MixedComplementarityProblem.h¶

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Typedefs

typedef void (*ptrFunctionMCP)(int size, double *z, double *F)¶

type for user defined function used to compute Fmcp and its jacobian.

TODO : set properly the list of arguments for this function, when things will be clearer …

typedef void (*ptrFunctionMCP2)(void *env, int n, double *z, double *F)¶

typedef void (*ptrFunctionMCP_nabla)(void *env, int n, double *z, NumericsMatrix *F)¶

Functions

void mixedComplementarityProblem_free(MixedComplementarityProblem *mcp)¶

free a MCP problem

Parameters: mcp – structure to free

MixedComplementarityProblem *mixedComplementarityProblem_new(void)¶

Returns: an empty MixedComplementarityProblem instance

void mixedComplementarityProblem_old_free(MixedComplementarityProblem_old *problem)¶

Delete a MixedComplementarityProblem_old.

Parameters: problem – pointer to a MixedComplementarityProblem_old to delete

struct MixedComplementarityProblem¶

#include <>

Structure that contains and defines a MixedComplementarityProblem.

Public Members

int n1¶: number of equalities constraints

int n2¶: size of complementarity variables

ptrFunctionMCP2 compute_Fmcp¶: pointer to the function used to compute \( F_{mcp}(z) = (G(z), H(z)) \)

ptrFunctionMCP_nabla compute_nabla_Fmcp¶: pointer to the function used to compute \( \nabla_z F_{mcp} \)

NumericsMatrix *nabla_Fmcp¶: storage for \( \nabla_z F_{mcp} \)

void *env¶

environment for the compute_Fmcp and compute_nabla_Fmcp function.

When called from Python, it contains an object with compute_Fmcp and compute_nabla_Fmcp as methods. When called from C, it can reference a data struct containing variables needed for the computations.

struct MixedComplementarityProblem_old¶

#include <>

The structure that defines a Mixed Complementarity problem (MCP) : find two vectors \( (z,w \in {{\mathrm{I\!R}}}^{n+m}) \) such that:

\[\begin{split} w &= \begin{pmatrix}w_e\\w_i\end{pmatrix} = F(z) \ \ w_e &=0 \ \ 0 &\le w_i \perp z_i \ge 0 \end{split}\]

where “i” (resp. “e”) stands for inequalities (resp. equalities). The vector \( z \) is splitted like \( w \):

\[\begin{split} z =\begin{pmatrix}z_e\\z_i\end{pmatrix} \end{split}\]

\( z_i,w_i \) are vectors of size sizeEqualities, \( z_e,w_e \) vectors of size sizeInequalities

and \( F \) is a non linear function that must be user-defined.

Public Members

int sizeEqualities¶: size of equalities \( z_e, w_e \) size

int sizeInequalities¶: size of inequalities \( z_i,w_i \) size

ptrFunctionMCP computeFmcp¶: pointer to the function to compute F(z)

ptrFunctionMCP computeNablaFmcp¶

double *Fmcp¶

pointer to the function to compute the jacobian of F(z)

The value F(z)

double *nablaFmcp¶: jacobian of F(z)