File numerics/src/MCP/MixedComplementarityProblem.h¶

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struct MixedComplementarityProblem¶

#include <MixedComplementarityProblem.h>

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

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)

int sizeEqualities¶

size of equalities $z_e, w_e$ size

int sizeInequalities¶

size of inequalities $z_i,w_i$ size

struct MixedComplementarityProblem2¶

#include <MixedComplementarityProblem.h>

Structure that contains and defines a MixedComplementarityProblem.

Public Members

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 \(\nabla_z F_{mcp}\)

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.

int n1¶

number of equalities constraints

int n2¶

size of complementary variables

NumericsMatrix *nabla_Fmcp¶

storage for \(\nabla_z F_{mcp}\)