Date: 2015-10-02T22:30:41+00:00

Actual source code: ipm.h
petsc-3.6.2 2015-10-02
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      1: #ifndef __TAO_IPM_H
      3: #include <petsc/private/taoimpl.h>

      5: /*
      6:  Context for Interior-Point Method
      7: */

      9: typedef struct {
     10:   PetscInt mi,me,n,nxb,nib,nb,nslack;
     11:   PetscInt nuser_inequalities;
     12:   PetscInt nxlb,nxub,niub,nilb;
     13:   PetscScalar sig,mu,taumin,dec;
     14:   PetscScalar muaff;
     15:   TaoLineSearch lag_ls;
     16:   Vec work, rhs_x,save_x;
     17:   Vec lamdai, dlamdai, rhs_lamdai, save_lamdai;
     18:   Vec lamdae, dlamdae, rhs_lamdae, save_lamdae;
     19:   Vec s,ds,rhs_s,save_s;
     20:   Vec ci;
     21:   Vec Zero_nb, One_nb,Inf_nb;
     22:   PetscScalar kkt_f; /* d'*x + (1/2)*x'*H*x; */
     23:   Vec rd;            /* H*x + d + Ae'*lamdae - Ai'*lamdai */
     24:   Vec rpe; /* residual  Ae*x - be */
     25:   Vec rpi; /*           Ai*x - yi - bi */
     26:   Vec complementarity; /* yi.*lamdai */
     27:   PetscScalar phi;
     28:   Mat L; /* diag(lamdai) */
     29:   Mat Y; /* diag(yi) */
     30:   Mat Ai;  /* JacI (lb)
     31:               -JacI (ub)
     32:               I (xlb)
     33:               -I (xub) */
     34:   Mat K; /* [ H , 0,   Ae',-Ai'];
     35:             [Ae , 0,   0  , 0];
     36:             [Ai ,-Imi, 0 ,  0];
     37:             [ 0 , L ,  0 ,  Y ];  */

     39:   Vec bigrhs; /* rhs [x; lamdae; yi; lamdai] */
     40:   Vec bigstep; /* [dx; dyi; dlamdae; dlamdai] */
     41:   PetscBool monitorkkt;
     42:   PetscScalar alpha1,alpha2;
     43:   PetscScalar pushs,pushnu;
     44:   IS isxl,isxu,isil,isiu;
     45:   VecScatter ci_scat,xl_scat,xu_scat;
     46:   VecScatter step1,step2,step3,step4;
     47:   VecScatter rhs1,rhs2,rhs3,rhs4;
     48: } TAO_IPM;

     50: #endif /* ifndef __TAO_IPM_H */