sdpcompute.c File Reference


Detailed Description

Compute the gradient vector and Hessian matrix. Also compute X matrices.

Definition in file sdpcompute.c.

Go to the source code of this file.

Functions

int SDPConeComputeHessian (SDPCone sdpcone, double mu, DSDPSchurMat M, DSDPVec vrhs1, DSDPVec vrhs2)
 Compute the Hessian to the barrier term.
int SDPConeComputeRHS (SDPCone sdpcone, int blockj, double mu, DSDPVec vrow, DSDPVec vrhs1, DSDPVec vrhs2)
 Compute the gradient to the barrier term.
int SDPConeComputeXX (SDPCone sdpcone, int blockj, DSDPVec DY, double mu, DSDPDualMat S, DSDPVMat X)
 Compute X.
int SDPConeMultiply (SDPCone sdpcone, int blockj, double mu, DSDPVec vrow, DSDPVec vin, DSDPVec vout)
 Compute the gradient to the barrier term.


Function Documentation

int SDPConeComputeHessian ( SDPCone  sdpcone,
double  mu,
DSDPSchurMat  M,
DSDPVec  vrhs1,
DSDPVec  vrhs2 
)

Compute the Hessian to the barrier term.

Parameters:
sdpcone cone
mu barrier parameter
M Schur matrix to insert elements.
vrhs1 dual objectvive gradient.
vrhs2 barrier gradient

Definition at line 30 of file sdpcompute.c.

int SDPConeComputeRHS ( SDPCone  sdpcone,
int  blockj,
double  mu,
DSDPVec  vrow,
DSDPVec  vrhs1,
DSDPVec  vrhs2 
)

Compute the gradient to the barrier term.

Parameters:
sdpcone semidefinite cone
blockj block of the cone.
mu barrier parameter
vrow scalar to multiply each element of gradient.
vrhs1 dual objectvive gradient.
vrhs2 barrier gradient

Definition at line 125 of file sdpcompute.c.

int SDPConeComputeXX ( SDPCone  sdpcone,
int  blockj,
DSDPVec  DY,
double  mu,
DSDPDualMat  S,
DSDPVMat  X 
)

Compute X.

Parameters:
sdpcone cone
blockj block number in SDP cone.
DY step direction vector
mu barrier parameter
S dual matrix alread inverted.
X the result.

Definition at line 235 of file sdpcompute.c.

Referenced by SDPConeComputeX3().

int SDPConeMultiply ( SDPCone  sdpcone,
int  blockj,
double  mu,
DSDPVec  vrow,
DSDPVec  vin,
DSDPVec  vout 
)

Compute the gradient to the barrier term.

Parameters:
sdpcone semidefinite cone
blockj block of cone
mu barrier parameter
vrow scalar to multiply each element of the product
vin in vector.
vout product

Definition at line 182 of file sdpcompute.c.


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