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/*
* 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__ */
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