rsqp++-an object-oriented framework for successive quadratic programming
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aClient
: NLP
: rSQPAlgorithm
: rSQPState : rSQPStep
: IterQuantity
: rSQPClientInterface
: DecompositionSystem
arSQPAlgoConfiguration
External entity requiringoptimization services
- Calculates:
f(x), c(x),
f(x),
c(x)- Basis manipulation
- Other services
Specialization of
GeneralIterationPack
for rSQP
Configures and initializes aspecific rSQP algorithm
Abstracts the choice of the
Range / Null Spacedecomposition
- External interface to rSQP++- Set the NLP to be solved
- Solve the NLP
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Implements Coordinate
decomposition Y=
Solves:x = op([ATY])-1y = op(C)-1y
DecompositionSystem
DecompositionSystem-VarReduct
DecompositionSystem-VarReductCoordinate
BasisSystem
Interface for constructing decomposition ofAT
Z :ATZ = 0 (MatrixWithOp)
Y: [ Y Z] nonsingular (MatrixWithOp)
Solves systems: x = op([ATY])-1 y
Node class implementing variable reduction Z
matrix
AT= [ CN] using BasisSystem, C nonsingular
Z= where: D = -C-1 NDI
I
0
DecompositionSystem-VarReductOrthogonal
Implements Orthogonal
decomposition Y=
Solves:x = op([ATY])-1y = op((I +D DT)-1 C-1)y
I
DT
Finds nonsingular basis C
ATATP [ C N]
Solves systems: x = op(C)-1y
* Structure ofA, CandN
abstracted (MatrixWithOp)
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n , m
x l , xu , x_ i n i t
NLPInterfacePack
NL P
c a lc _f (x )c a lc _c (x )
NLPF i rs tO rd e r I n f o
ca lc_G f (x )ca lc_G c (x )
Base NLP interface for:
min f(x)s.t. c(x) = 0 xl
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T =
C N
I
I
I
I
nonsingular
0
50
CPU(
seconds)
MA28, unknown basis
MA28, u as indep.
Elemental Decomp.
Average iteration time
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