DSDP
|
Functions | |
int | DSDPComputeAndFactorS (DSDP dsdp, DSDPTruth *psdefinite) |
Compute and factor the dual matrix variables. More... | |
int | DSDPGetBarrierParameter (DSDP dsdp, double *mu) |
Copy the current barrier parameter. More... | |
int | DSDPGetDYMakeX (DSDP dsdp, double dy[], int m) |
Copies the variables dy used to construct X into an array. More... | |
int | DSDPGetMaxTrustRadius (DSDP dsdp, double *rad) |
Copy the current radius of the trust region. More... | |
int | DSDPGetMuMakeX (DSDP dsdp, double *mu) |
Copies the value of mu used to construct X. More... | |
int | DSDPGetPenaltyParameter (DSDP dsdp, double *Gamma) |
Copy the penalty parameter Gamma. More... | |
int | DSDPGetPotentialParameter (DSDP dsdp, double *rho) |
Copy the potential parameter. More... | |
int | DSDPGetReuseMatrix (DSDP dsdp, int *rm) |
Copy this parameter. More... | |
int | DSDPGetScale (DSDP dsdp, double *scale) |
Copy the internal scaling factor from the solver. More... | |
int | DSDPGetYBounds (DSDP dsdp, double *lbound, double *ubound) |
Copy the bounds on the variables y. More... | |
int | DSDPGetYMakeX (DSDP dsdp, double y[], int m) |
Copies the variables y used to construct X into an array. More... | |
int | DSDPPrintOptions () |
Print runtime options;. More... | |
int | DSDPPrintStats (DSDP, void *) |
Print statistics about the current solution to standard output. More... | |
int | DSDPReadOptions (DSDP dsdp, char filename[]) |
Read DSDP parameters from a file. More... | |
int | DSDPReuseMatrix (DSDP dsdp, int rm) |
Reuse the Hessian of the barrier function multiple times at each DSDP iteration. More... | |
int | DSDPSetBarrierParameter (DSDP dsdp, double mu) |
Set the current barrier parameter. More... | |
int | DSDPSetFixedVariable (DSDP dsdp, int vari, double val) |
Fix variable y to exact value. More... | |
int | DSDPSetFixedVariables (DSDP dsdp, double vars[], double vals[], double xout[], int nvars) |
Fix variable y to exact values. More... | |
int | DSDPSetMaxTrustRadius (DSDP dsdp, double rad) |
Set a maximum trust radius on the step direction. More... | |
int | DSDPSetPenaltyParameter (DSDP dsdp, double Gamma) |
Set the penalty parameter Gamma. More... | |
int | DSDPSetPotentialParameter (DSDP dsdp, double rho) |
Set the potential parameter. More... | |
int | DSDPSetScale (DSDP dsdp, double scale) |
Set the internal scaling factor. More... | |
int | DSDPSetYBounds (DSDP dsdp, double lbound, double ubound) |
Bound the variables y. More... | |
int | DSDPSetZBar (DSDP dsdp, double ppobj) |
Set an upper bound on the objective value at the solution. More... | |
int | DSDPUseDynamicRho (DSDP dsdp, int yesorno) |
Use a dynamic strategy to choose parameter rho. More... | |
int | DSDPUsePenalty (DSDP dsdp, int yesorno) |
Use penalty parameter to enforce feasibility. More... | |
Improve performance of DSDP and customize the solver for problems in DSDP Standard Form.
0 | if successful |
Compute and factor the dual matrix variables.
This routine may be necessary after computing the X variables.
dsdp | is the solver |
psdefinite | is DSDP_TRUE if the S variables are positive definite. |
int DSDPGetBarrierParameter | ( | DSDP | dsdp, |
double * | mu | ||
) |
Copy the current barrier parameter.
dsdp | is the solver |
*mu | barrier parameter |
Definition at line 364 of file dsdpsetdata.c.
Referenced by DSDPDefaultConvergence(), and DSDPView().
int DSDPGetDYMakeX | ( | DSDP | dsdp, |
double | dy[], | ||
int | m | ||
) |
Copies the variables dy used to construct X into an array.
dsdp | is the solver |
dy | is an array |
m | is the length of the array and the dimension of dy |
int DSDPGetMaxTrustRadius | ( | DSDP | dsdp, |
double * | rad | ||
) |
Copy the current radius of the trust region.
dsdp | is the solver |
*rad | will be set to radius of the trust region |
Definition at line 265 of file dsdpsetdata.c.
Referenced by DSDPView().
int DSDPGetMuMakeX | ( | DSDP | dsdp, |
double * | mu | ||
) |
Copies the value of mu used to construct X.
dsdp | is the solver |
mu | is the barrier parameter |
int DSDPGetPenaltyParameter | ( | DSDP | dsdp, |
double * | Gamma | ||
) |
Copy the penalty parameter Gamma.
dsdp | is the solver |
*Gamma | wil be set to the penalty parameter |
Definition at line 443 of file dsdpsetdata.c.
Referenced by DSDPView().
int DSDPGetPotentialParameter | ( | DSDP | dsdp, |
double * | rho | ||
) |
Copy the potential parameter.
dsdp | is the solver |
*rho | will be set to the potential parameter |
Definition at line 784 of file dsdpsetdata.c.
Referenced by DSDPView().
int DSDPGetReuseMatrix | ( | DSDP | dsdp, |
int * | rm | ||
) |
Copy this parameter.
dsdp | is the solver |
*rm | will be set to the maximum number of times the matrix will be reused |
Definition at line 925 of file dsdpsetdata.c.
Referenced by DSDPView().
int DSDPGetScale | ( | DSDP | dsdp, |
double * | scale | ||
) |
Copy the internal scaling factor from the solver.
dsdp | is the solver |
*scale | will be set to the scaling factor used in the solver |
Definition at line 128 of file dsdpsetdata.c.
Referenced by DSDPGetBarrierParameter(), DSDPGetDDObjective(), DSDPGetDObjective(), DSDPGetDualityGap(), DSDPGetFinalErrors(), DSDPGetMuMakeX(), DSDPGetPObjective(), DSDPGetPPObjective(), DSDPGetR(), DSDPSetBarrierParameter(), DSDPSetPenaltyParameter(), DSDPSetR0(), DSDPSetScale(), DSDPSetY0(), and DSDPSetZBar().
int DSDPGetYBounds | ( | DSDP | dsdp, |
double * | lbound, | ||
double * | ubound | ||
) |
Copy the bounds on the variables y.
dsdp | is the solver |
*lbound | will be set to the lower bound of the variables y |
*ubound | will be set to the upper bound of the variables y |
Definition at line 866 of file dsdpsetdata.c.
Referenced by DSDPView().
int DSDPGetYMakeX | ( | DSDP | dsdp, |
double | y[], | ||
int | m | ||
) |
Copies the variables y used to construct X into an array.
dsdp | is the solver |
y | is an array |
m | is the length of the array and the dimension of y |
DSDPPrintOptions | ( | ) |
Print runtime options;.
Definition at line 279 of file dsdpsetoptions.c.
int DSDPPrintStats | ( | DSDP | dsdp, |
void * | ctx | ||
) |
Print statistics about the current solution to standard output.
dsdp | is the solver |
ctx | is a pointer to a structure (NULL in this case) |
Definition at line 71 of file dsdpprintout.c.
int DSDPReadOptions | ( | DSDP | dsdp, |
char | filename[] | ||
) |
Read DSDP parameters from a file.
dsdp | is the solver |
filename | is the name of a file |
Definition at line 145 of file dsdpsetoptions.c.
int DSDPReuseMatrix | ( | DSDP | dsdp, |
int | rm | ||
) |
Reuse the Hessian of the barrier function multiple times at each DSDP iteration.
dsdp | is the solver |
rm | is the maximum number of times the matrix will be used in each DSDP iteration |
Definition at line 905 of file dsdpsetdata.c.
Referenced by DSDPSetOptions().
int DSDPSetBarrierParameter | ( | DSDP | dsdp, |
double | mu | ||
) |
Set the current barrier parameter.
The barrier parameter is defined as the difference between the objective functions (PP) and (DD) divided by the potential parameter rho.
dsdp | is the solver |
mu | is the initial objective v |
Definition at line 340 of file dsdpsetdata.c.
Referenced by DSDPDefaultConvergence(), and DSDPSetOptions().
int DSDPSetFixedVariable | ( | DSDP | dsdp, |
int | vari, | ||
double | val | ||
) |
Fix variable y to exact value.
dsdp | solver |
vari | variables y |
val | fixed value |
Definition at line 675 of file dsdpschurmat.c.
Referenced by DSDPSetFixedVariables(), and DSDPSetOptions().
int DSDPSetFixedVariables | ( | DSDP | dsdp, |
double | vars[], | ||
double | vals[], | ||
double | xout[], | ||
int | nvars | ||
) |
Fix variable y to exact values.
dsdp | solver |
vars | variables y ( integer valued from 1 through m) |
vals | fixed values |
xout | array for the dual variables |
nvars | length of the previous arrays. |
Definition at line 695 of file dsdpschurmat.c.
int DSDPSetMaxTrustRadius | ( | DSDP | dsdp, |
double | rad | ||
) |
Set a maximum trust radius on the step direction.
dsdp | is the solver |
rad | is radius of the trust region.(default: 1e30) |
Definition at line 246 of file dsdpsetdata.c.
Referenced by DSDPSetOptions().
int DSDPSetPenaltyParameter | ( | DSDP | dsdp, |
double | Gamma | ||
) |
Set the penalty parameter Gamma.
DSDP uses a penalty parameter to enforce feasibility in (D). The default value is 1e8, but other values may improve performance. This value must exceed the trace of the solution X.
dsdp | is the solver |
Gamma | is the penalty parameter |
Definition at line 418 of file dsdpsetdata.c.
Referenced by DSDPSetOptions().
int DSDPSetPotentialParameter | ( | DSDP | dsdp, |
double | rho | ||
) |
Set the potential parameter.
The parameter rho in the solver will be set to this multiple of the total dimension of the cones. The default value is 3, but values of 4 or more may significantly improve performance.
dsdp | is the solver |
rho | the potential parameter. |
Definition at line 765 of file dsdpsetdata.c.
Referenced by DSDPSetOptions().
int DSDPSetScale | ( | DSDP | dsdp, |
double | scale | ||
) |
Set the internal scaling factor.
DSDP scales the data C and solves the scaled problem. DSDP determines a default scaling from a combination of the norms on the data.
dsdp | is the solver |
scale | is the scaling factor used in the solver (>0) |
Definition at line 153 of file dsdpsetdata.c.
Referenced by DSDPScaleData().
int DSDPSetYBounds | ( | DSDP | dsdp, |
double | lbound, | ||
double | ubound | ||
) |
Bound the variables y.
dsdp | is the solver |
lbound | is the lower bound for each variable y. |
ubound | is the upper bound for each variable y. |
Definition at line 885 of file dsdpsetdata.c.
Referenced by DSDPSetOptions().
int DSDPSetZBar | ( | DSDP | dsdp, |
double | ppobj | ||
) |
Set an upper bound on the objective value at the solution.
dsdp | is the solver |
ppobj | is the initial objective v (default: 1e30) |
Definition at line 283 of file dsdpsetdata.c.
Referenced by DSDPSetOptions().
int DSDPUseDynamicRho | ( | DSDP | dsdp, |
int | yesorno | ||
) |
Use a dynamic strategy to choose parameter rho.
dsdp | is the solver |
yesorno | is nonzero to use the dynamic strategy (default 1) |
Definition at line 821 of file dsdpsetdata.c.
Referenced by DSDPSetOptions().
int DSDPUsePenalty | ( | DSDP | dsdp, |
int | yesorno | ||
) |
Use penalty parameter to enforce feasibility.
dsdp | is the solver |
yesorno | is the decision |
Definition at line 383 of file dsdpsetdata.c.
Referenced by DSDPSetOptions().