dfgm.h

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/*
 * DFGM.h
 *
 *  Created on: Sep 19, 2014
 *      Author: sverre
 */

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

#ifndef DFGM_H_
#define DFGM_H_

#include "head.h"
#include "math_functions.h"
#include "fgm.h"
#include "print.h"

struct Struct_DFGM {

    struct Problem * prob;
    struct Options * opt;
    struct Info * info;
    struct Result * res;

    // Vectors used for calculations
    real_t * z;
    real_t * lambda1;
    real_t * lambda2;
    real_t * temp1_dim_N;
    real_t * temp2_dim_M;
    real_t * temp3_dim_M;
    real_t * b_ub_hat;  // b + ub_hat
    real_t * b_lb_hat;  // b + lb_hat
    real_t * z_avg;
    real_t * summ;
    real_t * pf_vec;
    real_t * A_z;

    // Different from DGM
    real_t * lambda1_old;
    real_t * lambda2_old;
    real_t * y1;
    real_t * z_ds;
    real_t * y2;
    real_t * A_z_ds;

    real_t time_inner_y;
    uint32_t iterations_inner_y;

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

// Public functions
int32_t DFGM(struct Struct_DFGM *s);

#endif /* DFGM_H_ */