DSDP
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Compute the gradient vector and Hessian matrix. Also compute X matrices. More...
Go to the source code of this file.
Functions | |
int | SDPConeComputeHessian (SDPCone sdpcone, double mu, DSDPSchurMat M, DSDPVec vrhs1, DSDPVec vrhs2) |
Compute the Hessian to the barrier term. | |
int | SDPConeComputeRHS (SDPCone sdpcone, int blockj, double mu, DSDPVec vrow, DSDPVec vrhs1, DSDPVec vrhs2) |
Compute the gradient to the barrier term. | |
int | SDPConeComputeXX (SDPCone sdpcone, int blockj, DSDPVec DY, double mu, DSDPDualMat S, DSDPVMat X) |
Compute X. | |
int | SDPConeMultiply (SDPCone sdpcone, int blockj, double mu, DSDPVec vrow, DSDPVec vin, DSDPVec vout) |
Compute the gradient to the barrier term. | |
Compute the gradient vector and Hessian matrix. Also compute X matrices.
Definition in file sdpcompute.c.
int SDPConeComputeHessian | ( | SDPCone | sdpcone, |
double | mu, | ||
DSDPSchurMat | M, | ||
DSDPVec | vrhs1, | ||
DSDPVec | vrhs2 | ||
) |
Compute the Hessian to the barrier term.
sdpcone | cone |
mu | barrier parameter |
M | Schur matrix to insert elements. |
vrhs1 | dual objectvive gradient. |
vrhs2 | barrier gradient |
Definition at line 30 of file sdpcompute.c.
int SDPConeComputeRHS | ( | SDPCone | sdpcone, |
int | blockj, | ||
double | mu, | ||
DSDPVec | vrow, | ||
DSDPVec | vrhs1, | ||
DSDPVec | vrhs2 | ||
) |
Compute the gradient to the barrier term.
sdpcone | semidefinite cone |
blockj | block of the cone. |
mu | barrier parameter |
vrow | scalar to multiply each element of gradient. |
vrhs1 | dual objectvive gradient. |
vrhs2 | barrier gradient |
Definition at line 125 of file sdpcompute.c.
int SDPConeComputeXX | ( | SDPCone | sdpcone, |
int | blockj, | ||
DSDPVec | DY, | ||
double | mu, | ||
DSDPDualMat | S, | ||
DSDPVMat | X | ||
) |
Compute X.
sdpcone | cone |
blockj | block number in SDP cone. |
DY | step direction vector |
mu | barrier parameter |
S | dual matrix alread inverted. |
X | the result. |
Definition at line 235 of file sdpcompute.c.
Referenced by SDPConeComputeX3().
int SDPConeMultiply | ( | SDPCone | sdpcone, |
int | blockj, | ||
double | mu, | ||
DSDPVec | vrow, | ||
DSDPVec | vin, | ||
DSDPVec | vout | ||
) |
Compute the gradient to the barrier term.
sdpcone | semidefinite cone |
blockj | block of cone |
mu | barrier parameter |
vrow | scalar to multiply each element of the product |
vin | in vector. |
vout | product |
Definition at line 182 of file sdpcompute.c.