akreon-convex
Typed convex modeling, conic canonicalization, and primal-dual optimization in C++26.
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newton_step.hpp
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1/*
2 * Copyright © 2025-2026 Akreon LLC
3 * SPDX-License-Identifier: Apache-2.0
4 */
5
6#pragma once
7
8namespace convex {
9
13template <linalg::VectorContainer Var, linalg::VectorContainer ConeVar,
14 linalg::VectorContainer NuVar>
15struct NewtonStep {
16 Var pz{};
17 NuVar pnu{};
18 ConeVar px{};
19 ConeVar py{};
20};
21
22} // namespace convex
Newton step bundle for the primal-dual interior-point iterate.
ConeVar py
dual-cone step
ConeVar px
primal-cone step
Var pz
decision-variable step
NuVar pnu
equality-multiplier step