sdpcompute.c File Reference

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

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

Detailed Description

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

Definition in file sdpcompute.c.

Function Documentation

SDPConeComputeHessian()

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.

SDPConeComputeRHS()

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.

SDPConeComputeXX()

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().

SDPConeMultiply()

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.