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Proximal Augmented Lagrangian method for Quadratic Programs
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Functions
newton.h File Reference

Detailed Description

Functions to calculate the semismooth Newton direction.

Author
Ben Hermans

The functions in this file concern the calculation of the semismooth Newton direction. Factorizing, updating the factorization and solving the linear system are performed by functions in solver_interface.c.

Definition in file newton.h.

#include <qpalm/types.h>
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Functions

void newton_set_direction (QPALMWorkspace *work, solver_common *c)
 Sets work->d to the direction calculated by the semismooth Newton method.
 
void set_active_constraints (QPALMWorkspace *work)
 Computes the set of active constraints and stores it in work->solver->active_constraints.
 
void set_entering_leaving_constraints (QPALMWorkspace *work)
 Determines the entering and leaving constraints and stores them in work->solver->enter and work->solver->leave respectively.
 

Function Documentation

◆ newton_set_direction()

void newton_set_direction ( QPALMWorkspace work,
solver_common c 
)

Sets work->d to the direction calculated by the semismooth Newton method.

Parameters
workWorkspace
cLinear systems solver environment

Definition at line 17 of file newton.c.

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◆ set_active_constraints()

void set_active_constraints ( QPALMWorkspace work)

Computes the set of active constraints and stores it in work->solver->active_constraints.

Parameters
workWorkspace

Definition at line 122 of file newton.c.

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◆ set_entering_leaving_constraints()

void set_entering_leaving_constraints ( QPALMWorkspace work)

Determines the entering and leaving constraints and stores them in work->solver->enter and work->solver->leave respectively.

Entering constraints are constraints that are in the new but not in the previous set of active constraints. Leaving constraints are constraints that are in the previous but not in the new set of active constraints.

Parameters
workWorkspace

Definition at line 134 of file newton.c.

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