Struct AdmmSolver 

pub struct AdmmSolver { /* private fields */ }

ADMM solver using Clarabel for subproblems

Implementations

impl AdmmSolver

pub fn new() -> Self

Create a new ADMM solver

pub fn with_params(params: AdmmParams) -> Self

Create ADMM solver with custom parameters

pub fn solve_qp_admm<F>( &mut self, p: &DMatrix<f64>, q: &DVector<f64>, a: &DMatrix<f64>, b: &DMatrix<f64>, c: &DVector<f64>, z_update: F, ) -> SolverResult<Solution>

where F: Fn(&DVector<f64>, &DVector<f64>, f64) -> DVector<f64>,

Solve quadratic programming with equality constraints using ADMM

minimize (1/2) x^T P x + q^T x + g(z) subject to Ax + Bz = c

where g(z) is handled by the z-update (e.g., indicator functions, norms)

pub fn solve_lasso( &mut self, a: &DMatrix<f64>, b: &DVector<f64>, lambda: f64, ) -> SolverResult<Solution>

Solve LASSO problem: minimize ||Ax - b||² + λ||x||₁

pub fn solve_basis_pursuit( &mut self, a: &DMatrix<f64>, b: &DVector<f64>, ) -> SolverResult<Solution>

Solve basis pursuit: minimize ||x||₁ subject to Ax = b

Trait Implementations

impl Debug for AdmmSolver

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for AdmmSolver

fn default() -> Self

Returns the “default value” for a type.

impl OptimizationProblem for AdmmSolver

fn dimension(&self) -> usize

Get the problem dimension

fn solve(&self) -> SolverResult<Solution>

Solve the optimization problem using argmin