wsqic.hpp
1 /*
2  * This file is part of CasADi.
3  *
4  * CasADi -- A symbolic framework for dynamic optimization.
5  * Copyright (C) 2010-2023 Joel Andersson, Joris Gillis, Moritz Diehl,
6  * KU Leuven. All rights reserved.
7  * Copyright (C) 2011-2014 Greg Horn
8  *
9  * CasADi is free software; you can redistribute it and/or
10  * modify it under the terms of the GNU Lesser General Public
11  * License as published by the Free Software Foundation; either
12  * version 3 of the License, or (at your option) any later version.
13  *
14  * CasADi is distributed in the hope that it will be useful,
15  * but WITHOUT ANY WARRANTY; without even the implied warranty of
16  * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
17  * Lesser General Public License for more details.
18  *
19  * You should have received a copy of the GNU Lesser General Public
20  * License along with CasADi; if not, write to the Free Software
21  * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA
22  *
23  */
24 
26 
27 extern "C" {
28 
29  extern void sqic(
30  const casadi_int *m, // Number of constraints + 1 (for the objective)
31  const casadi_int* n, // Number of decision variables
32  const casadi_int* nnzA, // Number of nonzeros in objective-augmented linear constraint matrix A
33  const casadi_int *indA, // colind of Compressed Column Storage A , length: nnzA
34  const casadi_int *locA, // row of Compressed Column Storage A, length n + 1
35  const double *valA, // Values of A
36  const double* bl, // Lower bounds to decision variables + objective
37  const double* bu, // Upper bounds to decision variables + objective
38  const casadi_int *hEtype, // ?
39  const casadi_int *hs, // ?
40  double *x, // Decision variables + evaluated linear constraints ((initial + optimal), length n+m
41  double *pi, // ?
42  double *rc, // Multipliers (initial + optimal), length n+m
43  const casadi_int* nnzH, // Number of nonzeros in full hessian H
44  const casadi_int* indH, // colind of Compressed Column Storage H , length: nnzH
45  const casadi_int* locH, // row of Compressed Column Storage H, length n + 1
46  double* valH);
47 
48  extern void sqicSolve(
49  double* Obj); // Output: hessian part of the resulting objective
50 
51  extern void sqicSolveStabilized(
52  double* Obj, // Output: hessian part of the resulting objective
53  double *mu,
54  casadi_int *lenpi,
55  double* piE);
56 
57  extern void sqicDestroy();
58 }