Module active_set 

Structs

ActiveRowDependence

ConstraintKktDiagnostics

KKT diagnostics for inequality-constrained Newton subproblems.

Constants

ACTIVE_SET_PRIMAL_FEASIBILITY_TOL

Primal-feasibility tolerance the inequality-constrained active-set Newton solver guarantees on its returned iterate, measured in the scaled constraint-row coordinate system in which A * beta >= b is expressed.

Functions

project_point_strictly_into_feasible_cone

Project point to a strictly interior feasible point of the polyhedron {β : A·β ≥ b}: the solution of min_β ½‖β − point‖² subject to the margin-shifted system A·β ≥ b + δ·‖a_i‖, with δ = ACTIVE_SET_INTERIOR_SEED_MARGIN.

project_stationarity_residual_on_constraint_cone

rank_reduce_rows_pivoted_qr_with_dependence

solve_quadratic_with_linear_constraints