Memory for the computation of directions (Broyden and Anderson's methods). More...

#include <scs.h>

Data Fields
scs_float *	S
	cached values of \(s_i\) (s-memory) More...

scs_float *	U
	cached values of \(u_i = \frac{s_i - \tilde{s}_i}{\langle s_i, \tilde{s}_i\rangle}\), or cached values of \(y_i\) More...

scs_float *	S_minus_Y
	The difference \(S-Y\) (for Anderson's acceleration) More...

scs_float *	t
	Solution of the linear system \(Yt = R(x)\). More...

scs_int	ls_wspace_length
	Length of workspace used to solve Anderson's linear system. More...

scs_float *	ls_wspace
	Workspace used to solve Anderson's linear system. More...

scs_int	mem_cursor
	current memory cursor [0..mem-1] More...

scs_int	mem
	(target/maximum/allocated) memory More...

scs_int	current_mem
	current memory length More...

Detailed Description

Memory for the computation of directions (Broyden and Anderson's methods).

For Broyden's method, a cache of \((s_i, u_i)\) where \(u_i = \frac{s_i - \tilde{s}_i}{\langle s_i, \tilde{s}_i\rangle}\). We do not need to store past values of \(\tilde{s}_i\).

For Anderson's acceleration, it stores pairs \((s_i, y_i)\).