Barrier¶
- ipctk.barrier(d: float, dhat: float) float ¶
Function that grows to infinity as d approaches 0 from the right.
\[b(d) = -(d-\hat{d})^2\ln\left(\frac{d}{\hat{d}}\right)\]
- ipctk.barrier_gradient(d: float, dhat: float) float ¶
Derivative of the barrier function.
\[b'(d) = (\hat{d}-d) \left( 2\ln\left( \frac{d}{\hat{d}} \right) - \frac{\hat{d}}{d} + 1\right)\]
- ipctk.barrier_hessian(d: float, dhat: float) float ¶
Second derivative of the barrier function.
\[b''(d) = \left( \frac{\hat{d}}{d} + 2 \right) \frac{\hat{d}}{d} - 2\ln\left( \frac{d}{\hat{d}} \right) - 3\]
Last update:
January 26, 2023