InteriorPoint.hpp

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// Copyright (c) Sleipnir contributors
 
#pragma once
 
#include <span>
 
#include <Eigen/Core>
 
#include "sleipnir/autodiff/Variable.hpp"
#include "sleipnir/optimization/SolverConfig.hpp"
#include "sleipnir/optimization/SolverIterationInfo.hpp"
#include "sleipnir/optimization/SolverStatus.hpp"
#include "sleipnir/util/FunctionRef.hpp"
#include "sleipnir/util/SymbolExports.hpp"
 
namespace sleipnir {
 
/**
Finds the optimal solution to a nonlinear program using the interior-point
method.
 
A nonlinear program has the form:
 
@verbatim
     min_x f(x)
subject to cₑ(x) = 0
           cᵢ(x) ≥ 0
@endverbatim
 
where f(x) is the cost function, cₑ(x) are the equality constraints, and cᵢ(x)
are the inequality constraints.
 
@param[in] decisionVariables The list of decision variables.
@param[in] equalityConstraints The list of equality constraints.
@param[in] inequalityConstraints The list of inequality constraints.
@param[in] f The cost function.
@param[in] callback The user callback.
@param[in] config Configuration options for the solver.
@param[in] feasibilityRestoration Whether to use feasibility restoration instead
  of the normal algorithm.
@param[in,out] x The initial guess and output location for the decision
  variables.
@param[in,out] s The initial guess and output location for the inequality
  constraint slack variables.
@param[out] status The solver status.
*/
SLEIPNIR_DLLEXPORT void InteriorPoint(
    std::span<Variable> decisionVariables,
    std::span<Variable> equalityConstraints,
    std::span<Variable> inequalityConstraints, Variable& f,
    function_ref<bool(const SolverIterationInfo& info)> callback,
    const SolverConfig& config, bool feasibilityRestoration, Eigen::VectorXd& x,
    Eigen::VectorXd& s, SolverStatus* status);
 
}  // namespace sleipnir