File numerics/src/MCP/MCP_Solvers.h¶

Functions

void mcp_driver_init(MixedComplementarityProblem *problem, SolverOptions *options)¶

Initialisation of the MCP solver (set problem, allocate working memory and so on.

This routine must be called before any attempt to run the mcp_driver.

Parameters

• problem: the description of the MCP
• options: for the solver

void mcp_driver_reset(MixedComplementarityProblem *problem, SolverOptions *options)¶

Reset of the MCP solver.

Parameters

• problem: the description of the MCP
• options: for the solver

void mcp_FischerBurmeister(MixedComplementarityProblem *problem, double *z, double *w, int *info, SolverOptions *options)¶

Fischer Burmeister solver.

Parameters

• problem: a structure which represents the MCP
• z: a m+n-vector, initial solution + returns the solution of the problem.
• w: not used
• info: termination value: 0 if success else >0.
• options: structure used to define the solver and its parameters.

void mcp_newton_FBLSA(MixedComplementarityProblem2 *problem, double *z, double *Fmcp, int *info, SolverOptions *options)¶

Solver based on Fischer-Burmeister reformulation and line search (VFBLSA in FacchineiPang 2003 p.

834)

Parameters

• problem: a structure which represents the MCP
• z: a n1+n2-vector, initial solution + returns the solution of the problem.
• Fmcp: n1+n2-vector which contains the value of Fmcp(z) = (G(z), H(z))
• info: termination value: 0 if success else >0.
• options: structure used to define the solver and its parameters.

void mcp_newton_minFBLSA(MixedComplementarityProblem2 *problem, double *z, double *Fmcp, int *info, SolverOptions *options)¶

Solver based on Fischer-Burmeister reformulation and line search.

The descent direction is found using a min reformulation (minFBLSA in FacchineiPang 2003 p. 855)

Parameters

• problem: a structure which represents the MCP
• z: a n1+n2-vector, initial solution + returns the solution of the problem.
• Fmcp: n1+n2-vector which contains the value of Fmcp(z) = (G(z), H(z))
• info: termination value: 0 if success else >0.
• options: structure used to define the solver and its parameters.

void mixedComplementarity_default_setDefaultSolverOptions(MixedComplementarityProblem *problem, SolverOptions *pOptions)¶

set the default solver parameters and perform memory allocation for MixedLinearComplementarity

Parameters

• problem: the pointer to the array of options to set.
• pOptions: the pointer to the SolverOptions stucture.

int mixedComplementarity_FB_setDefaultSolverOptions(MixedComplementarityProblem *problem, SolverOptions *pSolver)¶

set the default solver parameters and perform memory allocation for MixedLinearComplementarity

Parameters

• problem: the pointer to the array of options to set.
• pSolver: the pointer to the SolverOptions stucture.

int mixedComplementarity_setDefaultSolverOptions(MixedComplementarityProblem *problem, SolverOptions *pOptions)¶

set the default solver parameters and perform memory allocation for MixedLinearComplementarity

Parameters

• problem: the pointer to the array of options to set.
• pOptions: the pointer to the SolverOptions stucture.