Template Function proxsuite::proxqp::dense::setup_equilibration

Function Documentation

template<typename T>
void proxsuite::proxqp::dense::setup_equilibration(Workspace<T> &qpwork, const Settings<T> &qpsettings, const bool box_constraints, const HessianType hessian_type, preconditioner::RuizEquilibration<T> &ruiz, bool execute_preconditioner)

Performs the equilibration of the QP problem for reducing its ill-conditionness.

Parameters:

  • qpwork – workspace of the solver.

  • qpsettings – settings of the solver.

  • ruiz – ruiz preconditioner.

  • execute_preconditioner – boolean variable for executing or not the ruiz preconditioner. If set to False, it uses the previous preconditioning variables (initialized to the identity preconditioner if it is the first scaling performed).