So-Bogus
A c++ sparse block matrix library aimed at Second Order cone problems
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bogus::FischerBurmeister< Dimension, Scalar, DeSaxceCOV > Class Template Reference

Fischer-Burmeister function and jacobian computation, with optional change of variable. More...

#include <FischerBurmeister.hpp>

Public Types

typedef LocalProblemTraits
< Dimension, Scalar > 		Traits
 
typedef FBBaseFunction
< Dimension, Scalar > 		BaseFunction
 
typedef Traits::Vector Vector
 
typedef Traits::Matrix Matrix
 

Public Member Functions

 FischerBurmeister (const Scalar mu, const Matrix &A, const Vector &b, const Scalar scaling)
 Constructs an object modeling the function $ f : x \mapsto FB \left( mu, scaling \times x, A x + b \right) $.
 
void compute (const Vector &x, Vector &fb) const
 Sets $ fb := f(x) $.
 
void computeJacobian (const Vector &x, Vector &fb, Matrix &dFb_dx) const
 Sets $ fb := f(x) $ and $ dFb\_dx := \frac {dF} {dx} $.
 

Static Public Member Functions

static void compute (const Scalar mu, const Vector &x, const Vector &y, Vector &fb)
 Sets $ fb := FB \left( mu, x, y \right) $.
 

Detailed Description

template<DenseIndexType Dimension, typename Scalar, bool DeSaxceCOV>
class bogus::FischerBurmeister< Dimension, Scalar, DeSaxceCOV >

Fischer-Burmeister function and jacobian computation, with optional change of variable.

Template Parameters
DeSaxceCOVwhther to perform the DeSaxce change of variable.
See Also
SOCLaw
The documentation for this class was generated from the following file: