QPALM
A proximal augmented Lagrangian method for QPs.
Data Fields
QPALMSolver Struct Reference

Variables for linear system solving. More...

#include <types.h>

Data Fields

c_int factorization_method
 factorize KKT or Schur complement More...
 
solver_sparsekkt
 KKT matrix. More...
 
solver_sparsekkt_full
 KKT matrix if all constraints would be active. More...
 
solver_sparseAt
 A'. More...
 
c_intfirst_row_A
 row index of the first element in each column of A' More...
 
c_floatfirst_elem_A
 value of the first element in each column of A' More...
 
solver_factorLD
 LD factor (part of LDL' factorization) More...
 
solver_symbolicssym
 symbolics for kkt (only used in LADEL) More...
 
solver_factorLD_Q
 LD factor of Q (useful in computing dual objective) More...
 
solver_symbolicssym_Q
 symbolics for Q (only used in LADEL) More...
 
solver_denseE_temp
 temporary constraints scaling vectors More...
 
solver_denseD_temp
 temporary primal variable scaling vectors More...
 
solver_denseneg_dphi
 -gradient of the Lagrangian More...
 
solver_denserhs_kkt
 [-dphi; zeros(m,1)] More...
 
solver_densesol_kkt
 sol_kkt = kkt \ rhs_kkt More...
 
solver_densed
 primal update step More...
 
solver_denseAd
 A * d. More...
 
solver_denseQd
 Q * d. More...
 
solver_denseyh
 candidate dual update More...
 
solver_denseAtyh
 A' * yh. More...
 
c_int first_factorization
 boolean, indicate we have not factorized previously More...
 
c_int reset_newton
 boolean, after sigma is updated perform a new factorization More...
 
c_intactive_constraints
 index set of active constraints More...
 
c_intactive_constraints_old
 index set of active constraints in the previous iteration More...
 
c_int nb_active_constraints
 number of active constraints More...
 
c_intenter
 index set of entering constraints More...
 
c_int nb_enter
 number of entering constraints More...
 
c_intleave
 index set of leaving constraints More...
 
c_int nb_leave
 number of leaving constraints More...
 
solver_denseAt_scale
 running vector of sqrt(sigma), used to scale At_sqrt_sigma More...
 
solver_sparseAt_sqrt_sigma
 A' * sqrt(sigma) More...
 

Detailed Description

Variables for linear system solving.

Field Documentation

◆ active_constraints

c_int* QPALMSolver::active_constraints

index set of active constraints

◆ active_constraints_old

c_int* QPALMSolver::active_constraints_old

index set of active constraints in the previous iteration

◆ Ad

solver_dense* QPALMSolver::Ad

A * d.

◆ At

solver_sparse* QPALMSolver::At

A'.

◆ At_scale

solver_dense* QPALMSolver::At_scale

running vector of sqrt(sigma), used to scale At_sqrt_sigma

◆ At_sqrt_sigma

solver_sparse* QPALMSolver::At_sqrt_sigma

A' * sqrt(sigma)

◆ Atyh

solver_dense* QPALMSolver::Atyh

A' * yh.

◆ d

solver_dense* QPALMSolver::d

primal update step

◆ D_temp

solver_dense* QPALMSolver::D_temp

temporary primal variable scaling vectors

◆ E_temp

solver_dense* QPALMSolver::E_temp

temporary constraints scaling vectors

◆ enter

c_int* QPALMSolver::enter

index set of entering constraints

◆ factorization_method

c_int QPALMSolver::factorization_method

factorize KKT or Schur complement

◆ first_elem_A

c_float* QPALMSolver::first_elem_A

value of the first element in each column of A'

◆ first_factorization

c_int QPALMSolver::first_factorization

boolean, indicate we have not factorized previously

◆ first_row_A

c_int* QPALMSolver::first_row_A

row index of the first element in each column of A'

◆ kkt

solver_sparse* QPALMSolver::kkt

KKT matrix.

◆ kkt_full

solver_sparse* QPALMSolver::kkt_full

KKT matrix if all constraints would be active.

◆ LD

solver_factor* QPALMSolver::LD

LD factor (part of LDL' factorization)

◆ LD_Q

solver_factor* QPALMSolver::LD_Q

LD factor of Q (useful in computing dual objective)

◆ leave

c_int* QPALMSolver::leave

index set of leaving constraints

◆ nb_active_constraints

c_int QPALMSolver::nb_active_constraints

number of active constraints

◆ nb_enter

c_int QPALMSolver::nb_enter

number of entering constraints

◆ nb_leave

c_int QPALMSolver::nb_leave

number of leaving constraints

◆ neg_dphi

solver_dense* QPALMSolver::neg_dphi

-gradient of the Lagrangian

◆ Qd

solver_dense* QPALMSolver::Qd

Q * d.

◆ reset_newton

c_int QPALMSolver::reset_newton

boolean, after sigma is updated perform a new factorization

◆ rhs_kkt

solver_dense* QPALMSolver::rhs_kkt

[-dphi; zeros(m,1)]

◆ sol_kkt

solver_dense* QPALMSolver::sol_kkt

sol_kkt = kkt \ rhs_kkt

◆ sym

solver_symbolics* QPALMSolver::sym

symbolics for kkt (only used in LADEL)

◆ sym_Q

solver_symbolics* QPALMSolver::sym_Q

symbolics for Q (only used in LADEL)

◆ yh

solver_dense* QPALMSolver::yh

candidate dual update


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