package osdp

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Extended formulation.
Printing functions.

package osdp

osdp
- Osdp
  - Csdp
  - Csdp_lexer
  - Csdp_parser
  - Csdp_path
  - Dualize
    
    Float
    
    ScalarLinExpr
    
    Make
    
    S
    
    ScalarLinExpr
    
    Q
    
    ScalarLinExpr
    
    S
    
    Scalar
    
    ScalarLinExpr
  - Ident
    
    Map
    
    Set
  - LinExpr
    
    Float
    
    Make
    
    SC
    
    MakeScalar
    
    L
    
    Coeff
    
    Q
    
    S
    
    Coeff
  - Lmi
    
    Float
    
    Make
    
    M
    
    Coeff
    
    Q
    
    S
    
    Mat
    
    Coeff
  - Matrix
    
    Float
    
    Make
    
    ET
    
    Q
    
    S
    
    Coeff
  - Monomial
    
    Map
    
    Set
  - Moseksdp
  - NewtonPolytope
  - Polynomial
    
    Float
    
    Make
    
    SC
    
    Q
    
    S
    
    Coeff
  - Posdef
  - PreSdp
    
    Float
    
    Make
    
    S
    
    Q
    
    S
    
    Scalar
  - Scalar
    
    Float
    
    M
    
    Make
    
    M
    
    Q
    
    S
  - Sdp
  - SdpRet
  - Sdp_default
  - Sdpa
  - Sdpa_lexer
  - Sdpa_parser
  - Sdpa_paths
  - Sos
    
    Float
    
    Make
    
    P
    
    Coeff
    
    Q
    
    S
    
    Poly
    
    Coeff
  - Utils

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module Scalar : Scalar.S

The scalars used for preprocessing (the SDP solver uses floats anyway).

Extended formulation.

type vector = (int * Scalar.t) list

C.f. Sdp.vector

type 'a obj_ext = vector * 'a Sdp.block_diag

C.f. Sdp.obj_ext

type 'a constr_ext = vector * 'a Sdp.block_diag * Scalar.t * Scalar.t

C.f. Sdp.constr_ext

val solve_ext_sparse : 
  ?options:Sdp.options ->
  ?solver:Sdp.solver ->
  Sdp.sparse_matrix obj_ext ->
  Sdp.sparse_matrix constr_ext list ->
  Sdp.bounds ->
  SdpRet.t * (float * float) * (vector * Sdp.matrix Sdp.block_diag)

See Sdp.solve_ext_sparse for details. TODO : explain, explain we return only primal solution

module ScalarLinExpr : LinExpr.S with module Coeff = Scalar

TODO: doc

type 'a details_val =

| DV of 'a
| DVexpr of ScalarLinExpr.t

type details =
  (int * Ident.t) list
  * Ident.t array array Sdp.block_diag
  * float details_val Ident.Map.t

val solve_ext_sparse_details : 
  ?options:Sdp.options ->
  ?solver:Sdp.solver ->
  Sdp.sparse_matrix obj_ext ->
  Sdp.sparse_matrix constr_ext list ->
  Sdp.bounds ->
  SdpRet.t * (float * float) * (vector * Sdp.matrix Sdp.block_diag) * details

Printing functions.

val pp_obj_ext : 
  (Format.formatter -> 'a -> unit) ->
  Format.formatter ->
  'a obj_ext ->
  unit

val pp_constr_ext : 
  (Format.formatter -> 'a -> unit) ->
  Format.formatter ->
  'a constr_ext ->
  unit

val pp_ext_sparse : 
  Format.formatter ->
  (Sdp.sparse_matrix obj_ext * Sdp.sparse_matrix constr_ext list * Sdp.bounds) ->
  unit