Nesterov-Todd scaling point¶

Compute the Nesterov-Todd scaling point of the primal-dual pair \((s,z)\) with respect to the relevant 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.

void soc::NesterovTodd(const Matrix<Real> &x, const Matrix<Real> &y, Matrix<Real> &w, const Matrix<Int> &orders, const Matrix<Int> &firstInds)¶

void soc::NesterovTodd(const ElementalMatrix<Real> &x, const ElementalMatrix<Real> &y, ElementalMatrix<Real> &w, const ElementalMatrix<Int> &orders, const ElementalMatrix<Int> &firstInds, Int cutoff = 1000)¶

void soc::NesterovTodd(const DistMultiVec<Real> &x, const DistMultiVec<Real> &y, DistMultiVec<Real> &w, const DistMultiVec<Int> &orders, const DistMultiVec<Int> &firstInds, Int cutoff = 1000)¶

TODO

TODO