File two_sided_barrier.h

template<typename Point>
class two_sided_barrier

#include <two_sided_barrier.h>

A two sided barrier used by crhmc sampler.

Template Parameters:

Point – Point Type

Public Functions

inline void set_bound(VT const &_lb, VT const &_ub)

inline two_sided_barrier(VT const &_lb, VT const &_ub, int _vdim = 1)

inline two_sided_barrier()

inline VT gradient(VT const &x)

inline VT hessian(VT const &x)

inline MT hessian(MT const &x)

inline MT tensor(MT const &x)

inline MT quadratic_form_gradient(MT const &x, MT const &u)

inline VT quadratic_form_gradient(VT const &x, VT const &u)

inline NT step_size(VT const &x, VT const &v)

inline VT boundary_distance(VT const &x)

inline bool feasible(VT const &x)

inline VT feasible(MT const &x)

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::pair<VT, VT> boundary(VT const &x)

Public Members

VT lb

VT ub

int vdim

int n

std::vector<int> upperIdx

std::vector<int> lowerIdx

std::vector<int> freeIdx

VT center

const NT max_step = 1e16

const NT regularization_constant = 1e-20

const NT unbounded_center_coord = 1e6

MT extraHessian

const NT inf = std::numeric_limits<NT>::infinity()

Private Types

using NT = typename Point::FT

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

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