Master index | Index for source/@penlab

# Index for source/@penlab

## Matlab files in this directory:

Y2vec | Copy matrix data (with respect to the given pattern) to xall,
clearstats | Zero all statistics
disp | overloading default disp()
eqconstr_min | equality constrained minimization
eval_alddx | As eval_alx(), evaluate hessian of the Augmented Lagrangian and Jacobian
eval_aldx | As eval_alx(), evaluate gradient of the Augmented Lagrangian and Jacobian
eval_alx | Evaluate Augmented Lagrangian at the current 'xall' point with the current
feas_ay | Compute feasibility of the matrix constraints (A) and matrix variables (Y)
get_maxstep | Computes the maximal step length at point 'x' in direction 'dir'
init | Initialize lagrangian multipliers, penalty parameters etc.
lmltm_update | Lagrangian Multipliers (for Matrix constraints) update
logfile | open/close log file based on option settings (in obj.allopts)
ls_fullstep | rewritten line_search() @ line_search_els.c @ Pennlp v.2.3 & Pennon v.0.9
ls_pennon | rewritten line_search() @ line_search_els.c @ Pennlp v.2.3 & Pennon v.0.9
lseq_pen | dir/udir ... new directions for x/equality constraints multipliers
mpen_update | Penalty for matrix constraints update
penlab | PenLab (Pennon Laboratory for Matlab, previously PennonM)
phi2 | Penalty function for augmented Lagrangian function.
phi2_D | Derivative od penalty function for augmented Lagrangian function.
phi2_D2 | Second derivative of penalty function for augmented Lagrangian function.
phibar | log-penalty barrier function, t can be a scalar/vector/...
phibar_D | log-penalty barrier function, t can be a scalar/vector/...
phibar_D2 | log-penalty barrier function, t can be a scalar/vector/...
print | Publisher (printing manager) for PenLab
print_opts | print all options from the object via obj.print() and add a flag if it is
setpentype | Set index sets assigning constraint numbers to the type of constraint
setpointall | This is testing/debugging routine, it shouldn't be used by the user!
solve | main solver loop ("pennon/pbm" iterations)
solve_chol | (Modified) Newton method via Cholesky factorization (with inertia control)
solvekkt_ldl | A direct solver based on LDL() function in Matlab (version 7.6, R2008a++)
unconstr_min | unconstrained minimization
vec2Y | Map 'vectorized' matrix decision variables back to cell array of matrices Y