Google OR-Tools v9.11
a fast and portable software suite for combinatorial optimization
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Public Member Functions | List of all members
operations_research::pdlp::DiagonalTrustRegionProblem Class Reference

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
 

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.

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.

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