chol_solve_ip Class Reference

Solves KKT system using Cholesky decomposition. More...

#include <chol_solve_ip.h>

List of all members.

Public Member Functions
	chol_solve_ip (const int)
	Constructor.
	~chol_solve_ip ()
void	solve (const problem_parameters &, const double *, const double *, const double *, double *)
	Determines feasible descent direction.
Private Attributes
matrix_E	E
	matrix of equality constraints
matrix_ecL_ip	ecL
	L for equality constraints, see 'Cholesky factor'.
double *	w
	Lagrange multipliers.

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Detailed Description

Solves KKT system using Cholesky decomposition.

Definition at line 33 of file chol_solve_ip.h.

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Constructor & Destructor Documentation

chol_solve_ip::chol_solve_ip

(

const int

N

)

Constructor.

Parameters:

[in]

N

size of the preview window.

Definition at line 28 of file chol_solve_ip.cpp.

chol_solve_ip::~chol_solve_ip

(

)

Definition at line 34 of file chol_solve_ip.cpp.

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Member Function Documentation

void chol_solve_ip::solve	(	const problem_parameters &	ppar,
		const double *	i2hess_grad,
		const double *	i2hess,
		const double *	x,
		double *	dx
	)

Determines feasible descent direction.

Parameters:

[in]	ppar	parameters.
[in]	i2hess_grad	negated inverted hessian * g.
[in]	i2hess	diagonal elements of inverted hessian.
[in]	x	initial guess.
[out]	dx	feasible descent direction, must be allocated.

Definition at line 51 of file chol_solve_ip.cpp.

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Member Data Documentation

matrix_E chol_solve_ip::E [private]

matrix of equality constraints

Definition at line 44 of file chol_solve_ip.h.

matrix_ecL_ip chol_solve_ip::ecL [private]

L for equality constraints, see 'Cholesky factor'.

Definition at line 47 of file chol_solve_ip.h.

double* chol_solve_ip::w [private]

Lagrange multipliers.

Definition at line 50 of file chol_solve_ip.h.

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The documentation for this class was generated from the following files:

• solver/chol_solve_ip.h
• solver/chol_solve_ip.cpp