gtsam  4.0.0 gtsam
gtsam::LPPolicy Struct Reference

## Detailed Description

Policy for ActivetSetSolver to solve Linear Programming.

See also
LP problems

## Static Public Member Functions

static GaussianFactorGraph buildCostFunction (const LP &lp, const VectorValues &xk)
Create the factor ||x-xk - (-g)||^2 where xk is the current feasible solution on the constraint surface and g is the gradient of the linear cost, i.e. More...

## Static Public Attributes

static constexpr double maxAlpha = std::numeric_limits<double>::infinity()
Maximum alpha for line search x'=xk + alpha*p, where p is the cost gradient For LP, maxAlpha = Infinity.

## ◆ buildCostFunction()

 static GaussianFactorGraph gtsam::LPPolicy::buildCostFunction ( const LP & lp, const VectorValues & xk )
inlinestatic

Create the factor ||x-xk - (-g)||^2 where xk is the current feasible solution on the constraint surface and g is the gradient of the linear cost, i.e.

-g is the direction we wish to follow to decrease the cost.

Essentially, we try to match the direction d = x-xk with -g as much as possible subject to the condition that x needs to be on the constraint surface, i.e., d is along the surface's subspace.

The least-square solution of this quadratic subject to a set of linear constraints is the projection of the gradient onto the constraints' subspace

The documentation for this struct was generated from the following files:
• /Users/dellaert/git/gtsam/gtsam_unstable/linear/LPSolver.h
• /Users/dellaert/git/gtsam/gtsam_unstable/linear/LPSolver.cpp