dot-solver_active_set: Generic Outer Active-Set Loop Around Equality-Constrained...

In lgspline: Lagrangian Multiplier Smoothing Splines for Smooth Function Estimation

Generic Outer Active-Set Loop Around Equality-Constrained Solves

Description

Central add/drop controller shared by the dense transformed-OLS and Woodbury-transformed solvers. The inner equality solve is provided by solve_subproblem; this helper only manages the working set.

Usage

.solver_active_set(
  result,
  A,
  constraint_value_vectors,
  qp_Amat,
  qp_bvec,
  qp_meq,
  tol,
  max_as_iter,
  solve_subproblem,
  kkt_subproblem,
  method,
  debug_label = "active-set",
  initial_active_ineq = integer(0),
  parallel_qr = FALSE,
  cl = NULL
)

Arguments

result	Current coefficient list.
A	Base equality constraint matrix.
constraint_value_vectors	Equality right-hand-side vectors.
qp_Amat	Full QP constraint matrix.
qp_bvec	Full QP right-hand side.
qp_meq	Number of leading equality columns in qp_Amat.
tol	Numeric feasibility tolerance.
max_as_iter	Maximum active-set iterations.
solve_subproblem	Callback taking one augmented-constraint state and returning the equality-constrained coefficient list.
kkt_subproblem	Callback taking (result_new, aug_state) and returning a KKT-status list with components feasible, dual_feasible, violated, drop, and multipliers.
method	Character solver label for qp_info.
debug_label	Character tag used in optional debug tracing.
initial_active_ineq	Integer vector of inequality columns used as the initial working set.

Value

List with result, qp_info, and converged.

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