fix comments

release/4.3a0
Duy-Nguyen Ta 2016-06-17 06:54:18 -04:00
parent 8de7dbe3fd
commit 9b95e18d2a
4 changed files with 9 additions and 10 deletions

View File

@ -25,7 +25,7 @@
namespace gtsam { namespace gtsam {
/** /**
* This class implementations the active set algorithm for solving convex * This class implements the active set algorithm for solving convex
* Programming problems. * Programming problems.
* *
* @tparam PROBLEM Type of the problem to solve, e.g. LP (linear program) or * @tparam PROBLEM Type of the problem to solve, e.g. LP (linear program) or
@ -36,18 +36,15 @@ namespace gtsam {
template <class PROBLEM, class POLICY, class INITSOLVER> template <class PROBLEM, class POLICY, class INITSOLVER>
class ActiveSetSolver { class ActiveSetSolver {
public: public:
/** /// This struct contains the state information for a single iteration
* This struct contains the state information for a single iteration of an
* active set method iteration.
*/
struct State { struct State {
VectorValues values; //!< current best values at each step VectorValues values; //!< current best values at each step
VectorValues duals; //!< current values of dual variables at each step VectorValues duals; //!< current values of dual variables at each step
InequalityFactorGraph workingSet; /*!< keep track of current active/inactive InequalityFactorGraph workingSet; /*!< keep track of current active/inactive
inequality constraints */ inequality constraints */
bool converged; //!< True if the algorithm has converged to a solution bool converged; //!< True if the algorithm has converged to a solution
size_t iterations; //!< number of iterations. Incremented at the end of size_t iterations; /*!< Number of iterations. Incremented at the end of
//each iter. each iteration. */
/// Default constructor /// Default constructor
State() State()

View File

@ -75,7 +75,7 @@ private:
double compute_y0(const VectorValues& x0) const; double compute_y0(const VectorValues& x0) const;
/// Collect all terms of a factor into a container. /// Collect all terms of a factor into a container.
std::vector<std::pair<Key, Matrix> > collectTerms( std::vector<std::pair<Key, Matrix>> collectTerms(
const LinearInequality& factor) const; const LinearInequality& factor) const;
/// Turn Cx <= d into Cx - y <= d factors /// Turn Cx <= d into Cx - y <= d factors

View File

@ -28,7 +28,8 @@ namespace gtsam {
/// Policy for ActivetSetSolver to solve Linear Programming \sa LP problems /// Policy for ActivetSetSolver to solve Linear Programming \sa LP problems
struct LPPolicy { struct LPPolicy {
/// Maximum alpha for line search. For LP, it's infinity /// Maximum alpha for line search x'=xk + alpha*p, where p is the cost gradient
/// For LP, maxAlpha = Infinity
static constexpr double maxAlpha = std::numeric_limits<double>::infinity(); static constexpr double maxAlpha = std::numeric_limits<double>::infinity();
/** /**

View File

@ -27,7 +27,8 @@ namespace gtsam {
/// Policy for ActivetSetSolver to solve Linear Programming \sa QP problems /// Policy for ActivetSetSolver to solve Linear Programming \sa QP problems
struct QPPolicy { struct QPPolicy {
/// Maximum alpha for line search. For QP, it's 1 /// Maximum alpha for line search x'=xk + alpha*p, where p is the cost gradient
/// For QP, maxAlpha = 1 is the minimum point of the quadratic cost
static constexpr double maxAlpha = 1.0; static constexpr double maxAlpha = 1.0;
/// Simply the cost of the QP problem /// Simply the cost of the QP problem