Definition in file dualimpl.c.
Go to the source code of this file.
Functions | |
int | DSDPComputeDualityGap (DSDP dsdp, double mu, double *gap) |
Compute the current duality gap. | |
int | DSDPComputeDY (DSDP dsdp, double mu, DSDPVec DY, double *pnorm) |
Compute the step direction. | |
int | DSDPComputeNewY (DSDP dsdp, double beta, DSDPVec Y) |
Update the Y variables. | |
int | DSDPComputeObjective (DSDP dsdp, DSDPVec Y, double *ddobj) |
Compute the objective function (DD). | |
int | DSDPComputePDY (DSDP dsdp, double mu, DSDPVec DY, double *pnorm) |
Compute the step direction. | |
int | DSDPComputePDY1 (DSDP dsdp, double mur, DSDPVec DY1) |
Compute an affine step direction dy1. | |
int | DSDPComputePNorm (DSDP dsdp, double mu, DSDPVec DY, double *pnorm) |
Compute proximity to a point on the central path. | |
int | DSDPComputePotential (DSDP dsdp, DSDPVec y, double logdet, double *potential) |
Compute the potential of the given point. | |
int | DSDPComputePotential2 (DSDP dsdp, DSDPVec y, double mu, double logdet, double *potential) |
Compute the objective function plus the barrier function. | |
int | DSDPComputePY (DSDP dsdp, double beta, DSDPVec PY) |
Compute PY = Y - beta DY for use in computing X. | |
int | DSDPComputeRHS (DSDP dsdp, double mu, DSDPVec RHS) |
Compute the right-hand side of the linear system that determines the step direction. | |
int | DSDPGetRR (DSDP dsdp, double *res) |
Get variable r. | |
int | DSDPObjectiveGH (DSDP dsdp, DSDPSchurMat M, DSDPVec vrhs1) |
Compute gradient of dual objective. | |
int | DSDPSetRR (DSDP dsdp, double res) |
Set variable r. | |
int | DSDPSetY (DSDP dsdp, double beta, double logdet, DSDPVec ynew) |
Update the solver with these y variables. |
int DSDPComputeDualityGap | ( | DSDP | dsdp, | |
double | mu, | |||
double * | gap | |||
) |
Compute the current duality gap.
dsdp | the solver | |
mu | barrier parameter | |
gap | the duality gap |
Definition at line 230 of file dualimpl.c.
Referenced by DSDPSaveYForX().
Compute the step direction.
dsdp | the solver | |
mu | barrier parameter | |
DY | Step direction | |
pnorm | distance to the target |
Definition at line 45 of file dualimpl.c.
Referenced by DSDPComputeDualityGap(), DSDPResetY0(), DSDPSaveYForX(), and DSDPSolveDynamicRho().
Update the Y variables.
dsdp | the solver | |
beta | step length | |
Y | the new solution |
Definition at line 125 of file dualimpl.c.
Referenced by DSDPYStepLineSearch(), and DSDPYStepLineSearch2().
Compute the objective function (DD).
dsdp | is the solver | |
Y | Current variables | |
ddobj | objective value |
Definition at line 21 of file dualimpl.c.
Referenced by DSDPComputePotential(), DSDPComputePotential2(), DSDPInitializeVariables(), and DSDPSetY().
Compute the step direction.
dsdp | the solver | |
mu | barrier parameter | |
DY | Step direction | |
pnorm | distance to the target |
Definition at line 77 of file dualimpl.c.
Referenced by DSDPChooseBarrierParameter(), and DSDPSolveDynamicRho().
Compute an affine step direction dy1.
dsdp | the solver | |
mur | reciprocal of barrier parameter | |
DY1 | Step direction |
Definition at line 105 of file dualimpl.c.
Referenced by DSDPChooseBarrierParameter().
Compute proximity to a point on the central path.
dsdp | the solver | |
mu | barrier parameter | |
DY | Newton step direction | |
pnorm | the norm |
Definition at line 200 of file dualimpl.c.
Referenced by DSDPComputeDY(), and DSDPComputePDY().
Compute the potential of the given point.
dsdp | the solver | |
y | variables | |
logdet | logarithmic barrier function of the given point | |
potential | return the potential of the given point. |
Definition at line 261 of file dualimpl.c.
Referenced by DSDPInitializeVariables(), DSDPSetY(), and DSDPYStepLineSearch().
Compute the objective function plus the barrier function.
dsdp | the solver | |
y | variables | |
mu | barrier function | |
logdet | logarithmic barrier function of the given point | |
potential | return the potential of the given point.\ |
Definition at line 287 of file dualimpl.c.
Referenced by DSDPYStepLineSearch2().
Compute PY = Y - beta DY for use in computing X.
dsdp | the solver | |
beta | step length | |
PY | the new value |
Definition at line 150 of file dualimpl.c.
Referenced by DSDPChooseBarrierParameter(), and DSDPSolveDynamicRho().
Compute the right-hand side of the linear system that determines the step direction.
dsdp | the solver | |
mu | barrier parameter | |
RHS | right-hand side direction |
This vector is basically
Definition at line 177 of file dualimpl.c.
Referenced by DSDPComputeDY(), DSDPComputePDY(), DSDPComputePNorm(), and DSDPSaveYForX().
int DSDPGetRR | ( | DSDP | dsdp, | |
double * | res | |||
) |
Get variable r.
dsdp | solver | |
*res | set variable r |
Definition at line 361 of file dualimpl.c.
Referenced by DSDPGetR(), DSDPInitializeVariables(), DSDPResetY0(), DSDPSaveYForX(), and DSDPSolveDynamicRho().
int DSDPObjectiveGH | ( | DSDP | dsdp, | |
DSDPSchurMat | M, | |||
DSDPVec | vrhs1 | |||
) |
Compute gradient of dual objective.
dsdp | solver | |
M | Schur matrix. | |
vrhs1 | gradient vector |
Definition at line 381 of file dualimpl.c.
Referenced by DSDPComputeG(), and DSDPComputeHessian().
int DSDPSetRR | ( | DSDP | dsdp, | |
double | res | |||
) |
Set variable r.
dsdp | solver | |
res | variable r |
Definition at line 345 of file dualimpl.c.
Referenced by DSDPInitializeVariables(), DSDPResetY0(), and DSDPSetR0().
Update the solver with these y variables.
dsdp | the solver | |
beta | most recent step length | |
logdet | logarithmic barrier function of the given point | |
ynew | current solution. |
Definition at line 309 of file dualimpl.c.
Referenced by DSDPInitializeVariables(), DSDPResetY0(), DSDPYStepLineSearch(), and DSDPYStepLineSearch2().