proxsuite 0.6.7
The Advanced Proximal Optimization Toolbox
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random_qp_problems.hpp File Reference
#include <Eigen/Core>
#include <Eigen/SparseCore>
#include <Eigen/Cholesky>
#include <Eigen/Eigenvalues>
#include <Eigen/QR>
#include <utility>
#include <proxsuite/proxqp/dense/views.hpp>
#include <proxsuite/proxqp/dense/model.hpp>
#include <proxsuite/proxqp/sparse/model.hpp>
#include <map>
#include <random>
Include dependency graph for random_qp_problems.hpp:

Go to the source code of this file.

Classes

struct  proxsuite::proxqp::utils::EigenNoAlloc
 

Namespaces

namespace  proxsuite
 
namespace  proxsuite::proxqp
 
namespace  proxsuite::proxqp::utils
 
namespace  proxsuite::proxqp::utils::eigen
 
namespace  proxsuite::proxqp::utils::rand
 
namespace  proxsuite::proxqp::utils::rand::detail
 
namespace  proxsuite::proxqp::utils::osqp
 

Typedefs

using proxsuite::proxqp::utils::c_int = long long
 
using proxsuite::proxqp::utils::c_float = double
 
template<typename T , proxqp::Layout L>
using proxsuite::proxqp::utils::Mat
 
template<typename T >
using proxsuite::proxqp::utils::Vec = Eigen::Matrix<T, Eigen::Dynamic, 1>
 
template<typename Scalar >
using proxsuite::proxqp::utils::SparseMat = Eigen::SparseMatrix<Scalar, Eigen::ColMajor, c_int>
 
using proxsuite::proxqp::utils::rand::u128 = __uint128_t
 
using proxsuite::proxqp::utils::rand::detail::Input = std::pair<u128, isize>
 

Functions

template<typename T >
void proxsuite::proxqp::utils::eigen::llt_compute (Eigen::LLT< T > &out, T const &mat)
 
template<typename T >
void proxsuite::proxqp::utils::eigen::ldlt_compute (Eigen::LDLT< T > &out, T const &mat)
 
 proxsuite::proxqp::utils::eigen::LDLT_EXPLICIT_TPL_DECL (2, llt_compute< Mat< f32, colmajor > >)
 
 proxsuite::proxqp::utils::eigen::LDLT_EXPLICIT_TPL_DECL (2, ldlt_compute< Mat< f32, colmajor > >)
 
 proxsuite::proxqp::utils::eigen::LDLT_EXPLICIT_TPL_DECL (2, llt_compute< Mat< f32, rowmajor > >)
 
 proxsuite::proxqp::utils::eigen::LDLT_EXPLICIT_TPL_DECL (2, ldlt_compute< Mat< f32, rowmajor > >)
 
 proxsuite::proxqp::utils::eigen::LDLT_EXPLICIT_TPL_DECL (2, llt_compute< Mat< f64, colmajor > >)
 
 proxsuite::proxqp::utils::eigen::LDLT_EXPLICIT_TPL_DECL (2, ldlt_compute< Mat< f64, colmajor > >)
 
 proxsuite::proxqp::utils::eigen::LDLT_EXPLICIT_TPL_DECL (2, llt_compute< Mat< f64, rowmajor > >)
 
 proxsuite::proxqp::utils::eigen::LDLT_EXPLICIT_TPL_DECL (2, ldlt_compute< Mat< f64, rowmajor > >)
 
constexpr u128 proxsuite::proxqp::utils::rand::lehmer64_constant (0xda942042e4dd58b5)
 
auto proxsuite::proxqp::utils::rand::lehmer_global () -> u128 &
 
auto proxsuite::proxqp::utils::rand::lehmer64 () -> u64
 
void proxsuite::proxqp::utils::rand::set_seed (u64 seed)
 
auto proxsuite::proxqp::utils::rand::uniform_rand () -> double
 
auto proxsuite::proxqp::utils::rand::normal_rand () -> double
 
template<typename Scalar >
auto proxsuite::proxqp::utils::rand::vector_rand (isize nrows) -> Vec< Scalar >
 
template<typename Scalar >
auto proxsuite::proxqp::utils::rand::matrix_rand (isize nrows, isize ncols) -> Mat< Scalar, colmajor >
 
template<typename Scalar >
auto proxsuite::proxqp::utils::rand::detail::orthonormal_rand_impl (isize n) -> Mat< Scalar, colmajor >
 
template<typename Scalar >
auto proxsuite::proxqp::utils::rand::orthonormal_rand (isize n) -> Mat< Scalar, colmajor > const &
 
template<typename Scalar >
auto proxsuite::proxqp::utils::rand::positive_definite_rand (isize n, Scalar cond) -> Mat< Scalar, colmajor >
 
template<typename Scalar >
auto proxsuite::proxqp::utils::rand::sparse_positive_definite_rand (isize n, Scalar cond, Scalar p) -> SparseMat< Scalar >
 
template<typename Scalar >
auto proxsuite::proxqp::utils::rand::sparse_positive_definite_rand_compressed (isize n, Scalar rho, Scalar p) -> SparseMat< Scalar >
 
template<typename Scalar >
auto proxsuite::proxqp::utils::rand::sparse_positive_definite_rand_not_compressed (isize n, Scalar rho, Scalar p) -> Mat< Scalar, colmajor >
 
template<typename Scalar >
auto proxsuite::proxqp::utils::rand::sparse_matrix_rand (isize nrows, isize ncols, Scalar p) -> SparseMat< Scalar >
 
template<typename Scalar >
auto proxsuite::proxqp::utils::rand::sparse_matrix_rand_not_compressed (isize nrows, isize ncols, Scalar p) -> Mat< Scalar, colmajor >
 
auto proxsuite::proxqp::utils::osqp::to_sparse (Mat< c_float, colmajor > const &mat) -> SparseMat< c_float >
 
auto proxsuite::proxqp::utils::osqp::to_sparse_sym (Mat< c_float, colmajor > const &mat) -> SparseMat< c_float >
 
template<typename T >
auto proxsuite::proxqp::utils::matmul_impl (Mat< T, proxqp::colmajor > const &lhs, Mat< T, proxqp::colmajor > const &rhs) -> Mat< T, proxqp::colmajor >
 
template<typename To , typename From >
auto proxsuite::proxqp::utils::mat_cast (Mat< From, proxqp::colmajor > const &from) -> Mat< To, proxqp::colmajor >
 
 proxsuite::proxqp::utils::LDLT_EXPLICIT_TPL_DECL (2, matmul_impl< long double >)
 
 proxsuite::proxqp::utils::LDLT_EXPLICIT_TPL_DECL (1, mat_cast< proxqp::f64, long double >)
 
 proxsuite::proxqp::utils::LDLT_EXPLICIT_TPL_DECL (1, mat_cast< proxqp::f32, long double >)
 
template<typename MatLhs , typename MatRhs , typename T = typename MatLhs::Scalar>
auto proxsuite::proxqp::utils::matmul (MatLhs const &a, MatRhs const &b) -> Mat< T, proxqp::colmajor >
 
template<typename MatLhs , typename MatMid , typename MatRhs , typename T = typename MatLhs::Scalar>
auto proxsuite::proxqp::utils::matmul3 (MatLhs const &a, MatMid const &b, MatRhs const &c) -> Mat< T, proxqp::colmajor >
 
 proxsuite::proxqp::utils::VEG_TAG (from_data, FromData)
 
template<typename Scalar >
proxsuite::proxqp::dense::Model< Scalar > proxsuite::proxqp::utils::dense_unconstrained_qp (proxqp::isize dim, Scalar sparsity_factor, Scalar strong_convexity_factor=Scalar(1e-2))
 
template<typename Scalar >
proxsuite::proxqp::dense::Model< Scalar > proxsuite::proxqp::utils::dense_strongly_convex_qp (proxqp::isize dim, proxqp::isize n_eq, proxqp::isize n_in, Scalar sparsity_factor, Scalar strong_convexity_factor=Scalar(1e-2))
 
template<typename Scalar >
proxsuite::proxqp::dense::Model< Scalar > proxsuite::proxqp::utils::dense_not_strongly_convex_qp (proxqp::isize dim, proxqp::isize n_eq, proxqp::isize n_in, Scalar sparsity_factor)
 
template<typename Scalar >
proxsuite::proxqp::dense::Model< Scalar > proxsuite::proxqp::utils::dense_degenerate_qp (proxqp::isize dim, proxqp::isize n_eq, proxqp::isize n_in, Scalar sparsity_factor, Scalar strong_convexity_factor=Scalar(1e-2))
 
template<typename Scalar >
proxsuite::proxqp::dense::Model< Scalar > proxsuite::proxqp::utils::dense_box_constrained_qp (proxqp::isize dim, proxqp::isize n_eq, proxqp::isize n_in, Scalar sparsity_factor, Scalar strong_convexity_factor=Scalar(1e-2))
 
template<typename Scalar >
proxsuite::proxqp::sparse::SparseModel< Scalar > proxsuite::proxqp::utils::sparse_strongly_convex_qp (proxqp::isize dim, proxqp::isize n_eq, proxqp::isize n_in, Scalar sparsity_factor, Scalar strong_convexity_factor=Scalar(1e-2))