solver
Public Member Functions | Private Member Functions | Private Attributes | List of all members
solver::EqRoutine Class Reference

#include <EqRoutine.hpp>

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Public Member Functions

void setEquilibration (const Cone &cone, const SolverSetting &stgs, SolverStorage &stg)
 
void unsetEquilibration (SolverStorage &stg)
 
void scaleVariables (OptimizationVector &opt)
 
Vector & equilVec ()
 
const Vector & equilVec () const
 

Private Member Functions

void ruizEquilibration (SolverStorage &stg)
 
void maxRowsCols (double *row_vec, double *col_vec, const Eigen::SparseMatrix< double > &mat)
 
void equilibrateRowsCols (const double *row_vec, const double *col_vec, Eigen::SparseMatrix< double > &mat)
 
void unequilibrateRowsCols (const double *row_vec, const double *col_vec, Eigen::SparseMatrix< double > &mat)
 

Private Attributes

Vector equil_vec_
 
std::shared_ptr< Cone > cone_
 
std::shared_ptr< SolverSetting > stgs_
 

Detailed Description

Equilibration routine to improve condition number of matrices involved in the optimization problem. The method provided by default is Ruiz equilibration.

The documentation for this class was generated from the following files: