Maximum step

Return the maximum step size that can be taken in the direction ds from the point s that will remain within the product of second-order cones.

C++ API

Note

The cutoff parameter only effects parallel performance and is used to decide whether a subcone is sufficiently large to be treated separately.

Real MaxStep(const Matrix<Real> &x, const Matrix<Real> &y, const Matrix<Int> &orders, const Matrix<Int> &firstInds, Real upperBound = std::numeric_limits<Real>::max())
Real MaxStep(const ElementalMatrix<Real> &x, const ElementalMatrix<Real> &y, const ElementalMatrix<Int> &orders, const ElementalMatrix<Int> &firstInds, Real upperBound = std::numeric_limits<Real>::max(), Int cutoff = 1000)
Real MaxStep(const DistMultiVec<Real> &x, const DistMultiVec<Real> &y, const DistMultiVec<Int> &orders, const DistMultiVec<Int> &firstInds, Real upperBound = std::numeric_limits<Real>::max(), Int cutoff = 1000)

C API

TODO

Python API

TODO