dot-active_set_refine_full: Full-System Active-Set Refinement for Correlated Paths

In lgspline: Lagrangian Multiplier Smoothing Splines for Smooth Function Estimation

Full-System Active-Set Refinement for Correlated Paths

Description

Reuses the generic add/drop active-set controller but evaluates each equality subproblem with the exact full \mathbf{G}^{1/2}. This keeps dense QP as a fallback while avoiding multiplier sign errors from using only diagonal blocks of a full correlated square root.

Usage

.active_set_refine_full(
  result,
  K,
  p_expansions,
  A,
  constraint_value_vectors,
  family,
  qp_Amat,
  qp_bvec,
  qp_meq,
  rhs_full,
  Ghalf_full,
  tol,
  parallel_qr = FALSE,
  cl = NULL,
  max_as_iter = NULL,
  initial_active_ineq = integer(0),
  method = "active_set_full"
)

lgspline documentation built on May 8, 2026, 5:07 p.m.