File ProductBarrier.h

template<typename IPMDouble>
class ProductBarrier : public LHSCB<IPMDouble>

Public Functions

inline ProductBarrier(unsigned num_threads = 1)

inline ProductBarrier(std::vector<LHSCB<IPMDouble>*> barriers_, std::vector<unsigned> num_variables_, unsigned num_threads = 1)

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

inline void add_barrier(LHSCB<IPMDouble> *lhscb)

virtual Vector gradient(Vector x) override

virtual Matrix hessian(Vector x) override

virtual bool in_interior(Vector x) override

virtual IPMDouble concordance_parameter(Vector x) override

virtual Vector initialize_x() override

virtual Vector initialize_s() override

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

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

virtual Vector llt_L_solve(Vector x, Vector rhs) override

virtual Matrix inverse_hessian(Vector x) override

void update_segments()

inline std::vector<std::pair<int, int>> &get_segments()

Vector evaluate(Vector x, VectorFunc func)

Matrix evaluate(Vector x, MatrixFunc func)

Vector evaluate(VoidFunc func)

inline std::vector<LHSCB<IPMDouble>*> &get_barriers()

Public Members

std::vector<LHSCB<IPMDouble>*> _barriers

std::vector<std::pair<int, int>> _segments

std::vector<unsigned> _num_vars_per_barrier

unsigned _num_threads

Private Types

typedef Vector<IPMDouble> Vector

typedef Matrix<IPMDouble> Matrix

typedef Vector (LHSCB<IPMDouble>::* VectorFunc)(Vector)

typedef Matrix (LHSCB<IPMDouble>::* MatrixFunc)(Vector)

typedef Vector (LHSCB<IPMDouble>::* VoidFunc)()