| Austin Schuh | 9049e20 | 2022-02-20 17:34:16 -0800 | [diff] [blame] | 1 | #ifndef KKT_H |
| 2 | # define KKT_H |
| 3 | |
| 4 | # ifdef __cplusplus |
| 5 | extern "C" { |
| 6 | # endif // ifdef __cplusplus |
| 7 | |
| 8 | # include "types.h" |
| 9 | |
| 10 | # ifndef EMBEDDED |
| 11 | |
| 12 | # include "cs.h" |
| 13 | |
| 14 | /** |
| 15 | * Form square symmetric KKT matrix of the form |
| 16 | * |
| 17 | * [P + param1 I, A'; |
| 18 | * A -diag(param2)] |
| 19 | * |
| 20 | * NB: Only the upper triangular part is stuffed! |
| 21 | * |
| 22 | * |
| 23 | * If Pdiag_idx is not OSQP_NULL, it saves the index of the diagonal |
| 24 | * elements of P there and the number of diagonal elements in Pdiag_n. |
| 25 | * |
| 26 | * Similarly, if rhotoKKT is not null, |
| 27 | * it saves where the values of param2 go in the final KKT matrix |
| 28 | * |
| 29 | * NB: Pdiag_idx needs to be freed! |
| 30 | * |
| 31 | * @param P cost matrix (already just upper triangular part) |
| 32 | * @param A linear constraint matrix |
| 33 | * @param format CSC (0) or CSR (1) |
| 34 | * @param param1 regularization parameter |
| 35 | * @param param2 regularization parameter (vector) |
| 36 | * @param PtoKKT (modified) index mapping from elements of P to KKT matrix |
| 37 | * @param AtoKKT (modified) index mapping from elements of A to KKT matrix |
| 38 | * @param Pdiag_idx (modified) Address of the index of diagonal elements in P |
| 39 | * @param Pdiag_n (modified) Address to the number of diagonal elements in P |
| 40 | * @param param2toKKT (modified) index mapping from param2 to elements of |
| 41 | *KKT |
| 42 | * @return return status flag |
| 43 | */ |
| 44 | csc* form_KKT(const csc *P, |
| 45 | const csc *A, |
| 46 | c_int format, |
| 47 | c_float param1, |
| 48 | c_float *param2, |
| 49 | c_int *PtoKKT, |
| 50 | c_int *AtoKKT, |
| 51 | c_int **Pdiag_idx, |
| 52 | c_int *Pdiag_n, |
| 53 | c_int *param2toKKT); |
| 54 | # endif // ifndef EMBEDDED |
| 55 | |
| 56 | |
| 57 | # if EMBEDDED != 1 |
| 58 | |
| 59 | /** |
| 60 | * Update KKT matrix using the elements of P |
| 61 | * |
| 62 | * @param KKT KKT matrix in CSC form (upper-triangular) |
| 63 | * @param P P matrix in CSC form (upper-triangular) |
| 64 | * @param PtoKKT Vector of pointers from P->x to KKT->x |
| 65 | * @param param1 Parameter added to the diagonal elements of P |
| 66 | * @param Pdiag_idx Index of diagonal elements in P->x |
| 67 | * @param Pdiag_n Number of diagonal elements of P |
| 68 | */ |
| 69 | void update_KKT_P(csc *KKT, |
| 70 | const csc *P, |
| 71 | const c_int *PtoKKT, |
| 72 | const c_float param1, |
| 73 | const c_int *Pdiag_idx, |
| 74 | const c_int Pdiag_n); |
| 75 | |
| 76 | |
| 77 | /** |
| 78 | * Update KKT matrix using the elements of A |
| 79 | * |
| 80 | * @param KKT KKT matrix in CSC form (upper-triangular) |
| 81 | * @param A A matrix in CSC form (upper-triangular) |
| 82 | * @param AtoKKT Vector of pointers from A->x to KKT->x |
| 83 | */ |
| 84 | void update_KKT_A(csc *KKT, |
| 85 | const csc *A, |
| 86 | const c_int *AtoKKT); |
| 87 | |
| 88 | |
| 89 | /** |
| 90 | * Update KKT matrix with new param2 |
| 91 | * |
| 92 | * @param KKT KKT matrix |
| 93 | * @param param2 Parameter of the KKT matrix (vector) |
| 94 | * @param param2toKKT index where param2 enters in the KKT matrix |
| 95 | * @param m number of constraints |
| 96 | */ |
| 97 | void update_KKT_param2(csc *KKT, |
| 98 | const c_float *param2, |
| 99 | const c_int *param2toKKT, |
| 100 | const c_int m); |
| 101 | |
| 102 | # endif // EMBEDDED != 1 |
| 103 | |
| 104 | |
| 105 | # ifdef __cplusplus |
| 106 | } |
| 107 | # endif // ifdef __cplusplus |
| 108 | |
| 109 | #endif // ifndef KKT_H |