Definition in file dsdp.h.
Go to the source code of this file.
Typedefs | |
typedef RDCone * | RRCone |
Cone with nonnegativity on variable r. | |
typedef LUBounds_C * | YBoundCone |
Cone with bounds on variables y. | |
Functions | |
int | DSDPCGSolve (DSDP, DSDPSchurMat, DSDPVec, DSDPVec, double, DSDPTruth *) |
Apply CG to solve for the step directions. | |
int | DSDPCheckConvergence (DSDP, DSDPTerminationReason *) |
Check for convergence and monitor solution. | |
int | DSDPComputeANorm2 (DSDP, DSDPVec) |
Compute norm of A and C. | |
int | DSDPComputeDataNorms (DSDP) |
Compute norms of A,C, and b. | |
int | DSDPComputeDualityGap (DSDP, double, double *) |
Compute the current duality gap. | |
int | DSDPComputeDualStepDirections (DSDP) |
Compute the step direction by computing a linear system and solving it. | |
int | DSDPComputeDY (DSDP, double, DSDPVec, double *) |
Compute the step direction. | |
int | DSDPComputeG (DSDP, DSDPVec, DSDPVec, DSDPVec) |
Compute the gradient of the barrier for each cone. | |
int | DSDPComputeHessian (DSDP, DSDPSchurMat, DSDPVec, DSDPVec) |
Compute the Schur complement, or Gram, matrix for each cone. | |
int | DSDPComputeLogSDeterminant (DSDP, double *) |
Compute the logarithmic barrier function for the dual varialbe S. | |
int | DSDPComputeMaxStepLength (DSDP, DSDPVec, DSDPDualFactorMatrix, double *) |
Compute the maximum step length for the given step direction. | |
int | DSDPComputeNewY (DSDP, double, DSDPVec) |
Update the Y variables. | |
int | DSDPComputeObjective (DSDP, DSDPVec, double *) |
Compute the objective function (DD). | |
int | DSDPComputePDY (DSDP, double, DSDPVec, double *) |
Compute the step direction. | |
int | DSDPComputePDY1 (DSDP, double, DSDPVec) |
Compute an affine step direction dy1. | |
int | DSDPComputePNorm (DSDP, double, DSDPVec, double *) |
Compute proximity to a point on the central path. | |
int | DSDPComputePotential (DSDP, DSDPVec, double, double *) |
Compute the potential of the given point. | |
int | DSDPComputePotential2 (DSDP, DSDPVec, double, double, double *) |
Compute the objective function plus the barrier function. | |
int | DSDPComputePY (DSDP, double, DSDPVec) |
Compute PY = Y - beta DY for use in computing X. | |
int | DSDPComputeRHS (DSDP, double, DSDPVec) |
Compute the right-hand side of the linear system that determines the step direction. | |
int | DSDPComputeSS (DSDP, DSDPVec, DSDPDualFactorMatrix, DSDPTruth *) |
Compute the dual variables S in each cone. | |
int | DSDPComputeXVariables (DSDP, double, DSDPVec, DSDPVec, DSDPVec, double *) |
Compute the X variables in each cone. | |
int | DSDPDefaultConvergence (DSDP, void *) |
Check for Convergence. | |
int | DSDPDestroyCones (DSDP) |
Each cone shoudl free its data structures. | |
int | DSDPGetConicDimension (DSDP, double *) |
Get the total dimension of the cones. | |
int | DSDPGetConvergenceMonitor (DSDP, ConvergenceMonitor **) |
Get the structure containing convergence parameters. | |
int | DSDPGetMaxYElement (DSDP, double *) |
Copy the the infinity norm of the variables y. | |
int | DSDPGetRR (DSDP, double *) |
Get variable r. | |
int | DSDPHessianMultiplyAdd (DSDP, DSDPVec, DSDPVec) |
Add the product of Schur matrix with v. | |
int | DSDPInitializeVariables (DSDP) |
Initialize variables and factor S. | |
int | DSDPInvertS (DSDP) |
Invert the S variables in each cone. | |
int | DSDPMonitorCones (DSDP, int) |
This routine is called once per iteration. | |
int | DSDPObjectiveGH (DSDP, DSDPSchurMat, DSDPVec) |
Compute gradient of dual objective. | |
int | DSDPPassXVectors (DSDP, double, DSDPVec, DSDPVec) |
Pass the information needed to compute the variables X in each cone but do not compute X. | |
int | DSDPPrintStats (DSDP, void *) |
Print statistics about the current solution to standard output. | |
int | DSDPSaveYForX (DSDP, double, double) |
Save the current solution for later computation of X. | |
int | DSDPScaleData (DSDP) |
Scale the matrix C. | |
int | DSDPSchurSparsity (DSDP, int, int[], int) |
Each cone should print its state. | |
int | DSDPSetCone (DSDP, DSDPCone) |
Pass a cone to the DSDP solver. | |
int | DSDPSetDefaultMonitors (DSDP) |
Set convergence monitor. | |
int | DSDPSetDefaultParameters (DSDP) |
Set default parameters. | |
int | DSDPSetDefaultStatistics (DSDP) |
Set default statistics. | |
int | DSDPSetRR (DSDP, double) |
Set variable r. | |
int | DSDPSetUpCones (DSDP) |
Each cone should factor data or allocate internal data structures. | |
int | DSDPSetUpCones2 (DSDP, DSDPVec, DSDPSchurMat) |
Each cone should allocate its data structures . | |
int | DSDPSetY (DSDP, double, double, DSDPVec) |
Update the solver with these y variables. | |
int | DSDPSolveDynamicRho (DSDP) |
Apply dual-scaling algorithm. | |
int | DSDPTakeDown (DSDP) |
Destroy internal data structures. | |
int | DSDPViewCones (DSDP) |
Each cone should print its state. |
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Cone with nonnegativity on variable r.
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Cone with bounds on variables y.
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Apply CG to solve for the step directions.
Definition at line 239 of file dsdpcg.c. Referenced by DSDPComputeDualStepDirections(), and DSDPSolveDynamicRho(). |
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Check for convergence and monitor solution.
Definition at line 384 of file dsdpsetup.c. Referenced by DSDPSolveDynamicRho(). |
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Compute norm of A and C.
Definition at line 246 of file dsdpcops.c. Referenced by DSDPComputeDataNorms(). |
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Compute norms of A,C, and b.
Definition at line 283 of file dsdpsetup.c. Referenced by DSDPGetDataNorms(), and DSDPSetup(). |
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Compute the current duality gap.
Definition at line 230 of file dualimpl.c. Referenced by DSDPSaveYForX(). |
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Compute the step direction by computing a linear system and solving it.
Definition at line 370 of file dualalg.c. Referenced by DSDPSolveDynamicRho(). |
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Compute the step direction.
Definition at line 45 of file dualimpl.c. Referenced by DSDPComputeDualityGap(), DSDPResetY0(), DSDPSaveYForX(), and DSDPSolveDynamicRho(). |
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Compute the gradient of the barrier for each cone.
Definition at line 215 of file dsdpcops.c. Referenced by DSDPComputeDualStepDirections(), and DSDPSolveDynamicRho(). |
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Compute the Schur complement, or Gram, matrix for each cone.
Definition at line 142 of file dsdpcops.c. Referenced by DSDPComputeDualStepDirections(). |
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Compute the logarithmic barrier function for the dual varialbe S.
Definition at line 495 of file dsdpcops.c. Referenced by DSDPInitializeVariables(), DSDPResetY0(), DSDPYStepLineSearch(), and DSDPYStepLineSearch2(). |
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Compute the maximum step length for the given step direction.
Definition at line 336 of file dsdpcops.c. Referenced by DSDPChooseBarrierParameter(), DSDPYStepLineSearch(), and DSDPYStepLineSearch2(). |
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Update the Y variables.
Definition at line 125 of file dualimpl.c. Referenced by DSDPYStepLineSearch(), and DSDPYStepLineSearch2(). |
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Compute the objective function (DD).
Definition at line 21 of file dualimpl.c. Referenced by DSDPComputePotential(), DSDPComputePotential2(), DSDPInitializeVariables(), and DSDPSetY(). |
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Compute the step direction.
Definition at line 77 of file dualimpl.c. Referenced by DSDPChooseBarrierParameter(), and DSDPSolveDynamicRho(). |
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Compute an affine step direction dy1.
Definition at line 105 of file dualimpl.c. Referenced by DSDPChooseBarrierParameter(). |
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Compute proximity to a point on the central path.
Definition at line 200 of file dualimpl.c. Referenced by DSDPComputeDY(), and DSDPComputePDY(). |
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Compute the potential of the given point.
Definition at line 261 of file dualimpl.c. Referenced by DSDPInitializeVariables(), DSDPSetY(), and DSDPYStepLineSearch(). |
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Compute the objective function plus the barrier function.
Definition at line 287 of file dualimpl.c. Referenced by DSDPYStepLineSearch2(). |
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Compute PY = Y - beta DY for use in computing X.
Definition at line 150 of file dualimpl.c. Referenced by DSDPChooseBarrierParameter(), and DSDPSolveDynamicRho(). |
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Compute the right-hand side of the linear system that determines the step direction.
This vector is basically
Definition at line 177 of file dualimpl.c. Referenced by DSDPComputeDY(), DSDPComputePDY(), DSDPComputePNorm(), and DSDPSaveYForX(). |
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Compute the dual variables S in each cone.
Definition at line 272 of file dsdpcops.c. Referenced by DSDPChooseBarrierParameter(), DSDPComputeAndFactorS(), DSDPInitializeVariables(), DSDPResetY0(), DSDPSolveDynamicRho(), DSDPYStepLineSearch(), and DSDPYStepLineSearch2(). |
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Compute the X variables in each cone.
Definition at line 654 of file dsdpcops.c. Referenced by DSDPComputeX(). |
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Each cone shoudl free its data structures.
Definition at line 107 of file dsdpcops.c. Referenced by DSDPTakeDown(). |
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Get the total dimension of the cones.
Definition at line 401 of file dsdpcops.c. Referenced by DSDPCheckConvergence(), DSDPGetDimension(), DSDPSetup(), and DSDPTakeDown(). |
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Get the structure containing convergence parameters.
Definition at line 268 of file dsdpsetup.c. Referenced by DSDPGetDualBound(), DSDPGetGapTolerance(), DSDPGetPNormTolerance(), DSDPGetRHistory(), DSDPGetStepTolerance(), DSDPSetDualBound(), DSDPSetGapTolerance(), DSDPSetPNormTolerance(), and DSDPSetStepTolerance(). |
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Get variable r.
Definition at line 361 of file dualimpl.c. Referenced by DSDPGetR(), DSDPInitializeVariables(), DSDPResetY0(), DSDPSaveYForX(), and DSDPSolveDynamicRho(). |
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Add the product of Schur matrix with v.
Definition at line 188 of file dsdpcops.c. |
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Initialize variables and factor S.
Definition at line 475 of file dualalg.c. Referenced by DSDPSolve(). |
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Invert the S variables in each cone.
Definition at line 307 of file dsdpcops.c. Referenced by DSDPComputeDualStepDirections(), and DSDPSolveDynamicRho(). |
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This routine is called once per iteration.
Definition at line 450 of file dsdpcops.c. Referenced by DSDPCheckConvergence(). |
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Compute gradient of dual objective.
Definition at line 381 of file dualimpl.c. Referenced by DSDPComputeG(), and DSDPComputeHessian(). |
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Pass the information needed to compute the variables X in each cone but do not compute X.
Definition at line 378 of file dsdpcops.c. Referenced by DSDPSaveYForX(). |
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Save the current solution for later computation of X.
Definition at line 149 of file dsdpx.c. Referenced by DSDPChooseBarrierParameter(), DSDPInitializeVariables(), and DSDPSolveDynamicRho(). |
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Scale the matrix C.
Definition at line 311 of file dsdpsetup.c. Referenced by DSDPSetup(). |
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Each cone should print its state.
Definition at line 474 of file dsdpcops.c. Referenced by DSDPSparsityInSchurMat(). |
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Pass a cone to the DSDP solver.
Definition at line 522 of file dsdpcops.c. Referenced by DSDPAddCone(). |
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Set convergence monitor.
Definition at line 165 of file dsdpsetup.c. Referenced by DSDPCreate(). |
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Set default parameters.
Definition at line 122 of file dsdpsetup.c. Referenced by DSDPCreate(). |
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Set default statistics.
Definition at line 84 of file dsdpsetup.c. Referenced by DSDPCreate(). |
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Set variable r.
Definition at line 345 of file dualimpl.c. Referenced by DSDPInitializeVariables(), DSDPResetY0(), and DSDPSetR0(). |
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Each cone should factor data or allocate internal data structures.
Definition at line 58 of file dsdpcops.c. Referenced by DSDPSetup(). |
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Each cone should allocate its data structures .
Definition at line 84 of file dsdpcops.c. Referenced by DSDPSetup(). |
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Update the solver with these y variables.
Definition at line 309 of file dualimpl.c. Referenced by DSDPInitializeVariables(), DSDPResetY0(), DSDPYStepLineSearch(), and DSDPYStepLineSearch2(). |
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Apply dual-scaling algorithm.
Definition at line 121 of file dualalg.c. Referenced by DSDPSolve(). |
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Destroy internal data structures.
Definition at line 428 of file dsdpsetup.c. Referenced by DSDPDestroy(). |
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Each cone should print its state.
Definition at line 424 of file dsdpcops.c. |