proxsuite::proxqp::sparse::detail Namespace Reference

Classes
struct	AugmentedKkt

Typedefs
template<typename T >
using	VecMapMut
template<typename T >
using	VecMap

Functions
template<typename T , typename I >
VEG_NO_INLINE void	noalias_gevmmv_add_impl (VectorViewMut< T > out_l, VectorViewMut< T > out_r, proxsuite::linalg::sparse::MatRef< T, I > a, VectorView< T > in_l, VectorView< T > in_r)
template<typename T , typename I >
VEG_NO_INLINE void	noalias_symhiv_add_impl (VectorViewMut< T > out, proxsuite::linalg::sparse::MatRef< T, I > a, VectorView< T > in)
template<typename OutL , typename OutR , typename A , typename InL , typename InR >
void	noalias_gevmmv_add (OutL &&out_l, OutR &&out_r, A const &a, InL const &in_l, InR const &in_r)
template<typename Out , typename A , typename In >
void	noalias_symhiv_add (Out &&out, A const &a, In const &in)
template<typename V >
auto	vec (V const &v) -> VecMap< typename V::Scalar >
template<typename V >
auto	vec_mut (V &&v) -> VecMapMut< typename proxsuite::linalg::veg::uncvref_t< V >::Scalar >
template<typename T , typename I >
auto	middle_cols (proxsuite::linalg::sparse::MatRef< T, I > mat, isize start, isize ncols, isize nnz) -> proxsuite::linalg::sparse::MatRef< T, I >
template<typename T , typename I >
auto	middle_cols_mut (proxsuite::linalg::sparse::MatMut< T, I > mat, isize start, isize ncols, isize nnz) -> proxsuite::linalg::sparse::MatMut< T, I >
template<typename T , typename I >
auto	top_rows_unchecked (proxsuite::linalg::veg::Unsafe, proxsuite::linalg::sparse::MatRef< T, I > mat, isize nrows) -> proxsuite::linalg::sparse::MatRef< T, I >
template<typename T , typename I >
auto	top_rows_mut_unchecked (proxsuite::linalg::veg::Unsafe, proxsuite::linalg::sparse::MatMut< T, I > mat, isize nrows) -> proxsuite::linalg::sparse::MatMut< T, I >
template<typename T , typename I , typename P >
bool	global_primal_residual_infeasibility (VectorViewMut< T > ATdy, VectorViewMut< T > CTdz, VectorViewMut< T > dy, VectorViewMut< T > dz, const QpView< T, I > qp_scaled, const Settings< T > &qpsettings, const P &ruiz)
template<typename T , typename I , typename P >
bool	global_dual_residual_infeasibility (VectorViewMut< T > Adx, VectorViewMut< T > Cdx, VectorViewMut< T > Hdx, VectorViewMut< T > dx, const QpView< T, I > qp_scaled, const Settings< T > &qpsettings, const Model< T, I > &qpmodel, const P &ruiz)
template<typename T , typename I , typename P >
auto	unscaled_primal_dual_residual (Workspace< T, I > &work, Results< T > &results, const Settings< T > &settings, VecMapMut< T > primal_residual_eq_scaled, VecMapMut< T > primal_residual_in_scaled_lo, VecMapMut< T > primal_residual_in_scaled_up, VecMapMut< T > dual_residual_scaled, T &primal_feasibility_eq_rhs_0, T &primal_feasibility_in_rhs_0, T &dual_feasibility_rhs_0, T &dual_feasibility_rhs_1, T &dual_feasibility_rhs_3, T &rhs_duality_gap, const P &precond, Model< T, I > const &data, const QpView< T, I > qp_scaled, VecMapMut< T > x_e, VecMapMut< T > y_e, VecMapMut< T > z_e, proxsuite::linalg::veg::dynstack::DynStackMut stack) -> proxsuite::linalg::veg::Tuple< T, T >

Typedef Documentation

VecMapMut

template<typename T >

using proxsuite::proxqp::sparse::detail::VecMapMut

Initial value:

 Eigen::Map<Eigen::Matrix<T, Eigen::Dynamic, 1>,
                             Eigen::Unaligned,
                             Eigen::Stride<Eigen::Dynamic, 1>>

Definition at line 334 of file utils.hpp.

VecMap

template<typename T >

using proxsuite::proxqp::sparse::detail::VecMap

Initial value:

 Eigen::Map<Eigen::Matrix<T, Eigen::Dynamic, 1> const,
                          Eigen::Unaligned,
                          Eigen::Stride<Eigen::Dynamic, 1>>

Definition at line 338 of file utils.hpp.

Function Documentation

noalias_gevmmv_add_impl()

template<typename T , typename I >

VEG_NO_INLINE void proxsuite::proxqp::sparse::detail::noalias_gevmmv_add_impl	(	VectorViewMut< T >	out_l,
		VectorViewMut< T >	out_r,
		proxsuite::linalg::sparse::MatRef< T, I >	a,
		VectorView< T >	in_l,
		VectorView< T >	in_r )

Definition at line 108 of file utils.hpp.

noalias_symhiv_add_impl()

template<typename T , typename I >

VEG_NO_INLINE void proxsuite::proxqp::sparse::detail::noalias_symhiv_add_impl	(	VectorViewMut< T >	out,
		proxsuite::linalg::sparse::MatRef< T, I >	a,
		VectorView< T >	in )

Definition at line 181 of file utils.hpp.

noalias_gevmmv_add()

template<typename OutL , typename OutR , typename A , typename InL , typename InR >

void proxsuite::proxqp::sparse::detail::noalias_gevmmv_add	(	OutL &&	out_l,
		OutR &&	out_r,
		A const &	a,
		InL const &	in_l,
		InR const &	in_r )

Definition at line 261 of file utils.hpp.

noalias_symhiv_add()

template<typename Out , typename A , typename In >

void proxsuite::proxqp::sparse::detail::noalias_symhiv_add	(	Out &&	out,
		A const &	a,
		In const &	in )

Definition at line 278 of file utils.hpp.

vec()

template<typename V >

auto proxsuite::proxqp::sparse::detail::vec

(

V const &

v

)

-> VecMap<typename V::Scalar>

Definition at line 344 of file utils.hpp.

vec_mut()

template<typename V >

auto proxsuite::proxqp::sparse::detail::vec_mut

(

V &&

v

)

-> VecMapMut<typename proxsuite::linalg::veg::uncvref_t<V>::Scalar>

Definition at line 360 of file utils.hpp.

middle_cols()

template<typename T , typename I >

auto proxsuite::proxqp::sparse::detail::middle_cols	(	proxsuite::linalg::sparse::MatRef< T, I >	mat,
		isize	start,
		isize	ncols,
		isize	nnz ) -> proxsuite::linalg::sparse::MatRef<T, I>

Definition at line 378 of file utils.hpp.

middle_cols_mut()

template<typename T , typename I >

auto proxsuite::proxqp::sparse::detail::middle_cols_mut	(	proxsuite::linalg::sparse::MatMut< T, I >	mat,
		isize	start,
		isize	ncols,
		isize	nnz ) -> proxsuite::linalg::sparse::MatMut<T, I>

Definition at line 400 of file utils.hpp.

top_rows_unchecked()

template<typename T , typename I >

auto proxsuite::proxqp::sparse::detail::top_rows_unchecked	(	proxsuite::linalg::veg::Unsafe	,
		proxsuite::linalg::sparse::MatRef< T, I >	mat,
		isize	nrows ) -> proxsuite::linalg::sparse::MatRef<T, I>

Definition at line 421 of file utils.hpp.

top_rows_mut_unchecked()

template<typename T , typename I >

auto proxsuite::proxqp::sparse::detail::top_rows_mut_unchecked	(	proxsuite::linalg::veg::Unsafe	,
		proxsuite::linalg::sparse::MatMut< T, I >	mat,
		isize	nrows ) -> proxsuite::linalg::sparse::MatMut<T, I>

Definition at line 440 of file utils.hpp.

global_primal_residual_infeasibility()

template<typename T , typename I , typename P >

bool proxsuite::proxqp::sparse::detail::global_primal_residual_infeasibility	(	VectorViewMut< T >	ATdy,
		VectorViewMut< T >	CTdz,
		VectorViewMut< T >	dy,
		VectorViewMut< T >	dz,
		const QpView< T, I >	qp_scaled,
		const Settings< T > &	qpsettings,
		const P &	ruiz )

Check whether the global primal infeasibility criterion is satisfied.

Parameters

qp_scaled	view on the scaled version of the qp problem.
qpsettings	solver settings.
ruiz	ruiz preconditioner.
ATdy	variable used for testing global primal infeasibility criterion is satisfied.
CTdz	variable used for testing global primal infeasibility criterion is satisfied.
dy	variable used for testing global primal infeasibility criterion is satisfied.
dz	variable used for testing global primal infeasibility criterion is satisfied.

Definition at line 473 of file utils.hpp.

global_dual_residual_infeasibility()

template<typename T , typename I , typename P >

bool proxsuite::proxqp::sparse::detail::global_dual_residual_infeasibility	(	VectorViewMut< T >	Adx,
		VectorViewMut< T >	Cdx,
		VectorViewMut< T >	Hdx,
		VectorViewMut< T >	dx,
		const QpView< T, I >	qp_scaled,
		const Settings< T > &	qpsettings,
		const Model< T, I > &	qpmodel,
		const P &	ruiz )

Check whether the global dual infeasibility criterion is satisfied.

Parameters

qp_scaled	view on the scaled version of the qp problem.
qpsettings	solver settings.
qpmodel	QP problem model as defined by the user (without any scaling performed).
ruiz	ruiz preconditioner.
Adx	variable used for testing global dual infeasibility criterion is satisfied.
Cdx	variable used for testing global dual infeasibility criterion is satisfied.
Hdx	variable used for testing global dual infeasibility criterion is satisfied.
dx	variable used for testing global dual infeasibility criterion is satisfied.

Definition at line 529 of file utils.hpp.

unscaled_primal_dual_residual()

template<typename T , typename I , typename P >

auto proxsuite::proxqp::sparse::detail::unscaled_primal_dual_residual	(	Workspace< T, I > &	work,
		Results< T > &	results,
		const Settings< T > &	settings,
		VecMapMut< T >	primal_residual_eq_scaled,
		VecMapMut< T >	primal_residual_in_scaled_lo,
		VecMapMut< T >	primal_residual_in_scaled_up,
		VecMapMut< T >	dual_residual_scaled,
		T &	primal_feasibility_eq_rhs_0,
		T &	primal_feasibility_in_rhs_0,
		T &	dual_feasibility_rhs_0,
		T &	dual_feasibility_rhs_1,
		T &	dual_feasibility_rhs_3,
		T &	rhs_duality_gap,
		const P &	precond,
		Model< T, I > const &	data,
		const QpView< T, I >	qp_scaled,
		VecMapMut< T >	x_e,
		VecMapMut< T >	y_e,
		VecMapMut< T >	z_e,
		proxsuite::linalg::veg::dynstack::DynStackMut	stack ) -> proxsuite::linalg::veg::Tuple<T, T>

Derives the global primal and dual residual of the QP problem for determining whether the solution is reached (at the desired accuracy).

Parameters

primal_residual_eq_scaled	vector storing the primal equality residual.
primal_residual_in_scaled_lo	vector storing the primal lower bound inequality residual.
primal_residual_in_scaled_up	vector storing the primal uppder bound inequality residual.
dual_residual_scaled	vector storing the dual residual.
primal_feasibility_eq_rhs_0	scalar variable used when using a relative stopping criterion.
primal_feasibility_in_rhs_0	scalar variable used when using a relative stopping criterion.
dual_feasibility_rhs_0	scalar variable used when using a relative stopping criterion.
dual_feasibility_rhs_1	scalar variable used when using a relative stopping criterion.
dual_feasibility_rhs_3	scalar variable used when using a relative stopping criterion.
precond	preconditioner.
data	model of the problem.
qp_scaled	view on the scaled version of the qp problem.
x_e	current estimate of primal variable x.
y_e	current estimate of equality constrained lagrange multiplier.
z_e	current estimate of inequality constrained lagrange multiplier.
stak	stack.

Definition at line 616 of file utils.hpp.