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.

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()

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

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

• /tmp/gtsam-4.2-docs.H5EUbA/src/gtsam_unstable/linear/LPSolver.h
• /tmp/gtsam-4.2-docs.H5EUbA/src/gtsam_unstable/linear/LPSolver.cpp