File numerics/src/MCP/MCP_Solvers.h¶
Go to the source code of this file
List of all the available solvers for the resolution of Mixed Complementarity Problems.
See the detailed documentation in MCP available solvers
Functions
-
int
mcp_compute_error
(MixedComplementarityProblem *problem, double *z, double *w, double *error)¶
-
void
mcp_newton_FB_FBLSA
(MixedComplementarityProblem *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
[in] problem
: a structure which represents the MCP[inout] z
: a n1+n2-vector, initial solution + returns the solution of the problem.[out] Fmcp
: n1+n2-vector which contains the value of Fmcp(z) = (G(z), H(z))[out] info
: termination value: 0 if success else >0.[inout] options
: structure used to define the solver and its parameters.
-
void
mcp_newton_min_FBLSA
(MixedComplementarityProblem *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
[in] problem
: a structure which represents the MCP[inout] z
: a n1+n2-vector, initial solution + returns the solution of the problem.[out] Fmcp
: n1+n2-vector which contains the value of Fmcp(z) = (G(z), H(z))[out] info
: termination value: 0 if success else >0.[inout] options
: structure used to define the solver and its parameters.
-
int
mcp_old_compute_error
(MixedComplementarityProblem_old *problem, double *z, double *w, double *error)¶
-
void
mcp_old_driver_init
(MixedComplementarityProblem_old *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_old_driver.
- Parameters
[in] problem
: the description of the MCP[in] options
: for the solver
-
void
mcp_old_driver_reset
(MixedComplementarityProblem_old *problem, SolverOptions *options)¶ Reset of the MCP solver.
- Parameters
[in] problem
: the description of the MCP[in] options
: for the solver
-
void
mcp_old_FischerBurmeister
(MixedComplementarityProblem_old *problem, double *z, double *w, int *info, SolverOptions *options)¶ Fischer Burmeister solver.
- Parameters
[in] problem
: a structure which represents the MCP[inout] z
: a m+n-vector, initial solution + returns the solution of the problem.[out] w
: not used[out] info
: termination value: 0 if success else >0.[inout] options
: structure used to define the solver and its parameters.
-
void
mcp_old_FischerBurmeister_init
(MixedComplementarityProblem_old *problem, SolverOptions *options)¶ Initialisation of the MCP Fischer solver (set problem, allocate working memory and so on.
This routine must be called before any attempt to run the mcp_old_driver.
- Parameters
[in] problem
: description of the MCP[in] options
: for the solver
-
void
mcp_old_FischerBurmeister_reset
(MixedComplementarityProblem_old *problem, SolverOptions *options)¶ Reset of the MCP Fischer solver (free local variable)
- Parameters
[in] problem
: description of the MCP[in] options
: for the solver