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EllipsoidMethod

oxiphysics_core::convex_analysis

Struct EllipsoidMethod 

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pub struct EllipsoidMethod {
    pub max_iter: usize,
    pub initial_radius: f64,
    pub tol: f64,
}
Expand description

Ellipsoid method for convex feasibility problems.

Given a list of constraint functions g_i(x) ≤ 0 and a starting ellipsoid E(x0, R²I), iteratively cuts the ellipsoid using the most-violated constraint until a feasible point is found or max_iter is exhausted.

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§max_iter: usize

Maximum number of iterations.

§initial_radius: f64

Initial radius of the starting ball.

§tol: f64

Tolerance for constraint satisfaction.

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impl EllipsoidMethod

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pub fn new(max_iter: usize, initial_radius: f64, tol: f64) -> Self

Create a new ellipsoid method solver.

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pub fn find_feasible( &self, x0: Vec<f64>, constraints: &[(Box<dyn Fn(&[f64]) -> f64>, Box<dyn Fn(&[f64]) -> Vec<f64>>)], ) -> EllipsoidResult

Find a feasible point satisfying all constraints.

Each element of constraints is a pair (g, subgrad) where g(x) returns the constraint value and subgrad(x) returns a subgradient.

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