonalTrustRegionProblem ( const VectorXd * objective_vector, const VectorXd * objective_matrix_diagonal, const VectorXd * lower_bounds, const VectorXd * upper_bounds, const VectorXd * center_point, const VectorXd * norm_weights )

inline

A reference to the objects passed in the constructor is kept, so they must outlive the DiagonalTrustRegionProblem instance.

Definition at line 484 of file trust_region.cc.

Member Function Documentation

CenterPoint()

double operations_research::pdlp::DiagonalTrustRegionProblem::CenterPoint ( int64_t index ) const

inline

Definition at line 497 of file trust_region.cc.

LowerBound()

double operations_research::pdlp::DiagonalTrustRegionProblem::LowerBound ( int64_t index ) const

inline

Definition at line 501 of file trust_region.cc.

NormWeight()

double operations_research::pdlp::DiagonalTrustRegionProblem::NormWeight ( int64_t index ) const

inline

Definition at line 499 of file trust_region.cc.

Objective()

double operations_research::pdlp::DiagonalTrustRegionProblem::Objective ( int64_t index ) const

inline

Definition at line 509 of file trust_region.cc.

ObjectiveMatrixDiagonalAt()

double operations_research::pdlp::DiagonalTrustRegionProblem::ObjectiveMatrixDiagonalAt ( int64_t index ) const

inline

Definition at line 511 of file trust_region.cc.

UpperBound()

double operations_research::pdlp::DiagonalTrustRegionProblem::UpperBound ( int64_t index ) const

inline

Definition at line 505 of file trust_region.cc.

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

• ortools/pdlp/trust_region.cc