convex::PredictorCorrector< NumCones, ConeMat, EqMat, Var, ConeVar > Struct Template Reference

Predictor Corrector. More...

#include <pred_corr.hpp>

Public Types
using	T = linalg::matrix_scalar_t< ConeMat >
	extract T and N from Mat
using	NuVar = linalg::Vector< T, EqRows >
using	Step = NewtonStep< Var, ConeVar, NuVar >

Public Member Functions
template<std::size_t idx = 0, std::size_t Start = 0>
constexpr auto	predictor (Var &&pz_rhs, const auto &K, const auto &M_inv, const auto &eq, const ConeMat &F, const ConeVar &rp, const Var &rd, const NuVar &req, const ConeVar &x, const ConeVar &y) const
	predictor (affine-scaling) direction
template<std::size_t idx = 0, std::size_t Start = 0>
constexpr auto	corrector (Var &&pz_rhs, const ConeVar &px_aff, const ConeVar &py_aff, const auto &K, const auto &M_inv, const auto &eq, const ConeMat &F, const ConeVar &rp, const Var &rd, const NuVar &req, const ConeVar &x, const ConeVar &y) const
	corrector (centering) direction

Static Public Attributes
static constexpr std::size_t	N = linalg::mat_cols_v<ConeMat>
static constexpr std::size_t	EqRows = linalg::mat_rows_v<EqMat>

Detailed Description

template<std::size_t NumCones, linalg::MatrixContainer ConeMat, linalg::MatrixContainer EqMat, linalg::VectorContainer Var, linalg::VectorContainer ConeVar>
struct convex::PredictorCorrector< NumCones, ConeMat, EqMat, Var, ConeVar >

Predictor Corrector.

Definition at line 25 of file pred_corr.hpp.

Member Typedef Documentation

NuVar

template<std::size_t NumCones, linalg::MatrixContainer ConeMat, linalg::MatrixContainer EqMat, linalg::VectorContainer Var, linalg::VectorContainer ConeVar>

using convex::PredictorCorrector< NumCones, ConeMat, EqMat, Var, ConeVar >::NuVar = linalg::Vector<T, EqRows>

Definition at line 31 of file pred_corr.hpp.

Step

template<std::size_t NumCones, linalg::MatrixContainer ConeMat, linalg::MatrixContainer EqMat, linalg::VectorContainer Var, linalg::VectorContainer ConeVar>

using convex::PredictorCorrector< NumCones, ConeMat, EqMat, Var, ConeVar >::Step = NewtonStep<Var, ConeVar, NuVar>

Definition at line 32 of file pred_corr.hpp.

T

template<std::size_t NumCones, linalg::MatrixContainer ConeMat, linalg::MatrixContainer EqMat, linalg::VectorContainer Var, linalg::VectorContainer ConeVar>

using convex::PredictorCorrector< NumCones, ConeMat, EqMat, Var, ConeVar >::T = linalg::matrix_scalar_t<ConeMat>

extract T and N from Mat

Definition at line 27 of file pred_corr.hpp.

Member Function Documentation

corrector()

template<std::size_t NumCones, linalg::MatrixContainer ConeMat, linalg::MatrixContainer EqMat, linalg::VectorContainer Var, linalg::VectorContainer ConeVar>

template<std::size_t idx = 0, std::size_t Start = 0>

constexpr auto convex::PredictorCorrector< NumCones, ConeMat, EqMat, Var, ConeVar >::corrector ( Var &&  pz_rhs, const ConeVar &  px_aff, const ConeVar &  py_aff, const auto &  K, const auto &  M_inv, const auto &  eq, const ConeMat &  F, const ConeVar &  rp, const Var &  rd, const NuVar &  req, const ConeVar &  x, const ConeVar &  y  ) const

inlineconstexpr

corrector (centering) direction

Parameters

pz_rhs	(forward pass accumulate)
px_pred	(newton step affine scaling dir x)
py_pred	(newton step affine scaling dir y)
K	(cartesian product of cones)
M_inv	(factored M = (F^T H F)^{-1})
eq	(equality coupling)
F	(R^n -> conic space)
rp	(primal residual)
rd	(dual residual)
req	(equality residual)
x	(x in K iterate)
y	(y in K^* iterate)

Returns

pz_rhs, step (ignore rhs on return), event

Definition at line 146 of file pred_corr.hpp.

References convex::dom_size_v.

predictor()

template<std::size_t NumCones, linalg::MatrixContainer ConeMat, linalg::MatrixContainer EqMat, linalg::VectorContainer Var, linalg::VectorContainer ConeVar>

template<std::size_t idx = 0, std::size_t Start = 0>

constexpr auto convex::PredictorCorrector< NumCones, ConeMat, EqMat, Var, ConeVar >::predictor ( Var &&  pz_rhs, const auto &  K, const auto &  M_inv, const auto &  eq, const ConeMat &  F, const ConeVar &  rp, const Var &  rd, const NuVar &  req, const ConeVar &  x, const ConeVar &  y  ) const

inlineconstexpr

predictor (affine-scaling) direction

Parameters

pz_rhs	(rhs forward pass accumulate)
K	(cartesian product of cones)
M_inv	(factored M = (F^T H F)^{-1})
eq	(equality coupling)
F	(R^n -> conic space)
rp	(primal residual)
rd	(dual residual)
req	(equality residual)
x	(x in K iterate)
y	(y in K^* iterate)

Returns

pz_rhs, step (ignore rhs on return), event

Definition at line 51 of file pred_corr.hpp.

References convex::dom_size_v.

Member Data Documentation

EqRows

template<std::size_t NumCones, linalg::MatrixContainer ConeMat, linalg::MatrixContainer EqMat, linalg::VectorContainer Var, linalg::VectorContainer ConeVar>

constexpr std::size_t convex::PredictorCorrector< NumCones, ConeMat, EqMat, Var, ConeVar >::EqRows = linalg::mat_rows_v<EqMat>

staticconstexpr

Definition at line 30 of file pred_corr.hpp.

N

template<std::size_t NumCones, linalg::MatrixContainer ConeMat, linalg::MatrixContainer EqMat, linalg::VectorContainer Var, linalg::VectorContainer ConeVar>

constexpr std::size_t convex::PredictorCorrector< NumCones, ConeMat, EqMat, Var, ConeVar >::N = linalg::mat_cols_v<ConeMat>

staticconstexpr

Definition at line 28 of file pred_corr.hpp.

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The documentation for this struct was generated from the following file:

• include/akreon/convex/solver/pred_corr.hpp