example_abs_normal

Examples and Tests: Abs-normal Representation of Non-Smooth Functions

Reference

Andreas Griewank, Jens-Uwe Bernt, Manuel Radons, Tom Streubel, Solving piecewise linear systems in abs-normal form , Linear Algebra and its Applications, vol. 471 (2015), pages 500-530.

Contents

Name

Title

abs_get_started.cpp

abs_normal Getting Started: Example and Test

abs_print_mat

abs_normal: Print a Vector or Matrix

abs_eval

abs_normal: Evaluate First Order Approximation

simplex_method

abs_normal: Solve a Linear Program Using Simplex Method

lp_box

abs_normal: Solve a Linear Program With Box Constraints

abs_min_linear

abs_normal: Minimize a Linear Abs-normal Approximation

min_nso_linear

Non-Smooth Optimization Using Abs-normal Linear Approximations

qp_interior

Solve a Quadratic Program Using Interior Point Method

qp_box

abs_normal: Solve a Quadratic Program With Box Constraints

abs_min_quad

abs_normal: Minimize a Linear Abs-normal Approximation

min_nso_quad

Non-Smooth Optimization Using Abs-normal Quadratic Approximations