AVI_Solvers (functions)


siconos.numerics.avi_caoferris(AffineVariationalInequalities *problem, array_like (np.float64, 1D)z, array_like (np.float64, 1D)w, SolverOptions *options) → int[source]

avi_caoferris is a direct solver for AVI based on pivoting method principle for degenerate problem Choice of pivot variable is performed via lexicographic ordering Ref: “A Pivotal Method for Affine Variational Inequalities” Menglin Cao et Michael Ferris (1996)

Parameters:
  • problem – structure that represents the AVI (M, q, K)
  • z – on call contains the initial solution and on return holds the solution of the problem.
  • w – defined as Mz + q
  • options – structure used to define the solver and its parameters.
Returns:

info about the convergence (0 ok; 1 …)


siconos.numerics.avi_pathavi(AffineVariationalInequalities *problem, array_like (np.float64, 1D)z, array_like (np.float64, 1D)w, SolverOptions *options) → int[source]

avi_pathavi is using PATHVI, a direct solver for VI based on pivoting method principle for degenerate problem Ref: “A structure-preserving Pivotal Method for Affine Variational Inequalities” Y.

Kim, O. Huber, M.C. Ferris, Math Prog B (2017)

Parameters:
  • problem – structure that represents the AVI (M, q, K)
  • z – on call contains the initial solution and on return holds the solution of the problem.
  • w – defined as Mz + q
  • options – structure used to define the solver and its parameters.
Returns:

info about the convergence (0 ok; 1 …)