So-Bogus
A c++ sparse block matrix library aimed at Second Order cone problems
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Public Types | Static Public Member Functions | List of all members
bogus::FBBaseFunction< Dimension, Scalar > Struct Template Reference

Binary Fischer-Burmeister function and jacobian computation. More...

#include <FischerBurmeister.hpp>

Public Types

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

Static Public Member Functions

static void compute (const Scalar mu, const Vector &x, const Vector &y, Vector &fb)
 Computation of the FB function on the cone of aperture mu.
 
static void computeJacobian (const Scalar mu, const Vector &x, const Vector &y, Vector &fb, Matrix &dFb_dx, Matrix &dFb_dy)
 Computation of the FB function with its jacobian on the cone of aperture mu.
 
template<bool JacobianAsWell>
static void compute (const Vector &x, const Vector &y, Vector &fb, Matrix &dFb_dx, Matrix &dFb_dy)
 Computation of the FB function and (optionally) its jacobian on the canonical second order cone. More...
 

Detailed Description

template<DenseIndexType Dimension, typename Scalar>
struct bogus::FBBaseFunction< Dimension, Scalar >

Binary Fischer-Burmeister function and jacobian computation.

Member Function Documentation

template<DenseIndexType Dimension, typename Scalar >
template<bool JacobianAsWell>
static void bogus::FBBaseFunction< Dimension, Scalar >::compute ( const Vector &  x,
const Vector &  y,
Vector &  fb,
Matrix &  dFb_dx,
Matrix &  dFb_dy 
)
static

Computation of the FB function and (optionally) its jacobian on the canonical second order cone.

Computes $ fb := x + y - \left( x \circ x + y \circ y \right)^{ \frac 1 2 } $ according to [4]

Template Parameters
JacobianAsWellIf true, computes the jacobian matrices dFb_dx and dFb_dy
The documentation for this struct was generated from the following file: