dot-solver_build_augmented_constraints: Build Augmented Equality System for an Active-Set Iteration

In lgspline: Lagrangian Multiplier Smoothing Splines for Smooth Function Estimation

Build Augmented Equality System for an Active-Set Iteration

Description

Forms \mathbf{A}_{aug} = [\mathbf{A} \mid \mathbf{C}_{meq} \mid \mathbf{C}_{active}], removes linearly dependent columns while preserving the original column identities, and assembles the corresponding right-hand side.

Usage

.solver_build_augmented_constraints(
  A,
  constraint_value_vectors,
  qp_Amat,
  qp_bvec,
  qp_meq,
  active_ineq = integer(0),
  rank_tol = 1e-10,
  parallel_qr = FALSE,
  cl = NULL
)

Arguments

A	Base equality constraint matrix.
constraint_value_vectors	Equality right-hand-side vectors for A.
qp_Amat	Full QP constraint matrix.
qp_bvec	Full QP right-hand side.
qp_meq	Number of leading equality columns in qp_Amat.
active_ineq	Integer vector of currently active inequality indices on the original qp_Amat indexing.
rank_tol	Numeric QR tolerance used for rank filtering.

Value

List with the augmented constraint matrix, reduced active set, and bookkeeping needed by the shared active-set loop.

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