File numerics/src/NCP/NCP_PathSearch.h

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Functions for the pathsearch for NCP.


static void ncp_pathsearch_compute_x_from_z(unsigned n, double *restrict z, double *restrict F, double *restrict x)

compute x from z for an NCP

  • n: size of the problem
  • z: current iterate
  • F: value of the NCP function
  • x: current newton iterate

static void ncp_pathsearch_update_lcp_data(NonlinearComplementarityProblem * problem, LinearComplementarityProblem * lcp_subproblem, unsigned n, double *restrict x_plus, double *restrict x, double *restrict r)

update the lcp subproblem: M, q and r

  • problem: the NCP problem to solve
  • lcp_subproblem: the lcp problem to fill
  • n: size of the NCP problem
  • x_plus: positive part of x
  • x: current newton iterate
  • r: value of the normal map