File numerics/src/MCP/MixedComplementarityProblem.h¶
Go to the source code of this file
Typedefs
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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 …
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typedef void (*
ptrFunctionMCP2)(void *env, int n, double *z, double *F)¶
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typedef void (*
ptrFunctionMCP_nabla)(void *env, int n, double *z, NumericsMatrix *F)¶
Functions
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void
mixedComplementarityProblem_free(MixedComplementarityProblem *mcp)¶ free an MCP problem
- Parameters
mcp: structure to free
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MixedComplementarityProblem *
mixedComplementarityProblem_new(void)¶ create an empty MCP problem
- Return
an MixedComplementarityProblem instance
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void
mixedComplementarityProblem_old_free(MixedComplementarityProblem_old *problem)¶ function to delete a MixedComplementarityProblem_old
- Parameters
problem: pointer to a MixedComplementarityProblem_old to delete
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struct
MixedComplementarityProblem¶ - #include <MixedComplementarityProblem.h>
Structure that contains and defines a MixedComplementarityProblem
Public Members
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ptrFunctionMCP2
compute_Fmcp¶ pointer to the function used to compute \(F_{mcp}(z) = (G(z), H(z))\)
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ptrFunctionMCP_nabla
compute_nabla_Fmcp¶ pointer to the function used to compute \(\nabla_z F_{mcp}\)
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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.
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int
n1¶ number of equalities constraints
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int
n2¶ size of complementary variables
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NumericsMatrix *
nabla_Fmcp¶ storage for \(\nabla_z F_{mcp}\)
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ptrFunctionMCP2
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struct
MixedComplementarityProblem_old¶ - #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
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ptrFunctionMCP
computeFmcp¶ pointer to the function to compute F(z)
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ptrFunctionMCP
computeNablaFmcp¶
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double *
Fmcp¶ pointer to the function to compute the jacobian of F(z)
The value F(z)
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double *
nablaFmcp¶ jacobian of F(z)
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int
sizeEqualities¶ size of equalities $z_e, w_e$ size
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int
sizeInequalities¶ size of inequalities $z_i,w_i$ size
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ptrFunctionMCP