 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 |
Master index