VecFischer#
Evaluates the Fischer-Burmeister function for complementarity problems.
Synopsis#
#include "petsctao.h"
PetscErrorCode VecFischer(Vec X, Vec F, Vec L, Vec U, Vec FB)
Logically Collective
Input Parameters#
X - current point
F - function evaluated at x
L - lower bounds
U - upper bounds
Output Parameter#
FB - The Fischer-Burmeister function vector
Notes#
The Fischer-Burmeister function is defined as
phi(a,b) := sqrt(a*a + b*b) - a - b
and is used reformulate a complementarity problem as a semismooth system of equations.
The result of this function is done by cases:
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]
See Also#
Vec
, VecSFischer()
, MatDFischer()
, MatDSFischer()
Level#
developer
Location#
Index of all Tao routines
Table of Contents for all manual pages
Index of all manual pages