class kona.linalg.solvers.krylov.FLECS(vector_factories, optns=None)[source]

Bases: kona.linalg.solvers.krylov.basic.KrylovSolver

FLexible Equality-Constrained Subproblem Krylov iterative solver.


For more information, see SIAM paper on FLECS <http://epubs.siam.org/doi/10.1137/140994496>.

  • primal_factory (VectorFactory) – Factory for DesignVector objects.
  • dual_factory (VectorFactory) – Factory for DualVector objects.
  • mu (float) – Quadratic subproblem constraint penalty factor.
  • grad_scale (float) – Scaling coefficient for the primal space.
  • feas_scale (float) – Scaling coefficient for the dual space.
  • lin_depend (boolean) – Flag for Hessian linear dependence.
  • neg_curv (boolean) – Flag for negative curvature in the search direction.
  • trust_active (boolean) – Flag for trust-region detection.
  • vector_factories (tuple of VectorFactory) – A pair of vector factories, one for Primal and one for Dual type.
  • optns (dict, optional) – Optiona dictionary
apply_correction(cnstr, step)[source]
re_solve(b, x)[source]
solve(mat_vec, b, x, precond)[source]