xref: /petsc/src/tao/constrained/impls/ipm/ipm.h (revision 9dd11ecf0918283bb567d8b33a92f53ac4ea7840) !
1*a4963045SJacob Faibussowitsch #pragma once
2af0996ceSBarry Smith #include <petsc/private/taoimpl.h>
3a7e14dcfSSatish Balay 
4a7e14dcfSSatish Balay /*
5a7e14dcfSSatish Balay  Context for Interior-Point Method
6a7e14dcfSSatish Balay */
7a7e14dcfSSatish Balay 
8a7e14dcfSSatish Balay typedef struct {
9a7e14dcfSSatish Balay   PetscInt      mi, me, n, nxb, nib, nb, nslack;
10a7e14dcfSSatish Balay   PetscInt      nuser_inequalities;
11a7e14dcfSSatish Balay   PetscInt      nxlb, nxub, niub, nilb;
12a7e14dcfSSatish Balay   PetscScalar   sig, mu, taumin, dec;
13a7e14dcfSSatish Balay   PetscScalar   muaff;
14a7e14dcfSSatish Balay   TaoLineSearch lag_ls;
15a7e14dcfSSatish Balay   Vec           work, rhs_x, save_x;
16a8d3b578SPierre Jolivet   Vec           lambdai, dlambdai, rhs_lambdai, save_lambdai;
17a8d3b578SPierre Jolivet   Vec           lambdae, dlambdae, rhs_lambdae, save_lambdae;
18a7e14dcfSSatish Balay   Vec           s, ds, rhs_s, save_s;
19a7e14dcfSSatish Balay   Vec           ci;
20a7e14dcfSSatish Balay   Vec           Zero_nb, One_nb, Inf_nb;
21a7e14dcfSSatish Balay   PetscScalar   kkt_f;           /* d'*x + (1/2)*x'*H*x; */
22a8d3b578SPierre Jolivet   Vec           rd;              /* H*x + d + Ae'*lambdae - Ai'*lambdai */
23a7e14dcfSSatish Balay   Vec           rpe;             /* residual  Ae*x - be */
24a7e14dcfSSatish Balay   Vec           rpi;             /*           Ai*x - yi - bi */
25a8d3b578SPierre Jolivet   Vec           complementarity; /* yi.*lambdai */
26a7e14dcfSSatish Balay   PetscScalar   phi;
27a8d3b578SPierre Jolivet   Mat           L;  /* diag(lambdai) */
28a7e14dcfSSatish Balay   Mat           Y;  /* diag(yi) */
29a7e14dcfSSatish Balay   Mat           Ai; /* JacI (lb)
30a7e14dcfSSatish Balay               -JacI (ub)
31a7e14dcfSSatish Balay               I (xlb)
32a7e14dcfSSatish Balay               -I (xub) */
33a7e14dcfSSatish Balay   Mat           K;  /* [ H , 0,   Ae',-Ai'];
34a7e14dcfSSatish Balay             [Ae , 0,   0  , 0];
35a7e14dcfSSatish Balay             [Ai ,-Imi, 0 ,  0];
36a7e14dcfSSatish Balay             [ 0 , L ,  0 ,  Y ];  */
37a7e14dcfSSatish Balay 
38a8d3b578SPierre Jolivet   Vec         bigrhs;  /* rhs [x; lambdae; yi; lambdai] */
39a8d3b578SPierre Jolivet   Vec         bigstep; /* [dx; dyi; dlambdae; dlambdai] */
40a7e14dcfSSatish Balay   PetscBool   monitorkkt;
41a7e14dcfSSatish Balay   PetscScalar alpha1, alpha2;
42a7e14dcfSSatish Balay   PetscScalar pushs, pushnu;
43a7e14dcfSSatish Balay   IS          isxl, isxu, isil, isiu;
44a7e14dcfSSatish Balay   VecScatter  ci_scat, xl_scat, xu_scat;
45a7e14dcfSSatish Balay   VecScatter  step1, step2, step3, step4;
46a7e14dcfSSatish Balay   VecScatter  rhs1, rhs2, rhs3, rhs4;
47a7e14dcfSSatish Balay } TAO_IPM;
48