| Interface | Description |
|---|---|
| Kernel | |
| PrimalDualIPM.ProgressObserver |
| Class | Description |
|---|---|
| IncompleteCholeskyFactorization |
Implementation of ICF based on https://static.googleusercontent.com/media/research.google.com/en//pubs/archive/34638.pdf
This implementation is based on and takes clues from the reference PSVM implementation in C++:
https://code.google.com/archive/p/psvm/source/default/source
original code: Copyright 2007 Google Inc., Apache License, Version 2.0
|
| KernelFactory | |
| MatrixUtils |
Utils class for matrix operations.
|
| PrimalDualIPM |
Implementation of Primal-Dual Interior Point Method based on https://static.googleusercontent.com/media/research.google.com/en//pubs/archive/34638.pdf
This implementation is based on and takes clues from the reference PSVM implementation in C++:
https://code.google.com/archive/p/psvm/source/default/source
original code: Copyright 2007 Google Inc., Apache License, Version 2.0
|
| PrimalDualIPM.Parms |