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File numerics/src/NonSmoothNewton.h

File numerics/src/NonSmoothNewton.h#

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Typedef and functions declarations related to non-smooth Newton solver

Solve \( \phi(z) = 0 \) using a Newton method.

The algorithm is alg 4.1 of the paper of Kanzow and Kleinmichel, “A new class of semismooth Newton-type methods

for nonlinear complementarity problems”, in Computational Optimization and Applications, 11, 227-251 (1998).

Typedefs

typedef void (*NewtonFunctionPtr)(int, double*, double*, int)#

Enums

enum NONSMOOTH_NEWTON_SOLVER#

Values:

enumerator SICONOS_NONSMOOTH_NEWTON_LSA#

Functions

void linesearch_Armijo(int n, double *z, double *dir, double psi_k, double descentCondition, NewtonFunctionPtr *phi)#

Armijo Linesearch.

Parameters:

  • n – size of the vector z

  • z – unknown vector

  • dir – search direction

  • psi_k – initial value of the merit function

  • descentCondition – descent condition

  • phi – pointer to function used to compute phi(z)

int nonSmoothNewton(int n, double *z, NewtonFunctionPtr *phi, NewtonFunctionPtr *jacobianPhi, SolverOptions *options)#

Newton solver with line Search.

Parameters:

  • n – size of the vector z

  • z – unknown vector, in-out argument

  • phi – pointer to \( \phi \) function

  • jacobianPhi – pointer to \( \nabla_z \phi(z) \) function

  • iparam – vector of int parameters:

    • [0] : max. number of iterations

    • [1] : number of iterations processed

  • dparam – vector of double parameters:

    • [0]: tolerance

    • [1]: error

Returns:

int 0 if ok

int nonSmoothDirectNewton(int n, double *z, NewtonFunctionPtr *phi, NewtonFunctionPtr *jacobianPhi, SolverOptions *options)#

Newton solver without line Search.

Parameters:

  • n – size of the vector z

  • z – unknown vector, in-out argument

  • phi – pointer to \( \phi \) function

  • jacobianPhi – pointer to \( \nabla_z \phi(z) \) function

  • iparam – vector of int parameters:

    • [0] : max. number of iterations

    • [1] : number of iterations processed

  • dparam – vector of double parameters:

    • [0]: tolerance

    • [1]: error

Returns:

int 0 if ok

void nonSmoothNewton_set_default(SolverOptions *options)#

Variables

const char *const SICONOS_NONSMOOTH_NEWTON_LSA_STR#
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