dsdpcg.c File Reference

Apply Conjugate Gradient method to solve the Schur matrix. More...

Go to the source code of this file.

Functions
int	DSDPCGSolve (DSDP dsdp, DSDPSchurMat MM, DSDPVec RHS, DSDPVec X, double cgtol, DSDPTruth *success)
	Apply CG to solve for the step directions. More...

Detailed Description

Apply Conjugate Gradient method to solve the Schur matrix.

Definition in file dsdpcg.c.

Function Documentation

DSDPCGSolve()

int DSDPCGSolve	(	DSDP	dsdp,
		DSDPSchurMat	MM,
		DSDPVec	RHS,
		DSDPVec	X,
		double	cgtol,
		DSDPTruth *	success
	)

Apply CG to solve for the step directions.

Parameters

dsdp	the solver
MM	matrix
RHS	right-hand side
X	solution
cgtol	accuracy
success	output whether a solution of suitable accuracy was found

Definition at line 239 of file dsdpcg.c.

Referenced by DSDPComputeDualStepDirections(), and DSDPSolveDynamicRho().