#include <proxsuite/proxqp/dense/preconditioner/ruiz.hpp>

Collaboration diagram for proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >:

Public Member Functions
	RuizEquilibration (isize dim_, isize n_eq_, isize n_in_, bool box_constraints, T epsilon_=T(1e-3), i64 max_iter_=10, Symmetry sym_=Symmetry::general, std::ostream *logger=nullptr)

void	print () const

void	scale_qp_in_place (QpViewBoxMut< T > qp, bool execute_preconditioner, bool preconditioning_for_infeasible_problems, const isize max_iter, const T epsilon, const HessianType &HessianType, const bool box_constraints, proxsuite::linalg::veg::dynstack::DynStackMut stack)

void	scale_primal_in_place (VectorViewMut< T > primal) const

void	scale_dual_in_place (VectorViewMut< T > dual) const

void	scale_dual_in_place_eq (VectorViewMut< T > dual) const

void	scale_dual_in_place_in (VectorViewMut< T > dual) const

void	unscale_primal_in_place (VectorViewMut< T > primal) const

void	unscale_dual_in_place (VectorViewMut< T > dual) const

void	unscale_box_dual_in_place_in (VectorViewMut< T > dual) const

void	scale_box_dual_in_place_in (VectorViewMut< T > dual) const

void	unscale_dual_in_place_eq (VectorViewMut< T > dual) const

void	unscale_dual_in_place_in (VectorViewMut< T > dual) const

void	scale_primal_residual_in_place (VectorViewMut< T > primal) const

void	scale_primal_residual_in_place_eq (VectorViewMut< T > primal_eq) const

void	scale_primal_residual_in_place_in (VectorViewMut< T > primal_in) const

void	scale_box_primal_residual_in_place_in (VectorViewMut< T > primal_in) const

void	scale_dual_residual_in_place (VectorViewMut< T > dual) const

void	unscale_primal_residual_in_place (VectorViewMut< T > primal) const

void	unscale_box_primal_residual_in_place (VectorViewMut< T > primal) const

void	unscale_primal_residual_in_place_eq (VectorViewMut< T > primal_eq) const

void	unscale_primal_residual_in_place_in (VectorViewMut< T > primal_in) const

void	unscale_box_primal_residual_in_place_in (VectorViewMut< T > primal_in) const

void	unscale_dual_residual_in_place (VectorViewMut< T > dual) const

Static Public Member Functions
static auto	scale_qp_in_place_req (proxsuite::linalg::veg::Tag< T > tag, isize n, isize n_eq, isize n_in, bool box_constraints) -> proxsuite::linalg::veg::dynstack::StackReq

Public Attributes
Vec< T >	delta

T	c

isize	dim

isize	n_eq

isize	n_in

T	epsilon

i64	max_iter

Symmetry	sym

std::ostream *	logger_ptr = nullptr

Detailed Description

template<typename T>
struct proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >

Definition at line 317 of file ruiz.hpp.

Constructor & Destructor Documentation

◆ RuizEquilibration()

template<typename T >

proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >::RuizEquilibration	(	isize	dim_,
		isize	n_eq_,
		isize	n_in_,
		bool	box_constraints,
		T	epsilon_ = T(1e-3),
		i64	max_iter_ = 10,
		Symmetry	sym_ = Symmetry::general,
		std::ostream *	logger = nullptr )

inlineexplicit

Default constructor.

Parameters

dim	primal variable dimension.
n_eq_constraints	number of equality and inequality constraints (n_in+n_constraints if box constraints are present, or n_in).
epsilon_	accuracy required for stopping the ruiz equilibration algorithm.
max_iter_	maximum number of ruiz equilibration iterations.
sym_	symetry option format of quadratic cost matrix.
logger	parameter for printing or not intermediary results.

Definition at line 340 of file ruiz.hpp.

Member Function Documentation

◆ print()

template<typename T >

void proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >::print ( ) const

inline

Prints ruiz equilibrator scaling variables.

Definition at line 362 of file ruiz.hpp.

◆ scale_qp_in_place_req()

template<typename T >

static auto proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >::scale_qp_in_place_req	(	proxsuite::linalg::veg::Tag< T >	tag,
		isize	n,
		isize	n_eq,
		isize	n_in,
		bool	box_constraints ) -> proxsuite::linalg::veg::dynstack::StackReq

inlinestatic

Determines memory requirements for executing the equilibrator.

Parameters

tag	tag for specifying entry type.
n	dimension of the primal variable of the model.
n_eq	number of equality constraints.
n_in	number of inequality constraints.

Definition at line 375 of file ruiz.hpp.

◆ scale_qp_in_place()

template<typename T >

void proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >::scale_qp_in_place	(	QpViewBoxMut< T >	qp,
		bool	execute_preconditioner,
		bool	preconditioning_for_infeasible_problems,
		const isize	max_iter,
		const T	epsilon,
		const HessianType &	HessianType,
		const bool	box_constraints,
		proxsuite::linalg::veg::dynstack::DynStackMut	stack )

inline

Scales the qp performing the ruiz equilibrator algorithm considering user options.

Parameters

qp	qp to be scaled (in place).
execute_preconditioner	bool variable specifying whether the qp is scaled using current equilibrator scaling variables, or performing anew the algorithm.
settings	solver's settings.
stack	stack variable used by the equilibrator.

Definition at line 403 of file ruiz.hpp.

◆ scale_primal_in_place()

template<typename T >

void proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >::scale_primal_in_place ( VectorViewMut< T > primal ) const

inline

Scales a primal variable in place.

Parameters

primal primal variable.

Definition at line 518 of file ruiz.hpp.

◆ scale_dual_in_place()

template<typename T >

void proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >::scale_dual_in_place ( VectorViewMut< T > dual ) const

inline

Scales a dual variable in place.

Parameters

dual	dual variable (includes all equalities and inequalities constraints).

Definition at line 527 of file ruiz.hpp.

◆ scale_dual_in_place_eq()

template<typename T >

void proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >::scale_dual_in_place_eq ( VectorViewMut< T > dual ) const

inline

Scales a dual equality constrained variable in place.

Parameters

dual	dual variable (includes equalities constraints only).

Definition at line 536 of file ruiz.hpp.

◆ scale_dual_in_place_in()

template<typename T >

void proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >::scale_dual_in_place_in ( VectorViewMut< T > dual ) const

inline

Scales a dual inequality constrained variable in place.

Parameters

dual	dual variable (includes inequalities constraints only).

Definition at line 545 of file ruiz.hpp.

◆ unscale_primal_in_place()

template<typename T >

void proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >::unscale_primal_in_place ( VectorViewMut< T > primal ) const

inline

Unscales a primal variable in place.

Parameters

primal primal variable.

Definition at line 554 of file ruiz.hpp.

◆ unscale_dual_in_place()

template<typename T >

void proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >::unscale_dual_in_place ( VectorViewMut< T > dual ) const

inline

Unscales a dual variable in place.

Parameters

dual	dual variable (includes equalities constraints only).

Definition at line 562 of file ruiz.hpp.

◆ unscale_box_dual_in_place_in()

template<typename T >

void proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >::unscale_box_dual_in_place_in ( VectorViewMut< T > dual ) const

inline

Unscales a dual variable in place for box inequality constraints.

Parameters

dual	dual variable (includes equalities constraints only).

Definition at line 571 of file ruiz.hpp.

◆ scale_box_dual_in_place_in()

template<typename T >

void proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >::scale_box_dual_in_place_in ( VectorViewMut< T > dual ) const

inline

scales a dual variable in place for box inequality constraints.

Parameters

dual	dual variable (includes equalities constraints only).

Definition at line 580 of file ruiz.hpp.

◆ unscale_dual_in_place_eq()

template<typename T >

void proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >::unscale_dual_in_place_eq ( VectorViewMut< T > dual ) const

inline

Unscales a dual equality constrained variable in place.

Parameters

dual	dual variable (includes equalities constraints only).

Definition at line 589 of file ruiz.hpp.

◆ unscale_dual_in_place_in()

template<typename T >

void proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >::unscale_dual_in_place_in ( VectorViewMut< T > dual ) const

inline

Unscales a dual inequality constrained variable in place.

Parameters

dual	dual variable (includes inequalities constraints only).

Definition at line 598 of file ruiz.hpp.

◆ scale_primal_residual_in_place()

template<typename T >

void proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >::scale_primal_residual_in_place ( VectorViewMut< T > primal ) const

inline

Scales a primal residual in place.

Parameters

primal primal residual (includes equality and inequality constraints)

Definition at line 609 of file ruiz.hpp.

◆ scale_primal_residual_in_place_eq()

template<typename T >

void proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >::scale_primal_residual_in_place_eq ( VectorViewMut< T > primal_eq ) const

inline

Scales a primal equality constraint residual in place.

Parameters

primal primal equality constraint residual.

Definition at line 618 of file ruiz.hpp.

◆ scale_primal_residual_in_place_in()

template<typename T >

void proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >::scale_primal_residual_in_place_in ( VectorViewMut< T > primal_in ) const

inline

Scales a primal inequality constraint residual in place.

Parameters

primal primal inequality constraint residual.

Definition at line 626 of file ruiz.hpp.

◆ scale_box_primal_residual_in_place_in()

template<typename T >

void proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >::scale_box_primal_residual_in_place_in ( VectorViewMut< T > primal_in ) const

inline

Scales a primal box inequality constraint residual in place.

Parameters

primal primal inequality constraint residual.

Definition at line 634 of file ruiz.hpp.

◆ scale_dual_residual_in_place()

template<typename T >

void proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >::scale_dual_residual_in_place ( VectorViewMut< T > dual ) const

inline

Scales a dual residual in place.

Parameters

dual	dual residual.

Definition at line 642 of file ruiz.hpp.

◆ unscale_primal_residual_in_place()

template<typename T >

void proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >::unscale_primal_residual_in_place ( VectorViewMut< T > primal ) const

inline

Unscales a primal residual in place.

Parameters

primal primal residual (includes equality and inequality constraints).

Definition at line 651 of file ruiz.hpp.

◆ unscale_box_primal_residual_in_place()

template<typename T >

void proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >::unscale_box_primal_residual_in_place ( VectorViewMut< T > primal ) const

inline

Unscales a primal equality constraint residual in place.

Parameters

primal primal equality constraint residual.

Definition at line 659 of file ruiz.hpp.

◆ unscale_primal_residual_in_place_eq()

template<typename T >

void proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >::unscale_primal_residual_in_place_eq ( VectorViewMut< T > primal_eq ) const

inline

Unscales a primal equality constraint residual in place.

Parameters

primal primal equality constraint residual.

Definition at line 667 of file ruiz.hpp.

◆ unscale_primal_residual_in_place_in()

template<typename T >

void proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >::unscale_primal_residual_in_place_in ( VectorViewMut< T > primal_in ) const

inline

Unscales a primal inequality constraint residual in place.

Parameters

primal primal inequality constraint residual.

Definition at line 675 of file ruiz.hpp.

◆ unscale_box_primal_residual_in_place_in()

template<typename T >

void proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >::unscale_box_primal_residual_in_place_in ( VectorViewMut< T > primal_in ) const

inline

Unscales a primal inequality constraint residual in place.

Parameters

primal primal inequality constraint residual.

Definition at line 683 of file ruiz.hpp.

◆ unscale_dual_residual_in_place()

template<typename T >

void proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >::unscale_dual_residual_in_place ( VectorViewMut< T > dual ) const

inline

Unscales a dual residual in place.

Parameters

dual	dual residual.

Definition at line 691 of file ruiz.hpp.

Member Data Documentation

◆ delta

template<typename T >

Vec<T> proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >::delta

Definition at line 319 of file ruiz.hpp.

◆ c

template<typename T >

T proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >::c

Definition at line 320 of file ruiz.hpp.

◆ dim

template<typename T >

isize proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >::dim

Definition at line 321 of file ruiz.hpp.

◆ n_eq

template<typename T >

isize proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >::n_eq

Definition at line 322 of file ruiz.hpp.

◆ n_in

template<typename T >

isize proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >::n_in

Definition at line 323 of file ruiz.hpp.

◆ epsilon

template<typename T >

T proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >::epsilon

Definition at line 324 of file ruiz.hpp.

◆ max_iter

template<typename T >

i64 proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >::max_iter

Definition at line 325 of file ruiz.hpp.

◆ sym

template<typename T >

Symmetry proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >::sym

Definition at line 326 of file ruiz.hpp.

◆ logger_ptr

template<typename T >

std::ostream* proxsuite::proxqp::dense::preconditioner::RuizEquilibration< T >::logger_ptr = nullptr

Definition at line 328 of file ruiz.hpp.

The documentation for this struct was generated from the following file:

include/proxsuite/proxqp/dense/preconditioner/ruiz.hpp

Public Member Functions

Static Public Member Functions

Public Attributes

Detailed Description

Constructor & Destructor Documentation

◆ RuizEquilibration()

Member Function Documentation

◆ print()

◆ scale_qp_in_place_req()

◆ scale_qp_in_place()

◆ scale_primal_in_place()

◆ scale_dual_in_place()

◆ scale_dual_in_place_eq()

◆ scale_dual_in_place_in()

◆ unscale_primal_in_place()

◆ unscale_dual_in_place()

◆ unscale_box_dual_in_place_in()

◆ scale_box_dual_in_place_in()

◆ unscale_dual_in_place_eq()

◆ unscale_dual_in_place_in()

◆ scale_primal_residual_in_place()

◆ scale_primal_residual_in_place_eq()

◆ scale_primal_residual_in_place_in()

◆ scale_box_primal_residual_in_place_in()

◆ scale_dual_residual_in_place()

◆ unscale_primal_residual_in_place()

◆ unscale_box_primal_residual_in_place()

◆ unscale_primal_residual_in_place_eq()

◆ unscale_primal_residual_in_place_in()

◆ unscale_box_primal_residual_in_place_in()

◆ unscale_dual_residual_in_place()

Member Data Documentation

◆ delta

◆ c

◆ dim

◆ n_eq

◆ n_in

◆ epsilon

◆ max_iter

◆ sym

◆ logger_ptr