Expand description
Augmented-system solver trait — port of IpAugSystemSolver.hpp.
Solves the symmetric saddle-point system
[ W·factor + Σ_x + δ_x I 0 J_c^T J_d^T ] [ dx ] [ rx ]
[ 0 Σ_s + δ_s I 0 -I ] [ ds ] = [ rs ]
[ J_c 0 -Σ_c-δ_c 0 ] [ dyc] [ rc ]
[ J_d -I 0 -Σ_d-δ_d] [ dyd] [ rd ]See KKT_SYSTEM.md §3 for the sign convention. Σ_x = D_x, Σ_s = D_s, Σ_c = D_c, Σ_d = D_d are the diagonal weights pulled
from IpoptCalculatedQuantities. Any of the D_* may be None,
interpreted as zero. delta_* are the perturbations driven by the
PerturbationHandler.
Structs§
- AugSys
Coeffs - Bundle of the matrices/vectors that define one augmented-system
instance. Lives only for the duration of the call. Mirrors the
long argument list of upstream
AugSystemSolver::Solve. - AugSys
Rhs - Right-hand sides for one solve. All four slices are required; upstream always provides all four (even if some are zero).
- AugSys
Sol - Solution slots, written in place. Must already be sized to match the corresponding RHS dim.
Traits§
- AugSystem
Solver - Trait surface mirroring
Ipopt::AugSystemSolver.