osdp 1.1.0 · OCaml Package

type sparse_matrix = (int * int * float) list

type matrix = float array array

type !'a block_diag = (int * 'a) list

val matrix_of_sparse : sparse_matrix -> matrix

val matrix_to_sparse : matrix -> sparse_matrix

val block_diag_of_sparse : sparse_matrix block_diag -> matrix block_diag

val block_diag_to_sparse : matrix block_diag -> sparse_matrix block_diag

type solver = Sdp_default.solver =

| Csdp
| Mosek
| Sdpa
| SdpaGmp
| SdpaDd

type options = {

solver : solver;
verbose : int;
max_iteration : int;
stop_criterion : float;
initial : float;
precision : int;

}

val default : options

type !'a obj = 'a block_diag

type !'a constr =

| Eq of 'a block_diag * float
| Le of 'a block_diag * float
| Ge of 'a block_diag * float

val solve_sparse : 
  ?options:options ->
  ?solver:solver ->
  ?init:(matrix block_diag * float array * matrix block_diag) ->
  sparse_matrix obj ->
  sparse_matrix constr list ->
  SdpRet.t
  * (float * float)
  * (matrix block_diag * float array * matrix block_diag)

val solve : 
  ?options:options ->
  ?solver:solver ->
  ?init:(matrix block_diag * float array * matrix block_diag) ->
  matrix obj ->
  matrix constr list ->
  SdpRet.t
  * (float * float)
  * (matrix block_diag * float array * matrix block_diag)

type vector = (int * float) list

type !'a obj_ext = vector * 'a block_diag

type !'a constr_ext = vector * 'a block_diag * float * float

type bounds = (int * float * float) list

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

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

val pp_sparse_matrix : Format.formatter -> sparse_matrix -> unit

val pp_matrix : Format.formatter -> matrix -> unit

val pp_block_diag : 
  (Format.formatter -> 'a -> unit) ->
  Format.formatter ->
  'a block_diag ->
  unit

val pp_obj : 
  (Format.formatter -> 'a -> unit) ->
  Format.formatter ->
  'a obj ->
  unit

val pp_constr : 
  (Format.formatter -> 'a -> unit) ->
  Format.formatter ->
  'a constr ->
  unit

val pp_sparse : 
  Format.formatter ->
  (sparse_matrix obj * sparse_matrix constr list) ->
  unit

val pp : Format.formatter -> (matrix obj * matrix constr list) -> unit

val pp_vector : Format.formatter -> vector -> unit

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_bounds : Format.formatter -> bounds -> unit

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

val pp_ext : 
  Format.formatter ->
  (matrix obj_ext * matrix constr_ext list * bounds) ->
  unit

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

val pp_ext_sedumi : 
  Format.formatter ->
  (matrix obj_ext * matrix constr_ext list * bounds) ->
  unit

val pfeas_stop_crit : ?options:options -> ?solver:solver -> float list -> float

package osdp