gtsam  4.0.0
gtsam
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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.
 

Member Function Documentation

◆ 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: