File crhmc_problem.h

Defines

SIMD_LEN

Variables

const size_t chol_k = (SIMD_LEN == 0) ? 1 : SIMD_LEN

template<typename Point, typename Input> class crhmc_problem

#include <crhmc_problem.h>

Crhmc sampling problem: With this the user can define a crhmc polytope sampling problem

Template Parameters:

Point – Point type
Input – Input format

Public Types

using NT = double

using PolytopeType = HPolytope<Point>

using MT = Eigen::Matrix<NT, Eigen::Dynamic, Eigen::Dynamic>

using VT = Eigen::Matrix<NT, Eigen::Dynamic, 1>

using IVT = Eigen::Matrix<int, Eigen::Dynamic, 1>

using SpMat = Eigen::SparseMatrix<NT>

using PM = Eigen::PermutationMatrix<Eigen::Dynamic, Eigen::Dynamic, int>

using IndexVector = Eigen::Matrix<int, Eigen::Dynamic, 1>

using CholObj = PackedChol<chol_k, int>

using Triple = Eigen::Triplet<NT>

using Barrier = two_sided_barrier<Point>

using Tx = FloatArray<double, chol_k>

using Opts = opts<NT>

using Diagonal_MT = Eigen::DiagonalMatrix<NT, Eigen::Dynamic>

using Func = typename Input::Func

using Grad = typename Input::Grad

using Hess = typename Input::Hess

using Crhmc_problem = crhmc_problem<Point, Input>

Public Functions

inline int equations() const

inline int dimension() const

inline int nnz() const

inline int remove_fixed_variables(const NT tol = 1e-12)

inline int extract_collapsed_variables()

inline void rescale(const VT x = VT::Zero(0, 1))

inline void splitDenseCols(const int maxnz)

template<typename MatrixType> inline void append_map(MatrixType const &S, VT const &z)

inline void shift_barrier(VT const &x)

inline void reorder()

inline int remove_dependent_rows(NT tolerance = 1e-12, NT infinity = 1e+64)

inline void simplify()

inline VT estimate_width(bool use_center = false)

template<typename StreamType> inline void print(StreamType &stream, std::string const message = "Printing Sparse problem")

inline void make_format(Input const &input, MT const &S)

inline void make_format(Input const &input, SpMat const &S)

inline crhmc_problem(Input const &input, Opts _options = Opts())

inline void PreproccessProblem()

inline std::pair<VT, VT> analytic_center_oracle(VT const &x)

inline std::pair<VT, VT> lewis_center_oracle(VT const &x, VT const &w)

inline std::tuple<VT, MT, MT> f_oracle(MT const &x)

inline void updateT()

Public Members

unsigned int _d

MT A

SpMat Asp

VT b

VT lb

VT ub

Barrier barrier

Opts options

SpMat T

VT y

std::vector<int> Tidx

VT Ta

bool isempty_center = true

VT center = VT::Zero(0, 1)

VT analytic_ctr

VT w_center

VT width

int nP

Func &func

Grad &df

Hess &ddf

bool fZero

bool fHandle

bool dfHandle

bool ddfHandle

bool terminate = false

std::string terminate_message

const NT inf = options.max_coord

const NT barrier_bound = 1e7