BCLS: Bound Constrained Least Squares

Version 0.1

bcsolver.h File Reference

#include "bcls.h"

Include dependency graph for bcsolver.h:

This graph shows which files directly or indirectly include this file:

Go to the source code of this file.

Functions
void	bcls_solver (BCLS *ls, int m, int n, double *bNorm, double x[], double b[], double c[], double bl[], double bu[], double r[], double g[], double dx[], double dxFree[], int ix[], double aBreak[], int iBreak[], double anorm[])
	Implementation of the BCLS projected Newton/gradient search.

---

Detailed Description

BCLS solver library. All of this is private to the BCLS library.

Definition in file bcsolver.h.

---

Function Documentation

void bcls_solver	(	BCLS *	ls,
		int	m,
		int	n,
		double *	bNorm,
		double	x[],
		double	b[],
		double	c[],
		double	bl[],
		double	bu[],
		double	r[],
		double	g[],
		double	dx[],
		double	dxFree[],
		int	ix[],
		double	aBreak[],
		int	iBreak[],
		double	anorm[]
	)

Implementation of the BCLS projected Newton/gradient search.

Parameters:

[in,out]	ls	The BCLS problem context.
[in]	m	Number of rows in A.
[in]	n	Number of columns in A.
[in,out]	bNorm	Norm of the RHS.
[in,out]	x	The current iterate.
[in]	b	The RHS vector.
[in]	c	The linear-term vector.
[in]	bl	Lower bounds on x.
[in]	bu	Upper bounds on x.
[in,out]	r	The residual vector r = b - Ax.
[in,out]	g	The objective gradient.
[in,out]	dx	The step direction in the full space.
[in,out]	dxFree	The step direction on the free variables.
[in,out]	ix	Indices of the free variables.
[in,out]	aBreak	A list of breakpoints for a search direction.
[in,out]	iBreak	The indices of the breakpoints.
[in,out]	anorm	Column norms of A.

Definition at line 95 of file bcsolver.c.

References bcls_aprod(), bcls_callback(), bcls_dload(), bcls_dual_inf(), BCLS_EXIT_CALLBK, BCLS_EXIT_CNVGD, BCLS_EXIT_LFAIL, BCLS_EXIT_MAJOR, BCLS_EXIT_MINOR, BCLS_EXIT_UNBND, BCLS_EXIT_UNDEF, bcls_free_vars(), bcls_mid(), bcls_newton_step(), BCLS_PROD_A, BCLS_PROD_At, bcls_proj_backtrack(), bcls_proj_search(), BCLS_PROJ_SEARCH_APPROX, BCLS_PROJ_SEARCH_EXACT, bcls_scatter(), BCLS_SOLN_OPTIM, cblas_daxpy(), cblas_dcopy(), cblas_ddot(), cblas_dnrm2(), cblas_dscal(), BCLS::damp, BCLS::itnMaj, BCLS::itnMin, BCLS::optTol, and PRINT1.

Referenced by bcls_solve_prob().

Here is the call graph for this function:

Generated on Sun Mar 4 22:50:03 2007 by Doxygen 1.5.1