dsdpstep.c File Reference

Lanczos procedure determines the maximum step length. More...

Go to the source code of this file.

Functions
int	DSDPFastLanczosSetup (DSDPLanczosStepLength *LZ, SDPConeVec V)
	Use Lanczos procedure. Assume off tridiagonal entries are zero. More...
int	DSDPLanczosDestroy (DSDPLanczosStepLength *LZ)
	Free data structure. More...
int	DSDPLanczosInitialize (DSDPLanczosStepLength *LZ)
	Initialize Lanczos structure. More...
int	DSDPLanczosStepSize (DSDPLanczosStepLength *LZ, SDPConeVec W1, SDPConeVec W2, DSDPDualMat S, DSDPDSMat DS, double *maxstep)
	Compute distance to boundary. More...
int	DSDPRobustLanczosSetup (DSDPLanczosStepLength *LZ, SDPConeVec V)
	Use slowerer but more robust method. More...
int	DSDPSetMaximumLanczosIterations (DSDPLanczosStepLength *LZ, int maxlanczos)
	Set parameter. More...

Detailed Description

Lanczos procedure determines the maximum step length.

Definition in file dsdpstep.c.

Function Documentation

DSDPFastLanczosSetup()

int DSDPFastLanczosSetup	(	DSDPLanczosStepLength *	LZ,
		SDPConeVec	V
	)

Use Lanczos procedure. Assume off tridiagonal entries are zero.

Parameters

LZ	structure.
V	work vector.

Definition at line 133 of file dsdpstep.c.

Referenced by DSDPBlockSetup().

DSDPLanczosDestroy()

int DSDPLanczosDestroy

(

DSDPLanczosStepLength *

LZ

)

Free data structure.

Parameters

LZ	structure.

Definition at line 191 of file dsdpstep.c.

Referenced by DSDPBlockTakeDown().

DSDPLanczosInitialize()

int DSDPLanczosInitialize

(

DSDPLanczosStepLength *

LZ

)

Initialize Lanczos structure.

Parameters

LZ	structure.

Definition at line 92 of file dsdpstep.c.

Referenced by DSDPBlockInitialize(), and DSDPLanczosDestroy().

DSDPLanczosStepSize()

int DSDPLanczosStepSize	(	DSDPLanczosStepLength *	LZ,
		SDPConeVec	W1,
		SDPConeVec	W2,
		DSDPDualMat	S,
		DSDPDSMat	DS,
		double *	maxstep
	)

Compute distance to boundary.

Parameters

LZ	structure.
W1	work vector
W2	work vector
S	Current point in factored form.
DS	Step direction.
maxstep	output is distance to boundary.

Definition at line 247 of file dsdpstep.c.

DSDPRobustLanczosSetup()

int DSDPRobustLanczosSetup	(	DSDPLanczosStepLength *	LZ,
		SDPConeVec	V
	)

Use slowerer but more robust method.

Parameters

LZ	structure.
V	work vector.

Definition at line 163 of file dsdpstep.c.

Referenced by DSDPBlockSetup().

DSDPSetMaximumLanczosIterations()

int DSDPSetMaximumLanczosIterations	(	DSDPLanczosStepLength *	LZ,
		int	maxlanczos
	)

Set parameter.

Parameters

LZ	structure.
maxlanczos	a parameter.

Definition at line 119 of file dsdpstep.c.

Referenced by DSDPBlockSetup().