dsdpcg.c File Reference

Apply Conjugate Gradient method to solve the Schur matrix. More...

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Functions
int	DSDPCGSolve (DSDP dsdp, DSDPSchurMat MM, DSDPVec RHS, DSDPVec X, double cgtol, DSDPTruth *success)
	Apply CG to solve for the step directions.

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Detailed Description

Apply Conjugate Gradient method to solve the Schur matrix.

Definition in file dsdpcg.c.

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Function Documentation

int DSDPCGSolve	(	DSDP	dsdp,
		DSDPSchurMat	MM,
		DSDPVec	RHS,
		DSDPVec	X,
		double	cgtol,
		DSDPTruth *	success
	)

Apply CG to solve for the step directions.

Parameters:

	dsdp	the solver
	MM	matrix
	RHS	right-hand side
	X	solution
	cgtol	accuracy
	success	output whether a solution of suitable accuracy was found

Definition at line 239 of file dsdpcg.c.

Referenced by DSDPComputeDualStepDirections(), and DSDPSolveDynamicRho().