dualimpl.c File Reference

Detailed Description

Dual-scaling operations needed in the solver.

Definition in file dualimpl.c.

Go to the source code of this file.

Functions

int DSDPComputeDualityGap (DSDP dsdp, double mu, double *gap)

Compute the current duality gap.

int DSDPComputeDY (DSDP dsdp, double mu, DSDPVec DY, double *pnorm)

Compute the step direction.

int DSDPComputeNewY (DSDP dsdp, double beta, DSDPVec Y)

Update the Y variables.

int DSDPComputeObjective (DSDP dsdp, DSDPVec Y, double *ddobj)

Compute the objective function (DD).

int DSDPComputePDY (DSDP dsdp, double mu, DSDPVec DY, double *pnorm)

Compute the step direction.

int DSDPComputePDY1 (DSDP dsdp, double mur, DSDPVec DY1)

Compute an affine step direction dy1.

int DSDPComputePNorm (DSDP dsdp, double mu, DSDPVec DY, double *pnorm)

Compute proximity to a point on the central path.

int DSDPComputePotential (DSDP dsdp, DSDPVec y, double logdet, double *potential)

Compute the potential of the given point.

int DSDPComputePotential2 (DSDP dsdp, DSDPVec y, double mu, double logdet, double *potential)

Compute the objective function plus the barrier function.

int DSDPComputePY (DSDP dsdp, double beta, DSDPVec PY)

Compute PY = Y - beta DY for use in computing X.

int DSDPComputeRHS (DSDP dsdp, double mu, DSDPVec RHS)

Compute the right-hand side of the linear system that determines the step direction.

int DSDPGetRR (DSDP dsdp, double *res)

Get variable r.

int DSDPObjectiveGH (DSDP dsdp, DSDPSchurMat M, DSDPVec vrhs1)

Compute gradient of dual objective.

int DSDPSetRR (DSDP dsdp, double res)

Set variable r.

int DSDPSetY (DSDP dsdp, double beta, double logdet, DSDPVec ynew)

Update the solver with these y variables.

Function Documentation

int DSDPComputeDualityGap	(	DSDP	dsdp,
		double	mu,
		double *	gap
	)

Compute the current duality gap.

Parameters:

	dsdp	the solver
	mu	barrier parameter
	gap	the duality gap

See also:: DSDPGetDualityGap()
DSDPGetPPObjective()

Definition at line 230 of file dualimpl.c.

Referenced by DSDPSaveYForX().

int DSDPComputeDY	(	DSDP	dsdp,
		double	mu,
		DSDPVec	DY,
		double *	pnorm
	)

Compute the step direction.

Parameters:

	dsdp	the solver
	mu	barrier parameter
	DY	Step direction
	pnorm	distance to the target

Assuming the affine direction and centering direction have alread been computed, combine them with the appropriate barrier parameter.

See also:: DSDPComputeRHS()

Definition at line 45 of file dualimpl.c.

Referenced by DSDPComputeDualityGap(), DSDPResetY0(), DSDPSaveYForX(), and DSDPSolveDynamicRho().

int DSDPComputeNewY	(	DSDP	dsdp,
		double	beta,
		DSDPVec	Y
	)

Update the Y variables.

Parameters:

	dsdp	the solver
	beta	step length
	Y	the new solution

Add a multiple of the step direction to the current solution.

Definition at line 125 of file dualimpl.c.

Referenced by DSDPYStepLineSearch(), and DSDPYStepLineSearch2().

int DSDPComputeObjective	(	DSDP	dsdp,
		DSDPVec	Y,
		double *	ddobj
	)

Compute the objective function (DD).

Parameters:

	dsdp	is the solver
	Y	Current variables
	ddobj	objective value

See also:: DSDPComputeNewY()
DSDPGetDDObjective()

Definition at line 21 of file dualimpl.c.

Referenced by DSDPComputePotential(), DSDPComputePotential2(), DSDPInitializeVariables(), and DSDPSetY().

int DSDPComputePDY	(	DSDP	dsdp,
		double	mu,
		DSDPVec	DY,
		double *	pnorm
	)

Compute the step direction.

Parameters:

	dsdp	the solver
	mu	barrier parameter
	DY	Step direction
	pnorm	distance to the target

Assuming the affine direction and centering direction have alread been computed, combine them with the appropriate barrier parameter.

See also:: DSDPComputeRHS()
DSDPComputeDY()

Definition at line 77 of file dualimpl.c.

Referenced by DSDPChooseBarrierParameter(), and DSDPSolveDynamicRho().

int DSDPComputePDY1	(	DSDP	dsdp,
		double	mur,
		DSDPVec	DY1
	)

Compute an affine step direction dy1.

Parameters:

	dsdp	the solver
	mur	reciprocal of barrier parameter
	DY1	Step direction

Assuming the affine direction has alread been computed, scale it.

See also:: DSDPComputeDY()

Definition at line 105 of file dualimpl.c.

Referenced by DSDPChooseBarrierParameter().

int DSDPComputePNorm	(	DSDP	dsdp,
		double	mu,
		DSDPVec	DY,
		double *	pnorm
	)

Compute proximity to a point on the central path.

Parameters:

	dsdp	the solver
	mu	barrier parameter
	DY	Newton step direction
	pnorm	the norm

See also:: DSDPComputeDY()

Definition at line 200 of file dualimpl.c.

Referenced by DSDPComputeDY(), and DSDPComputePDY().

int DSDPComputePotential	(	DSDP	dsdp,
		DSDPVec	y,
		double	logdet,
		double *	potential
	)

Compute the potential of the given point.

Parameters:

	dsdp	the solver
	y	variables
	logdet	logarithmic barrier function of the given point
	potential	return the potential of the given point.

See also:: DSDPSetPotentialParameter()

Definition at line 261 of file dualimpl.c.

Referenced by DSDPInitializeVariables(), DSDPSetY(), and DSDPYStepLineSearch().

int DSDPComputePotential2	(	DSDP	dsdp,
		DSDPVec	y,
		double	mu,
		double	logdet,
		double *	potential
	)

Compute the objective function plus the barrier function.

Parameters:

	dsdp	the solver
	y	variables
	mu	barrier function
	logdet	logarithmic barrier function of the given point
	potential	return the potential of the given point.\

See also:: DSDPGetBarrierParameter()

Definition at line 287 of file dualimpl.c.

Referenced by DSDPYStepLineSearch2().

int DSDPComputePY	(	DSDP	dsdp,
		double	beta,
		DSDPVec	PY
	)

Compute PY = Y - beta DY for use in computing X.

Parameters:

	dsdp	the solver
	beta	step length
	PY	the new value

See also:: DSDPComputeNewY()

Definition at line 150 of file dualimpl.c.

Referenced by DSDPChooseBarrierParameter(), and DSDPSolveDynamicRho().

int DSDPComputeRHS	(	DSDP	dsdp,
		double	mu,
		DSDPVec	RHS
	)

Compute the right-hand side of the linear system that determines the step direction.

Parameters:

	dsdp	the solver
	mu	barrier parameter
	RHS	right-hand side direction

Assuming that the gradient of the objective and the gradient of the barrier have already been computed, combine them with the appropriate barrier parameter.

This vector is basically $b - mu * A(S^{-1})$

See also:: DSDPComputeDY()

Definition at line 177 of file dualimpl.c.

Referenced by DSDPComputeDY(), DSDPComputePDY(), DSDPComputePNorm(), and DSDPSaveYForX().

int DSDPGetRR	(	DSDP	dsdp,
		double *	res
	)

Get variable r.

Parameters:

	dsdp	solver
	*res	set variable r

Definition at line 361 of file dualimpl.c.

Referenced by DSDPGetR(), DSDPInitializeVariables(), DSDPResetY0(), DSDPSaveYForX(), and DSDPSolveDynamicRho().

int DSDPObjectiveGH	(	DSDP	dsdp,
		DSDPSchurMat	M,
		DSDPVec	vrhs1
	)

Compute gradient of dual objective.

Parameters:

	dsdp	solver
	M	Schur matrix.
	vrhs1	gradient vector

Definition at line 381 of file dualimpl.c.

Referenced by DSDPComputeG(), and DSDPComputeHessian().

int DSDPSetRR	(	DSDP	dsdp,
		double	res
	)

Set variable r.

Parameters:

	dsdp	solver
	res	variable r

Definition at line 345 of file dualimpl.c.

Referenced by DSDPInitializeVariables(), DSDPResetY0(), and DSDPSetR0().

int DSDPSetY	(	DSDP	dsdp,
		double	beta,
		double	logdet,
		DSDPVec	ynew
	)

Update the solver with these y variables.

Parameters:

	dsdp	the solver
	beta	most recent step length
	logdet	logarithmic barrier function of the given point
	ynew	current solution.

Definition at line 309 of file dualimpl.c.

Referenced by DSDPInitializeVariables(), DSDPResetY0(), DSDPYStepLineSearch(), and DSDPYStepLineSearch2().


Functions
int	DSDPComputeDualityGap (DSDP dsdp, double mu, double *gap)
	Compute the current duality gap.
int	DSDPComputeDY (DSDP dsdp, double mu, DSDPVec DY, double *pnorm)
	Compute the step direction.
int	DSDPComputeNewY (DSDP dsdp, double beta, DSDPVec Y)
	Update the Y variables.
int	DSDPComputeObjective (DSDP dsdp, DSDPVec Y, double *ddobj)
	Compute the objective function (DD).
int	DSDPComputePDY (DSDP dsdp, double mu, DSDPVec DY, double *pnorm)
	Compute the step direction.
int	DSDPComputePDY1 (DSDP dsdp, double mur, DSDPVec DY1)
	Compute an affine step direction dy1.
int	DSDPComputePNorm (DSDP dsdp, double mu, DSDPVec DY, double *pnorm)
	Compute proximity to a point on the central path.
int	DSDPComputePotential (DSDP dsdp, DSDPVec y, double logdet, double *potential)
	Compute the potential of the given point.
int	DSDPComputePotential2 (DSDP dsdp, DSDPVec y, double mu, double logdet, double *potential)
	Compute the objective function plus the barrier function.
int	DSDPComputePY (DSDP dsdp, double beta, DSDPVec PY)
	Compute PY = Y - beta DY for use in computing X.
int	DSDPComputeRHS (DSDP dsdp, double mu, DSDPVec RHS)
	Compute the right-hand side of the linear system that determines the step direction.
int	DSDPGetRR (DSDP dsdp, double *res)
	Get variable r.
int	DSDPObjectiveGH (DSDP dsdp, DSDPSchurMat M, DSDPVec vrhs1)
	Compute gradient of dual objective.
int	DSDPSetRR (DSDP dsdp, double res)
	Set variable r.
int	DSDPSetY (DSDP dsdp, double beta, double logdet, DSDPVec ynew)
	Update the solver with these y variables.