File numerics/src/MCP/mcp_newton_FBLSA.h

File numerics/src/MCP/mcp_newton_FBLSA.h#

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nonsmooth-based solver for MCP

Functions

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 Facchinei—Pang p.

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Parameters:

  • data_opaque – a MixedComplementarityProblem but casted

  • z – [in] non-basic variable

  • w – [in] basic variable

  • workV1 – work vector which contains “z”

  • workV2 – work vector

  • H – [out] an element of JacF_FB

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

  • z – [in] non-basic variable

  • w – [in] basic variable

  • notused – not used here

  • tol – [in] the tolerance

  • err – [out] the error on the LCP (not 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

  • z – [in] non-basic variable

  • F – [in] basic variable

  • F_FB – [out] value of the function

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