QPALM
A proximal augmented Lagrangian method for QPs.
iteration.h
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1 
12 #ifndef ITERATION_H
13 #define ITERATION_H
14 
15 #include "types.h"
16 #include "global_opts.h"
17 
27  solver_common *c);
28 
36 void initialize_sigma( QPALMWorkspace *work,
37  solver_common *c);
38 
48 void update_sigma( QPALMWorkspace *work,
49  solver_common *c);
50 
58 void update_gamma(QPALMWorkspace* work);
59 
71 void boost_gamma( QPALMWorkspace *work,
72  solver_common *c);
73 
83  solver_common *c);
84 
91 
99  solver_common *c);
100 
101 
102 #endif
ladel_work solver_common
Definition: types.h:19
c_float compute_dual_objective(QPALMWorkspace *work, solver_common *c)
Compute the (unscaled) dual objective value at the current iterate.
Definition: iteration.c:272
Internal data structures used in QPALM.
void initialize_sigma(QPALMWorkspace *work, solver_common *c)
Initialize penalty factors from initial x.
Definition: iteration.c:50
void update_gamma(QPALMWorkspace *work)
Update the proximal penalty.
Definition: iteration.c:147
void update_primal_iterate(QPALMWorkspace *work, solver_common *c)
Update the primal iterate.
Definition: iteration.c:213
QPALM Workspace.
Definition: types.h:197
Custom memory allocation, print and utility functions, and data types for floats and ints.
void compute_residuals(QPALMWorkspace *work, solver_common *c)
Compute the residuals (in vector form)
Definition: iteration.c:24
c_float compute_objective(QPALMWorkspace *work)
Compute the (unscaled) primal objective value at the current iterate.
Definition: iteration.c:231
void boost_gamma(QPALMWorkspace *work, solver_common *c)
Maximize the proximal penalty.
Definition: iteration.c:158
ladel_double c_float
type for floating point numbers
Definition: global_opts.h:21
void update_sigma(QPALMWorkspace *work, solver_common *c)
Update the penalty factors.
Definition: iteration.c:86