solver
Public Member Functions | Private Member Functions | Private Attributes | Friends | List of all members
solver::ConicProblem Class Reference

Main class to construct a second-order cone optimization problem. More...

#include <ConicProblem.hpp>

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Public Member Functions

void clean ()
 
SolverSetting & getSetting ()
 
const SolverSetting & getSetting () const
 
Var addVar (const VarType &type, double lb, double ub, double guess=0.0)
 
void addLinConstr (const LinExpr &lhs, const std::string sense, const LinExpr &rhs)
 
void addSocConstr (const DCPQuadExpr &qexpr, const std::string sense, const LinExpr &lexpr)
 
void addQuaConstr (const DCPQuadExpr &qexpr, const std::string sense, const LinExpr &expr, const QuadConstrApprox &qapprox=QuadConstrApprox::None)
 
void configSetting (const std::string cfg_file, const std::string stg_vars_yaml="solver_variables")
 
void setObjective (const DCPQuadExpr &qexpr, const LinExpr &expr)
 
ExitCode optimize ()
 
const int numTrustRegions () const
 
const int numBinaryVariables () const
 
const int numSoftConstraints () const
 

Private Member Functions

Cone & getCone ()
 
SolverStorage & getStorage ()
 
InteriorPointSolver & getSolver ()
 
ExitCode solveProblem ()
 
void buildProblem (int iter_id, bool warm_start=false)
 
Eigen::VectorXd & binaryLowerBounds ()
 
Eigen::VectorXd & binaryUpperBounds ()
 
std::vector< std::shared_ptr< Var > > & problemVariables ()
 
std::vector< std::shared_ptr< Var > > & problemBinaryVariables ()
 
const Eigen::VectorXd & binaryLowerBounds () const
 
const Eigen::VectorXd & binaryUpperBounds () const
 
const std::vector< std::shared_ptr< Var > > & problemVariables () const
 
const std::vector< std::shared_ptr< Var > > & problemBinaryVariables () const
 

Private Attributes

Cone cone_
 
SolverStorage stg_
 
ExitCode exit_code_
 
SolverSetting stgs_
 
BnBSolver bnb_solver_
 
InteriorPointSolver ip_solver_
 
DCPQuadExpr objective_
 
int numTrustRegions_
 
int numSoftConstraints_
 
std::vector< LinExpr > leqcons_
 
std::vector< LinExpr > lineqcons_
 
std::vector< DCPQuadExpr > qineqcons_
 
std::vector< DCPQuadExpr > soccons_
 
std::vector< std::shared_ptr< Var > > vars_
 
std::vector< std::shared_ptr< Var > > bin_vars_
 
Eigen::VectorXd bin_vars_lower_bound_
 
Eigen::VectorXd bin_vars_upper_bound_
 

Friends

class Model
 
class NcvxBnBSolver
 

Detailed Description

Main class to construct a second-order cone optimization problem.

It provides functionality for defining an objective function, linear equality and inequality constraints, second-order cone constraints and heuristics for solving problems with non-convex quadratic constraints.

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