QPCGradReduced
compute reduced free gradient
Synopsis
PetscErrorCode QPCGradReduced(QPC qpc, Vec x, Vec gf, PetscReal alpha, Vec gr)
Given the step size alpha, the reduce free gradient is defined component wise such that
x + alpha*gr is a step in the direction of gf if it doesn't violate constraint, otherwise it is gf component shortened
so that the component of x + alpha*gr will be in active set. E.g., with only lower bound constraint gr=min(gf,(x-lb)/alpha).
Input Parameters
+ qpc - QPC instance
. x - solution vector
. gf - free gradient
- alpha - step length
Output Parameters
. gr - reduced free gradient
Level
none
Location
src/qpc/interface/qpc.c
Index of all QPC routines
Table of Contents for all manual pages
Index of all manual pages