KktSolver Class Reference

A type to describe a solver for a KKT equation. More...

#include <KktSolver.hpp>

Public Member Functions
	KktSolver ()
	Construct a default KktSolver instance.
	KktSolver (const KktSolver &other)
	Construct a copy of a KktSolver instance.
virtual	~KktSolver ()
	Destroy this KktSolver instance.
auto	operator= (KktSolver other) -> KktSolver &
	Assign a KktSolver instance to this.
auto	result () const -> const KktResult &
	Return the result of the last calculation.
auto	setOptions (const KktOptions &options) -> void
	Set the options for the KKT calculations.
auto	decompose (const KktMatrix &lhs) -> void
	Decompose the KKT matrix before solving it.
auto	solve (const KktVector &rhs, KktSolution &sol) -> void
	Solve the KKT equation using an appropriate and efficient approach according to a priori decomposition call. More...

Detailed Description

A type to describe a solver for a KKT equation.

Member Function Documentation

solve()

auto solve	(	const KktVector &	rhs,
		KktSolution &	sol
	)		-> void

Solve the KKT equation using an appropriate and efficient approach according to a priori decomposition call.

The KKT equation is solved using an LU decomposition if the matrices H and A are dense. A rangespace approach is used instead if either the inverse of the H matrix is known or it has a diagonal structure. Finally, if the matrix A has been specified to be constant, then an efficient nullspace approach is used to reduce the system of linear equations.

Parameters

rhs	The right-hand side vector of the KKT equation
sol	The solution vector of the KKT equation

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The documentation for this class was generated from the following files:

• Reaktoro/Optimization/KktSolver.hpp
• Reaktoro/Optimization/KktSolver.cpp