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Defines | |
#define | PREDICTOR 1 |
#define | CORRECTOR 2 |
Functions | |
void | nrerror (CHAR error_text[]) |
bool | choldc (double a[], int n, double p[]) |
void | cholsb (double a[], int n, double p[], double b[], double x[]) |
void | chol_forward (double a[], int n, double p[], double b[], double x[]) |
void | chol_backward (double a[], int n, double p[], double b[], double x[]) |
bool | solve_reduced (int n, int m, double h_x[], double h_y[], double a[], double x_x[], double x_y[], double c_x[], double c_y[], double workspace[], int step) |
void | matrix_vector (int n, double m[], double x[], double y[]) |
int | pr_loqo (int n, int m, double c[], double h_x[], double a[], double b[], double l[], double u[], double primal[], double dual[], int verb, double sigfig_max, int counter_max, double margin, double bound, int restart) |
#define CORRECTOR 2 |
Definition at line 35 of file pr_loqo.cpp.
#define PREDICTOR 1 |
Definition at line 34 of file pr_loqo.cpp.
void chol_backward | ( | double | a[], | |
int | n, | |||
double | p[], | |||
double | b[], | |||
double | x[] | |||
) |
Definition at line 163 of file pr_loqo.cpp.
void chol_forward | ( | double | a[], | |
int | n, | |||
double | p[], | |||
double | b[], | |||
double | x[] | |||
) |
Definition at line 151 of file pr_loqo.cpp.
bool choldc | ( | double | a[], | |
int | n, | |||
double | p[] | |||
) |
Definition at line 92 of file pr_loqo.cpp.
void cholsb | ( | double | a[], | |
int | n, | |||
double | p[], | |||
double | b[], | |||
double | x[] | |||
) |
Definition at line 128 of file pr_loqo.cpp.
void matrix_vector | ( | int | n, | |
double | m[], | |||
double | x[], | |||
double | y[] | |||
) |
Definition at line 263 of file pr_loqo.cpp.
void nrerror | ( | CHAR | error_text[] | ) |
Definition at line 42 of file pr_loqo.cpp.
int pr_loqo | ( | int | n, | |
int | m, | |||
double | c[], | |||
double | h_x[], | |||
double | a[], | |||
double | b[], | |||
double | l[], | |||
double | u[], | |||
double | primal[], | |||
double | dual[], | |||
int | verb, | |||
double | sigfig_max, | |||
int | counter_max, | |||
double | margin, | |||
double | bound, | |||
int | restart | |||
) |
Definition at line 290 of file pr_loqo.cpp.
bool solve_reduced | ( | int | n, | |
int | m, | |||
double | h_x[], | |||
double | h_y[], | |||
double | a[], | |||
double | x_x[], | |||
double | x_y[], | |||
double | c_x[], | |||
double | c_y[], | |||
double | workspace[], | |||
int | step | |||
) |
Definition at line 200 of file pr_loqo.cpp.