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Diffstat (limited to 'thirdparty/linux/include/coin/expcone.h')
-rw-r--r-- | thirdparty/linux/include/coin/expcone.h | 87 |
1 files changed, 87 insertions, 0 deletions
diff --git a/thirdparty/linux/include/coin/expcone.h b/thirdparty/linux/include/coin/expcone.h new file mode 100644 index 0000000..4c5fa81 --- /dev/null +++ b/thirdparty/linux/include/coin/expcone.h @@ -0,0 +1,87 @@ +/* + * 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/>. + */ + +/* + * The exponental cone module is (c) Santiago Akle, Stanford University, + * [akle@stanford.edu] + * + */ + +#include "cone.h" +#include "glblopts.h" +#include "wright_omega.h" +#include <math.h> +#ifndef __ECOS_EXP_H__ +#define __ECOS_EXP_H__ + +#if defined EXPCONE +/* + * Exponential cone structure: We save the index where each expcone Hessian + * column starts in the csr format. For each cone we also allocate space for + * the gradient of the barrier at each cone and the values of entries of the + * Hessian matrix + */ +typedef struct expcone +{ + idxint colstart[3]; /* All cones are fixed size, we store the index + * where the column of the hessian starts in the + * permuted Newton system. + */ + pfloat v[6]; /* Uper triangular section of the hessian */ + pfloat g[3]; /* Gradient of the barrier */ +} expcone; + +/* + * Evaluates the Hessian of the exponential dual cone barrier at the triplet + * w[0],w[1],w[2], and stores the upper triangular part of the matrix mu*H(w) + * at v[0],...,v[5]. The entries of the Hessian are arranged columnwise into v + */ +void evalExpHessian(pfloat* w, pfloat* v, pfloat mu); + +/* + * Evaluates the gradient of the dual exponential cone barrier g^\star(z) at the triplet + * w[0],w[1],w[2], and stores the result at g[0],..,g[2]. + */ +void evalExpGradient(pfloat* w, pfloat* g); + +/* + * Computes f_e(s_e) + f^\star_e(z_e) + */ +pfloat evalBarrierValue(pfloat* siter, pfloat *ziter, idxint fc, idxint nexc); + +/* + * Multiplies by y+=muH*x + */ +void scaleToAddExpcone(pfloat* y, pfloat* x, expcone* expcones, idxint nexc, idxint fc); + +/* + * Returns 1 if s is primal feasible w.r.t the primal exponential + * cone and 0 i.o.c + */ +idxint evalExpPrimalFeas(pfloat *s, idxint nexc); + +/* + * Returns 1 if s is dual feasible w.r.t the dual exponential + * cone and 0 i.o.c + */ +idxint evalExpDualFeas(pfloat *s, idxint nexc); + +#endif +#endif /* End ifndef __ECOS_EXP_H__ */ + |