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NlpSlackLinsys.hh

#ifndef NLPSLACKLINSYS
#define NLPSLACKLINSYS

#include "NlpLinsys.hh"

class PrimalDualSystem;
typedef Handle<PrimalDualSystem> PrimalDualSystemHandle;

class IotrVector;
typedef Handle<IotrVector> IotrVectorHandle;

class ElementGather;
typedef Handle<ElementGather> ElementGatherHandle;

class ElementTransfer;
typedef Handle<ElementTransfer> ElementTransferHandle;

class NlpSlack;
typedef Handle<NlpSlack> NlpSlackHandle;

class NlpSlackLinsys : public NlpLinsys {
protected:
  PrimalDualSystemHandle mPdSystem;

  ElementGatherHandle mXXinX, mTinX, mUinX;
  ElementGatherHandle mYYinY, mGGinG, mTinG, UinG;
  ElementGatherHandle mLinLt, mTinLt;
  ElementGatherHandle mPinPu, mUinPu;

  ElementTransferHandle mYtoLt, mYtoPu;
  IotrVectorHandle mDt, mDtgInv, mDu, mDugInv;

  int mMc;

  // Scratch vectors
  IotrVectorHandle mXX, mT, mU, mYY, mGG, mLt, mPu;

  void splitComponents( IotrVector & x, IotrVector & y,
                        IotrVector & g, IotrVector & l,
                        IotrVector & p,
                        IotrVector & xx,
                        IotrVector & t, IotrVector & u,
                        IotrVector & yy, IotrVector & gg,
                        IotrVector & lt, IotrVector & lu );
public:
NlpSlackLinsys( ElementGather * aXXinX, ElementGather * aTinX,
                ElementGather * aUinX,
                ElementGather * aYYinCC,
                ElementGather * aYYinY, ElementGather * aTinY,
                ElementGather * aUinY,
                ElementGather * aGGinG, ElementGather * aTinG,
                ElementGather * aUinG,
                ElementGather * aXXlowI, ElementGather * aXXuppI,
                NlpSlack * nlp );

  virtual void factor( NlpGrads     & grads,
                       NlpHessian & hessian,
                       NlpLinsysDiag & diag );

  virtual void newtonStep( NlpLinsysSol &  step, NlpGrads & grads );

  virtual int isConvex();

  virtual NlpLinsysDiag * newDiagonal();
  virtual NlpLinsysSol  * newSolutionVector();
};


typedef Handle<NlpSlackLinsys> NlpSlackLinsysHandle;

#endif

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