Definition in file dualalg.c.
Go to the source code of this file.
Functions | |
int | DSDPChooseBarrierParameter (DSDP, double, double *, double *) |
DSDP barrier heuristic choses the smalles value of mu such that X>0. | |
int | DSDPComputeAndFactorS (DSDP dsdp, DSDPTruth *psdefinite) |
Compute and factor the dual matrix variables. | |
int | DSDPComputeDualStepDirections (DSDP dsdp) |
Compute the step direction by computing a linear system and solving it. | |
int | DSDPInitializeVariables (DSDP dsdp) |
Initialize variables and factor S. | |
int | DSDPResetY0 (DSDP) |
After 1 iteration, consider increasing the variable r. | |
int | DSDPSolveDynamicRho (DSDP dsdp) |
Apply dual-scaling algorithm. | |
int | DSDPYStepLineSearch (DSDP, double, double, DSDPVec) |
Used for Newton step, the merit function of this line search is the dual potential function. | |
int | DSDPYStepLineSearch2 (DSDP, double, double, DSDPVec) |
Used for centering steps, the merit function of this line search is the objective function plus the barrier term. |
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DSDP barrier heuristic choses the smalles value of mu such that X>0.
Definition at line 240 of file dualalg.c. Referenced by DSDPSolveDynamicRho(). |
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Compute the step direction by computing a linear system and solving it.
Definition at line 370 of file dualalg.c. Referenced by DSDPSolveDynamicRho(). |
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Initialize variables and factor S.
Definition at line 475 of file dualalg.c. Referenced by DSDPSolve(). |
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After 1 iteration, consider increasing the variable r.
Definition at line 328 of file dualalg.c. Referenced by DSDPSolveDynamicRho(). |
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Apply dual-scaling algorithm.
Definition at line 121 of file dualalg.c. Referenced by DSDPSolve(). |
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Used for Newton step, the merit function of this line search is the dual potential function.
Definition at line 24 of file dualalg.c. Referenced by DSDPSolveDynamicRho(). |
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Used for centering steps, the merit function of this line search is the objective function plus the barrier term.
Definition at line 73 of file dualalg.c. Referenced by DSDPSolveDynamicRho(). |