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PANOC-ALM
quadratic-penalty
Nonconvex constrained optimization
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19 return v.binaryExpr(box.
lowerbound, binary_real_f(std::fmax))
20 .binaryExpr(box.
upperbound, binary_real_f(std::fmin));
55 return d.dot(
Σ.asDiagonal() * d);
realvec vec
Default type for vectors.
auto project(const Vec &v, const Box &box)
Project a vector onto a box.
Eigen::Ref< const vec > crvec
Default type for immutable references to vectors.
auto projecting_difference(const Vec &v, const Box &box)
Get the difference between the given vector and its projection.
real_t dist_squared(crvec v, const Box &box)
Get the distance squared between the given vector and its projection.
double real_t
Default floating point type.