fgm.h

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/*
 * fast_gradient.h
 *
 *  Created on: Aug 21, 2014
 *      Author: Sverre
 */

/** \file
 *  ### Fast Gradient Method ###
 */

#ifndef FAST_GRADIENT_H_
#define FAST_GRADIENT_H_

#include "head.h"
#include <math.h>
#include "math_functions.h"
#include "print.h"

struct Struct_FGM
{
    real_t * H;
    real_t * c;
    real_t * lb;
    real_t * ub;
    real_t * z0;

    // Optimal outputs
    real_t * zopt;
    real_t fopt;
    uint32_t exitflag;

    // INFO
    boolean lb_is_inf;
    boolean ub_is_inf;
    real_t eigH_max;
    real_t eigH_min;

    // Vectors used for calculations
    real_t * z;
    real_t * y;
    real_t * znew;
    real_t * ynew;
    real_t * temp1_dim_N;

    // Options
    uint32_t maxiter;
    real_t eps;

}; /**< Struct containing all necessary vectors and parameters for running FGM */

// Public functions
uint32_t FGM(struct Struct_FGM *s);
void clean_up_FGM_C();

#endif /* FAST_GRADIENT_H_ */