Hqp.h File Reference

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Detailed Description

declaration of external API for HQP (Huge Quadratic Programming)

rf, 5/28/94

#include <Meschach.h>

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Classes
class	Hqp_DocpSpec
	define HQP_API when compiling a Dynamic Link Library (DLL) More...
Typedefs
typedef Hqp_Docp *	Hqp_DocpHandle
	Handle to address Hqp_Docp implemenation.
Functions
HQP_API Hqp_DocpHandle	Hqp_Docp_create (Hqp_DocpSpec &spec, void *clientdata)
	Create an instance of Hqp_Docp and return handle.
HQP_API void	Hqp_Docp_destroy (Hqp_DocpHandle handle)
	Destroy an instance of Hqp_Docp.
HQP_API void	Hqp_Docp_alloc_vars (Hqp_DocpHandle handle, VECP v, VECP vmin, VECP vmax, int n)
	Service routine for allocating vectors.
HQP_API void	Hqp_Docp_update_stage (Hqp_DocpHandle handle, int k, const VECP x, const VECP u, VECP f, Real &f0, VECP c, MATP fx, MATP fu, VECP f0x, VECP f0u, MATP cx, MATP cu, const VECP rf, const VECP rc, MATP Lxx, MATP Luu, MATP Lxu)
	Default implementation for updating gradients.

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Function Documentation

HQP_API void Hqp_Docp_alloc_vars	(	Hqp_DocpHandle	handle,
		VECP	v,
		VECP	vmin,
		VECP	vmax,
		int	n
	)

Service routine for allocating vectors.

HQP_API Hqp_DocpHandle Hqp_Docp_create	(	Hqp_DocpSpec &	spec,
		void *	clientdata
	)

Create an instance of Hqp_Docp and return handle.

HQP_API void Hqp_Docp_update_stage	(	Hqp_DocpHandle	handle,
		int	k,
		const VECP	x,
		const VECP	u,
		VECP	f,
		Real &	f0,
		VECP	c,
		MATP	fx,
		MATP	fu,
		VECP	f0x,
		VECP	f0u,
		MATP	cx,
		MATP	cu,
		const VECP	rf,
		const VECP	rc,
		MATP	Lxx,
		MATP	Luu,
		MATP	Lxu
	)

Default implementation for updating gradients.

It can be used e.g. to check against own derivatives.

Referenced by Hqp_DocpStub::update_stage().