Qi_merit.h#

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

Reference Facchinei—Pang pp.869 - 877.

Functions

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 – [in] box-constrained variable of the VI
F – [out] value of the function
Fbox – [out] value of the function
lb – [in] lower bounds, that is lb <= x
ub – [in] upper bounds, that is ub >= x

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 – [in] box-constrained variable of the VI
Fbox – [out] value of the function
workV1 – work vector
workV2 – work vector
nabla_F – [in] gradient of the C-function
lb – [in] lower bounds, that is lb <= x
ub – [in] upper bounds, that is ub >= x
H – [out] an element of the Jacobian