/************************************************************************************************** * * * This file is part of HPIPM. * * * * HPIPM -- High-Performance Interior Point Method. * * Copyright (C) 2019 by Gianluca Frison. * * Developed at IMTEK (University of Freiburg) under the supervision of Moritz Diehl. * * All rights reserved. * * * * The 2-Clause BSD License * * * * Redistribution and use in source and binary forms, with or without * * modification, are permitted provided that the following conditions are met: * * * * 1. Redistributions of source code must retain the above copyright notice, this * * list of conditions and the following disclaimer. * * 2. Redistributions in binary form must reproduce the above copyright notice, * * this list of conditions and the following disclaimer in the documentation * * and/or other materials provided with the distribution. * * * * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND * * ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED * * WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE * * DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR * * ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES * * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; * * LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND * * ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT * * (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS * * SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. * * * * Author: Gianluca Frison, gianluca.frison (at) imtek.uni-freiburg.de * * * **************************************************************************************************/ #ifndef HPIPM_D_CORE_QP_IPM_ #define HPIPM_D_CORE_QP_IPM_ #include "hpipm_common.h" #ifdef __cplusplus extern "C" { #endif struct d_core_qp_ipm_workspace { double *v; // primal variables double *pi; // equality constraints multipliers double *lam; // inequality constraints multipliers double *t; // inequality constraints slacks double *t_inv; // inverse of t double *v_bkp; // backup of primal variables double *pi_bkp; // backup of equality constraints multipliers double *lam_bkp; // backup of inequality constraints multipliers double *t_bkp; // backup of inequality constraints slacks double *dv; // step in v double *dpi; // step in pi double *dlam; // step in lam double *dt; // step in t double *res_g; // q-residuals double *res_b; // b-residuals double *res_d; // d-residuals double *res_m; // m-residuals double *res_m_bkp; // m-residuals double *Gamma; // Hessian update double *gamma; // gradient update double alpha; // step length double alpha_prim; // step length double alpha_dual; // step length double sigma; // centering XXX double mu; // duality measuere double mu_aff; // affine duality measuere double nc_inv; // 1.0/nc, where nc is the total number of inequality constraints double nc_mask_inv; // 1.0/nc_mask double lam_min; // min value in lam vector double t_min; // min value in t vector double t_min_inv; // inverse of min value in t vector double tau_min; // min value of barrier parameter int nv; // number of primal variables int ne; // number of equality constraints int nc; // (twice the) number of (two-sided) inequality constraints int nc_mask; // total number of ineq constr after masking int split_step; // use different step for primal and dual variables int t_lam_min; // clip t and lam also in solution, or only in Gamma computation hpipm_size_t memsize; // memory size (in bytes) of workspace }; // hpipm_size_t d_memsize_core_qp_ipm(int nv, int ne, int nc); // void d_create_core_qp_ipm(int nv, int ne, int nc, struct d_core_qp_ipm_workspace *workspace, void *mem); // void d_core_qp_ipm(struct d_core_qp_ipm_workspace *workspace); #ifdef __cplusplus } /* extern "C" */ #endif #endif // HPIPM_D_CORE_QP_IPM_