scs.h

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/*
 * The MIT License (MIT)
 *
 * Copyright (c) 2017 Pantelis Sopasakis (https://alphaville.github.io),
 *                    Krina Menounou (https://www.linkedin.com/in/krinamenounou), 
 *                    Panagiotis Patrinos (http://homes.esat.kuleuven.be/~ppatrino)
 * Copyright (c) 2012 Brendan O'Donoghue (bodonoghue85@gmail.com)
 *
 * Permission is hereby granted, free of charge, to any person obtaining a copy
 * of this software and associated documentation files (the "Software"), to deal
 * in the Software without restriction, including without limitation the rights
 * to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
 * copies of the Software, and to permit persons to whom the Software is
 * furnished to do so, subject to the following conditions:
 *
 * The above copyright notice and this permission notice shall be included in all
 * copies or substantial portions of the Software.
 *
 * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
 * IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
 * FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
 * AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
 * LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
 * OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
 * SOFTWARE.
 * 
 */
#ifndef SCS_H_GUARD
#define SCS_H_GUARD

#include "glbopts.h"
#include <string.h>
#include "cones.h"
#include "linAlg.h"
#include "linSys.h"
#include "util.h"
#include "ctrlc.h"
#include "constants.h"
#include <math.h>
#include <stdio.h>
#include "scs_blas.h"

#ifdef __cplusplus
extern "C" {
#endif

   

    struct scs_direction_cache {
        scs_float *S; 
        scs_float *U; 
        scs_float *S_minus_Y; 
        scs_float *t; 
        scs_int ls_wspace_length; 
        scs_float * ls_wspace; 
        scs_int mem_cursor; 
        scs_int mem; 
        scs_int current_mem; 
    };

    struct scs_work {
        scs_int m;
        scs_int n;
        scs_int l;
        scs_float *RESTRICT u;
        scs_float *RESTRICT v;
        scs_float *RESTRICT u_t;
        scs_float *RESTRICT u_prev;
        scs_float *RESTRICT u_b;
        scs_float *RESTRICT h;
        scs_float *RESTRICT g;
        scs_float *RESTRICT pr;
        scs_float *RESTRICT dr;
        scs_float *RESTRICT b;
        scs_float *RESTRICT c;
        scs_float *RESTRICT R;
        scs_float *RESTRICT R_prev;
        scs_float *RESTRICT dir;
        scs_float *RESTRICT H;
        scs_float *RESTRICT dut;
        scs_float *RESTRICT wu;
        scs_float *RESTRICT wu_t;
        scs_float *RESTRICT wu_b;
        scs_float *RESTRICT Rwu;
        scs_float nrmR_con;
        scs_float *RESTRICT Sk;
        scs_float *RESTRICT Yk;
        scs_float stepsize;
        scs_float *RESTRICT s_b;
        scs_float gTh;
        scs_float sc_b;
        scs_float sc_c;
        scs_float nm_b;
        scs_float nm_c;
        scs_float kap_b;
        ScsAMatrix * A;
        ScsPrivWorkspace *RESTRICT p;
        ScsSettings *RESTRICT stgs;
        ScsScaling *RESTRICT scal;
        ScsConeWork *RESTRICT coneWork;
        ScsDirectionCache *RESTRICT direction_cache;
    };

    struct scs_data {
        /* these cannot change for multiple runs for the same call to scs_init */
        scs_int m;
        scs_int n;
        ScsAMatrix *A;
        /* these can change for multiple runs for the same call to scs_init */

        /* dense arrays for b (size m), c (size n) */

        scs_float *RESTRICT b;
        scs_float *RESTRICT c;
        ScsSettings *RESTRICT stgs;
    };

    struct scs_settings {
        /* settings parameters: default suggested input */


        /* -------------------------------------
         * General Settings
         * 
         * these *cannot* change for multiple runs 
         * with the same call to scs_init
         * ------------------------------------- */

        scs_int normalize;

        scs_float scale; 
        scs_float rho_x; 


        /* -------------------------------------
         * General Settings
         * 
         * these can change for multiple runs with 
         * the same call to scs_init
         * ------------------------------------- */

        scs_float max_time_milliseconds;

        scs_int max_iters;
        scs_int previous_max_iters;
        scs_float eps;
        scs_float alpha;
        scs_float cg_rate;
        scs_int verbose;
        scs_int warm_start;

        /* -------------------------------------
         * Settings associated with SuperSCS
         * ------------------------------------- */

        scs_int do_super_scs; 
        scs_int k0; 
        scs_float c_bl; 
        scs_int k1; 
        scs_int k2; 
        scs_float c1; 
        scs_float sse; 

        /* -------------------------------------
         * Settings associated with the line 
         * search
         * ------------------------------------- */
        scs_int ls;
        scs_float beta;
        scs_float sigma;

        /* -------------------------------------
         * Settings associated with the direction
         * ------------------------------------- */
        ScsDirectionType direction;
        scs_float thetabar;
        scs_int memory;
        scs_int tRule;
        scs_int broyden_init_scaling;
        scs_int do_record_progress;

        scs_int do_override_streams;
        FILE *RESTRICT output_stream;
    };

    struct scs_solution {
        scs_float *RESTRICT x;
        scs_float *RESTRICT y;
        scs_float *RESTRICT s;
    };

#define SCS_INFO_STATUS_MSG_LENGTH 32

    struct scs_info {
        char status[SCS_INFO_STATUS_MSG_LENGTH]; 
        scs_int iter; 
        scs_int statusVal; 
        scs_int history_length; 
        scs_int cg_total_iters; 
        scs_float pobj; 
        scs_float dobj; 
        scs_float resPri; 
        scs_float resDual; 
        scs_float resInfeas; 
        scs_float resUnbdd; 
        scs_float relGap; 
        scs_float setupTime; 
        scs_float solveTime; 
        scs_float linsys_total_solve_time_ms; 
        scs_float *RESTRICT progress_relgap; 
        scs_float *RESTRICT progress_respri; 
        scs_float *RESTRICT progress_resdual; 
        scs_float *RESTRICT progress_pcost; 
        scs_float *RESTRICT progress_dcost; 
        scs_float *RESTRICT progress_norm_fpr; 
        scs_float *RESTRICT progress_time; 
        scs_int *RESTRICT progress_iter; 
        scs_int *RESTRICT progress_mode; 
        scs_int *RESTRICT progress_ls; 
        unsigned long long allocated_memory; 
    };

    struct scs_scaling {
        scs_float *RESTRICT D, *RESTRICT E; /* for normalization */
        scs_float meanNormRowA, meanNormColA;
    };

    ScsSolution * scs_init_sol(void);

    ScsInfo * scs_init_info(void);


    ScsData * scs_init_data(void);

    scs_int scs(
            const ScsData *RESTRICT d,
            const ScsCone *RESTRICT k,
            ScsSolution *RESTRICT sol,
            ScsInfo *RESTRICT info);

    const char *scs_version(void);

    void scs_millis_to_time(scs_float time,
            scs_int * hours,
            scs_int * minutes,
            scs_int * secs,
            scs_float * sec_rest);
    
#ifdef __cplusplus
}
#endif
#endif