File rounding_util_functions.hpp

Enums

enum EllipsoidType

Values:

enumerator MAX_ELLIPSOID

enumerator LOG_BARRIER

enumerator VOLUMETRIC_BARRIER

enumerator VAIDYA_BARRIER

Functions

template<typename VT> auto get_max_step(VT const &Ad, VT const &b_Ax)

template<typename NT, typename MT> static inline auto initialize_chol(MT const &mat)

template<typename NT, typename MT> static inline auto initialize_chol(MT const &A_trans, MT const &A)

template<typename NT, typename MT, typename Eigen_lltMT, typename VT> static inline VT solve_vec(std::unique_ptr<Eigen_lltMT> const &llt, MT const &H, VT const &b)

template<typename Eigen_lltMT, typename MT, typename NT> static inline Eigen::Matrix<NT, Eigen::Dynamic, Eigen::Dynamic> solve_mat(std::unique_ptr<Eigen_lltMT> const &llt, MT const &H, MT const &mat, NT &logdetE)

template<typename NT, typename MT, typename diag_MT> static inline void update_Atrans_Diag_A(MT &H, MT const &A_trans, MT const &A, diag_MT const &D)

template<typename NT, typename MT, typename diag_MT> static inline void update_Diag_A(MT &H, diag_MT const &D, MT const &A)

template<typename NT, typename MT, typename diag_MT> static inline void update_A_Diag(MT &H, MT const &A, diag_MT const &D)

template<typename NT, typename MT> static inline auto get_mat_prod_op(MT const &E)

template<typename NT, typename SpectraMatProdNT> static inline auto get_eigs_solver(std::unique_ptr<SpectraMatProdNT> const &op, int const n)

template<typename NT, typename MT> static inline void init_Bmat(MT &B, int const n, MT const &A_trans, MT const &A)

template<typename NT, typename MT, typename VT> static inline void update_Bmat(MT &B, VT const &AtDe, VT const &d, MT const &AtD, MT const &A)

template<int BarrierType, typename NT> std::tuple<NT, NT> init_step()

template<typename MT_dense, int BarrierType, typename MT, typename VT, typename llt_type, typename NT> void get_barrier_hessian_grad(MT const &A, MT const &A_trans, VT const &b, VT const &x, VT const &Ax, llt_type const &llt, MT &H, VT &grad, VT &b_Ax, NT &obj_val)

template<int BarrierType, typename NT> void get_step_next_iteration(NT const obj_val_prev, NT const obj_val, NT const tol_obj, NT &step_iter)

template<typename NT> struct JohnEllipsoidParams

Public Members

unsigned int maxiter = 500

NT tol = 1e-6

NT reg = 1e-3

template<typename NT> struct BarrierParams

Public Members

unsigned int maxiter = 500

NT grad_err_tol = 1e-08

NT rel_pos_err_tol = 1e-12

template<typename NT> struct EllipsoidParams

Public Members

JohnEllipsoidParams<NT> john_params

BarrierParams<NT> barrier_params

template<int T> struct AssertBarrierFalseType : public std::false_type

template<typename T> struct AssertFalseType : public std::false_type