dot-check_kkt_partitionwise_woodbury: Check KKT Conditions for Woodbury Partition-Wise Active-Set...

In lgspline: Lagrangian Multiplier Smoothing Splines for Smooth Function Estimation

Check KKT Conditions for Woodbury Partition-Wise Active-Set Method

Description

Woodbury analogue of .check_kkt_partitionwise(). The primal feasibility check is unchanged, while the dual multipliers are recovered from the transformed OLS system used by .lagrangian_project_woodbury().

Usage

.check_kkt_partitionwise_woodbury(
  result,
  GhalfXy_V,
  Ghalf_corrected,
  A_aug,
  n_eq_orig,
  qp_Amat,
  qp_bvec,
  active_ineq,
  K,
  p_expansions,
  family,
  wb_sqrt,
  parallel_aga,
  cl,
  chunk_size,
  num_chunks,
  rem_chunks,
  tol,
  parallel_qr = FALSE
)

Arguments

result	List of coefficient column vectors.
GhalfXy_V	Numeric column vector already in the final \mathbf{G}^{1/2} coordinates used by the projection.
Ghalf_corrected	List of corrected \mathbf{G}_{\mathrm{on},k}^{1/2} matrices.
A_aug	Augmented constraint matrix.
n_eq_orig	Integer; number of always-active equality constraints.
qp_Amat, qp_bvec	Full inequality specification.
active_ineq	Integer vector of active inequality indices.
K, p_expansions	Integer dimensions.
family	GLM family object.
wb_sqrt	Output of .woodbury_halfsqrt_components().
parallel_aga	Logical.
cl, chunk_size, num_chunks, rem_chunks	Parallel parameters.
tol	Numeric feasibility tolerance.

Value

Same structure as .check_kkt_partitionwise().

lgspline documentation built on Aug. 5, 2026, 1:10 a.m.