Definition in file dualalg.c.
Go to the source code of this file.
Functions | |
int | DSDPChooseBarrierParameter (DSDP, double, double *, double *) |
DSDP barrier heuristic choses the smalles value of mu such that X>0. | |
int | DSDPComputeAndFactorS (DSDP dsdp, DSDPTruth *psdefinite) |
Compute and factor the dual matrix variables. | |
int | DSDPComputeDualStepDirections (DSDP dsdp) |
Compute the step direction by computing a linear system and solving it. | |
int | DSDPInitializeVariables (DSDP dsdp) |
Initialize variables and factor S. | |
int | DSDPResetY0 (DSDP) |
After 1 iteration, consider increasing the variable r. | |
int | DSDPSolveDynamicRho (DSDP dsdp) |
Apply dual-scaling algorithm. | |
int | DSDPYStepLineSearch (DSDP, double, double, DSDPVec) |
Used for Newton step, the merit function of this line search is the dual potential function. | |
int | DSDPYStepLineSearch2 (DSDP, double, double, DSDPVec) |
Used for centering steps, the merit function of this line search is the objective function plus the barrier term. |
int DSDPChooseBarrierParameter | ( | DSDP | dsdp, | |
double | mutarget, | |||
double * | ppstep, | |||
double * | nextmutarget | |||
) |
DSDP barrier heuristic choses the smalles value of mu such that X>0.
dsdp | solver | |
mutarget | current barrier parameter | |
ppstep | set to primal step length | |
nextmutarget | set to new target barrier parameter This routine implements a dynamic strategy for reducing the barrier parameter. Basically, it looks for the smallest barrier parameter for which the primal matrix X is psd. Lower and upper bounds to this parameter also apply. |
Definition at line 240 of file dualalg.c.
Referenced by DSDPSolveDynamicRho().
int DSDPComputeDualStepDirections | ( | DSDP | dsdp | ) |
Compute the step direction by computing a linear system and solving it.
dsdp | the solver |
Definition at line 370 of file dualalg.c.
Referenced by DSDPSolveDynamicRho().
int DSDPInitializeVariables | ( | DSDP | dsdp | ) |
Initialize variables and factor S.
dsdp | the solver |
Definition at line 475 of file dualalg.c.
Referenced by DSDPSolve().
int DSDPResetY0 | ( | DSDP | dsdp | ) |
After 1 iteration, consider increasing the variable r.
dsdp | solver |
Definition at line 328 of file dualalg.c.
Referenced by DSDPSolveDynamicRho().
int DSDPSolveDynamicRho | ( | DSDP | dsdp | ) |
Apply dual-scaling algorithm.
dsdp | the solver |
Definition at line 121 of file dualalg.c.
Referenced by DSDPSolve().
Used for Newton step, the merit function of this line search is the dual potential function.
dsdp | the solver | |
mutarget | barrier parameter | |
dstep0 | initial step length | |
dy | step direction |
Definition at line 24 of file dualalg.c.
Referenced by DSDPSolveDynamicRho().
Used for centering steps, the merit function of this line search is the objective function plus the barrier term.
dsdp | the solver | |
mutarget | barrier parameter | |
dstep0 | initial step length | |
dy | step direction |
Definition at line 73 of file dualalg.c.
Referenced by DSDPSolveDynamicRho().