File numerics/src/MCP/mcp_newton_FBLSA.h

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nonsmooth-based solver for MCP

Functions

void FB_compute_error_mcp(void *data_opaque, double *z, double *w, double *notused, double tol, double *err)

Compute the error for termination, here mcp_compute_error.

Parameters
  • data_opaque: a LinearComplementarityProblem but casted

  • [in] z: non-basic variable

  • [in] w: basic variable

  • notused: not used here

  • [in] tol: the tolerance

  • [out] err: the error on the LCP (not FB)

void FB_compute_F_mcp(void *data_opaque, double *z, double *w)

Compute w=F(z)

Parameters

void FB_compute_H_mcp(void *data_opaque, double *z, double *w, double *workV1, double *workV2, NumericsMatrix *H)

Compute an element of JacF_FB, see FacchineiPang p.

808

Parameters
  • data_opaque: a MixedComplementarityProblem but casted

  • [in] z: non-basic variable

  • [in] w: basic variable

  • workV1: work vector which contains “z”

  • workV2: work vector

  • [out] H: an element of JacF_FB

void mcp_FB(void *data_opaque, double *z, double *F, double *F_FB)

Compute F_FB : \({F_FB}_i = \sqrt(z_i^2 + F_i^2) - (z_i + F_i)\).

Parameters
  • data_opaque: a LinearComplementarityProblem but casted

  • [in] z: non-basic variable

  • [in] F: basic variable

  • [out] F_FB: value of the function