File NonSymmetricIPM.h

template<class T>
class Instance

Public Members

Constraints<T> constraints

LHSCB<T> *barrier

template<class T>
class DirectionDecomposition

Public Functions

inline DirectionDecomposition(Vector<T> v, unsigned const n, unsigned const m)

Public Members

Vector<T> y

Vector<T> x

Vector<T> s

T kappa

T tau

Friends

friend std::ostream &operator<<(std::ostream &os, const DirectionDecomposition<T> &dir)

template<class T>
class ErrorConstants

Public Functions

inline ErrorConstants()

template<class U>
inline ErrorConstants(const ErrorConstants<U> other)

inline void set(Matrix<T> A, Vector<T> b, Vector<T> c)

Public Members

T primal

T dual

T complementary

template<typename IPMDouble>
class NonSymmetricIPM

Public Types

enum Termination

Values:

enumerator SUCCESS

enumerator FAILURE

Public Functions

NonSymmetricIPM(Matrix &A_, Vector &b_, Vector &c_, LHSCB<IPMDouble> *barrier_)

inline NonSymmetricIPM(Instance<IPMDouble> &instance)

NonSymmetricIPM(Instance<IPMDouble>&, std::string)

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

template<typename T>
inline NonSymmetricIPM<T> *cast_with_product_barrier()

inline IPMDouble calc_step_length_predictor()

int run_solver()

inline IPMDouble primal_error()

inline IPMDouble dual_error()

inline IPMDouble primal_error_rescaled()

inline IPMDouble dual_error_rescaled()

inline IPMDouble duality_gap()

inline IPMDouble complementarity()

inline bool verify_solution(IPMDouble precision = 10e-5)

inline Solution<IPMDouble> get_solution()

void initialize()

Public Members

std::shared_ptr<spdlog::logger> _logger

std::shared_ptr<spdlog::logger> _benchmark_logger

Matrix A

Vector b

Vector c

Eigen::SparseMatrix<IPMDouble> A_sparse

Matrix _basis_ker_A

Vector x

Vector y

Vector s

pt::ptree _config

unsigned _num_predictor_steps = 500

unsigned _num_corrector_steps

IPMDouble _param_step_length_predictor = 0.02

IPMDouble _step_length_predictor

IPMDouble _step_length_corrector

IPMDouble _epsilon = 10e-5

unsigned _total_num_line_steps

IPMDouble _large_neighborhood

IPMDouble _small_neighborhood

bool _check_centrality_in_every_segment = true

bool _type_cast_if_unsuccessful = true

bool _use_line_search = true

IPMDouble kappa

IPMDouble tau

Vector _last_predictor_direction

ErrorConstants<IPMDouble> _err_consts

Private Types

typedef Matrix<IPMDouble> Matrix

typedef Vector<IPMDouble> Vector

Private Functions

void set_configuration_variables()

bool terminate()

bool terminate_successfully_wrapper()

bool terminate_successfully()

bool terminate_infeasible_wrapper()

bool terminate_infeasible()

IPMDouble mu()

Vector psi(IPMDouble t)

std::vector<std::pair<Vector, Vector>> solve_andersen_andersen_subsystem(std::vector<std::pair<Vector, Vector>>&)

Vector andersen_andersen_solve(Vector const)

Vector solve(Matrix&, Vector const)

Vector create_predictor_RHS()

Vector create_corrector_RHS()

Vector solve_predictor_system()

Vector solve_corrector_system()

IPMDouble centrality()

void print_status()

void apply_update(Vector concat)

Vector build_update_vector()

void test_gradient()

void test_hessian()

Private Members

cxxtimer::Timer _predictor_timer

cxxtimer::Timer _corrector_timer

cxxtimer::Timer _andersen_sys_timer

cxxtimer::Timer _centrality_timer

std::vector<cxxtimer::Timer> _custom_timers

cxxtimer::Timer _general_method_timer

cxxtimer::Timer _total_runtime_timer

Vector _stored_x_centrality

Vector _stored_s_centrality

IPMDouble _stored_centrality_error

LHSCB<IPMDouble> *_barrier