akreon-convex
Typed convex modeling, conic canonicalization, and primal-dual optimization in C++26.
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pd_ipm.hpp File Reference
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Classes

struct  convex::PrimalDualIPM< Problem >
 Primal Dual Interior Point Method Solver. More...
 

Namespaces

namespace  convex
 

Functions

template<linalg::VectorContainer ConeVar>
constexpr auto convex::mu (const ConeVar &x, const ConeVar &y, const linalg::vector_element_t< ConeVar > &nu)
 mu - normalized duality gap
 
template<linalg::SquareMatrix Mat, linalg::MatrixContainer EqMat>
constexpr auto convex::regularize (Mat M, const EqMat &A, const config::RegularizationConfig< linalg::matrix_scalar_t< EqMat > > &reg)
 regularize