fraction_to_the_boundary_rule.hpp File Reference

#include <Eigen/Core>

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Namespaces
namespace	slp

Functions
template<typename Scalar>
Scalar	slp::fraction_to_the_boundary_rule (const Eigen::Vector< Scalar, Eigen::Dynamic > &x, const Eigen::Vector< Scalar, Eigen::Dynamic > &p, Scalar τ)
	Applies fraction-to-the-boundary rule to a variable and its iterate, then returns a fraction of the iterate step size within (0, 1].