DSDP
Functions
dsdpstep.c File Reference

Lanczos procedure determines the maximum step length. More...

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Functions

int DSDPFastLanczosSetup (DSDPLanczosStepLength *LZ, SDPConeVec V)
 Use Lanczos procedure. Assume off tridiagonal entries are zero.
 
int DSDPLanczosDestroy (DSDPLanczosStepLength *LZ)
 Free data structure.
 
int DSDPLanczosInitialize (DSDPLanczosStepLength *LZ)
 Initialize Lanczos structure.
 
int DSDPLanczosStepSize (DSDPLanczosStepLength *LZ, SDPConeVec W1, SDPConeVec W2, DSDPDualMat S, DSDPDSMat DS, double *maxstep)
 Compute distance to boundary.
 
int DSDPRobustLanczosSetup (DSDPLanczosStepLength *LZ, SDPConeVec V)
 Use slowerer but more robust method.
 
int DSDPSetMaximumLanczosIterations (DSDPLanczosStepLength *LZ, int maxlanczos)
 Set parameter.
 

Detailed Description

Lanczos procedure determines the maximum step length.

Definition in file dsdpstep.c.

Function Documentation

◆ DSDPFastLanczosSetup()

int DSDPFastLanczosSetup ( DSDPLanczosStepLength LZ,
SDPConeVec  V 
)

Use Lanczos procedure. Assume off tridiagonal entries are zero.

Parameters
LZstructure.
Vwork vector.

Definition at line 133 of file dsdpstep.c.

Referenced by DSDPBlockSetup().

◆ DSDPLanczosDestroy()

int DSDPLanczosDestroy ( DSDPLanczosStepLength LZ)

Free data structure.

Parameters
LZstructure.

Definition at line 191 of file dsdpstep.c.

Referenced by DSDPBlockTakeDown().

◆ DSDPLanczosInitialize()

int DSDPLanczosInitialize ( DSDPLanczosStepLength LZ)

Initialize Lanczos structure.

Parameters
LZstructure.

Definition at line 92 of file dsdpstep.c.

Referenced by DSDPBlockInitialize(), and DSDPLanczosDestroy().

◆ DSDPLanczosStepSize()

int DSDPLanczosStepSize ( DSDPLanczosStepLength LZ,
SDPConeVec  W1,
SDPConeVec  W2,
DSDPDualMat  S,
DSDPDSMat  DS,
double *  maxstep 
)

Compute distance to boundary.

Parameters
LZstructure.
W1work vector
W2work vector
SCurrent point in factored form.
DSStep direction.
maxstepoutput is distance to boundary.

Definition at line 247 of file dsdpstep.c.

◆ DSDPRobustLanczosSetup()

int DSDPRobustLanczosSetup ( DSDPLanczosStepLength LZ,
SDPConeVec  V 
)

Use slowerer but more robust method.

Parameters
LZstructure.
Vwork vector.

Definition at line 163 of file dsdpstep.c.

Referenced by DSDPBlockSetup().

◆ DSDPSetMaximumLanczosIterations()

int DSDPSetMaximumLanczosIterations ( DSDPLanczosStepLength LZ,
int  maxlanczos 
)

Set parameter.

Parameters
LZstructure.
maxlanczosa parameter.

Definition at line 119 of file dsdpstep.c.

Referenced by DSDPBlockSetup().