Procedures

ProcedureLocationProcedure TypeDescription
bfgs_variable_metric_update psqp_module Subroutine

variable metric update of a dense symmetric positive definite matrix using the factorization b=ldtrans(l).

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compute_augmented_lagrangian psqp_module Subroutine

computation of value of the augmented lagrangian function.

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compute_con_and_dcon psqp_module Subroutine

computation of the value and the gradient of the constraint function.

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compute_new_penalty_parameters psqp_module Subroutine

computation of the new penalty parameters.

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compute_obj_and_dobj psqp_module Subroutine

computation of the value and the gradient of the objective function.

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determine_new_active_linear_constr psqp_module Subroutine

determination of the new active linear constraint.

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determine_new_active_simple_bound psqp_module Subroutine

determination of the new active simple bound.

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dual_range_space_qp psqp_module Subroutine

dual range space quadratic programming method for minimax approximation.

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dual_range_space_quad_prog psqp_module Subroutine

dual range space quadratic programming method.

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extended_line_search psqp_module Subroutine

extended line search without directional derivatives.

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line_search_interpolation psqp_module Subroutine

extrapolation or interpolation for line search without directional derivatives.

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mxdpgb psqp_matrix_module Subroutine

solution of a system of linear equations with a dense symmetric positive definite matrix a+e using the factorization a+e=l*d*trans(l) obtained by the subroutine mxdpgf.

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mxdpgf psqp_matrix_module Subroutine

factorization a+e=l*d*trans(l) of a dense symmetric positive definite matrix a+e where d and e are diagonal positive definite matrices and l is a lower triangular matrix. if a is sufficiently positive definite then e=0.

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mxdpgp psqp_matrix_module Function

computation of the number mxdpgp=trans(x)*d**(-1)*y where d is a diagonal matrix in the factorization a+e=l*d*trans(l) obtained by the subroutine mxdpgf.
mxdpgs psqp_matrix_module Subroutine

scaling of a dense symmetric positive definite matrix a+e using the factorization a+e=l*d*trans(l) obtained by the subroutine mxdpgf.
mxdpgu psqp_matrix_module Subroutine

correction of a dense symmetric positive definite matrix a+e in the factored form a+e=l*d*trans(l) obtained by the subroutine mxdpgf. the correction is defined as a+e:=a+e+alf*x*trans(x) where alf is a given scaling factor and x is a given vector.

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mxdprb psqp_matrix_module Subroutine

solution of a system of linear equations with a dense symmetric positive definite matrix a using the factorization a=trans(r)*r.

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mxdsmi psqp_matrix_module Subroutine

dense symmetric matrix a is set to the unit matrix with the same order.
mxdsmm psqp_matrix_module Subroutine

multiplication of a dense symmetric matrix a by a vector x.
mxdsmv psqp_matrix_module Subroutine

k-th row of a dense symmetric matrix a is copied to the vector x.
mxvcop psqp_matrix_module Subroutine

copying of a vector.
mxvdif psqp_matrix_module Subroutine

vector difference.
mxvdir psqp_matrix_module Subroutine

vector augmented by the scaled vector.
mxvdot psqp_matrix_module Function

dot product of two vectors.

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mxvina psqp_matrix_module Subroutine

elements of the integer vector are replaced by their absolute values.

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mxvinv psqp_matrix_module Subroutine

change of the integer vector element for the constraint addition.
mxvmax psqp_matrix_module Function

l-infinity norm of a vector.
mxvneg psqp_matrix_module Subroutine

change the signs of vector elements.
mxvort psqp_matrix_module Subroutine

determination of an elementary orthogonal matrix for plane rotation.
mxvrot psqp_matrix_module Subroutine

plane rotation is applied to two values.
mxvsav psqp_matrix_module Subroutine

difference of two vectors returned in the subtracted one.
mxvscl psqp_matrix_module Subroutine

scaling of a vector.
mxvset psqp_matrix_module Subroutine

a scalar is set to all the elements of a vector.
ops_after_constr_deletion psqp_module Subroutine

operations after constraint deletion.

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psqp psqp_module Subroutine

recursive quadratic programming method with the bfgs variable metric update for general nonlinear programming problems.

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psqpn psqp_module Subroutine

easy to use subroutine for general nonlinear programming problems.
test_simple_bound psqp_module Subroutine

test on activity of a given simple bound.

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transform_incompatible_qp_subproblem psqp_module Subroutine

transformation of the incompatible quadratic programming subproblem.

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update_tri_decomp_general psqp_module Subroutine

triangular decomposition of kernel of the general projection is updated after constraint addition.

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update_tri_decomp_orthogonal psqp_module Subroutine

triangular decomposition of kernel of the orthogonal projection is updated after constraint deletion.

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call~~graph~~CallGraph proc~bfgs_variable_metric_update bfgs_variable_metric_update proc~mxdpgb mxdpgb proc~bfgs_variable_metric_update->proc~mxdpgb proc~mxdpgp mxdpgp proc~bfgs_variable_metric_update->proc~mxdpgp proc~mxdpgs mxdpgs proc~bfgs_variable_metric_update->proc~mxdpgs proc~mxdpgu mxdpgu proc~bfgs_variable_metric_update->proc~mxdpgu proc~mxvcop mxvcop proc~bfgs_variable_metric_update->proc~mxvcop proc~mxvdif mxvdif proc~bfgs_variable_metric_update->proc~mxvdif proc~mxvdir mxvdir proc~bfgs_variable_metric_update->proc~mxvdir proc~mxvdot mxvdot proc~bfgs_variable_metric_update->proc~mxvdot proc~mxvscl mxvscl proc~bfgs_variable_metric_update->proc~mxvscl proc~compute_augmented_lagrangian compute_augmented_lagrangian proc~compute_con_and_dcon psqp_class%compute_con_and_dcon proc~compute_con_and_dcon->proc~mxvcop proc~compute_new_penalty_parameters compute_new_penalty_parameters proc~compute_obj_and_dobj psqp_class%compute_obj_and_dobj proc~mxvneg mxvneg proc~compute_obj_and_dobj->proc~mxvneg proc~determine_new_active_linear_constr determine_new_active_linear_constr proc~determine_new_active_linear_constr->proc~mxvdot proc~determine_new_active_simple_bound determine_new_active_simple_bound proc~dual_range_space_qp dual_range_space_qp proc~dual_range_space_qp->proc~mxvdif proc~dual_range_space_qp->proc~mxvdir proc~mxvsav mxvsav proc~dual_range_space_qp->proc~mxvsav proc~dual_range_space_quad_prog psqp_class%dual_range_space_quad_prog proc~dual_range_space_quad_prog->proc~determine_new_active_linear_constr proc~dual_range_space_quad_prog->proc~determine_new_active_simple_bound proc~dual_range_space_quad_prog->proc~mxdpgb proc~mxdpgf mxdpgf proc~dual_range_space_quad_prog->proc~mxdpgf proc~mxdprb mxdprb proc~dual_range_space_quad_prog->proc~mxdprb proc~mxdsmm mxdsmm proc~dual_range_space_quad_prog->proc~mxdsmm proc~dual_range_space_quad_prog->proc~mxvcop proc~dual_range_space_quad_prog->proc~mxvdir proc~mxvina mxvina proc~dual_range_space_quad_prog->proc~mxvina proc~mxvinv mxvinv proc~dual_range_space_quad_prog->proc~mxvinv proc~dual_range_space_quad_prog->proc~mxvneg proc~ops_after_constr_deletion psqp_class%ops_after_constr_deletion proc~dual_range_space_quad_prog->proc~ops_after_constr_deletion proc~update_tri_decomp_general update_tri_decomp_general proc~dual_range_space_quad_prog->proc~update_tri_decomp_general proc~extended_line_search psqp_class%extended_line_search proc~line_search_interpolation line_search_interpolation proc~extended_line_search->proc~line_search_interpolation proc~mxdpgu->proc~mxvscl proc~mxdsmi mxdsmi proc~mxdsmv mxdsmv proc~mxvmax mxvmax proc~mxvort mxvort proc~mxvrot mxvrot proc~mxvset mxvset proc~update_tri_decomp_orthogonal update_tri_decomp_orthogonal proc~ops_after_constr_deletion->proc~update_tri_decomp_orthogonal proc~psqp psqp_class%psqp proc~psqp->proc~bfgs_variable_metric_update proc~psqp->proc~compute_augmented_lagrangian proc~psqp->proc~compute_con_and_dcon proc~psqp->proc~compute_new_penalty_parameters proc~psqp->proc~compute_obj_and_dobj proc~psqp->proc~dual_range_space_qp proc~psqp->proc~dual_range_space_quad_prog proc~psqp->proc~extended_line_search proc~psqp->proc~mxdsmi proc~psqp->proc~mxvcop proc~psqp->proc~mxvdir proc~psqp->proc~mxvdot proc~psqp->proc~mxvina proc~psqp->proc~mxvmax proc~psqp->proc~mxvset proc~test_simple_bound test_simple_bound proc~psqp->proc~test_simple_bound proc~transform_incompatible_qp_subproblem transform_incompatible_qp_subproblem proc~psqp->proc~transform_incompatible_qp_subproblem proc~psqpn psqp_class%psqpn proc~psqpn->proc~psqp proc~update_tri_decomp_general->proc~mxdpgb proc~update_tri_decomp_general->proc~mxdprb proc~update_tri_decomp_general->proc~mxdsmm proc~update_tri_decomp_general->proc~mxdsmv proc~update_tri_decomp_general->proc~mxvcop proc~update_tri_decomp_general->proc~mxvdot proc~update_tri_decomp_general->proc~mxvset proc~update_tri_decomp_orthogonal->proc~mxvcop proc~update_tri_decomp_orthogonal->proc~mxvort proc~update_tri_decomp_orthogonal->proc~mxvrot proc~update_tri_decomp_orthogonal->proc~mxvset
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