DSDP
Functions
sdpcompute.c File Reference

Compute the gradient vector and Hessian matrix. Also compute X matrices. More...

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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.
 

Detailed Description

Compute the gradient vector and Hessian matrix. Also compute X matrices.

Definition in file sdpcompute.c.

Function Documentation

◆ SDPConeComputeHessian()

int SDPConeComputeHessian ( SDPCone  sdpcone,
double  mu,
DSDPSchurMat  M,
DSDPVec  vrhs1,
DSDPVec  vrhs2 
)

Compute the Hessian to the barrier term.

Parameters
sdpconecone
mubarrier parameter
MSchur matrix to insert elements.
vrhs1dual objectvive gradient.
vrhs2barrier gradient

Definition at line 30 of file sdpcompute.c.

◆ SDPConeComputeRHS()

int SDPConeComputeRHS ( SDPCone  sdpcone,
int  blockj,
double  mu,
DSDPVec  vrow,
DSDPVec  vrhs1,
DSDPVec  vrhs2 
)

Compute the gradient to the barrier term.

Parameters
sdpconesemidefinite cone
blockjblock of the cone.
mubarrier parameter
vrowscalar to multiply each element of gradient.
vrhs1dual objectvive gradient.
vrhs2barrier gradient

Definition at line 125 of file sdpcompute.c.

◆ SDPConeComputeXX()

int SDPConeComputeXX ( SDPCone  sdpcone,
int  blockj,
DSDPVec  DY,
double  mu,
DSDPDualMat  S,
DSDPVMat  X 
)

Compute X.

Parameters
sdpconecone
blockjblock number in SDP cone.
DYstep direction vector
mubarrier parameter
Sdual matrix alread inverted.
Xthe result.

Definition at line 235 of file sdpcompute.c.

Referenced by SDPConeComputeX3().

◆ SDPConeMultiply()

int SDPConeMultiply ( SDPCone  sdpcone,
int  blockj,
double  mu,
DSDPVec  vrow,
DSDPVec  vin,
DSDPVec  vout 
)

Compute the gradient to the barrier term.

Parameters
sdpconesemidefinite cone
blockjblock of cone
mubarrier parameter
vrowscalar to multiply each element of the product
vinin vector.
voutproduct

Definition at line 182 of file sdpcompute.c.