operations_research::pdlp::internal::PrimalTrustRegionProblem Class Reference

#include <trust_region.h>

Public Member Functions
	PrimalTrustRegionProblem (const QuadraticProgram *qp, const Eigen::VectorXd *primal_solution, const Eigen::VectorXd *primal_gradient, const double norm_weight=1.0)
double	Objective (int64_t index) const
double	LowerBound (int64_t index) const
double	UpperBound (int64_t index) const
double	CenterPoint (int64_t index) const
double	NormWeight (int64_t index) const

Detailed Description

PrimalTrustRegionProblem defines the primal trust region problem given a QuadraticProgram, primal_solution, and primal_gradient. It captures const references to the constructor arguments, which should outlive the class instance. The corresponding trust region problem is min_x primal_gradient^T * (x - primal_solution) s.t. qp.variable_lower_bounds <= x <= qp.variable_upper_bounds || x - primal_solution ||_2 <= target_radius

Definition at line 347 of file trust_region.h.

Constructor & Destructor Documentation

PrimalTrustRegionProblem()

operations_research::pdlp::internal::PrimalTrustRegionProblem::PrimalTrustRegionProblem ( const QuadraticProgram * qp, const Eigen::VectorXd * primal_solution, const Eigen::VectorXd * primal_gradient, const double norm_weight = 1.0 )

inline

Definition at line 349 of file trust_region.h.

Member Function Documentation

CenterPoint()

double operations_research::pdlp::internal::PrimalTrustRegionProblem::CenterPoint ( int64_t index ) const

inline

Definition at line 364 of file trust_region.h.

LowerBound()

double operations_research::pdlp::internal::PrimalTrustRegionProblem::LowerBound ( int64_t index ) const

inline

Definition at line 358 of file trust_region.h.

NormWeight()

double operations_research::pdlp::internal::PrimalTrustRegionProblem::NormWeight ( int64_t index ) const

inline

Definition at line 365 of file trust_region.h.

Objective()

double operations_research::pdlp::internal::PrimalTrustRegionProblem::Objective ( int64_t index ) const

inline

Definition at line 357 of file trust_region.h.

UpperBound()

double operations_research::pdlp::internal::PrimalTrustRegionProblem::UpperBound ( int64_t index ) const

inline

Definition at line 361 of file trust_region.h.

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

• ortools/pdlp/trust_region.h