xref: /petsc/src/tao/constrained/impls/ipm/ipm.h (revision df4cd43f92eaa320656440c40edb1046daee8f75)
1 #ifndef __TAO_IPM_H
2 #define __TAO_IPM_H
3 #include <petsc/private/taoimpl.h>
4 
5 /*
6  Context for Interior-Point Method
7 */
8 
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           lambdai, dlambdai, rhs_lambdai, save_lambdai;
18   Vec           lambdae, dlambdae, rhs_lambdae, save_lambdae;
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'*lambdae - Ai'*lambdai */
24   Vec           rpe;             /* residual  Ae*x - be */
25   Vec           rpi;             /*           Ai*x - yi - bi */
26   Vec           complementarity; /* yi.*lambdai */
27   PetscScalar   phi;
28   Mat           L;  /* diag(lambdai) */
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 ];  */
38 
39   Vec         bigrhs;  /* rhs [x; lambdae; yi; lambdai] */
40   Vec         bigstep; /* [dx; dyi; dlambdae; dlambdai] */
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;
49 
50 #endif /* ifndef __TAO_IPM_H */
51