<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd"> <html xmlns="http://www.w3.org/1999/xhtml"> <head> <meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/> <title>DSDP: src/solver/dualalg.c File Reference</title> <link href="tabs.css" rel="stylesheet" type="text/css"/> <link href="doxygen.css" rel="stylesheet" type="text/css"/> </head> <body> <!-- Generated by Doxygen 1.7.4 --> <div id="top"> <div id="titlearea"> <table cellspacing="0" cellpadding="0"> <tbody> <tr style="height: 56px;"> <td style="padding-left: 0.5em;"> <div id="projectname">DSDP</div> </td> </tr> </tbody> </table> </div> <div id="navrow1" class="tabs"> <ul class="tablist"> <li><a href="index.html"><span>Main Page</span></a></li> <li><a href="pages.html"><span>Related Pages</span></a></li> <li><a href="modules.html"><span>Modules</span></a></li> <li><a href="annotated.html"><span>Data Structures</span></a></li> <li class="current"><a 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Functions</h2></td></tr> <tr><td class="memItemLeft" align="right" valign="top">int </td><td class="memItemRight" valign="bottom"><a class="el" href="dualalg_8c.html#aff5c9ba243804682fe3b317dc98e2552">DSDPChooseBarrierParameter</a> (<a class="el" href="structDSDP__C.html">DSDP</a>, double, double *, double *)</td></tr> <tr><td class="mdescLeft"> </td><td class="mdescRight">DSDP barrier heuristic choses the smalles value of mu such that X>0. <a href="#aff5c9ba243804682fe3b317dc98e2552"></a><br/></td></tr> <tr><td class="memItemLeft" align="right" valign="top">int </td><td class="memItemRight" valign="bottom"><a class="el" href="group__DSDPSolver.html#ga751ef8af8faeff2f298088cc875a35ac">DSDPComputeAndFactorS</a> (<a class="el" href="structDSDP__C.html">DSDP</a> dsdp, <a class="el" href="dsdpbasictypes_8h.html#ae667f2bff3ab5ab0bc109fa76dc4ed65">DSDPTruth</a> *psdefinite)</td></tr> <tr><td class="mdescLeft"> </td><td class="mdescRight">Compute and factor the dual matrix variables. <a href="group__DSDPSolver.html#ga751ef8af8faeff2f298088cc875a35ac"></a><br/></td></tr> <tr><td class="memItemLeft" align="right" valign="top">int </td><td class="memItemRight" valign="bottom"><a class="el" href="dualalg_8c.html#a6dbdc2c2d1fd767b6076fc2f20f6ee09">DSDPComputeDualStepDirections</a> (<a class="el" href="structDSDP__C.html">DSDP</a> dsdp)</td></tr> <tr><td class="mdescLeft"> </td><td class="mdescRight">Compute the step direction by computing a linear system and solving it. <a href="#a6dbdc2c2d1fd767b6076fc2f20f6ee09"></a><br/></td></tr> <tr><td class="memItemLeft" align="right" valign="top">int </td><td class="memItemRight" valign="bottom"><a class="el" href="dualalg_8c.html#a4a04f9882a4b6604ecffceac4264b391">DSDPInitializeVariables</a> (<a class="el" href="structDSDP__C.html">DSDP</a> dsdp)</td></tr> <tr><td class="mdescLeft"> </td><td class="mdescRight">Initialize variables and factor S. <a href="#a4a04f9882a4b6604ecffceac4264b391"></a><br/></td></tr> <tr><td class="memItemLeft" align="right" valign="top">int </td><td class="memItemRight" valign="bottom"><a class="el" href="dualalg_8c.html#af262352046fddd0988f0f5a59b008c6f">DSDPResetY0</a> (<a class="el" href="structDSDP__C.html">DSDP</a>)</td></tr> <tr><td class="mdescLeft"> </td><td class="mdescRight">After 1 iteration, consider increasing the variable r. <a href="#af262352046fddd0988f0f5a59b008c6f"></a><br/></td></tr> <tr><td class="memItemLeft" align="right" valign="top">int </td><td class="memItemRight" valign="bottom"><a class="el" href="dualalg_8c.html#afb23fdbc50bdf8a8121c2ed619a1a313">DSDPSolveDynamicRho</a> (<a class="el" href="structDSDP__C.html">DSDP</a> dsdp)</td></tr> <tr><td class="mdescLeft"> </td><td class="mdescRight">Apply dual-scaling algorithm. <a href="#afb23fdbc50bdf8a8121c2ed619a1a313"></a><br/></td></tr> <tr><td class="memItemLeft" align="right" valign="top">int </td><td class="memItemRight" valign="bottom"><a class="el" href="dualalg_8c.html#a9ebf24d9826d192879688033b391d22a">DSDPYStepLineSearch</a> (<a class="el" href="structDSDP__C.html">DSDP</a>, double, double, <a class="el" href="dsdpvec_8h.html#a421243d35437ad44ded3c1e34198e8e9">DSDPVec</a>)</td></tr> <tr><td class="mdescLeft"> </td><td class="mdescRight">Used for Newton step, the merit function of this line search is the dual potential function. <a href="#a9ebf24d9826d192879688033b391d22a"></a><br/></td></tr> <tr><td class="memItemLeft" align="right" valign="top">int </td><td class="memItemRight" valign="bottom"><a class="el" href="dualalg_8c.html#aa1ba256ca46d2edbab2553f8317da613">DSDPYStepLineSearch2</a> (<a class="el" href="structDSDP__C.html">DSDP</a>, double, double, <a class="el" href="dsdpvec_8h.html#a421243d35437ad44ded3c1e34198e8e9">DSDPVec</a>)</td></tr> <tr><td class="mdescLeft"> </td><td class="mdescRight">Used for centering steps, the merit function of this line search is the objective function plus the barrier term. <a href="#aa1ba256ca46d2edbab2553f8317da613"></a><br/></td></tr> </table> <hr/><a name="details" id="details"></a><h2>Detailed Description</h2> <div class="textblock"><p>Implements the dual-scaling algorithm. </p> <p>Definition in file <a class="el" href="dualalg_8c_source.html">dualalg.c</a>.</p> </div><hr/><h2>Function Documentation</h2> <a class="anchor" id="aff5c9ba243804682fe3b317dc98e2552"></a><!-- doxytag: member="dualalg.c::DSDPChooseBarrierParameter" ref="aff5c9ba243804682fe3b317dc98e2552" args="(DSDP, double, double *, double *)" --> <div class="memitem"> <div class="memproto"> <table class="memname"> <tr> <td class="memname">int DSDPChooseBarrierParameter </td> <td>(</td> <td class="paramtype"><a class="el" href="structDSDP__C.html">DSDP</a> </td> <td class="paramname"><em>dsdp</em>, </td> </tr> <tr> <td class="paramkey"></td> <td></td> <td class="paramtype">double </td> <td class="paramname"><em>mutarget</em>, </td> </tr> <tr> <td class="paramkey"></td> <td></td> <td class="paramtype">double * </td> <td class="paramname"><em>ppstep</em>, </td> </tr> <tr> <td class="paramkey"></td> <td></td> <td class="paramtype">double * </td> <td class="paramname"><em>nextmutarget</em> </td> </tr> <tr> <td></td> <td>)</td> <td></td><td></td> </tr> </table> </div> <div class="memdoc"> <p>DSDP barrier heuristic choses the smalles value of mu such that X>0. </p> <dl><dt><b>Parameters:</b></dt><dd> <table class="params"> <tr><td class="paramname">dsdp</td><td>solver </td></tr> <tr><td class="paramname">mutarget</td><td>current barrier parameter </td></tr> <tr><td class="paramname">ppstep</td><td>set to primal step length </td></tr> <tr><td class="paramname">nextmutarget</td><td>set to new target barrier parameter This routine implements a dynamic strategy for reducing the barrier parameter. Basically, it looks for the smallest barrier parameter for which the primal matrix X is psd. Lower and upper bounds to this parameter also apply. </td></tr> </table> </dd> </dl> <p>Definition at line <a class="el" href="dualalg_8c_source.html#l00240">240</a> of file <a class="el" href="dualalg_8c_source.html">dualalg.c</a>.</p> <p>Referenced by <a class="el" href="dualalg_8c_source.html#l00121">DSDPSolveDynamicRho()</a>.</p> </div> </div> <a class="anchor" id="a6dbdc2c2d1fd767b6076fc2f20f6ee09"></a><!-- doxytag: member="dualalg.c::DSDPComputeDualStepDirections" ref="a6dbdc2c2d1fd767b6076fc2f20f6ee09" args="(DSDP dsdp)" --> <div class="memitem"> <div class="memproto"> <table class="memname"> <tr> <td class="memname">int DSDPComputeDualStepDirections </td> <td>(</td> <td class="paramtype"><a class="el" href="structDSDP__C.html">DSDP</a> </td> <td class="paramname"><em>dsdp</em></td><td>)</td> <td></td> </tr> </table> </div> <div class="memdoc"> <p>Compute the step direction by computing a linear system and solving it. </p> <dl><dt><b>Parameters:</b></dt><dd> <table class="params"> <tr><td class="paramname">dsdp</td><td>the solver</td></tr> </table> </dd> </dl> <p>DSDP first attempts unpreconditioned CG to the matrix. Once the number of iterations becomes too large, it swithes a CG preconditioned by the Cholesky factorization. Usually only one iteration of the preconditioned CG is necessary, but solutions with large norms and very precise solutions may require additional iterations. </p> <p>Definition at line <a class="el" href="dualalg_8c_source.html#l00370">370</a> of file <a class="el" href="dualalg_8c_source.html">dualalg.c</a>.</p> <p>Referenced by <a class="el" href="dualalg_8c_source.html#l00121">DSDPSolveDynamicRho()</a>.</p> </div> </div> <a class="anchor" id="a4a04f9882a4b6604ecffceac4264b391"></a><!-- doxytag: member="dualalg.c::DSDPInitializeVariables" ref="a4a04f9882a4b6604ecffceac4264b391" args="(DSDP dsdp)" --> <div class="memitem"> <div class="memproto"> <table class="memname"> <tr> <td class="memname">int DSDPInitializeVariables </td> <td>(</td> <td class="paramtype"><a class="el" href="structDSDP__C.html">DSDP</a> </td> <td class="paramname"><em>dsdp</em></td><td>)</td> <td></td> </tr> </table> </div> <div class="memdoc"> <p>Initialize variables and factor S. </p> <dl><dt><b>Parameters:</b></dt><dd> <table class="params"> <tr><td class="paramname">dsdp</td><td>the solver </td></tr> </table> </dd> </dl> <p>Definition at line <a class="el" href="dualalg_8c_source.html#l00475">475</a> of file <a class="el" href="dualalg_8c_source.html">dualalg.c</a>.</p> <p>Referenced by <a class="el" href="dsdpsetup_8c_source.html#l00343">DSDPSolve()</a>.</p> </div> </div> <a class="anchor" id="af262352046fddd0988f0f5a59b008c6f"></a><!-- doxytag: member="dualalg.c::DSDPResetY0" ref="af262352046fddd0988f0f5a59b008c6f" args="(DSDP)" --> <div class="memitem"> <div class="memproto"> <table class="memname"> <tr> <td class="memname">int DSDPResetY0 </td> <td>(</td> <td class="paramtype"><a class="el" href="structDSDP__C.html">DSDP</a> </td> <td class="paramname"><em>dsdp</em></td><td>)</td> <td></td> </tr> </table> </div> <div class="memdoc"> <p>After 1 iteration, consider increasing the variable r. </p> <dl><dt><b>Parameters:</b></dt><dd> <table class="params"> <tr><td class="paramname">dsdp</td><td>solver </td></tr> </table> </dd> </dl> <p>Definition at line <a class="el" href="dualalg_8c_source.html#l00328">328</a> of file <a class="el" href="dualalg_8c_source.html">dualalg.c</a>.</p> <p>Referenced by <a class="el" href="dualalg_8c_source.html#l00121">DSDPSolveDynamicRho()</a>.</p> </div> </div> <a class="anchor" id="afb23fdbc50bdf8a8121c2ed619a1a313"></a><!-- doxytag: member="dualalg.c::DSDPSolveDynamicRho" ref="afb23fdbc50bdf8a8121c2ed619a1a313" args="(DSDP dsdp)" --> <div class="memitem"> <div class="memproto"> <table class="memname"> <tr> <td class="memname">int DSDPSolveDynamicRho </td> <td>(</td> <td class="paramtype"><a class="el" href="structDSDP__C.html">DSDP</a> </td> <td class="paramname"><em>dsdp</em></td><td>)</td> <td></td> </tr> </table> </div> <div class="memdoc"> <p>Apply dual-scaling algorithm. </p> <dl><dt><b>Parameters:</b></dt><dd> <table class="params"> <tr><td class="paramname">dsdp</td><td>the solver </td></tr> </table> </dd> </dl> <p>Definition at line <a class="el" href="dualalg_8c_source.html#l00121">121</a> of file <a class="el" href="dualalg_8c_source.html">dualalg.c</a>.</p> <p>Referenced by <a class="el" href="dsdpsetup_8c_source.html#l00343">DSDPSolve()</a>.</p> </div> </div> <a class="anchor" id="a9ebf24d9826d192879688033b391d22a"></a><!-- doxytag: member="dualalg.c::DSDPYStepLineSearch" ref="a9ebf24d9826d192879688033b391d22a" args="(DSDP, double, double, DSDPVec)" --> <div class="memitem"> <div class="memproto"> <table class="memname"> <tr> <td class="memname">int DSDPYStepLineSearch </td> <td>(</td> <td class="paramtype"><a class="el" href="structDSDP__C.html">DSDP</a> </td> <td class="paramname"><em>dsdp</em>, </td> </tr> <tr> <td class="paramkey"></td> <td></td> <td class="paramtype">double </td> <td class="paramname"><em>mutarget</em>, </td> </tr> <tr> <td class="paramkey"></td> <td></td> <td class="paramtype">double </td> <td class="paramname"><em>dstep0</em>, </td> </tr> <tr> <td class="paramkey"></td> <td></td> <td class="paramtype"><a class="el" href="dsdpvec_8h.html#a421243d35437ad44ded3c1e34198e8e9">DSDPVec</a> </td> <td class="paramname"><em>dy</em> </td> </tr> <tr> <td></td> <td>)</td> <td></td><td></td> </tr> </table> </div> <div class="memdoc"> <p>Used for Newton step, the merit function of this line search is the dual potential function. </p> <dl><dt><b>Parameters:</b></dt><dd> <table class="params"> <tr><td class="paramname">dsdp</td><td>the solver </td></tr> <tr><td class="paramname">mutarget</td><td>barrier parameter </td></tr> <tr><td class="paramname">dstep0</td><td>initial step length </td></tr> <tr><td class="paramname">dy</td><td>step direction </td></tr> </table> </dd> </dl> <p>Definition at line <a class="el" href="dualalg_8c_source.html#l00024">24</a> of file <a class="el" href="dualalg_8c_source.html">dualalg.c</a>.</p> <p>Referenced by <a class="el" href="dualalg_8c_source.html#l00121">DSDPSolveDynamicRho()</a>.</p> </div> </div> <a class="anchor" id="aa1ba256ca46d2edbab2553f8317da613"></a><!-- doxytag: member="dualalg.c::DSDPYStepLineSearch2" ref="aa1ba256ca46d2edbab2553f8317da613" args="(DSDP, double, double, DSDPVec)" --> <div class="memitem"> <div class="memproto"> <table class="memname"> <tr> <td class="memname">int DSDPYStepLineSearch2 </td> <td>(</td> <td class="paramtype"><a class="el" href="structDSDP__C.html">DSDP</a> </td> <td class="paramname"><em>dsdp</em>, </td> </tr> <tr> <td class="paramkey"></td> <td></td> <td class="paramtype">double </td> <td class="paramname"><em>mutarget</em>, </td> </tr> <tr> <td class="paramkey"></td> <td></td> <td class="paramtype">double </td> <td class="paramname"><em>dstep0</em>, </td> </tr> <tr> <td class="paramkey"></td> <td></td> <td class="paramtype"><a class="el" href="dsdpvec_8h.html#a421243d35437ad44ded3c1e34198e8e9">DSDPVec</a> </td> <td class="paramname"><em>dy</em> </td> </tr> <tr> <td></td> <td>)</td> <td></td><td></td> </tr> </table> </div> <div class="memdoc"> <p>Used for centering steps, the merit function of this line search is the objective function plus the barrier term. </p> <dl><dt><b>Parameters:</b></dt><dd> <table class="params"> <tr><td class="paramname">dsdp</td><td>the solver </td></tr> <tr><td class="paramname">mutarget</td><td>barrier parameter </td></tr> <tr><td class="paramname">dstep0</td><td>initial step length </td></tr> <tr><td class="paramname">dy</td><td>step direction </td></tr> </table> </dd> </dl> <p>Definition at line <a class="el" href="dualalg_8c_source.html#l00073">73</a> of file <a class="el" href="dualalg_8c_source.html">dualalg.c</a>.</p> <p>Referenced by <a class="el" href="dualalg_8c_source.html#l00121">DSDPSolveDynamicRho()</a>.</p> </div> </div> </div> <hr class="footer"/><address class="footer"><small>Generated on Wed Jun 8 2011 for DSDP by  <a href="http://www.doxygen.org/index.html"> <img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.7.4 </small></address> </body> </html>