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/*******************************************************************
Copyright (C) 2017 AMPL Optimization, Inc.; written by David M. Gay.
Permission to use, copy, modify, and distribute this software and its
documentation for any purpose and without fee is hereby granted,
provided that the above copyright notice appear in all copies and that
both that the copyright notice and this permission notice and warranty
disclaimer appear in supporting documentation.
The author and AMPL Optimization, Inc. disclaim all warranties with
regard to this software, including all implied warranties of
merchantability and fitness. In no event shall the author be liable
for any special, indirect or consequential damages or any damages
whatsoever resulting from loss of use, data or profits, whether in an
action of contract, negligence or other tortious action, arising out
of or in connection with the use or performance of this software.
*******************************************************************/
/* Variant of nlp.h for Hessian times vector computations. */
#ifndef NLP_H2_included
#define NLP_H2_included
#ifndef ASL_included
#include "asl.h"
#endif
#ifdef __cplusplus
extern "C" {
#endif
typedef struct argpair2 argpair2;
typedef struct cde2 cde2;
typedef struct cexp2 cexp2;
typedef struct cexp21 cexp21;
typedef struct de2 de2;
typedef union ei2 ei2;
typedef struct expr2 expr2;
typedef struct expr2_f expr2_f;
typedef struct expr2_h expr2_h;
typedef struct expr2_if expr2_if;
typedef struct expr2_v expr2_v;
typedef struct expr2_va expr2_va;
typedef struct funnel2 funnel2;
typedef struct hes_fun hes_fun;
typedef struct list2 list2;
typedef union uir uir;
typedef real efunc2 ANSI((expr2* A_ASL));
typedef char *sfunc ANSI((expr2* A_ASL));
union
uir {
int i;
real r;
};
union
ei2 {
expr2 *e;
expr2 **ep;
expr2_if*eif;
expr_n *en;
expr2_v *ev;
int i;
plterm *p;
de2 *d;
real *rp;
derp *D;
cexp2 *ce;
};
struct
expr2 {
efunc2 *op;
int a; /* adjoint index (for gradient computation) */
expr2 *fwd, *bak;
uir dO; /* deriv of op w.r.t. t in x + t*p */
real aO; /* adjoint (in Hv computation) of op */
real adO; /* adjoint (in Hv computation) of dO */
real dL; /* deriv of op w.r.t. left operand */
ei2 L, R; /* left and right operands */
real dR; /* deriv of op w.r.t. right operand */
real dL2; /* second partial w.r.t. L, L */
real dLR; /* second partial w.r.t. L, R */
real dR2; /* second partial w.r.t. R, R */
};
struct
expr2_v {
efunc2 *op;
int a;
expr2 *fwd, *bak;
uir dO;
real aO, adO;
real v;
};
struct
expr2_if {
efunc2 *op;
int a;
expr2 *fwd, *bak;
uir dO;
real aO, adO;
expr2 *val, *vale, *valf, *e, *T, *Te, *Tf, *F, *Fe, *Ff;
derp *D, *dT, *dF, *d0;
ei2 Tv, Fv;
expr2_if *next, *next2;
derp *dTlast;
};
struct
expr2_va {
efunc2 *op;
int a;
expr2 *fwd, *bak;
uir dO;
real aO, adO;
expr2 *val, *vale, *valf;
ei2 L, R;
expr2_va *next, *next2;
derp *d0;
};
struct
cde2 {
expr2 *e, *ee, *ef;
derp *d;
int zaplen;
int com11, n_com1;
};
struct
de2 { /* for varargs */
expr2 *e, *ee, *ef;
derp *d;
ei2 dv;
derp *dlast; /* for sputhes setup */
};
struct
list2 {
list2 *next;
ei2 item;
};
struct
cexp21 {
expr2 *e, *ee, *ef;
linpart *L;
int nlin;
};
struct
cexp2 {
expr2 *e, *ee, *ef;
linpart *L;
int nlin;
int zlen;
struct linarg2 *la; /* corresponding to L */
funnel2 *funneled;
list2 *cref;
ei2 z;
derp *d;
int *vref;
hes_fun *hfun;
};
struct
funnel2 {
funnel2 *next;
cexp2 *ce;
cde2 fcde;
derp *fulld;
cplist *cl;
};
struct
argpair2 {
expr2 *e;
union {
char **s;
real *v;
} u;
};
struct
expr2_f {
efunc2 *op;
int a;
expr2 *fwd, *bak;
uir dO;
real aO, adO;
func_info *fi;
arglist *al;
argpair2 *ap, *ape, *sap, *sape;
argpair2 *da; /* differentiable args -- nonconstant */
argpair2 *dae;
real **fh; /* Hessian info */
expr2 *args[1];
};
struct
expr2_h {
efunc2 *op;
int a;
char sym[1];
};
typedef struct
Edag2info {
cde2 *con2_de_; /* constraint deriv. and expr. info */
cde2 *lcon2_de_; /* logical constraints */
cde2 *obj2_de_; /* objective deriv. and expr. info */
expr2_v *var2_e_; /* variable values (and related items) */
/* stuff for "defined" variables */
funnel2 *f2_b_;
funnel2 *f2_c_;
funnel2 *f2_o_;
expr2_v *var2_ex_,
*var2_ex1_;
cexp2 *cexps2_, *cexpsc_, *cexpso_, *cexpse_;
cexp21 *cexps21_;
hes_fun *hesthread;
char *c_class; /* class of each constraint: */
/* 0 = constant */
/* 1 = linear */
/* 2 = quadratic */
/* 3 = general nonlinear */
char *o_class; /* class of each objective */
char *v_class; /* class of each defined variable */
int c_class_max; /* max of c_class values */
int o_class_max; /* max of o_class values */
/* The above are only computed if requested */
/* by the ASL_find_c_class and */
/* ASL_find_o_class bits of the flags arg */
/* to pfgh_read() and pfg_read() */
int x0kind_init;
} Edag2info;
typedef struct
ASL_fgh {
Edagpars p;
Edaginfo i;
Edag2info I;
} ASL_fgh;
extern efunc2 *r2_ops_ASL[];
extern void com21eval_ASL ANSI((ASL_fgh*, int, int));
extern void com2eval_ASL ANSI((ASL_fgh*, int, int));
extern void fun2set_ASL ANSI((ASL_fgh*, funnel2 *));
#ifdef __cplusplus
}
#endif
#ifndef SKIP_NL2_DEFINES
extern efunc2 f2_OPVARVAL_ASL;
#define cexpsc asl->I.cexpsc_
#define cexpse asl->I.cexpse_
#define cexpso asl->I.cexpso_
#define cexps1 asl->I.cexps21_
#define cexps asl->I.cexps2_
#define con_de asl->I.con2_de_
#define f_b asl->I.f2_b_
#define f_c asl->I.f2_c_
#define f_o asl->I.f2_o_
#define lcon_de asl->I.lcon2_de_
#define obj_de asl->I.obj2_de_
#define var_e asl->I.var2_e_
#define var_ex1 asl->I.var2_ex1_
#define var_ex asl->I.var2_ex_
#define argpair argpair2
#define cde cde2
#define cexp cexp2
#define cexp1 cexp21
#define de de2
#define ei ei2
#define expr expr2
#define expr_f expr2_f
#define expr_h expr2_h
#define expr_if expr2_if
#define expr_v expr2_v
#define expr_va expr2_va
#define funnel funnel2
#define list list2
#define com1eval com21eval_ASL
#define comeval com2eval_ASL
#define funnelset fun2set_ASL
#undef r_ops
#define r_ops r2_ops_ASL
#ifndef PSHVREAD
#define f_OPIFSYM f2_IFSYM_ASL
#define f_OPPLTERM f2_PLTERM_ASL
#define f_OPFUNCALL f2_FUNCALL_ASL
#define f_OP1POW f2_1POW_ASL
#define f_OP2POW f2_2POW_ASL
#define f_OPCPOW f2_CPOW_ASL
#define f_OPPLUS f2_PLUS_ASL
#define f_OPSUMLIST f2_SUMLIST_ASL
#define f_OPHOL f2_HOL_ASL
#define f_OPPOW f2_POW_ASL
#define f_OPVARVAL f2_VARVAL_ASL
#endif
/* operation classes (for H*v computation) */
enum { /* operation classes (for H*v computation) */
Hv_binaryR = 0,
Hv_binaryLR = 1,
Hv_unary = 2,
Hv_vararg = 3,
Hv_if = 4,
Hv_plterm = 5,
Hv_sumlist = 6,
Hv_func = 7,
Hv_negate = 8,
Hv_plusR = 9,
Hv_plusL = 10,
Hv_plusLR = 11,
Hv_minusR = 12,
Hv_minusLR = 13,
Hv_timesR = 14,
Hv_timesL = 15,
Hv_timesLR = 16,
Hv_divLR = 17
};
/* treat if as vararg, minusL as plusL, binaryL as unary */
#endif /* SKIP_NL2_DEFINES */
#undef f_OPNUM
#define f_OPNUM (efunc2*)f_OPNUM_ASL
#endif /* NLP_H2_included */
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