xref: /petsc/src/tao/unconstrained/impls/bmrm/bmrm.h (revision a7e14dcfba0d07adf6226a919460249440ec94c7)

#ifndef __TAO_BMRM_H
#define __TAO_BMRM_H

#include "tao-private/taosolver_impl.h"
#include "math.h"

#define BMRM_INFTY 1e30    /* single precision: ~\pm 10^{38.53}; PetscReal precision: ~\pm 10^{308.25} */
#define ALPHA_MIN 1e-10
#define ALPHA_MAX 1e10
#define EPS_SV 1e-15
#define EPS 1e-20
#define TOL_LAM 1e-15
#define TOL_R 1e-10
#define INCRE_DIM 1000

/* Context for BMRM solver */
typedef struct{
  VecScatter  scatter;     /* Scatter context  */
  Vec local_w;
  PetscReal lambda;
}TAO_BMRM;

typedef struct Vec_Chain{
  Vec V;
  struct Vec_Chain *next;
}Vec_Chain;


/* Context for Dai-Fletcher solver */
typedef struct{
  PetscInt maxProjIter;
  PetscInt maxPGMIter;
  PetscInt *ipt, *ipt2, *uv;
  PetscReal *g, *y, *tempv, *d, *Qd, *t, *xplus, *tplus, *sk, *yk;

  PetscInt dim;

  PetscInt cur_num_cp;

  /* Variables (i.e. Lagrangian multipliers) */
  PetscReal *x;

  /* Linear part of the objective function  */
  PetscReal *f;

  /* Hessian of the QP */
  PetscReal **Q;

  /* Constraint matrix  */
  PetscReal *a;

  /* RHS of the equality constraint */
  PetscReal b;

  /* Lower bound vector for the variables */
  PetscReal *l;

  /* Upper bound vector for the variables */
  PetscReal *u;

  /* Tolerance for optimization error */
  PetscReal tol;
}TAO_DF;





#endif