File numerics/src/QP/ConvexQP_Solvers.h

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Subroutines for the resolution of Variational Inequalites (VI) problems.

Functions

void convexQP_ADMM(ConvexQP *problem, double *z, double *w, double *xi, double *u, int *info, SolverOptions *options)
void convexQP_ADMM_free(ConvexQP *problem, SolverOptions *options)
void convexQP_ADMM_init(ConvexQP *problem, SolverOptions *options)
int convexQP_ADMM_setDefaultSolverOptions(SolverOptions *options)

set the default solver parameters and perform memory allocation for PG

Parameters
  • options: the pointer to the array of options to set

void convexQP_ProjectedGradient(ConvexQP *problem, double *z, double *w, int *info, SolverOptions *options)

Projected Gradient solver for Convex QP problem.

dparam[3] : rho parameter. If rho >0, then self-adaptive (Armijo like) procedure. If rho <0, then constant rho parameter (rho <

-rho) Adaptive step-size parameters: Adaptive step-size parameters: dparam[4] = 2/3.0; tau dparam[5] = 3.0/2.0; tauinv dparam[6] = 0.9; L dparam[7] = 0.3; Lmin
Parameters
  • problem: the variational inequality problem to solve
  • z: global vector (n), in-out parameter
  • w: global vector (n), in-out parameters
  • info: return 0 if the solution is found
  • options: the solver options : iparam[0] : Maximum iteration number

int convexQP_ProjectedGradient_setDefaultSolverOptions(SolverOptions *options)

set the default solver parameters and perform memory allocation for PG

Parameters
  • options: the pointer to the array of options to set

void convexQP_VI_solver(ConvexQP *problem, double *z, double *w, int *info, SolverOptions *options)
int convexQP_VI_solver_setDefaultSolverOptions(SolverOptions *options)