Added linux shared libraries and header files for int and ecos functions

1 files changed, 323 insertions, 0 deletions

diff --git a/thirdparty/linux/include/coin/ecos.h b/thirdparty/linux/include/coin/ecos.h
new file mode 100644
index 0000000..49d2b25
--- /dev/null
+++ b/thirdparty/linux/include/coin/ecos.h
@@ -0,0 +1,323 @@
+/*
+ * ECOS - Embedded Conic Solver.
+ * Copyright (C) 2012-2015 A. Domahidi [domahidi@embotech.com],
+ * Automatic Control Lab, ETH Zurich & embotech GmbH, Zurich, Switzerland.
+ *
+ * This program is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * This program is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with this program.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+
+#ifndef __ECOS_H__
+#define __ECOS_H__
+
+#include "glblopts.h"
+#include "spla.h"
+#include "cone.h"
+#include "kkt.h"
+
+#if PROFILING > 0
+#include "timer.h"
+#endif
+
+#if CTRLC > 0
+#include "ctrlc.h"
+#endif
+
+/* ECOS VERSION NUMBER - FORMAT: X.Y.Z --------------------------------- */
+#define ECOS_VERSION ("2.0.4")
+
+/* DEFAULT SOLVER PARAMETERS AND SETTINGS STRUCT ----------------------- */
+#define MAXIT      (100)          /* maximum number of iterations         */
+#define FEASTOL    (1E-8)        /* primal/dual infeasibility tolerance  */
+#define ABSTOL     (1E-8)        /* absolute tolerance on duality gap    */
+#define RELTOL     (1E-8)        /* relative tolerance on duality gap    */
+#define FTOL_INACC (1E-4)        /* inaccurate solution feasibility tol. */
+#define ATOL_INACC (5E-5)        /* inaccurate solution absolute tol.    */
+#define RTOL_INACC (5E-5)        /* inaccurate solution relative tol.    */
+#define GAMMA      (0.99)        /* scaling the final step length        */
+#define STATICREG  (1)           /* static regularization: 0:off, 1:on   */
+#define DELTASTAT  (7E-8)        /* regularization parameter             */
+#define DELTA      (2E-7)        /* dyn. regularization parameter        */
+#define EPS        (1E-13)  /* dyn. regularization threshold (do not 0!) */
+#define VERBOSE    (1)           /* bool for verbosity; PRINTLEVEL < 3   */
+#define NITREF     (9)       	 /* number of iterative refinement steps */
+#define IRERRFACT  (6)           /* factor by which IR should reduce err */
+#define LINSYSACC  (1E-14)       /* rel. accuracy of search direction    */
+#define SIGMAMIN   (1E-4)        /* always do some centering             */
+#define SIGMAMAX   (1.0)         /* never fully center                   */
+#define STEPMIN    (1E-6)        /* smallest step that we do take        */
+#define STEPMAX    (0.999)  /* largest step allowed, also in affine dir. */
+#define SAFEGUARD  (500)         /* Maximum increase in PRES before
+                                                ECOS_NUMERICS is thrown. */
+/*Ecos exponential cone default settings*/
+#ifdef EXPCONE
+#define MAX_BK           (90)    /*Maximum backtracking steps*/
+#define BK_SCALE         (0.8)   /*Backtracking constant*/
+#define MIN_DISTANCE     (0.1)   /* dont let sqrt(r), sqrt(-u) or sqrt(v)
+                                   become smaller than
+                                  MIN_DISTANCE*mu*/
+#define CENTRALITY       (1)     /*Centrality requirement*/
+#endif
+
+
+
+/* EQUILIBRATION METHOD ------------------------------------------------ */
+#define EQUILIBRATE (1)     /* use equlibration of data matrices? >0: yes */
+#define EQUIL_ITERS (3)         /* number of equilibration iterations  */
+#define RUIZ_EQUIL      /* define algorithm to use - if both are ... */
+/*#define ALTERNATING_EQUIL*/ /* ... commented out no equlibration is used */
+
+
+/* EXITCODES ----------------------------------------------------------- */
+#define ECOS_OPTIMAL  (0)   /* Problem solved to optimality              */
+#define ECOS_PINF     (1)   /* Found certificate of primal infeasibility */
+#define ECOS_DINF     (2)   /* Found certificate of dual infeasibility   */
+#define ECOS_INACC_OFFSET (10)  /* Offset exitflag at inaccurate results */
+#define ECOS_MAXIT    (-1)  /* Maximum number of iterations reached      */
+#define ECOS_NUMERICS (-2)  /* Search direction unreliable               */
+#define ECOS_OUTCONE  (-3)  /* s or z got outside the cone, numerics?    */
+#define ECOS_SIGINT   (-4)  /* solver interrupted by a signal/ctrl-c     */
+#define ECOS_FATAL    (-7)  /* Unknown problem in solver                 */
+
+#ifdef __cplusplus
+extern "C" {
+#endif
+
+/* SETTINGS STRUCT ----------------------------------------------------- */
+typedef struct settings{
+	pfloat gamma;                /* scaling the final step length        */
+	pfloat delta;                /* regularization parameter             */
+    pfloat eps;                  /* regularization threshold             */
+	pfloat feastol;              /* primal/dual infeasibility tolerance  */
+	pfloat abstol;               /* absolute tolerance on duality gap    */
+	pfloat reltol;               /* relative tolerance on duality gap    */
+    pfloat feastol_inacc; /* primal/dual infeasibility relaxed tolerance */
+	pfloat abstol_inacc;  /* absolute relaxed tolerance on duality gap   */
+	pfloat reltol_inacc;  /* relative relaxed tolerance on duality gap   */
+	idxint nitref;				 /* number of iterative refinement steps */
+	idxint maxit;                /* maximum number of iterations         */
+    idxint verbose;              /* verbosity bool for PRINTLEVEL < 3    */
+#ifdef EXPCONE /*Exponential cone settings*/
+    idxint max_bk_iter;      /* Maximum backtracking iterations */
+    pfloat bk_scale;         /* Backtracking scaling */
+    pfloat centrality;       /* Centrality bound, ignored when centrality vars = 0*/
+#endif
+} settings;
+
+
+/* INFO STRUCT --------------------------------------------------------- */
+typedef struct stats{
+	pfloat pcost;
+	pfloat dcost;
+    pfloat pres;
+    pfloat dres;
+    pfloat pinf;
+    pfloat dinf;
+	pfloat pinfres;
+    pfloat dinfres;
+    pfloat gap;
+    pfloat relgap;
+	pfloat sigma;
+    pfloat mu;
+    pfloat step;
+    pfloat step_aff;
+	pfloat kapovert;
+	idxint iter;
+    idxint nitref1;
+    idxint nitref2;
+    idxint nitref3;
+#if PROFILING > 0
+	pfloat tsetup;
+	pfloat tsolve;
+#endif
+#if PROFILING > 1
+	pfloat tfactor;
+	pfloat tkktsolve;
+	pfloat torder;
+	pfloat tkktcreate;
+	pfloat ttranspose;
+	pfloat tperm;
+    pfloat tfactor_t1;
+    pfloat tfactor_t2;
+#endif
+#ifdef EXPCONE
+    /* Counters for backtracking, each of these counts
+     * one condition that can fail and cause a backtrack
+     */
+    idxint pob; /* Potential decreases    */
+    idxint cb;  /* Centrality violations  */
+    idxint cob; /* The s'z of one cone is too small w.r.t. mu */
+    idxint pb;  /* Primal infeasibility   */
+    idxint db;  /* Dual infeasibility     */
+    idxint affBack; /* Total affine backtracking steps   */
+    idxint cmbBack; /* Total combined backtracking steps */
+
+    pfloat centrality; /*Centrality at the end of the backtracking*/
+#endif
+
+} stats;
+
+
+/* ALL DATA NEEDED BY SOLVER ------------------------------------------- */
+typedef struct pwork{
+	/* dimensions */
+	idxint n;	/* number of primal variables x */
+	idxint m;   /* number of conically constrained variables s */
+	idxint p;   /* number of equality constraints */
+    idxint D;   /* degree of the cone */
+
+    /* variables */
+    pfloat* x;  /* primal variables                    */
+    pfloat* y;  /* multipliers for equality constaints */
+    pfloat* z;  /* multipliers for conic inequalities  */
+    pfloat* s;  /* slacks for conic inequalities       */
+	pfloat* lambda; /* scaled variable                 */
+	pfloat kap; /* kappa (homogeneous embedding)       */
+	pfloat tau; /* tau (homogeneous embedding)         */
+
+    /* best iterate seen so far */
+    /* variables */
+    pfloat* best_x;  /* primal variables                    */
+    pfloat* best_y;  /* multipliers for equality constaints */
+    pfloat* best_z;  /* multipliers for conic inequalities  */
+    pfloat* best_s;  /* slacks for conic inequalities       */
+    pfloat best_kap; /* kappa (homogeneous embedding)       */
+	pfloat best_tau; /* tau (homogeneous embedding)         */
+    pfloat best_cx;
+    pfloat best_by;
+    pfloat best_hz;
+    stats* best_info; /* info of best iterate               */
+
+	/* temporary stuff holding search direction etc. */
+    pfloat* dsaff;
+    pfloat* dzaff;
+	pfloat* W_times_dzaff;
+	pfloat* dsaff_by_W;
+    pfloat* saff;
+    pfloat* zaff;
+
+    /* cone */
+    cone* C;
+
+    /* problem data */
+    spmat* A;  spmat* G;  pfloat* c;  pfloat* b;  pfloat* h;
+
+    /* indices that map entries of A and G to the KKT matrix */
+    idxint *AtoK; idxint *GtoK;
+
+#if defined EQUILIBRATE && EQUILIBRATE > 0
+    /* equilibration vector */
+    pfloat *xequil;
+    pfloat *Aequil;
+    pfloat *Gequil;
+#endif
+
+	/* scalings of problem data */
+	pfloat resx0;  pfloat resy0;  pfloat resz0;
+
+	/* residuals */
+	pfloat *rx;   pfloat *ry;   pfloat *rz;   pfloat rt;
+	pfloat hresx;  pfloat hresy;  pfloat hresz;
+
+    /* norm iterates */
+    pfloat nx,ny,nz,ns;
+
+	/* temporary storage */
+	pfloat cx;  pfloat by;  pfloat hz;  pfloat sz;
+
+	/* KKT System */
+	kkt* KKT;
+
+	/* info struct */
+    stats* info;
+
+	/* settings struct */
+	settings* stgs;
+
+} pwork;
+
+
+/* SOME USEFUL MACROS -------------------------------------------------- */
+#define MAX(X,Y)  ((X) < (Y) ? (Y) : (X))  /* maximum of 2 expressions   */
+/* safe division x/y where y is assumed to be positive! */
+#define SAFEDIV_POS(X,Y)  ( (Y) < EPS ? ((X)/EPS) : (X)/(Y) )
+
+
+/* METHODS */
+
+/* set up work space */
+/* could be done by codegen */
+pwork* ECOS_setup(idxint n, idxint m, idxint p, idxint l, idxint ncones, idxint* q, idxint nex,
+                   pfloat* Gpr, idxint* Gjc, idxint* Gir,
+                   pfloat* Apr, idxint* Ajc, idxint* Air,
+                   pfloat* c, pfloat* h, pfloat* b);
+
+
+#ifdef EXPCONE
+pfloat expConeLineSearch(pwork* w, pfloat dtau, pfloat dkappa, idxint affine);
+#endif
+
+/* solve */
+idxint ECOS_solve(pwork* w);
+
+/**
+ * Cleanup: free memory (not used for embedded solvers, only standalone)
+ *
+ * Use the second argument to give the number of variables to NOT free.
+ * This is useful if you want to use the result of the optimization without
+ * copying over the arrays. One use case is the MEX interface, where we
+ * do not want to free x,y,s,z (depending on the number of LHS).
+ */
+void ECOS_cleanup(pwork* w, idxint keepvars);
+
+
+/**
+ * Version: returns the current version number
+ * Use a character array of length 7 to obtain the version number
+ * in the format
+ *      x.y.zzz
+ * where x is the major, y the minor and zzz the build number
+ */
+const char* ECOS_ver(void);
+
+
+/* ------------------- EXPERT LEVEL INTERFACES ---------------------- */
+
+/*
+ * Updates one element of the RHS vector h of inequalities
+ * After the call, w->h[idx] = value (but equilibrated)
+ */
+void ecos_updateDataEntry_h(pwork* w, idxint idx, pfloat value);
+
+/*
+ * Updates one element of the OBJ vector c of inequalities
+ * After the call, w->c[idx] = value (but equilibrated)
+ */
+void ecos_updateDataEntry_c(pwork* w, idxint idx, pfloat value);
+
+/*
+ * Updates numerical data for G, A, c, h, and b,
+ * and re-equilibrates.
+ * Then updates the corresponding KKT entries.
+ */
+void ECOS_updateData(pwork *w, pfloat *Gpr, pfloat *Apr,
+                     pfloat* c, pfloat* h, pfloat* b);
+
+
+#ifdef __cplusplus
+}
+#endif
+
+#endif
+