Trait totsu_core::solver::Cone

source · 
pub trait Cone<L: LinAlg> {
    fn proj(&mut self, dual_cone: bool, x: &mut L::Sl) -> Result<(), ()>;
    fn product_group<G: Fn(&mut L::Sl) + Copy>(
        &self,
        dp_tau: &mut L::Sl,
        group: G
    );
}
Expand description

Convex cone trait.

Required Methods§

Calculates \(\Pi_\mathcal{K}(x)\), that is euclidean projection of \(x\) onto the cone \(\mathcal{K}\).

This is called by crate::solver::Solver::solve with passing dual variables as x.

Returns Ok, or Err if something fails.

  • If dual_cone is true, project onto the dual cone \(\mathcal{K}^*\).
  • x is \(x\), a vector to be projected before entry, and shall be replaced with the projected vector on exit.

Performs grouping for a diagonal preconditioning vector according to the cone \(\mathcal{K}\).

When \(\mathcal{K}=\mathcal{K}^{n_1}\times\cdots\times\mathcal{K}^{n_q}\), split dp_tau into \(n_1,\ldots,n_q\) elements groups and call group for each. It is no need to call group for the group of \(n_i=1\).

  • dp_tau is a diagonal preconditioning vector to be grouped before entry, and shall be replaced with the grouped vector on exit.
  • group is a grouping function provided by crate::solver::Solver::solve.

Implementors§