pr_loqo.cpp File Reference

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Defines

#define PREDICTOR   1
#define CORRECTOR   2

Functions

void nrerror (char error_text[])
bool choldc (float64_t *a, int32_t n, float64_t *p)
void cholsb (float64_t a[], int32_t n, float64_t p[], float64_t b[], float64_t x[])
void chol_forward (float64_t a[], int32_t n, float64_t p[], float64_t b[], float64_t x[])
void chol_backward (float64_t a[], int32_t n, float64_t p[], float64_t b[], float64_t x[])
bool solve_reduced (int32_t n, int32_t m, float64_t h_x[], float64_t h_y[], float64_t a[], float64_t x_x[], float64_t x_y[], float64_t c_x[], float64_t c_y[], float64_t workspace[], int32_t step)
void matrix_vector (int32_t n, float64_t m[], float64_t x[], float64_t y[])
int32_t pr_loqo (int32_t n, int32_t m, float64_t c[], float64_t h_x[], float64_t a[], float64_t b[], float64_t l[], float64_t u[], float64_t primal[], float64_t dual[], int32_t verb, float64_t sigfig_max, int32_t counter_max, float64_t margin, float64_t bound, int32_t restart)


Define Documentation

#define CORRECTOR   2

Definition at line 35 of file pr_loqo.cpp.

#define PREDICTOR   1

Definition at line 34 of file pr_loqo.cpp.


Function Documentation

void chol_backward ( float64_t  a[],
int32_t  n,
float64_t  p[],
float64_t  b[],
float64_t  x[] 
)

Definition at line 166 of file pr_loqo.cpp.

void chol_forward ( float64_t  a[],
int32_t  n,
float64_t  p[],
float64_t  b[],
float64_t  x[] 
)

Definition at line 153 of file pr_loqo.cpp.

bool choldc ( float64_t a,
int32_t  n,
float64_t p 
)

Definition at line 58 of file pr_loqo.cpp.

void cholsb ( float64_t  a[],
int32_t  n,
float64_t  p[],
float64_t  b[],
float64_t  x[] 
)

Definition at line 129 of file pr_loqo.cpp.

void matrix_vector ( int32_t  n,
float64_t  m[],
float64_t  x[],
float64_t  y[] 
)

Definition at line 267 of file pr_loqo.cpp.

void nrerror ( char  error_text[]  ) 

Definition at line 42 of file pr_loqo.cpp.

int32_t pr_loqo ( int32_t  n,
int32_t  m,
float64_t  c[],
float64_t  h_x[],
float64_t  a[],
float64_t  b[],
float64_t  l[],
float64_t  u[],
float64_t  primal[],
float64_t  dual[],
int32_t  verb,
float64_t  sigfig_max,
int32_t  counter_max,
float64_t  margin,
float64_t  bound,
int32_t  restart 
)

Definition at line 294 of file pr_loqo.cpp.

bool solve_reduced ( int32_t  n,
int32_t  m,
float64_t  h_x[],
float64_t  h_y[],
float64_t  a[],
float64_t  x_x[],
float64_t  x_y[],
float64_t  c_x[],
float64_t  c_y[],
float64_t  workspace[],
int32_t  step 
)

Definition at line 204 of file pr_loqo.cpp.


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