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dsdpstep.c File Reference


Detailed Description

Lanczos procedure determines the maximum step length.

Definition in file dsdpstep.c.

Go to the source code of this file.

Functions

int DSDPFastLanczosSetup (DSDPLanczosStepLength *LZ, SDPConeVec V)
 Use Lanczos procedure. Assume off tridiagonal entries are zero.
int DSDPLanczosDestroy (DSDPLanczosStepLength *LZ)
 Free data structure.
int DSDPLanczosInitialize (DSDPLanczosStepLength *LZ)
 Initialize Lanczos structure.
int DSDPLanczosStepSize (DSDPLanczosStepLength *LZ, SDPConeVec W1, SDPConeVec W2, DSDPDualMat S, DSDPDSMat DS, double *maxstep)
 Compute distance to boundary.
int DSDPRobustLanczosSetup (DSDPLanczosStepLength *LZ, SDPConeVec V)
 Use slowerer but more robust method.
int DSDPSetMaximumLanczosIterations (DSDPLanczosStepLength *LZ, int maxlanczos)
 Set parameter.


Function Documentation

int DSDPFastLanczosSetup DSDPLanczosStepLength LZ,
SDPConeVec  V
 

Use Lanczos procedure. Assume off tridiagonal entries are zero.

Parameters:
LZ structure.
V work vector.

Definition at line 133 of file dsdpstep.c.

Referenced by DSDPBlockSetup().

int DSDPLanczosDestroy DSDPLanczosStepLength LZ  ) 
 

Free data structure.

Parameters:
LZ structure.

Definition at line 191 of file dsdpstep.c.

Referenced by DSDPBlockTakeDown().

int DSDPLanczosInitialize DSDPLanczosStepLength LZ  ) 
 

Initialize Lanczos structure.

Parameters:
LZ structure.

Definition at line 92 of file dsdpstep.c.

Referenced by DSDPBlockInitialize(), and DSDPLanczosDestroy().

int DSDPLanczosStepSize DSDPLanczosStepLength LZ,
SDPConeVec  W1,
SDPConeVec  W2,
DSDPDualMat  S,
DSDPDSMat  DS,
double *  maxstep
 

Compute distance to boundary.

Parameters:
LZ structure.
W1 work vector
W2 work vector
S Current point in factored form.
DS Step direction.
maxstep output is distance to boundary.

Definition at line 247 of file dsdpstep.c.

int DSDPRobustLanczosSetup DSDPLanczosStepLength LZ,
SDPConeVec  V
 

Use slowerer but more robust method.

Parameters:
LZ structure.
V work vector.

Definition at line 163 of file dsdpstep.c.

Referenced by DSDPBlockSetup().

int DSDPSetMaximumLanczosIterations DSDPLanczosStepLength LZ,
int  maxlanczos
 

Set parameter.

Parameters:
LZ structure.
maxlanczos a parameter.

Definition at line 119 of file dsdpstep.c.

Referenced by DSDPBlockSetup().


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