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Diffstat (limited to 'thirdparty/linux/include/coin/cone.h')
| -rw-r--r-- | thirdparty/linux/include/coin/cone.h | 171 |
1 files changed, 171 insertions, 0 deletions
diff --git a/thirdparty/linux/include/coin/cone.h b/thirdparty/linux/include/coin/cone.h new file mode 100644 index 0000000..9fb28e6 --- /dev/null +++ b/thirdparty/linux/include/coin/cone.h @@ -0,0 +1,171 @@ +/*
+ * 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/>.
+ */
+
+
+/* cone module */
+
+#ifndef __CONE_H__
+#define __CONE_H__
+
+#include "glblopts.h"
+#include "expcone.h"
+
+#define CONEMODE (0) /* 0: expand to sparse cones (ECOS standard) */
+ /* 1: dense cones (slow for big cones) */
+ /* 2: dense of fixed size */
+
+
+/* LP CONE ------------------------------------------------------------- */
+typedef struct lpcone{
+ idxint p; /* dimension of cone */
+ pfloat* w; /* scalings */
+ pfloat* v; /* = w^2 - saves p multiplications */
+ idxint* kkt_idx; /* indices of KKT matrix to which scalings w^2 map */
+} lpcone;
+
+
+/* SECOND-ORDER CONE --------------------------------------------------- */
+/* (all KKT indices are in compressed column format pointing into Kpr) */
+typedef struct socone{
+ idxint p; /* dimension of cone */
+ pfloat* skbar; /* temporary variables to work with */
+ pfloat* zkbar; /* temporary variables to work with */
+ pfloat a; /* = wbar(1) */
+ pfloat d1; /* first element of D */
+ pfloat w; /* = q'*q */
+ pfloat eta; /* eta = (sres / zres)^(1/4) */
+ pfloat eta_square; /* eta^2 = (sres / zres)^(1/2) */
+ pfloat* q; /* = wbar(2:end) */
+#if CONEMODE == 0
+ idxint* Didx; /* indices for D */
+ pfloat u0; /* eta */
+ pfloat u1; /* u = [u0; u1*q] */
+ pfloat v1; /* v = [0; v1*q] */
+#endif
+#if CONEMODE > 0
+ idxint* colstart; /* colstart[n] gives index in KKT matrix where
+ the nth column of this scaling matrix in (3,3)
+ block starts */
+ pfloat c; /* = 1 + a + w/(1+a) */
+ pfloat d; /* = 1 + 2/(1+a) + w/(1+a)^2 */
+#endif
+
+} socone;
+
+
+/* GENERAL STRUCTURE FOR A CONE ---------------------------------------- */
+typedef struct cone{
+ lpcone* lpc; /* LP cone */
+ socone* soc; /* Second-Order cone */
+ idxint nsoc; /* number of second-order cones */
+#ifdef EXPCONE
+ expcone* expc; /* array of exponential cones*/
+ idxint nexc; /* number of exponential cones*/
+ idxint fexv; /* Index of first slack variable
+ * corresponding to an exponential cone */
+#endif
+} cone;
+
+
+/* ERROR CODES --------------------------------------------------------- */
+#define INSIDE_CONE (0)
+#define OUTSIDE_CONE (1)
+
+
+/* METHODS ------------------------------------------------------------- */
+/**
+ * Scales a conic variable such that it lies strictly in the cone.
+ * If it is already in the cone, r is simply copied to s.
+ * Otherwise s = r + (1+alpha)*e where alpha is the biggest residual.
+ */
+void bring2cone(cone* C, pfloat* r, pfloat* s);
+
+#ifdef EXPCONE
+/* When there are exponential variables in the definition of the problem
+ * the initialization strategy changes to using the central ray for all
+ * cones.
+ */
+void unitInitialization(cone* C, pfloat* s, pfloat* z, pfloat scaling);
+#endif
+
+/**
+ * Update scalings.
+ * Returns OUTSIDE_CONE as soon as any multiplier or slack leaves the cone,
+ * as this indicates severe problems.
+ * When compiled with EXPCONE it calculates the value of muH(z_e) with
+ * z_e the dual slacks for the exponential cone
+ * and stores the Hessian in the cone structure.
+ */
+#ifdef EXPCONE
+idxint updateScalings(cone* C, pfloat* s, pfloat* z, pfloat* lambda, pfloat mu);
+#else
+idxint updateScalings(cone* C, pfloat* s, pfloat* z, pfloat* lambda);
+#endif
+
+#ifdef EXPCONE
+pfloat evalSymmetricBarrierValue(pfloat* siter, pfloat *ziter, pfloat tauIter, pfloat kapIter, cone* C, pfloat D);
+#endif
+
+/**
+ * Fast multiplication by scaling matrix.
+ * Returns lambda = W*z
+ */
+void scale(pfloat* z, cone* C, pfloat* lambda);
+
+
+/**
+ * Fast multiplication with V := W^2.
+ * Computes y += W^2*x;
+ */
+void scale2add(pfloat *x, pfloat* y, cone* C);
+
+/**
+ * Fast left-division by scaling matrix.
+ * Returns z = W\lambda
+ */
+void unscale(pfloat* lambda, cone* C, pfloat* z);
+
+
+/**
+ * Conic product, implements the "o" operator, w = u o v
+ * and returns e'*w (where e is the conic 1-vector)
+ */
+pfloat conicProduct(pfloat* u, pfloat* v, cone* C, pfloat* w);
+
+
+/**
+ * Conic division, implements the "\" operator, w = u \ v
+ */
+void conicDivision(pfloat* u, pfloat* v, cone* C, pfloat* w);
+
+
+/*
+ * Returns details on second order cone
+ * Purpose: cleaner code
+ */
+void getSOCDetails(socone *soc, idxint *conesize, pfloat* eta_square, pfloat* d1, pfloat* u0, pfloat* u1, pfloat* v1, pfloat **q);
+
+
+/*
+ * Returns dx, dy and dz from the expanded and permuted version of
+ * a search direction vector.
+ */
+void unstretch(idxint n, idxint p, cone *C, idxint *Pinv, pfloat *Px, pfloat *dx, pfloat *dy, pfloat *dz);
+
+#endif
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