QPALM Workspace. More...

#include <types.h>

Data Fields
QPALMData *	data
	problem data to work on (possibly scaled) More...

QPALMSolver *	solver
	linsys variables More...

QPALMSettings *	settings
	problem settings More...

QPALMScaling *	scaling
	scaling vectors More...

QPALMSolution *	solution
	problem solution More...

QPALMInfo *	info
	solver information More...

QPALMTimer *	timer
	timer object More...

Iterates
c_float *	x
	primal iterate More...

c_float *	y
	dual iterate More...

c_float *	Ax
	scaled A * x More...

c_float *	Qx
	scaled Q * x More...

c_float *	Aty
	A' * y (useful for saving one mat_tpose_vec) More...

c_float *	x_prev
	previous primal iterate More...

c_int	initialized
	flag whether the iterates were initialized or not More...

Workspace variables
c_float *	temp_m
	placeholder for vector of size m More...

c_float *	temp_n
	placeholder for vector of size n More...

c_float *	sigma
	penalty vector More...

c_float *	sigma_inv
	1./sigma More...

c_float	sqrt_sigma_max
	sqrt(sigma_max) More...

c_int	nb_sigma_changed
	number of sigma-components that changed in an outer iteration (relevant for factorization update) More...

c_float	gamma
	proximal penalty factor More...

c_int	gamma_maxed
	flag to indicate whether gamma has been maximized when the primal residual was low More...

c_float *	Axys
	Ax + y./sigma. More...

c_float *	z
	projection of Axys onto the constraint set [bmin, bmax] More...

c_float *	pri_res
	primal residual More...

c_float *	pri_res_in
	intermediate primal residual More...

c_float *	yh
	candidate dual update More...

c_float *	Atyh
	A' * yh. More...

c_float *	df
	gradient of the primal objective (+proximal term) More...

c_float *	x0
	record of the primal iterate during the last dual update More...

c_float *	xx0
	x - x0 More...

c_float *	dphi
	gradient of the Lagrangian More...

c_float *	neg_dphi
	-dphi, required as the rhs in SCHUR More...

c_float *	dphi_prev
	previous gradient of the Lagrangian More...

c_float *	d
	primal update step More...

Linesearch variables
c_float	tau
	stepsize More...

c_float *	Qd
	Q * d. More...

c_float *	Ad
	A * d. More...

c_float *	sqrt_sigma
	elementwise sqrt(sigma) More...

c_float	sqrt_delta
	sqrt(penalty update factor) More...

c_float	eta
	linesearch parameter More...

c_float	beta
	linesearch parameter More...

c_float *	delta
	linesearch parameter More...

c_float *	alpha
	linesearch parameter More...

c_float *	temp_2m
	placeholder for vector of size 2m More...

c_float *	delta2
	delta .* delta More...

c_float *	delta_alpha
	delta .* alpha More...

array_element *	s
	alpha ./ delta More...

c_int *	index_L
	index set L (where s>0) More...

c_int *	index_P
	index set P (where delta>0) More...

c_int *	index_J
	index set J (L xor P) More...

Termination criteria variables
c_float	eps_pri
	primal tolerance More...

c_float	eps_dua
	dual tolerance More...

c_float	eps_dua_in
	intermediate dual tolerance More...

c_float	eps_abs_in
	intermediate absolute tolerance More...

c_float	eps_rel_in
	intermediate relative tolerance More...

Primal infeasibility variables
c_float *	delta_y
	difference of consecutive dual iterates More...

c_float *	Atdelta_y
	A' * delta_y. More...

Dual infeasibility variables
c_float *	delta_x
	difference of consecutive primal iterates More...

c_float *	Qdelta_x
	Q * delta_x. More...

c_float *	Adelta_x
	A * delta_x. More...

Temporary vectors used in scaling
c_float *	D_temp
	temporary primal variable scaling vectors More...

c_float *	E_temp
	temporary constraints scaling vectors More...

Detailed Description

QPALM Workspace.

The workspace is the main data structure and is given as a pointer to (almost) all QPALM functions. It contains pointers to the settings, the data, return info, solution variables and intermediate workspace variables.

Field Documentation

◆ Ad

c_float* QPALMWorkspace::Ad

A * d.

◆ Adelta_x

c_float* QPALMWorkspace::Adelta_x

A * delta_x.

◆ alpha

c_float* QPALMWorkspace::alpha

linesearch parameter

◆ Atdelta_y

c_float* QPALMWorkspace::Atdelta_y

A' * delta_y.

◆ Aty

c_float* QPALMWorkspace::Aty

A' * y (useful for saving one mat_tpose_vec)

◆ Atyh

c_float* QPALMWorkspace::Atyh

A' * yh.

◆ Ax

c_float* QPALMWorkspace::Ax

scaled A * x

◆ Axys

c_float* QPALMWorkspace::Axys

Ax + y./sigma.

◆ beta

c_float QPALMWorkspace::beta

linesearch parameter

◆ d

c_float* QPALMWorkspace::d

primal update step

◆ D_temp

c_float* QPALMWorkspace::D_temp

temporary primal variable scaling vectors

◆ data

QPALMData* QPALMWorkspace::data

problem data to work on (possibly scaled)

◆ delta

c_float* QPALMWorkspace::delta

linesearch parameter

◆ delta2

c_float* QPALMWorkspace::delta2

delta .* delta

◆ delta_alpha

c_float* QPALMWorkspace::delta_alpha

delta .* alpha

◆ delta_x

c_float* QPALMWorkspace::delta_x

difference of consecutive primal iterates

◆ delta_y

c_float* QPALMWorkspace::delta_y

difference of consecutive dual iterates

◆ df

c_float* QPALMWorkspace::df

gradient of the primal objective (+proximal term)

◆ dphi

c_float* QPALMWorkspace::dphi

gradient of the Lagrangian

◆ dphi_prev

c_float* QPALMWorkspace::dphi_prev

previous gradient of the Lagrangian

◆ E_temp

c_float* QPALMWorkspace::E_temp

temporary constraints scaling vectors

◆ eps_abs_in

c_float QPALMWorkspace::eps_abs_in

intermediate absolute tolerance

◆ eps_dua

c_float QPALMWorkspace::eps_dua

dual tolerance

◆ eps_dua_in

c_float QPALMWorkspace::eps_dua_in

intermediate dual tolerance

◆ eps_pri

c_float QPALMWorkspace::eps_pri

primal tolerance

◆ eps_rel_in

c_float QPALMWorkspace::eps_rel_in

intermediate relative tolerance

◆ eta

c_float QPALMWorkspace::eta

linesearch parameter

◆ gamma

c_float QPALMWorkspace::gamma

proximal penalty factor

◆ gamma_maxed

c_int QPALMWorkspace::gamma_maxed

flag to indicate whether gamma has been maximized when the primal residual was low

◆ index_J

c_int* QPALMWorkspace::index_J

index set J (L xor P)

◆ index_L

c_int* QPALMWorkspace::index_L

index set L (where s>0)

◆ index_P

c_int* QPALMWorkspace::index_P

index set P (where delta>0)

◆ info

QPALMInfo* QPALMWorkspace::info

solver information

◆ initialized

c_int QPALMWorkspace::initialized

flag whether the iterates were initialized or not

◆ nb_sigma_changed

c_int QPALMWorkspace::nb_sigma_changed

number of sigma-components that changed in an outer iteration (relevant for factorization update)

◆ neg_dphi

c_float* QPALMWorkspace::neg_dphi

-dphi, required as the rhs in SCHUR

◆ pri_res

c_float* QPALMWorkspace::pri_res

primal residual

◆ pri_res_in

c_float* QPALMWorkspace::pri_res_in

intermediate primal residual

◆ Qd

c_float* QPALMWorkspace::Qd

Q * d.

◆ Qdelta_x

c_float* QPALMWorkspace::Qdelta_x

Q * delta_x.

◆ Qx

c_float* QPALMWorkspace::Qx

scaled Q * x

◆ s

array_element* QPALMWorkspace::s

alpha ./ delta

◆ scaling

QPALMScaling* QPALMWorkspace::scaling

scaling vectors

◆ settings

QPALMSettings* QPALMWorkspace::settings

problem settings

◆ sigma

c_float* QPALMWorkspace::sigma

penalty vector

◆ sigma_inv

c_float* QPALMWorkspace::sigma_inv

1./sigma

◆ solution

QPALMSolution* QPALMWorkspace::solution

problem solution

◆ solver

QPALMSolver* QPALMWorkspace::solver

linsys variables

◆ sqrt_delta

c_float QPALMWorkspace::sqrt_delta

sqrt(penalty update factor)

◆ sqrt_sigma

c_float* QPALMWorkspace::sqrt_sigma

elementwise sqrt(sigma)

◆ sqrt_sigma_max

c_float QPALMWorkspace::sqrt_sigma_max

sqrt(sigma_max)

◆ tau

c_float QPALMWorkspace::tau

stepsize

◆ temp_2m

c_float* QPALMWorkspace::temp_2m

placeholder for vector of size 2m

◆ temp_m

c_float* QPALMWorkspace::temp_m

placeholder for vector of size m

◆ temp_n

c_float* QPALMWorkspace::temp_n

placeholder for vector of size n

◆ timer

QPALMTimer* QPALMWorkspace::timer

timer object

◆ x

c_float* QPALMWorkspace::x

primal iterate

◆ x0

c_float* QPALMWorkspace::x0

record of the primal iterate during the last dual update

◆ x_prev

c_float* QPALMWorkspace::x_prev

previous primal iterate

◆ xx0

c_float* QPALMWorkspace::xx0

x - x0

◆ y

c_float* QPALMWorkspace::y

dual iterate

◆ yh

c_float* QPALMWorkspace::yh

candidate dual update

◆ z

c_float* QPALMWorkspace::z

projection of Axys onto the constraint set [bmin, bmax]

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

/home/ben/Documents/Projects/QPALM/include/types.h

Data Fields

Detailed Description

Field Documentation

◆ Ad

◆ Adelta_x

◆ alpha

◆ Atdelta_y

◆ Aty

◆ Atyh

◆ Ax

◆ Axys

◆ beta

◆ d

◆ D_temp

◆ data

◆ delta

◆ delta2

◆ delta_alpha

◆ delta_x

◆ delta_y

◆ df

◆ dphi

◆ dphi_prev

◆ E_temp

◆ eps_abs_in

◆ eps_dua

◆ eps_dua_in

◆ eps_pri

◆ eps_rel_in

◆ eta

◆ gamma

◆ gamma_maxed

◆ index_J

◆ index_L

◆ index_P

◆ info

◆ initialized

◆ nb_sigma_changed

◆ neg_dphi

◆ pri_res

◆ pri_res_in

◆ Qd

◆ Qdelta_x

◆ Qx

◆ s

◆ scaling

◆ settings

◆ sigma

◆ sigma_inv

◆ solution

◆ solver

◆ sqrt_delta

◆ sqrt_sigma

◆ sqrt_sigma_max

◆ tau

◆ temp_2m

◆ temp_m

◆ temp_n

◆ timer

◆ x

◆ x0

◆ x_prev

◆ xx0

◆ y

◆ yh

◆ z