/cvxgen

Primary LanguageC

cvxgen

CVXGEN Code generation produces five primary C source files.

The bulk of the algorithm is contained in solver.c, which has the main solve function and core routines.
KKT matrix factorization and solution is carried out by functions in ldl.c.
matrix_support.c contains code for filling vectors and matrices, and performing certain matrix-vector products.
All data structures and function prototypes are defined in solver.h, and testsolver.c contains simple driver code for exercising the solver.
Additional functions for testing are provided by util.c, and a Makefile is supplied for automated building.

The optimization problem description is in description.cvxgen.