IP::chol_solve Class Reference

Solves KKT system using Cholesky decomposition. More...

#include <ip_chol_solve.h>

Public Member Functions
	chol_solve (const int)
	Constructor. More...
	~chol_solve ()
void	solve (const problem_parameters &, const double *, const double *, const double *, double *)
	Determines feasible descent direction. More...

Private Attributes
matrix_E	E
	matrix of equality constraints More...
matrix_ecL	ecL
	L for equality constraints. More...
double *	w
	Lagrange multipliers. More...

Detailed Description

Solves KKT system using Cholesky decomposition.

Definition at line 35 of file ip_chol_solve.h.

Constructor & Destructor Documentation

chol_solve()

IP::chol_solve::chol_solve

(

const int

N

)

Constructor.

Parameters

[in]

N

size of the preview window.

Definition at line 29 of file ip_chol_solve.cpp.

~chol_solve()

IP::chol_solve::~chol_solve

(

)

Definition at line 35 of file ip_chol_solve.cpp.

Member Function Documentation

solve()

void IP::chol_solve::solve	(	const problem_parameters &	ppar,
		const double *	i2hess_grad,
		const double *	i2hess,
		const double *	x,
		double *	dx
	)

Determines feasible descent direction.

Parameters

[in]	ppar	parameters.
[in]	i2hess_grad	negated inverted hessian * g.
[in]	i2hess	diagonal elements of inverted hessian.
[in]	x	initial guess.
[out]	dx	feasible descent direction, must be allocated.

Definition at line 52 of file ip_chol_solve.cpp.

Member Data Documentation

E

matrix_E IP::chol_solve::E

private

matrix of equality constraints

Definition at line 46 of file ip_chol_solve.h.

ecL

matrix_ecL IP::chol_solve::ecL

private

L for equality constraints.

Definition at line 49 of file ip_chol_solve.h.

w

double* IP::chol_solve::w

private

Lagrange multipliers.

Definition at line 52 of file ip_chol_solve.h.

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

• solver/ip_chol_solve.h
• solver/ip_chol_solve.cpp