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akreon-convex
Typed convex modeling, conic canonicalization, and primal-dual optimization in C++26.
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Scalar Schur complement wrapper for 1x1 equality case. More...
#include <equality_coupling.hpp>
Public Member Functions | |
| constexpr | ScalarEqualityCoupling (const EqMat &A_in, const Scalar &s_in) |
| CTOR. | |
| constexpr auto | solve_step (const auto &M_inv, const Var &pz_rhs, const Var &rd, const NuVar &req) const |
| solve for pz step | |
Public Attributes | |
| EqMat | A {} |
| member vars | |
| Scalar | s {} |
| scalar for S | |
Scalar Schur complement wrapper for 1x1 equality case.
Definition at line 103 of file equality_coupling.hpp.
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inlineexplicitconstexpr |
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inlineconstexpr |
solve for pz step
pnu = S^{-1}(A M^{-1} hat{r}_d - req) pz = M^{-1}(hat{r}_d - A^T pnu) where hat{r}_d = pz_rhs + rd
| M^{-1} | (LDL(M)) |
| pz_rhs | (rhs to be solved) |
| rd | (dual residual) |
| req | (equality residual) |
Definition at line 128 of file equality_coupling.hpp.
References convex::ScalarEqualityCoupling< EqMat, Scalar, Var, NuVar >::A, convex::dom_size_v, and convex::ScalarEqualityCoupling< EqMat, Scalar, Var, NuVar >::s.
| EqMat convex::ScalarEqualityCoupling< EqMat, Scalar, Var, NuVar >::A {} |
member vars
Equality matrix
Definition at line 147 of file equality_coupling.hpp.
Referenced by convex::ScalarEqualityCoupling< EqMat, Scalar, Var, NuVar >::solve_step().
| Scalar convex::ScalarEqualityCoupling< EqMat, Scalar, Var, NuVar >::s {} |
scalar for S
Definition at line 148 of file equality_coupling.hpp.
Referenced by convex::ScalarEqualityCoupling< EqMat, Scalar, Var, NuVar >::solve_step().