x contains lambda (dual var) as well
1 2 3 4 5 6 7 8 9 10 11 | interior_point_fit(
f,
dualf,
gradf,
Hf,
x,
m,
mu = 10,
eps = 1e-06,
eps_feas = 1e-06
)
|
f |
objective function |
dualf |
dual objective function |
gradf |
residual vector |
Hf |
Hessian for residual |
x |
primal-dual point |
m |
number of inequality constraints |
mu |
interior-point step parameter |
eps |
tolerance for problem |
eps_feas |
tolerance for feasibility of primal-dual points |
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