File numerics/src/tools/Qi_merit.h

Go to the source code of this file

functions related to the Qi C-functions used as a merit function for box VI problems

Reference FacchineiPang pp.869 - 877.

Functions

void Jac_F_Qi(int n, double *restrict x, double *restrict Fbox, double *restrict workV1, double *restrict workV2, NumericsMatrix *restrict nabla_F, double *restrict lb, double *restrict ub, NumericsMatrix *restrict H)

Evaluates the Jacobian of the C function for a box-constrained VI.

Parameters
  • n: size of the problem
  • x: box-constrained variable of the VI
  • Fbox: value of the function
  • workV1: work vector
  • workV2: work vector
  • nabla_F: gradient of the C-function
  • lb: lower bounds, that is lb <= x
  • ub: upper bounds, that is ub >= x
  • H: an element of the Jacobian

void phi_Qi(int n, double *restrict x, double *restrict F, double *restrict Fbox, double *restrict lb, double *restrict ub)

Evaluates the C function for a box-constrained VI.

Parameters
  • n: size of the problem
  • x: box-constrained variable of the VI
  • F: value of the function
  • Fbox: value of the function
  • lb: lower bounds, that is lb <= x
  • ub: upper bounds, that is ub >= x