Template Function proxsuite::proxqp::dense::Martinez_update

Function Documentation

template<typename T>
void proxsuite::proxqp::dense::Martinez_update(const Settings<T> &qpsettings, Results<T> &qpresults, T &primal_feasibility_lhs_new, T &primal_feasibility_lhs_old, T &bcl_eta_in, T eps_in_min, T &new_bcl_mu_in, T &new_bcl_mu_eq, T &new_bcl_mu_in_inv, T &new_bcl_mu_eq_inv)

Martinez rule for updating penalization parameters and accuracy variables.

Parameters:

  • qpwork – solver workspace.

  • qpsettings – solver settings.

  • qpresults – solver results.

  • primal_feasibility_lhs_new – primal infeasibility.

  • bcl_eta_ext – BCL variable measuring whether the precisely infeasibility is too large or not.

  • bcl_eta_in – BCL variable setting the accuracy required for solving an associated subproblem.

  • bcl_eta_ext_init – initial BCL bcl_eta_ext variable value.

  • eps_in_min – minimal possible value for bcl_eta_in.

  • new_bcl_mu_in – new value of the inequality constrained penalization parameter.

  • new_bcl_mu_eq – new value of the equality constrained penalization parameter.

  • new_bcl_mu_in_inv – new value of the inequality constrained penalization parameter (inverse form).

  • new_bcl_mu_eq_inv – new value of the equality constrained penalization parameter (inverse form).