MathOpt_Uzawa.hxx File Reference

#include <MathUtils_Types.hxx>
#include <MathUtils_Config.hxx>
#include <math_Vector.hxx>
#include <math_Matrix.hxx>
#include <MathLin_Crout.hxx>
#include <cmath>

Data Structures
struct	MathOpt::UzawaResult
	Result for Uzawa constrained optimization. More...
struct	MathOpt::UzawaConfig
	Configuration for Uzawa algorithm. More...

Namespaces
namespace	MathOpt
	Optimization algorithms for scalar and vector functions.

Functions
UzawaResult	MathOpt::Uzawa (const math_Matrix &theCont, const math_Vector &theSecont, const math_Vector &theStartingPoint, int theNce, int theNci, const UzawaConfig &theConfig=UzawaConfig())
	Solve constrained least squares using Uzawa algorithm.
UzawaResult	MathOpt::UzawaEquality (const math_Matrix &theCont, const math_Vector &theSecont, const math_Vector &theStartingPoint, const UzawaConfig &theConfig=UzawaConfig())
	Solve constrained least squares with equality constraints only.