File LHSCB.h

template<typename IPMDouble>
class LHSCB

Subclassed by DualSOSConeStandardBarrier< IPMDouble >, FullSpaceBarrier< IPMDouble >, InterpolantDualSOSBarrier< IPMDouble >, LPStandardBarrier< IPMDouble >, ProductBarrier< IPMDouble >, SumBarrier< IPMDouble >, ZeroSpaceBarrier< IPMDouble >

Public Functions

inline LHSCB()

template<typename T>
inline void cast_members_from(const LHSCB<T> &other)

template<typename T>
inline LHSCB<T> *cast()

inline virtual ~LHSCB()

virtual Vector gradient(Vector x) = 0

virtual Matrix hessian(Vector x) = 0

virtual Eigen::LLT<Matrix> llt(Vector x, bool symmetrize = 0)

virtual Matrix llt_solve(Vector x, const Matrix &rhs)

virtual Vector llt_L_solve(Vector x, Vector rhs)

Vector *find_gradient(Vector x)

Matrix *find_hessian(Vector x)

Eigen::LLT<Matrix> *find_LLT(Vector x)

virtual Matrix inverse_hessian(Vector x)

virtual bool in_interior(Vector x) = 0

virtual IPMDouble concordance_parameter(Vector x) = 0

inline virtual Vector initialize_x(IPMDouble parameter)

inline virtual Vector initialize_s(IPMDouble parameter)

virtual Vector initialize_x() = 0

virtual Vector initialize_s() = 0

unsigned int getNumVariables() const

Public Members

cxxtimer::Timer _in_interior_timer

std::vector<cxxtimer::Timer> _custom_timers

unsigned _num_variables

Protected Attributes

std::vector<std::pair<Vector, Vector>> _stored_gradients

std::vector<std::pair<Vector, Matrix>> _stored_hessians

std::vector<std::pair<Vector, Eigen::LLT<Matrix>>> _stored_LLT

std::vector<std::pair<Vector, CustomLLT<Matrix, Eigen::Lower>>> _stored_intermediate_LLT

Private Types

typedef Vector<IPMDouble> Vector

typedef Matrix<IPMDouble> Matrix