qp_ip.h

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#ifndef QPIP_H
#define QPIP_H

/****************************************
 * INCLUDES 
 ****************************************/
#include "smpc_solver.h"
#include "smpc_common.h"
#include "ip_chol_solve.h"
#include "ip_problem_param.h"

#include <vector>


/****************************************
 * Defines
 ****************************************/


using namespace std;
using namespace smpc;


class qp_ip : public IP::problem_parameters
{
    public:
// functions        
        qp_ip(
                const int N_, 
                const double, 
                const double, 
                const double,
                const double,
                const double,
                const bool,
                const backtrackingSearchType);
        ~qp_ip();

        void set_parameters(
                const double*, 
                const double*, 
                const double, 
                const double*, 
                const double*, 
                const double*, 
                const double*, 
                const double*);

        void form_init_fp (
                const double *, 
                const double *, 
                const double *, 
                const bool,
                double *);


        void set_ip_parameters (
                const double, 
                const double, 
                const double, 
                const double, 
                const unsigned int,
                const double);

        void solve(vector<double> &);

        double *X;

        
        unsigned int int_loop_counter;
        unsigned int ext_loop_counter;
        unsigned int bs_counter;


    private:
    // parameters
        double gain_position;

        double tol;

        bool obj_computation_on;
        backtrackingSearchType bs_type;


    // variables and descent direction
     
        double *dX;

        double *g;

        double *i2hess;

        double *i2hess_grad;

        double *grad;


        double Q[3];
        double P;
        

        IP::chol_solve chol;


        const double *lb;
        const double *ub;

        const double *zref_x;
        const double *zref_y;


// IP parameters
        double t; 
        double mu; 
        double bs_alpha; 
        double bs_beta; 
        unsigned int max_iter; 
        double tol_out; 


// functions        
        double init_alpha();
        double form_bs_alpha_obj_dX ();
        double form_phi_X_tmp (const double, const double);
        bool solve_onestep (const double, vector<double> &);
        void form_g (const double *, const double *);
        double form_grad_i2hess_logbar (const double);
        double form_phi_X ();
        double form_decrement();
        double compute_obj(const bool);
};

#endif /*QPIP_H*/