dsdpcg.c File Reference

Apply Conjugate Gradient method to solve the Schur matrix. More...

Go to the source code of this file.

Functions

int DSDPCGSolve (DSDP dsdp, DSDPSchurMat MM, DSDPVec RHS, DSDPVec X, double cgtol, DSDPTruth *success)
 Apply CG to solve for the step directions.

Detailed Description

Apply Conjugate Gradient method to solve the Schur matrix.

Definition in file dsdpcg.c.


Function Documentation

int DSDPCGSolve ( DSDP  dsdp,
DSDPSchurMat  MM,
DSDPVec  RHS,
DSDPVec  X,
double  cgtol,
DSDPTruth success 
)

Apply CG to solve for the step directions.

Parameters:
dsdp the solver
MM matrix
RHS right-hand side
X solution
cgtol accuracy
success output whether a solution of suitable accuracy was found

Definition at line 239 of file dsdpcg.c.

Referenced by DSDPComputeDualStepDirections(), and DSDPSolveDynamicRho().


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