AbstractLinAlgPack_VectorAuxiliaryOps.hpp File Reference

#include <utility>
#include "AbstractLinAlgPack_VectorMutable.hpp"

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Namespaces

namespace  AbstractLinAlgPack

Functions

AbstractLinAlgPack::value_type AbstractLinAlgPack::max_element (const Vector &v)
 Compute the maximum element in a vector.
std::pair< AbstractLinAlgPack::value_type,
AbstractLinAlgPack::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.
AbstractLinAlgPack::value_type AbstractLinAlgPack::max_rel_step (const Vector &x, const Vector &d)
 Computes the maximum relative step of x = x + d.
AbstractLinAlgPack::value_type AbstractLinAlgPack::fraction_to_boundary (const value_type tau, const Vector &x, const Vector &d, const Vector &xl, const Vector &xu)
AbstractLinAlgPack::value_type AbstractLinAlgPack::fraction_to_zero_boundary (const value_type tau, const Vector &x, const Vector &d)
AbstractLinAlgPack::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.
AbstractLinAlgPack::value_type AbstractLinAlgPack::log_bound_barrier (const Vector &x,const Vector &xl,const Vector &xu)
 Computes the log barrier term:.
AbstractLinAlgPack::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.
AbstractLinAlgPack::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.
AbstractLinAlgPack::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.
AbstractLinAlgPack::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.
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.
void AbstractLinAlgPack::force_in_bounds (const Vector &xl, const Vector &xu, VectorMutable *x)
 Force a vector in bounds.
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.
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.
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.
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.
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.
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.
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.
void AbstractLinAlgPack::max_vec_scalar (value_type min_ele,VectorMutable *y)
 Take the maximum value of the vector elements and a scalar.
void AbstractLinAlgPack::max_abs_vec_scalar (value_type min_ele,VectorMutable *y)
 Take the maximum value of the absolute vector elements and a scalar.


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