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value_type | AbstractLinAlgPack::max_element (const Vector &v) |
| Compute the maximum element in a vector. More...
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std::pair< value_type, value_type > | AbstractLinAlgPack::max_near_feas_step (const Vector &x, const Vector &d, const Vector &xl, const Vector &xu, value_type max_bnd_viol) |
| Computes the maximum positive and negative step that can be taken that are within the relaxed bounds. More...
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value_type | AbstractLinAlgPack::max_rel_step (const Vector &x, const Vector &d) |
| Computes the maximum relative step of x = x + d . More...
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value_type | AbstractLinAlgPack::fraction_to_boundary (const value_type tau, const Vector &x, const Vector &d, const Vector &xl, const Vector &xu) |
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value_type | AbstractLinAlgPack::fraction_to_zero_boundary (const value_type tau, const Vector &x, const Vector &d) |
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size_type | AbstractLinAlgPack::num_bounded (const Vector &xl, const Vector &xu, value_type inf_bound) |
| Count the number of finitly bounded elements in xl <= x <= xu . More...
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value_type | AbstractLinAlgPack::log_bound_barrier (const Vector &x, const Vector &xl, const Vector &xu) |
| Computes the log barrier term: More...
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value_type | AbstractLinAlgPack::combined_nu_comp_err (const Vector &v, const Vector &x, const Vector &xl, const Vector &xu) |
| Computes an estimate of the complementarity error. More...
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value_type | AbstractLinAlgPack::combined_nu_comp_err_lower (const Vector &v, const Vector &x, const Vector &xl) |
| Computes an estimate of the complementarity error when only the lower bounds are non-infinite. More...
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value_type | AbstractLinAlgPack::combined_nu_comp_err_upper (const Vector &v, const Vector &x, const Vector &xu) |
| Computes an estimate of the complementarity error when only the upper bounds are non-infinite. More...
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value_type | AbstractLinAlgPack::IP_comp_err_with_mu (const value_type mu, const value_type inf_bound, const Vector &x, const Vector &xl, const Vector &xu, const Vector &vl, const Vector &vu) |
| Computes the complementarity error for a primal/dual interior point algorithm using inf norm. More...
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bool | AbstractLinAlgPack::max_inequ_viol (const AbstractLinAlgPack::Vector &v, const AbstractLinAlgPack::Vector &vL, const AbstractLinAlgPack::Vector &vU, AbstractLinAlgPack::size_type *max_viol_i, AbstractLinAlgPack::value_type *max_viol, AbstractLinAlgPack::value_type *v_i, int *bnd_type, AbstractLinAlgPack::value_type *vLU_i) |
| Compute the maximum violation from a set of inequality constraints vL <= v <= vU . More...
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void | AbstractLinAlgPack::force_in_bounds (const Vector &xl, const Vector &xu, VectorMutable *x) |
| Force a vector in bounds. More...
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void | AbstractLinAlgPack::force_in_bounds_buffer (const value_type rel_push, const value_type abs_push, const Vector &xl, const Vector &xu, VectorMutable *x) |
| Force a vector sufficiently within bounds according to a specified absolute and relative buffer. More...
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void | AbstractLinAlgPack::inv_of_difference (const value_type alpha, const Vector &v0, const Vector &v1, VectorMutable *z) |
| Computes the inverse of the difference between two vectors. More...
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void | AbstractLinAlgPack::correct_lower_bound_multipliers (const Vector &xl, const value_type inf_bound_limit, VectorMutable *vl) |
| Corrects the lower bound multipliers with infinite bounds. More...
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void | AbstractLinAlgPack::correct_upper_bound_multipliers (const Vector &xu, const value_type inf_bound_limit, VectorMutable *vu) |
| Corrects the upper bound multipliers with infinite bounds. More...
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void | AbstractLinAlgPack::lowerbound_multipliers_step (const value_type mu, const Vector &invXl, const Vector &vl, const Vector &d_k, VectorMutable *dvl) |
| Calculates the multiplier step for lower bounds. More...
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void | AbstractLinAlgPack::upperbound_multipliers_step (const value_type mu, const Vector &invXu, const Vector &vu, const Vector &d_k, VectorMutable *dvu) |
| Calculates the multiplier step for the upper bounds. More...
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void | AbstractLinAlgPack::ele_wise_sqrt (VectorMutable *z) |
| Calculates the sqrt of each element in the vector Pre Condition: all elements of z must be positive. More...
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void | AbstractLinAlgPack::max_vec_scalar (value_type min_ele, VectorMutable *y) |
| Take the maximum value of the vector elements and a scalar. More...
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void | AbstractLinAlgPack::max_abs_vec_scalar (value_type min_ele, VectorMutable *y) |
| Take the maximum value of the absolute vector elements and a scalar. More...
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