BzzMatrixSparseLocked class

Define the groups of variables to calculate the Jacobian using an object from the BzzMatrixCoefficientsExistence class for the example above. The BzzMatrixSparseLocked class vill be described in Chapter 13. The program is... 

The BzzMatrixSparseLocked class manages the structure of the linear and nonlinear constraints. The objects in this class allow the calculation of the Jacobian of nonlinear constraints and, when necessary, their Hessians, useful to building the Hessian of the Lagrange function they are indispensable in efficiently solving the appropriate KKT system. 

To clarify the use of some functions of the BzzMatrixSparseLocked class that suit this objective, let us consider the following linear system ... 

IntheBzzConstrainedMinimization class, aBzzMatrixSparseSymme-tricLocked class object is used to calculate and update the Hessian of the objective function and the BzzMatrixSparseLocked class objects are used to calculate or update the Hessian of each function of constraints. 

Large sparse problems with bound, equality, and inequality linear constraints. G is a BzzMatrixSparseSymmetricLocked class object where the structure of the Hessian of the function (13.1) is provided. The matrices E and D are sparse (BzzMatrixSparseLocked) ... 

Large sparse problems with bound, equality and inequality linear constraints, and nonlinear equality constraints. G is a BzzMatrixSparseSymmetricLocked class object where the structure of the Hessian of the function (13.1) is provided. nH is the number of nonlinear equality constraints, HName is the name of the function where the nonlinear equality constraints are calculated, H is the name of the BzzMatrixSparseLocked matrix with the structure of the nonlinear equality constraints and nlH is a BzzVectorInt whose elements indicate which variables are really nonlinear in the system of nonlinear equality constraints. The matrices E and D are sparse (BzzMatrixSparseLocked) ... 

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See also in sourсe #XX -- [ , , ]

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