proxsuite 0.6.7
The Advanced Proximal Optimization Toolbox
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helpers.hpp File Reference
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Namespaces

namespace  proxsuite
 
namespace  proxsuite::proxqp
 
namespace  proxsuite::proxqp::dense
 

Functions

template<typename T , typename MatIn , typename VecIn1 , typename VecIn2 , typename VecIn3 >
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 >
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 >
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)