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
.