bogus::local_soc_solver Namespace Reference

Configuration properties of local Second Order Cone solver. More...

Enumerations
enum	Strategy { PureNewton, PureEnumerative, Hybrid, RevHybrid }
	Strategy to be used by the local SOC solver. More...

Detailed Description

Configuration properties of local Second Order Cone solver.

Enumeration Type Documentation

enum bogus::local_soc_solver::Strategy

Strategy to be used by the local SOC solver.

Note that some strategies may be unavailable for some loval problem types, in which case the solver will revert to the PureNewton strategy

Enumerator
PureNewton	Newton algorithm on the SOC FischerBurmeister function. See Also NonSmoothNewton
PureEnumerative	Enumerative algorithm, such as describer in Appendix B of [2].
Hybrid	Newton algorithm, then Enumerative as failsafe.
RevHybrid	Enumerative algorithm, then Newton to refine the solution.