mundy::CQPP< Backend, LinearOp, QVector, ConvexSpace, Workspace > Class Template Reference

Constrained quadratic programming problem (CQPP) formulation. More...

#include <cqpp.hpp>

Public Types
using	backend_t = Backend
using	linear_op_storage_t = ::mundy::storage<LinearOp>
using	vector_storage_t = ::mundy::storage<QVector>
using	linear_op_t = typename linear_op_storage_t::value_type
using	vector_t = typename vector_storage_t::value_type
using	space_t = ConvexSpace
using	workspace_t = Workspace
using	value_type = impl::vector_value_type<vector_t>

Public Member Functions
	CQPP (Backend, LinearOp &&A, QVector &&q, const space_t &space)
	CQPP (Backend, LinearOp &&A, QVector &&q, const space_t &space, workspace_t workspace)
Backend	backend () const
const auto &	A () const
const auto &	q () const
const space_t &	space () const
workspace_t &	workspace () const
	This problem's cached scratch state for evaluating A (see Backend::apply and Op::Workspace types).

Detailed Description

template<typename Backend, typename LinearOp, typename QVector, ValidConvexSpace ConvexSpace, typename Workspace = impl::workspace_for_t<std::remove_cvref_t<LinearOp>>>
class mundy::CQPP< Backend, LinearOp, QVector, ConvexSpace, Workspace >

This is for a constrained quadratic programming problem of the form: x^* = argmin_{x in Omega} 0.5 x^T A x + q^T x where A is a symmetric positive semi-definite matrix, q is a vector, and Omega is a convex space.

Template Parameters

Backend

The backend to use for operations (e.g., KokkosBackend, MundyMathBackend)

Member Typedef Documentation

backend_t

template<typename Backend, typename LinearOp, typename QVector, ValidConvexSpace ConvexSpace, typename Workspace = impl::workspace_for_t<std::remove_cvref_t<LinearOp>>>

using mundy::CQPP< Backend, LinearOp, QVector, ConvexSpace, Workspace >::backend_t = Backend

linear_op_storage_t

template<typename Backend, typename LinearOp, typename QVector, ValidConvexSpace ConvexSpace, typename Workspace = impl::workspace_for_t<std::remove_cvref_t<LinearOp>>>

using mundy::CQPP< Backend, LinearOp, QVector, ConvexSpace, Workspace >::linear_op_storage_t = ::mundy::storage<LinearOp>

vector_storage_t

template<typename Backend, typename LinearOp, typename QVector, ValidConvexSpace ConvexSpace, typename Workspace = impl::workspace_for_t<std::remove_cvref_t<LinearOp>>>

using mundy::CQPP< Backend, LinearOp, QVector, ConvexSpace, Workspace >::vector_storage_t = ::mundy::storage<QVector>

linear_op_t

template<typename Backend, typename LinearOp, typename QVector, ValidConvexSpace ConvexSpace, typename Workspace = impl::workspace_for_t<std::remove_cvref_t<LinearOp>>>

using mundy::CQPP< Backend, LinearOp, QVector, ConvexSpace, Workspace >::linear_op_t = typename linear_op_storage_t::value_type

vector_t

template<typename Backend, typename LinearOp, typename QVector, ValidConvexSpace ConvexSpace, typename Workspace = impl::workspace_for_t<std::remove_cvref_t<LinearOp>>>

using mundy::CQPP< Backend, LinearOp, QVector, ConvexSpace, Workspace >::vector_t = typename vector_storage_t::value_type

space_t

template<typename Backend, typename LinearOp, typename QVector, ValidConvexSpace ConvexSpace, typename Workspace = impl::workspace_for_t<std::remove_cvref_t<LinearOp>>>

using mundy::CQPP< Backend, LinearOp, QVector, ConvexSpace, Workspace >::space_t = ConvexSpace

workspace_t

template<typename Backend, typename LinearOp, typename QVector, ValidConvexSpace ConvexSpace, typename Workspace = impl::workspace_for_t<std::remove_cvref_t<LinearOp>>>

using mundy::CQPP< Backend, LinearOp, QVector, ConvexSpace, Workspace >::workspace_t = Workspace

value_type

template<typename Backend, typename LinearOp, typename QVector, ValidConvexSpace ConvexSpace, typename Workspace = impl::workspace_for_t<std::remove_cvref_t<LinearOp>>>

using mundy::CQPP< Backend, LinearOp, QVector, ConvexSpace, Workspace >::value_type = impl::vector_value_type<vector_t>

Constructor & Destructor Documentation

CQPP() [1/2]

template<typename Backend, typename LinearOp, typename QVector, ValidConvexSpace ConvexSpace, typename Workspace = impl::workspace_for_t<std::remove_cvref_t<LinearOp>>>

mundy::CQPP< Backend, LinearOp, QVector, ConvexSpace, Workspace >::CQPP ( Backend , LinearOp && A, QVector && q, const space_t & space )

inline

CQPP() [2/2]

template<typename Backend, typename LinearOp, typename QVector, ValidConvexSpace ConvexSpace, typename Workspace = impl::workspace_for_t<std::remove_cvref_t<LinearOp>>>

mundy::CQPP< Backend, LinearOp, QVector, ConvexSpace, Workspace >::CQPP ( Backend , LinearOp && A, QVector && q, const space_t & space, workspace_t workspace )

inline

Member Function Documentation

backend()

template<typename Backend, typename LinearOp, typename QVector, ValidConvexSpace ConvexSpace, typename Workspace = impl::workspace_for_t<std::remove_cvref_t<LinearOp>>>

Backend mundy::CQPP< Backend, LinearOp, QVector, ConvexSpace, Workspace >::backend ( ) const

inline

A()

template<typename Backend, typename LinearOp, typename QVector, ValidConvexSpace ConvexSpace, typename Workspace = impl::workspace_for_t<std::remove_cvref_t<LinearOp>>>

const auto & mundy::CQPP< Backend, LinearOp, QVector, ConvexSpace, Workspace >::A ( ) const

inline

q()

template<typename Backend, typename LinearOp, typename QVector, ValidConvexSpace ConvexSpace, typename Workspace = impl::workspace_for_t<std::remove_cvref_t<LinearOp>>>

const auto & mundy::CQPP< Backend, LinearOp, QVector, ConvexSpace, Workspace >::q ( ) const

inline

space()

template<typename Backend, typename LinearOp, typename QVector, ValidConvexSpace ConvexSpace, typename Workspace = impl::workspace_for_t<std::remove_cvref_t<LinearOp>>>

const space_t & mundy::CQPP< Backend, LinearOp, QVector, ConvexSpace, Workspace >::space ( ) const

inline

workspace()

template<typename Backend, typename LinearOp, typename QVector, ValidConvexSpace ConvexSpace, typename Workspace = impl::workspace_for_t<std::remove_cvref_t<LinearOp>>>

workspace_t & mundy::CQPP< Backend, LinearOp, QVector, ConvexSpace, Workspace >::workspace ( ) const

inline