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\section{Reduced formulation to local variables.}
\subsection{Formulation}
Let us start with
\begin{equation}
\label{eq:AC-L7}
\begin{array}{l}
\varPhi_1(U,P) = - U_{k+1} + \widehat W P_{k+1} + U_{\mathrm{free}}\\ \\
\varPhi_2(U,P) = P_{\n} - \proj_{\nbR^{a}_+} (P_{\n} - \rho_{\n}\circ (U_{\n} +e \circ U_{\n,k}) ) \\ \\
\varPhi_3(U,P) = P_{\t} - \proj_{\widehat {\bf D}(P_{\n},U_{\n})} (P_{{\t}} - \rho_{\t}\circ \,U_{\t} )
\end{array}
\end{equation}
where the modified friction disk for a contact $\alpha$ is
\begin{equation}\label{eq:AC-L3}
\widehat {\bf D}^\alpha(P^\alpha_{\n,k+1},U_{\n,k+1}^{\alpha}) = {\bf D}(\mu(\proj_{\nbR_+} (P^\alpha_{\n,k+1} - \rho^\alpha_{\n}\,(U_{\n,k+1}^{\alpha}+e^\alpha U_{\n,k}^{\alpha}) )).
\end{equation}
\subsection{Structure of the Jacobians}
Let us denote the one element of the generalized Jacobian by $ H(U,P) \in \partial \Phi(U,P)$ which has the structure
\begin{equation}
\label{eq:AC-L6}
H(U,P) =
\left[\begin{array}{cccc}
- I & 0 & \widehat W_{\n\n} & \widehat W_{\n\t} \\ \\
0 & -I & \widehat W_{\t\n} & \widehat W_{\t\t} \\ \\
\partial_{U_{\n}} \Phi_2(U,P) & 0 & \partial_{P_{\n}} \Phi_2(U,P) & 0 \\ \\
\partial_{U_{\n}} \Phi_3(U,P) & \partial_{U_{\t}} \Phi_3(U,P) & \partial_{P_{\n}} \Phi_3(U,P) & \partial_{P_{\t}} \Phi_3(U,P)
\end{array}\right]
\end{equation}
\subsection{Computation of the gradients}
Let us consider the single contact case.
\paragraph{Computation of the gradients of $\Phi_2$}
\begin{equation}
\label{eq:AC-T1}
\begin{array}{l}
\varPhi_2(U,P) = P_{\n} - \proj_{\nbR^{a}_+} (P_{\n} - \rho_{\n} (U_{\n} +e U_{\n,k}) ) \\ \\
\end{array}
\end{equation}
\begin{itemize}
\item \textbf{If} $P_{\n} - \rho_{\n} (U_{\n} +e U_{\n,k}) \geq 0 $, we get
\begin{equation}
\label{eq:AC-T2}
\begin{array}{l}
\varPhi_2(U,P) = + \rho_{\n} (U_{\n} +e U_{\n,k})
\end{array}
\end{equation}
and
\begin{equation}
\label{eq:AC-T3}
\begin{array}{l}
\partial_{U_{\n}} \varPhi_2(U,P) = + \rho_{\n} \\ \\
\partial_{P_{\n}} \varPhi_2(U,P) = 0 \\ \\
\end{array}
\end{equation}
\item \textbf{If} $P_{\n} - \rho_{\n} (U_{\n} +e U_{\n,k}) < 0 $, we get
\begin{equation}
\label{eq:AC-T4}
\begin{array}{l}
\varPhi_2(U,P) = P_{\n}
\end{array}
\end{equation}
and
\begin{equation}
\label{eq:AC-T5}
\begin{array}{l}
\partial_{U_{\n}} \varPhi_2(U,P) = 0 \\ \\
\partial_{P_{\n}} \varPhi_2(U,P) = 1 \\ \\
\end{array}
\end{equation}
\end{itemize}
\paragraph{Computation of the gradients of $\Phi_3$}
\begin{equation}
\label{eq:AC-TT1}
\begin{array}{l}
\varPhi_3(U,P) = P_{\t} - \proj_{\widehat {\bf D}(P_{\n},U_{\n})} (P_{\t} - \rho_{\t} U_{\t} ) \\ \\
\end{array}
\end{equation}
\begin{itemize}
\item \textbf{If} $\|P_{\t} - \rho_{\t} U_{\t}\| \leq \mu \max (0 ,P_{\n} - \rho_{\n} (U_{\n} +e U_{\n,k}) ) $ , we get
\begin{equation}
\label{eq:AC-TT2}
\begin{array}{l}
\varPhi_3(U,P) = + \rho_{\t} U_{\t}
\end{array}
\end{equation}
and
\begin{equation}
\label{eq:AC-TT3}
\begin{array}{l}
\partial_{U_{\n}} \varPhi_3(U,P) = 0 \\ \\
\partial_{P_{\n}} \varPhi_3(U,P) = 0 \\ \\
\partial_{U_{\t}} \varPhi_3(U,P) = + \rho_{\t} \\ \\
\partial_{P_{\t}} \varPhi_3(U,P) = 0 \\ \\
\end{array}
\end{equation}
\item \textbf{If} $\|P_{\t} - \rho_{\t} U_{\t}\| > \mu \max (0 ,P_{\n} - \rho_{\n} (U_{\n} +e U_{\n,k}) ) $ , we get
\begin{equation}
\label{eq:AC-TT4}
\begin{array}{l}
\varPhi_3(U,P) = P_{\t} - \mu \max(0,P_{\n} - \rho_{\n} (U_{\n} +e U_{\n,k}) ) \Frac{P_{\t} - \rho_{\t} U_{\t} }{ \| P_{\t} - \rho_{\t} U_{\t}\| }
\end{array}
\end{equation}
\begin{itemize}
\item \textbf{If} $P_{\n} - \rho_{\n} (U_{\n} +e U_{\n,k}) \leq 0$, we get
\begin{equation}
\label{eq:AC-TT5}
\begin{array}{l}
\varPhi_3(U,P) = P_{\t}
\end{array}
\end{equation}
and
\begin{equation}
\label{eq:AC-TT6}
\begin{array}{l}
\partial_{U_{\n}} \varPhi_3(U,P) = 0 \\ \\
\partial_{P_{\n}} \varPhi_3(U,P) = 0 \\ \\
\partial_{U_{\t}} \varPhi_3(U,P) = 0 \\ \\
\partial_{P_{\t}} \varPhi_3(U,P) = I_2 \\ \\
\end{array}
\end{equation}
\item \textbf{If} $P_{\n} - \rho_{\n} (U_{\n} +e U_{\n,k}) > 0$, we get
\begin{equation}
\label{eq:AC-TT7}
\begin{array}{l}
\varPhi_3(U,P) = P_{\t} - \mu (P_{\n} - \rho_{\n} (U_{\n} +e U_{\n,k}) ) \Frac{P_{\t} - \rho_{\t} U_{\t} }{ \| P_{\t} - \rho_{\t} U_{\t}\| }
\end{array}
\end{equation}
and
\begin{equation}
\label{eq:AC-TT8}
\begin{array}{l}
\partial_{U_{\n}} \varPhi_3(U,P) = \mu \rho_{\n} \Frac{P_{\t} - \rho_{\t} U_{\t} }{ \| P_{\t} - \rho_{\t} U_{\t}\| }\text{{\bf WARNING} case was not taken into account}\\ \\
\partial_{P_{\n}} \varPhi_3(U,P) = -\mu \Frac{P_{\t} - \rho_{\t} U_{\t} }{ \| P_{\t} - \rho_{\t} U_{\t}\| } \\ \\
\partial_{U_{\t}} \varPhi_3(U,P) = \mu\rho_{\t}(P_{\n} - \rho_{\n} (U_{\n} +e U_{\n,k}) ) \Gamma(P_{\t} - \rho_{\t} U_{\t}) \\ \\
\partial_{P_{\t}} \varPhi_3(U,P) = I_2-\mu(P_{\n} - \rho_{\n} (U_{\n} +e U_{\n,k}) ) \Gamma(P_{\t} - \rho_{\t} U_{\t}) \\ \\
\end{array}
\end{equation}
\end{itemize}
\end{itemize}
\subsection{Rearranging the cases}
{\bf TO BE COMPLETED}
\section{Formulation with global variables.}
\subsection{Formulation}
Let us start with
\begin{equation}
\label{eq:GAC-L1}
\begin{array}{l}
\Psi_{1}^{a}(v,U,P) = - \widehat M v_{k+1} + H P_{k+1} + q \\ \\
\Psi_{1}^{b}(v,U,P) = - U_{k+1} + H^\top v _{k+1} + b \\ \\
\Psi_2(v,U,P) = P_{\n} - \proj_{\nbR^{a}_+} (P_{\n} - \rho_{\n}\circ (U_{\n} +e \circ U_{\n,k}) ) \\ \\
\Psi_3(v,U,P) = P_{\t} - \proj_{\widehat {\bf D}(P_{\n},U_{\n})} (P_{{\t}} - \rho_{\t}\circ \,U_{\t} )
\end{array}
\end{equation}
where the modified friction disk for a contact $\alpha$ is
\begin{equation}\label{eq:GAC-L2}
\widehat {\bf D}^\alpha(P^\alpha_{\n,k+1},U_{\n,k+1}^{\alpha}) = {\bf D}(\mu(\proj_{\nbR_+} (P^\alpha_{\n,k+1} - \rho^\alpha_{\n}\,(U_{\n,k+1}^{\alpha}+e^\alpha U_{\n,k}^{\alpha}) )).
\end{equation}
\subsection{Structure of the Jacobians}
Let us denote the one element of the generalized Jacobian by $ H(v,U,P) \in \partial \Psi(s,U,P)$ which has the structure
\begin{equation}
\label{eq:GAC-L3}
H(v,U,P) =
\left[\begin{array}{ccccc}
- \widehat M & 0 & 0 & H_{\n} & H_{\t} \\ \\
H_{\n}^\top & - I & 0 & 0 &0 \\ \\
H_{\t}^\top & 0 & -I & 0 &0 \\ \\
0 & \partial_{U_{\n}} \Psi_2(v,U,P) & 0 & \partial_{P_{\n}} \Psi_2(v,U,P) & 0 \\ \\
0 & \partial_{U_{\n}} \Psi_3(v,U,P) & \partial_{U_{\t}} \Psi_3(v,U,P) & \partial_{P_{\n}} \Psi_3(v,U,P) & \partial_{P_{\t}} \Psi_3(v,U,P)
\end{array}\right]
\end{equation}
We clearly have
\begin{equation}
\label{eq:equivalentJacobian}
\begin{array}{lcl}
\partial_{U} \Psi_2(v,U,P) &=& \partial_{U} \Phi_2(U,P) \\
\partial_{P} \Psi_2(v,U,P) &=& \partial_{P} \Phi_2(U,P) \\
\partial_{U} \Psi_3(v,U,P) &=& \partial_{U} \Phi_3(U,P) \\
\partial_{P} \Psi_3(v,U,P) &=& \partial_{P} \Phi_3(U,P) \\
\end{array}
\end{equation}
and we get
\begin{equation}
\label{eq:GAC-L4}
H(v,U,P) =
\left[\begin{array}{ccccc}
- \widehat M & 0 & 0 & H_{\n} & H_{\t} \\ \\
H_{\n}^\top & - I & 0 & 0 &0 \\ \\
H_{\t}^\top & 0 & -I & 0 &0 \\ \\
0 & \partial_{U_{\n}} \Phi_2(U,P) & 0 & \partial_{P_{\n}} \Phi_2(U,P) & 0 \\ \\
0 & \partial_{U_{\n}} \Phi_3(U,P) & \partial_{U_{\t}} \Phi_3(U,P) & \partial_{P_{\n}} \Phi_3(U,P) & \partial_{P_{\t}} \Phi_3(U,P)
\end{array}\right]
\end{equation}
\subsection{Simplification ?}
Since the second line $\Psi_1^b$ is linear, we should be able to derive a reduced Jacobian using the chain rule. Let us define $\widetilde \Psi$
\begin{equation}
\label{eq:chainrule}
\widetilde \Psi(v,P) = \Psi(v,H^\top v +b,P)
\end{equation}
\begin{equation}
\label{eq:GAC-L5}
\begin{array}{l}
\widetilde \Psi_{1}(v,P) = - \widehat M v_{k+1} + H P_{k+1} + q \\ \\
\widetilde \Psi_2(v,P) = P_{\n} - \proj_{\nbR^{a}_+} (P_{\n} - \rho_{\n}\circ (H^\top_{\n}v+b_{\n} +e \circ U_{\n,k}) ) \\ \\
\widetilde \Psi_3(v,P) = P_{\t} - \proj_{\widehat {\bf D}(P_{\n},U_{\n})} (P_{{\t}} - \rho_{\t}\circ \,(H^\top_\t v + b_\t) )
\end{array}
\end{equation}
\paragraph{Chain rule}
\begin{equation}
\label{eq:chainrule1}
\begin{array}{lcl}
\partial_v \widetilde \Psi_{2,3}(v,P) &=& \partial_v \Psi_{2,3}(v,H^\top v +b,P) \\ \\
&=& H_{\n}^\top \partial_{U_\n} \Phi_{2,3}(H^\top v + b,P) + H_{\t}^\top \partial_{U_\t} \Phi_{2,3}(H^\top v + b,P)
\end{array}
\end{equation}
\begin{equation}
\label{eq:GAC-L6}
H(v,P) =
\left[\begin{array}{ccc}
- \widehat M & H_{\n} & H_{\t} \\ \\
H_{\n}^\top \partial_{U_\n} \Phi_{2}(H^\top v + b,P) & \partial_{P_{\n}} \Phi_2(H^\top v + b,P) & 0 \\ \\
\begin{array}{c}
H_{\n}^\top \partial_{U_\n} \Phi_{3}(H^\top v + b,P) \\
\quad \quad + H_{\t}^\top \partial_{U_\t} \Phi_{3}(H^\top v + b,P)\\
\end{array}
& \partial_{P_{\n}} \Phi_3(H^\top v + b,P) & \partial_{P_{\t}} \Phi_3(H^\top v + b,P)
\end{array}\right]
\end{equation}
\paragraph{discussion}
\begin{itemize}
\item Formulae has to be checked carefully
\item I do not known if there an interest in the simplification. With sparse matrices, it is perhaps easier to deal with~(\ref{eq:GAC-L4})
\end{itemize}
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