#include <qpalm/types.h>

Detailed Description

Variables for linear system solving.

Definition at line 155 of file types.h.

Collaboration diagram for QPALMSolver:

Data Fields
c_int	factorization_method
	factorize KKT or Schur complement

solver_sparse *	kkt
	KKT matrix.

solver_sparse *	kkt_full
	KKT matrix if all constraints would be active.

solver_sparse *	At
	A'.

c_int *	first_row_A
	row index of the first element in each column of A'

c_float *	first_elem_A
	value of the first element in each column of A'

solver_factor *	LD
	LD factor (part of LDL' factorization)

solver_symbolics *	sym
	symbolics for kkt (only used in LADEL)

solver_factor *	LD_Q
	LD factor of Q (useful in computing dual objective)

solver_symbolics *	sym_Q
	symbolics for Q (only used in LADEL)

solver_dense *	E_temp
	temporary constraints scaling vectors

solver_dense *	D_temp
	temporary primal variable scaling vectors

solver_dense *	neg_dphi
	-gradient of the Lagrangian

solver_dense *	rhs_kkt
	[-dphi; zeros(m,1)]

solver_dense *	sol_kkt
	sol_kkt = kkt \ rhs_kkt

solver_dense *	d
	primal update step

solver_dense *	Ad
	A * d.

solver_dense *	Qd
	Q * d.

solver_dense *	yh
	candidate dual update

solver_dense *	Atyh
	A' * yh.

c_int	first_factorization
	boolean, indicate we have not factorized previously

c_int	reset_newton
	boolean, after sigma is updated perform a new factorization

c_int *	active_constraints
	index set of active constraints

c_int *	active_constraints_old
	index set of active constraints in the previous iteration

c_int	nb_active_constraints
	number of active constraints

c_int *	enter
	index set of entering constraints

c_int	nb_enter
	number of entering constraints

c_int *	leave
	index set of leaving constraints

c_int	nb_leave
	number of leaving constraints

solver_dense *	At_scale
	running vector of sqrt(sigma), used to scale At_sqrt_sigma

solver_sparse *	At_sqrt_sigma
	A' * sqrt(sigma)

Field Documentation

◆ factorization_method

c_int QPALMSolver::factorization_method

factorize KKT or Schur complement

Definition at line 156 of file types.h.

◆ kkt

solver_sparse* QPALMSolver::kkt

KKT matrix.

Definition at line 157 of file types.h.

◆ kkt_full

solver_sparse* QPALMSolver::kkt_full

KKT matrix if all constraints would be active.

Definition at line 158 of file types.h.

◆ At

solver_sparse* QPALMSolver::At

A'.

Definition at line 159 of file types.h.

◆ first_row_A

c_int* QPALMSolver::first_row_A

row index of the first element in each column of A'

Definition at line 160 of file types.h.

◆ first_elem_A

c_float* QPALMSolver::first_elem_A

value of the first element in each column of A'

Definition at line 161 of file types.h.

◆ LD

solver_factor* QPALMSolver::LD

LD factor (part of LDL' factorization)

Definition at line 162 of file types.h.

◆ sym

solver_symbolics* QPALMSolver::sym

symbolics for kkt (only used in LADEL)

Definition at line 163 of file types.h.

◆ LD_Q

solver_factor* QPALMSolver::LD_Q

LD factor of Q (useful in computing dual objective)

Definition at line 164 of file types.h.

◆ sym_Q

solver_symbolics* QPALMSolver::sym_Q

symbolics for Q (only used in LADEL)

Definition at line 165 of file types.h.

◆ E_temp

solver_dense* QPALMSolver::E_temp

temporary constraints scaling vectors

Definition at line 166 of file types.h.

◆ D_temp

solver_dense* QPALMSolver::D_temp

temporary primal variable scaling vectors

Definition at line 167 of file types.h.

◆ neg_dphi

solver_dense* QPALMSolver::neg_dphi

-gradient of the Lagrangian

Definition at line 168 of file types.h.

◆ rhs_kkt

solver_dense* QPALMSolver::rhs_kkt

[-dphi; zeros(m,1)]

Definition at line 169 of file types.h.

◆ sol_kkt

solver_dense* QPALMSolver::sol_kkt

sol_kkt = kkt \ rhs_kkt

Definition at line 170 of file types.h.

◆ d

solver_dense* QPALMSolver::d

primal update step

Definition at line 171 of file types.h.

◆ Ad

solver_dense* QPALMSolver::Ad

A * d.

Definition at line 172 of file types.h.

◆ Qd

solver_dense* QPALMSolver::Qd

Q * d.

Definition at line 173 of file types.h.

◆ yh

solver_dense* QPALMSolver::yh

candidate dual update

Definition at line 174 of file types.h.

◆ Atyh

solver_dense* QPALMSolver::Atyh

A' * yh.

Definition at line 175 of file types.h.

◆ first_factorization

c_int QPALMSolver::first_factorization

boolean, indicate we have not factorized previously

Definition at line 176 of file types.h.

◆ reset_newton

c_int QPALMSolver::reset_newton

boolean, after sigma is updated perform a new factorization

Definition at line 177 of file types.h.

◆ active_constraints

c_int* QPALMSolver::active_constraints

index set of active constraints

Definition at line 178 of file types.h.

◆ active_constraints_old

c_int* QPALMSolver::active_constraints_old

index set of active constraints in the previous iteration

Definition at line 179 of file types.h.

◆ nb_active_constraints

c_int QPALMSolver::nb_active_constraints

number of active constraints

Definition at line 180 of file types.h.

◆ enter

c_int* QPALMSolver::enter

index set of entering constraints

Definition at line 181 of file types.h.

◆ nb_enter

c_int QPALMSolver::nb_enter

number of entering constraints

Definition at line 182 of file types.h.

◆ leave

c_int* QPALMSolver::leave

index set of leaving constraints

Definition at line 183 of file types.h.

◆ nb_leave

c_int QPALMSolver::nb_leave

number of leaving constraints

Definition at line 184 of file types.h.

◆ At_scale

solver_dense* QPALMSolver::At_scale

running vector of sqrt(sigma), used to scale At_sqrt_sigma

Definition at line 185 of file types.h.

◆ At_sqrt_sigma

solver_sparse* QPALMSolver::At_sqrt_sigma

A' * sqrt(sigma)

Definition at line 186 of file types.h.

The documentation for this struct was generated from the following file:

QPALM/include/qpalm/types.h