casadi 3.6.5__cp27-none-win_amd64.whl → 3.6.7__cp27-none-win_amd64.whl

casadi/include/highs/pdlp/cupdlp/cupdlp_solver.h

@@ -0,0 +1,98 @@
+//
+// Created by chuwen on 23-11-27.
+//
+
+#ifndef CUPDLP_CUPDLP_SOLVER_H
+#define CUPDLP_CUPDLP_SOLVER_H
+
+#include "cupdlp_defs.h"
+#include "glbopts.h"
+
+#ifdef __cplusplus
+extern "C" {
+#endif
+#define CUPDLP_CHECK_TIMEOUT(pdhg)                               \
+  {                                                              \
+    PDHG_Compute_SolvingTime(pdhg);                              \
+    if (pdhg->timers->dSolvingTime > pdhg->settings->dTimeLim) { \
+      retcode = RETCODE_FAILED;                                  \
+      goto exit_cleanup;                                         \
+    }                                                            \
+  }
+
+void PDHG_Compute_Primal_Feasibility(CUPDLPwork *work, double *primalResidual,
+                                     const double *ax, const double *x,
+                                     double *dPrimalFeasibility,
+                                     double *dPrimalObj);
+
+void PDHG_Compute_Dual_Feasibility(CUPDLPwork *work, double *dualResidual,
+                                   const double *aty, const double *x,
+                                   const double *y, double *dDualFeasibility,
+                                   double *dDualObj, double *dComplementarity,
+                                   double *dSlackPos, double *dSlackNeg);
+
+void PDHG_Compute_Residuals(CUPDLPwork *work);
+
+void PDHG_Compute_Primal_Infeasibility(CUPDLPwork *work, const cupdlp_float *y,
+                                       const cupdlp_float *dSlackPos,
+                                       const cupdlp_float *dSlackNeg,
+                                       const cupdlp_float *aty,
+                                       const cupdlp_float dualObj,
+                                       cupdlp_float *dPrimalInfeasObj,
+                                       cupdlp_float *dPrimalInfeasRes);
+
+void PDHG_Compute_Dual_Infeasibility(CUPDLPwork *work, const cupdlp_float *x,
+                                     const cupdlp_float *ax,
+                                     const cupdlp_float primalObj,
+                                     cupdlp_float *dDualInfeasObj,
+                                     cupdlp_float *dDualInfeasRes);
+
+void PDHG_Compute_Infeas_Residuals(CUPDLPwork *work);
+
+void PDHG_Init_Variables(CUPDLPwork *work);
+
+void PDHG_Check_Data(CUPDLPwork *work);
+
+cupdlp_bool PDHG_Check_Termination(CUPDLPwork *pdhg, int bool_print);
+
+cupdlp_bool PDHG_Check_Termination_Average(CUPDLPwork *pdhg, int bool_print);
+
+termination_code PDHG_Check_Infeasibility(CUPDLPwork *pdhg, int bool_print);
+
+termination_code PDHG_Check_Primal_Infeasibility(CUPDLPwork *pdhg,
+                                                 cupdlp_float dPrimalInfeasObj,
+                                                 cupdlp_float dPrimalInfeasRes);
+termination_code PDHG_Check_Dual_Infeasibility(CUPDLPwork *pdhg,
+                                               cupdlp_float dDualInfeasObj,
+                                               cupdlp_float dDualInfeasRes);
+
+void PDHG_Print_Header(CUPDLPwork *pdhg);
+
+void PDHG_Print_Iter(CUPDLPwork *pdhg);
+
+void PDHG_Print_Iter_Average(CUPDLPwork *pdhg);
+
+void PDHG_Compute_SolvingTime(CUPDLPwork *pdhg);
+
+cupdlp_retcode PDHG_Solve(CUPDLPwork *pdhg);
+
+cupdlp_retcode PDHG_PostSolve(CUPDLPwork *pdhg, cupdlp_int nCols_origin,
+                              cupdlp_int *constraint_new_idx,
+                              cupdlp_int *constraint_type,
+                              cupdlp_float *col_value, cupdlp_float *col_dual,
+                              cupdlp_float *row_value, cupdlp_float *row_dual,
+                              cupdlp_int *value_valid, cupdlp_int *dual_valid);
+
+cupdlp_retcode LP_SolvePDHG(
+    CUPDLPwork *pdhg, cupdlp_bool *ifChangeIntParam, cupdlp_int *intParam,
+    cupdlp_bool *ifChangeFloatParam, cupdlp_float *floatParam, char *fp,
+    cupdlp_int nCols_origin, cupdlp_float *col_value, cupdlp_float *col_dual,
+    cupdlp_float *row_value, cupdlp_float *row_dual, cupdlp_int *value_valid,
+    cupdlp_int *dual_valid, cupdlp_bool ifSaveSol, char *fp_sol,
+    cupdlp_int *constraint_new_idx, cupdlp_int *constraint_type,
+    cupdlp_int *model_status, cupdlp_int* num_iter);
+
+#ifdef __cplusplus
+}
+#endif
+#endif  // CUPDLP_CUPDLP_SOLVER_H

casadi/include/highs/pdlp/cupdlp/cupdlp_step.h

@@ -0,0 +1,33 @@
+//
+// Created by chuwen on 23-11-28.
+//
+
+#ifndef CUPDLP_CUPDLP_STEP_H
+#define CUPDLP_CUPDLP_STEP_H
+
+#include "cupdlp_defs.h"
+// #include "cupdlp_scaling.h"
+#include "glbopts.h"
+
+cupdlp_retcode PDHG_Power_Method(CUPDLPwork *work, double *lambda);
+
+void PDHG_Compute_Step_Size_Ratio(CUPDLPwork *pdhg);
+
+void PDHG_Update_Iterate_Constant_Step_Size(CUPDLPwork *pdhg);
+
+void PDHG_Update_Iterate_Malitsky_Pock(CUPDLPwork *pdhg);
+
+cupdlp_retcode PDHG_Update_Iterate_Adaptive_Step_Size(CUPDLPwork *pdhg);
+
+cupdlp_retcode PDHG_Init_Step_Sizes(CUPDLPwork *pdhg);
+
+void PDHG_Compute_Average_Iterate(CUPDLPwork *work);
+
+void PDHG_Update_Average(CUPDLPwork *work);
+
+cupdlp_retcode PDHG_Update_Iterate(CUPDLPwork *pdhg);
+
+void PDHG_primalGradientStep(CUPDLPwork *work, cupdlp_float dPrimalStepSize);
+void PDHG_dualGradientStep(CUPDLPwork *work, cupdlp_float dDualStepSize);
+
+#endif  // CUPDLP_CUPDLP_STEP_H