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NonlinearComplementarityConstraint Class Reference

NonlinearComplementarityConstraint A constraint of the form z >= 0, f(x,z) >= 0, <z,f(x,z)> = 0. More...

Inheritance diagram for NonlinearComplementarityConstraint:
Collaboration diagram for NonlinearComplementarityConstraint:

Public Member Functions

function NonlinearComplementarityConstraint (fun, xdim, zdim, mode, slack)
 
- Public Member Functions inherited from CompositeConstraint
function CompositeConstraint (constraints, n_slack)
 
function addConstraints (obj, constraints)
 

Public Attributes

Property slack_fun
 function to solve for slack variables, where slack = slack_fun(x,z) More...
 
- Public Attributes inherited from CompositeConstraint
Property constraints
 
Property n_slack
 

Detailed Description

NonlinearComplementarityConstraint A constraint of the form z >= 0, f(x,z) >= 0, <z,f(x,z)> = 0.

Constraints are applied to the stacked vector [x;z;gamma] wherever there are slack variables gamma

mode 1: (default) z >= 0 (bb), f(x,z) >= 0 (nl), <z,f(x,z)> = 0 (nl) (elementwise)

mode 2: (slack variable for nonlinear function) z >= 0 (bb) gamma >= 0 (bb, slack var) f(x,z) - gamma = 0 (nl) <z,gamma> = 0 (nl) (elementwise)

mode 3: (Fischer-Burmeister) z + f(x,z) - sqrt(z^2 + f(x,z)^2) (elementwise) mode 4: (prox) z - max(0,z - r*f(x,z)) for some r

Constructor & Destructor Documentation

function NonlinearComplementarityConstraint ( fun  ,
xdim  ,
zdim  ,
mode  ,
slack   
)
Return values
obj

Member Data Documentation

Property slack_fun

function to solve for slack variables, where slack = slack_fun(x,z)


The documentation for this class was generated from the following file: