AbstractLinAlgPack_VectorAuxiliaryOps.hpp File Reference

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

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Namespaces

namespace  AbstractLinAlgPack

Functions

value_type max_element (const Vector &v)
 Compute the maximum element in a vector.
std::pair< value_type, value_typemax_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.
value_type max_rel_step (const Vector &x, const Vector &d)
 Computes the maximum relative step of x = x + d.
value_type fraction_to_boundary (const value_type tau, const Vector &x, const Vector &d, const Vector &xl, const Vector &xu)
value_type fraction_to_zero_boundary (const value_type tau, const Vector &x, const Vector &d)
size_type num_bounded (const Vector &xl, const Vector &xu, value_type inf_bound)
 Count the number of finitly bounded elements in xl <= x <= xu.
value_type log_bound_barrier (const Vector &x, const Vector &xl, const Vector &xu)
 Computes the log barrier term:.
value_type combined_nu_comp_err (const Vector &v, const Vector &x, const Vector &xl, const Vector &xu)
 Computes an estimate of the complementarity error.
value_type 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.
value_type 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.
value_type 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 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 force_in_bounds (const Vector &xl, const Vector &xu, VectorMutable *x)
 Force a vector in bounds.
void 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 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 correct_lower_bound_multipliers (const Vector &xl, const value_type inf_bound_limit, VectorMutable *vl)
 Corrects the lower bound multipliers with infinite bounds.
void correct_upper_bound_multipliers (const Vector &xu, const value_type inf_bound_limit, VectorMutable *vu)
 Corrects the upper bound multipliers with infinite bounds.
void 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 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 ele_wise_sqrt (VectorMutable *z)
 Calculates the sqrt of each element in the vector Pre Condition: all elements of z must be positive.
void max_vec_scalar (value_type min_ele, VectorMutable *y)
 Take the maximum value of the vector elements and a scalar.
void 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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