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compute_active_set_implicit_gradient

scirs2_optimize::differentiable_optimization::implicit_diff

Function compute_active_set_implicit_gradient 

Source 
pub fn compute_active_set_implicit_gradient(
    q: &[Vec<f64>],
    g: &[Vec<f64>],
    h: &[f64],
    a: &[Vec<f64>],
    x: &[f64],
    lam: &[f64],
    nu: &[f64],
    dl_dx: &[f64],
    active_tol: f64,
) -> OptimizeResult<ImplicitGradient>
Expand description

Compute implicit gradient using only active constraints.

This is faster than full differentiation when many inequality constraints are inactive, since those constraints have zero dual variables and do not contribute to the gradient.