solver.hpp File Reference

#include "proxsuite/fwd.hpp"
#include "proxsuite/proxqp/dense/views.hpp"
#include "proxsuite/proxqp/dense/linesearch.hpp"
#include "proxsuite/proxqp/dense/helpers.hpp"
#include "proxsuite/proxqp/dense/utils.hpp"
#include <cmath>
#include <Eigen/Sparse>
#include <iostream>
#include <fstream>
#include <proxsuite/linalg/veg/util/dynstack_alloc.hpp>
#include <proxsuite/linalg/dense/ldlt.hpp>
#include <chrono>
#include <iomanip>

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

Functions
template<typename T>
void	proxsuite::proxqp::dense::refactorize (const Model< T > &qpmodel, Results< T > &qpresults, Workspace< T > &qpwork, const isize n_constraints, const DenseBackend &dense_backend, T rho_new)
template<typename T>
void	proxsuite::proxqp::dense::mu_update (const Model< T > &qpmodel, Results< T > &qpresults, Workspace< T > &qpwork, isize n_constraints, const DenseBackend &dense_backend, T mu_eq_new, T mu_in_new)
template<typename T>
void	proxsuite::proxqp::dense::iterative_residual (const Model< T > &qpmodel, Results< T > &qpresults, Workspace< T > &qpwork, const isize n_constraints, isize inner_pb_dim, const HessianType &hessian_type)
template<typename T>
void	proxsuite::proxqp::dense::solve_linear_system (proxsuite::proxqp::dense::Vec< T > &dw, const Model< T > &qpmodel, Results< T > &qpresults, Workspace< T > &qpwork, const isize n_constraints, const DenseBackend &dense_backend, isize inner_pb_dim, proxsuite::linalg::veg::dynstack::DynStackMut &stack)
template<typename T>
void	proxsuite::proxqp::dense::iterative_solve_with_permut_fact (const Settings< T > &qpsettings, const Model< T > &qpmodel, Results< T > &qpresults, Workspace< T > &qpwork, const isize n_constraints, const DenseBackend &dense_backend, const HessianType &hessian_type, T eps, isize inner_pb_dim)
template<typename T>
void	proxsuite::proxqp::dense::bcl_update (const Settings< T > &qpsettings, Results< T > &qpresults, Workspace< T > &qpwork, T &primal_feasibility_lhs_new, T &bcl_eta_ext, T &bcl_eta_in, T bcl_eta_ext_init, T eps_in_min, T &new_bcl_mu_in, T &new_bcl_mu_eq, T &new_bcl_mu_in_inv, T &new_bcl_mu_eq_inv)
template<typename T>
void	proxsuite::proxqp::dense::Martinez_update (const Settings< T > &qpsettings, Results< T > &qpresults, T &primal_feasibility_lhs_new, T &primal_feasibility_lhs_old, T &bcl_eta_in, T eps_in_min, T &new_bcl_mu_in, T &new_bcl_mu_eq, T &new_bcl_mu_in_inv, T &new_bcl_mu_eq_inv)
template<typename T>
auto	proxsuite::proxqp::dense::compute_inner_loop_saddle_point (const Model< T > &qpmodel, Results< T > &qpresults, Workspace< T > &qpwork, const Settings< T > &qpsettings) -> T
template<typename T>
void	proxsuite::proxqp::dense::primal_dual_semi_smooth_newton_step (const Settings< T > &qpsettings, const Model< T > &qpmodel, Results< T > &qpresults, Workspace< T > &qpwork, const bool box_constraints, const isize n_constraints, const DenseBackend &dense_backend, const HessianType &hessian_type, T eps)
template<typename T>
void	proxsuite::proxqp::dense::primal_dual_newton_semi_smooth (const Settings< T > &qpsettings, const Model< T > &qpmodel, Results< T > &qpresults, Workspace< T > &qpwork, const bool box_constraints, const isize n_constraints, preconditioner::RuizEquilibration< T > &ruiz, const DenseBackend &dense_backend, const HessianType &hessian_type, T eps_int)
template<typename T>
void	proxsuite::proxqp::dense::qp_solve (const Settings< T > &qpsettings, const Model< T > &qpmodel, Results< T > &qpresults, Workspace< T > &qpwork, const bool box_constraints, const DenseBackend &dense_backend, const HessianType &hessian_type, preconditioner::RuizEquilibration< T > &ruiz)