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solver
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solver
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Main class that implements an Interior Point Solver for Second-Order Cones. More...
#include <IPSolver.hpp>
Public Member Functions | |
| ExitCode | optimize () |
| const OptimizationVector & | optimalVector () const |
| void | initialize (SolverStorage &stg, Cone &cone, SolverSetting &stgs) |
Private Member Functions | |
| Cone & | getCone () |
| SolverStorage & | getStorage () |
| SolverSetting & | getSetting () |
| CvxInfoPrinter & | getPrinter () |
| OptimizationVector & | optimalVector () |
| LinSolver & | getLinSolver () |
| OptimizationInfo & | getInfo () |
| EqRoutine & | getEqRoutine () |
| OptimizationInfo & | getBestInfo () |
| void | rhsAffineStep () |
| void | computeResiduals () |
| void | updateStatistics () |
| void | saveIterateAsBest () |
| void | restoreBestIterate () |
| void | internalInitialization () |
| ExitCode | initializeVariables () |
| void | rhsCenteringPredictorStep () |
| void | updateEquilH (int id, double value) |
| ExitCode | convergenceCheck (const PrecisionConvergence &mode) |
| double | lineSearch (const Eigen::Ref< const Eigen::VectorXd > &dsvec, const Eigen::Ref< const Eigen::VectorXd > &dzvec, double tau, double dtau, double kappa, double dkappa) |
Private Attributes | |
| Vector | res_ |
| ExitCode | exitcode_ |
| ExtendedVector | rhs1_ |
| ExtendedVector | rhs2_ |
| OptimizationVector | opt_ |
| OptimizationVector | best_opt_ |
| OptimizationVector | dopt1_ |
| OptimizationVector | dopt2_ |
| ConicVector | lambda_ |
| ConicVector | rho_ |
| ConicVector | sigma_ |
| ConicVector | lbar_ |
| ConicVector | ds_affine_by_W_ |
| ConicVector | W_times_dz_affine_ |
| ConicVector | ds_combined_ |
| ConicVector | dz_combined_ |
| double | dk_combined_ |
| double | dt_affine_ |
| double | dk_affine_ |
| double | inires_x_ |
| double | inires_y_ |
| double | inires_z_ |
| double | dt_denom_ |
| double | residual_t_ |
| double | residual_x_ |
| double | residual_y_ |
| double | residual_z_ |
| double | cx_ |
| double | by_ |
| double | hz_ |
| double | prev_pres_ |
| Cone * | cone_ |
| SolverStorage * | storage_ |
| SolverSetting * | setting_ |
| CvxInfoPrinter | printer_ |
| LinSolver | linear_solver_ |
| EqRoutine | equilibration_routine_ |
| OptimizationInfo | optimization_info_ |
| OptimizationInfo | best_optimization_info_ |
Friends | |
| class | Model |
| class | BnBSolver |
| class | ConicProblem |
| class | NcvxBnBSolver |
Main class that implements an Interior Point Solver for Second-Order Cones.
Details can be found in the paper: Domahidi, A. and Chu, E. and Boyd, S., ECOS: An SOCP solver for embedded systems, ECC 2013, pages 3071-3076
1.8.11 
