#include "tao_solver.h" int TaoVec::Fischer(TaoVec* xx, TaoVec* ff, TaoVec* ll, TaoVec* uu)
xx | - current point | |
ff | - function evaluated at x | |
ll | - lower bounds | |
uu | - upper bounds |
phi(a,b) := sqrt(a*a + b*b) - a - band is used reformulate a complementarity problem as a semismooth system of equations.
l[i] == | - infinity, u[i] == infinity -- fb[i] = -f[i] | |
l[i] == | - infinity, u[i] finite -- fb[i] = phi(u[i]-x[i], -f[i]) | |
l[i] finite, u[i] == infinity | - - fb[i] = phi(x[i]-l[i], f[i]) | |
l[i] finite < u[i] finite | - - fb[i] = phi(x[i]-l[i], phi(u[i]-x[i], -f[u])) | |
otherwise l[i] == u[i] | - - fb[i] = l[i] - x[i] |
Level:advanced
Location:src/vector/taovec.c
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