proxsuite 0.6.7
The Advanced Proximal Optimization Toolbox
|
#include <proxsuite/proxqp/results.hpp>
#include <proxsuite/proxqp/settings.hpp>
#include <proxsuite/proxqp/status.hpp>
#include <proxsuite/proxqp/dense/fwd.hpp>
#include <proxsuite/proxqp/dense/preconditioner/ruiz.hpp>
#include <chrono>
#include <proxsuite/helpers/optional.hpp>
#include <Eigen/Eigenvalues>
Go to the source code of this file.
Namespaces | |
namespace | proxsuite |
namespace | proxsuite::proxqp |
namespace | proxsuite::proxqp::dense |
Functions | |
template<typename T , typename MatIn , typename VecIn1 , typename VecIn2 , typename VecIn3 > | |
T | proxsuite::proxqp::dense::power_iteration (const Eigen::MatrixBase< MatIn > &H, const Eigen::MatrixBase< VecIn1 > &dw, const Eigen::MatrixBase< VecIn2 > &rhs, const Eigen::MatrixBase< VecIn3 > &err_v, T power_iteration_accuracy, isize nb_power_iteration) |
template<typename T , typename MatIn , typename VecIn1 , typename VecIn2 , typename VecIn3 > | |
T | proxsuite::proxqp::dense::min_eigen_value_via_modified_power_iteration (const Eigen::MatrixBase< MatIn > &H, const Eigen::MatrixBase< VecIn1 > &dw, const Eigen::MatrixBase< VecIn2 > &rhs, const Eigen::MatrixBase< VecIn3 > &err_v, T max_eigen_value, T power_iteration_accuracy, isize nb_power_iteration) |
template<typename T , typename MatIn > | |
T | proxsuite::proxqp::dense::estimate_minimal_eigen_value_of_symmetric_matrix (const Eigen::MatrixBase< MatIn > &H, EigenValueEstimateMethodOption estimate_method_option, T power_iteration_accuracy, isize nb_power_iteration) |
template<typename T > | |
void | proxsuite::proxqp::dense::update_default_rho_with_minimal_Hessian_eigen_value (optional< T > manual_minimal_H_eigenvalue, Results< T > &results, Settings< T > &settings) |
template<typename T > | |
void | proxsuite::proxqp::dense::compute_equality_constrained_initial_guess (Workspace< T > &qpwork, const Settings< T > &qpsettings, const Model< T > &qpmodel, const isize n_constraints, const DenseBackend &dense_backend, const HessianType &hessian_type, Results< T > &qpresults) |
template<typename T > | |
void | proxsuite::proxqp::dense::setup_factorization (Workspace< T > &qpwork, const Model< T > &qpmodel, Results< T > &qpresults, const DenseBackend &dense_backend, const HessianType &hessian_type) |
template<typename T > | |
void | proxsuite::proxqp::dense::setup_equilibration (Workspace< T > &qpwork, const Settings< T > &qpsettings, const bool box_constraints, const HessianType hessian_type, preconditioner::RuizEquilibration< T > &ruiz, bool execute_preconditioner) |
template<typename T > | |
void | proxsuite::proxqp::dense::initial_guess (Workspace< T > &qpwork, Settings< T > &qpsettings, Model< T > &qpmodel, Results< T > &qpresults) |
template<typename T > | |
void | proxsuite::proxqp::dense::update (optional< MatRef< T > > H, optional< VecRef< T > > g, optional< MatRef< T > > A, optional< VecRef< T > > b, optional< MatRef< T > > C, optional< VecRef< T > > l, optional< VecRef< T > > u, optional< VecRef< T > > l_box, optional< VecRef< T > > u_box, Model< T > &model, Workspace< T > &work, const bool box_constraints) |
template<typename T > | |
void | proxsuite::proxqp::dense::setup (optional< MatRef< T > > H, optional< VecRef< T > > g, optional< MatRef< T > > A, optional< VecRef< T > > b, optional< MatRef< T > > C, optional< VecRef< T > > l, optional< VecRef< T > > u, optional< VecRef< T > > l_box, optional< VecRef< T > > u_box, Settings< T > &qpsettings, Model< T > &qpmodel, Workspace< T > &qpwork, Results< T > &qpresults, const bool box_constraints, preconditioner::RuizEquilibration< T > &ruiz, PreconditionerStatus preconditioner_status, const HessianType hessian_type) |
template<typename T > | |
void | proxsuite::proxqp::dense::update_proximal_parameters (Settings< T > &settings, Results< T > &results, Workspace< T > &work, optional< T > rho_new, optional< T > mu_eq_new, optional< T > mu_in_new) |
template<typename T > | |
void | proxsuite::proxqp::dense::warm_start (optional< VecRef< T > > x_wm, optional< VecRef< T > > y_wm, optional< VecRef< T > > z_wm, Results< T > &results, Settings< T > &settings, Model< T > &model) |