Solves linear programs with sparse equality constraints. More...

Public Member Functions
	drwnSparseLPSolver (const VectorXd &c, const SparseMatrix< double > &A, const VectorXd &b)
	construct a problem $min. c^T x \text{ s.t. } Ax = b, x \geq 0$

	drwnSparseLPSolver (const VectorXd &c, const SparseMatrix< double > &A, const VectorXd &b, const VectorXd &lb, const VectorXd &ub)
	construct a problem $min. c^T x \text{ s.t. } Ax = b, l \leq x \leq u$

	~drwnSparseLPSolver ()
	destructor

void	initialize (const VectorXd &x)
	initialization of a feasible point

double	solve ()
	solve and return objective (solution can be obtained from solution function) More...

const VectorXd &	solution () const
	return the current estimate of the solution

int	size () const
	return the number of dimensions of the state space

double	operator[] (unsigned i) const
	access the `i-th` dimension of the current solution

Protected Member Functions
bool	isUnbounded (unsigned i) const
	returns true if the i-th variable is unbounded

bool	isWithinBounds (const VectorXd &x) const
	returns true if a point is strictly within the lower and upper bounds

double	barrierFunction (const VectorXd &x) const
	computes the barrier function for a given assignment

Protected Attributes
VectorXd	_c
	linear term in the objective function

const SparseMatrix< double > &	_A
	linear equality constraint matrix

VectorXd	_b
	linear equality constraint vector

VectorXd	_lb
	lower bound for each variable (-DRWN_DBL_MAX for unbounded below)

VectorXd	_ub
	upped bound for each variable (DRWN_DBL_MAX for unbounded above)

VectorXd	_x
	current estimate of solution

Detailed Description

Solves linear programs with sparse equality constraints.

Member Function Documentation

double drwnSparseLPSolver::solve ( )

solve and return objective (solution can be obtained from solution function)

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