proxsuite::proxqp::dense::linesearch Namespace Reference

Classes
struct	PrimalDualDerivativeResult
	This class stores the results of the primal-dual line-search. More...

Functions
template<typename T >
auto	gpdal_derivative_results (const Model< T > &qpmodel, Results< T > &qpresults, Workspace< T > &qpwork, const Settings< T > &qpsettings, isize n_constraints, T alpha) -> PrimalDualDerivativeResult< T >
template<typename T >
auto	primal_dual_derivative_results (const Model< T > &qpmodel, Results< T > &qpresults, Workspace< T > &qpwork, isize n_constraints, T alpha) -> PrimalDualDerivativeResult< T >
template<typename T >
void	primal_dual_ls (const Model< T > &qpmodel, Results< T > &qpresults, Workspace< T > &qpwork, const Settings< T > &qpsettings, const isize n_constraints)
template<typename T >
void	active_set_change (const Model< T > &qpmodel, Results< T > &qpresults, const DenseBackend &dense_backend, const isize n_constraints, Workspace< T > &qpwork)

Function Documentation

gpdal_derivative_results()

template<typename T >

auto proxsuite::proxqp::dense::linesearch::gpdal_derivative_results	(	const Model< T > &	qpmodel,
		Results< T > &	qpresults,
		Workspace< T > &	qpwork,
		const Settings< T > &	qpsettings,
		isize	n_constraints,
		T	alpha ) -> PrimalDualDerivativeResult<T>

Stores first derivative and coefficient of the univariate second order polynomial merit function to be canceled by the exact generalized primal-dual linesearch.

Parameters

a	second order polynomial coefficient of the merit function used in the linesearch.
b	first order polynomial coefficient of the merit function used in the linesearch.
grad	derivative of the merit function used in the linesearch.

Definition at line 51 of file linesearch.hpp.

primal_dual_derivative_results()

template<typename T >

auto proxsuite::proxqp::dense::linesearch::primal_dual_derivative_results	(	const Model< T > &	qpmodel,
		Results< T > &	qpresults,
		Workspace< T > &	qpwork,
		isize	n_constraints,
		T	alpha ) -> PrimalDualDerivativeResult<T>

Stores first derivative and coefficient of the univariate second order polynomial merit function to be canceled by the exact primal-dual linesearch.

Parameters

a	second order polynomial coefficient of the merit function used in the linesearch.
b	first order polynomial coefficient of the merit function used in the linesearch.
grad	derivative of the merit function used in the linesearch.

Definition at line 180 of file linesearch.hpp.

primal_dual_ls()

template<typename T >

void proxsuite::proxqp::dense::linesearch::primal_dual_ls	(	const Model< T > &	qpmodel,
		Results< T > &	qpresults,
		Workspace< T > &	qpwork,
		const Settings< T > &	qpsettings,
		const isize	n_constraints )

Performs the exact primaldual linesearch algorithm.

Parameters

qpwork	solver workspace.
qpmodel	QP problem model as defined by the user (without any scaling performed).
qpresults	solver results.

Definition at line 322 of file linesearch.hpp.

active_set_change()

template<typename T >

void proxsuite::proxqp::dense::linesearch::active_set_change	(	const Model< T > &	qpmodel,
		Results< T > &	qpresults,
		const DenseBackend &	dense_backend,
		const isize	n_constraints,
		Workspace< T > &	qpwork )

Performs the active set change of the factorized KKT matrix (using rank one updates or downgrades).

Parameters

qpwork	solver workspace.
qpmodel	QP problem model as defined by the user (without any scaling performed).
qpresults	solver results.

Definition at line 551 of file linesearch.hpp.