431 lines
12 KiB
C
431 lines
12 KiB
C
#ifndef OSQP_H
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# define OSQP_H
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# ifdef __cplusplus
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extern "C" {
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# endif // ifdef __cplusplus
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/* Includes */
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# include "types.h"
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# include "util.h" // Needed for osqp_set_default_settings functions
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// Library to deal with sparse matrices enabled only if embedded not defined
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# ifndef EMBEDDED
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# include "cs.h"
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# endif // ifndef EMBEDDED
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/********************
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* Main Solver API *
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********************/
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/**
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* @name Main solver API
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* @{
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*/
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/**
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* Set default settings from constants.h file
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* assumes settings already allocated in memory
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* @param settings settings structure
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*/
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void osqp_set_default_settings(OSQPSettings *settings);
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# ifndef EMBEDDED
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/**
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* Initialize OSQP solver allocating memory.
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*
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* All the inputs must be already allocated in memory before calling.
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*
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* It performs:
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* - data and settings validation
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* - problem data scaling
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* - automatic parameters tuning (if enabled)
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* - setup linear system solver:
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* - direct solver: KKT matrix factorization is performed here
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* - indirect solver: KKT matrix preconditioning is performed here
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*
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* NB: This is the only function that allocates dynamic memory and is not used
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*during code generation
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*
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* @param workp Solver workspace pointer
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* @param data Problem data
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* @param settings Solver settings
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* @return Exitflag for errors (0 if no errors)
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*/
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c_int osqp_setup(OSQPWorkspace** workp, const OSQPData* data, const OSQPSettings* settings);
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# endif // #ifndef EMBEDDED
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/**
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* Solve quadratic program
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*
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* The final solver information is stored in the \a work->info structure
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*
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* The solution is stored in the \a work->solution structure
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*
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* If the problem is primal infeasible, the certificate is stored
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* in \a work->delta_y
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*
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* If the problem is dual infeasible, the certificate is stored in \a
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* work->delta_x
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*
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* @param work Workspace allocated
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* @return Exitflag for errors
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*/
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c_int osqp_solve(OSQPWorkspace *work);
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# ifndef EMBEDDED
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/**
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* Cleanup workspace by deallocating memory
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*
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* This function is not used in code generation
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* @param work Workspace
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* @return Exitflag for errors
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*/
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c_int osqp_cleanup(OSQPWorkspace *work);
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# endif // ifndef EMBEDDED
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/** @} */
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/********************************************
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* Sublevel API *
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* *
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* Edit data without performing setup again *
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********************************************/
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/**
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* @name Sublevel API
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* @{
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*/
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/**
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* Update linear cost in the problem
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* @param work Workspace
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* @param q_new New linear cost
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* @return Exitflag for errors and warnings
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*/
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c_int osqp_update_lin_cost(OSQPWorkspace *work,
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const c_float *q_new);
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/**
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* Update lower and upper bounds in the problem constraints
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* @param work Workspace
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* @param l_new New lower bound
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* @param u_new New upper bound
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* @return Exitflag: 1 if new lower bound is not <= than new upper bound
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*/
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c_int osqp_update_bounds(OSQPWorkspace *work,
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const c_float *l_new,
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const c_float *u_new);
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/**
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* Update lower bound in the problem constraints
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* @param work Workspace
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* @param l_new New lower bound
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* @return Exitflag: 1 if new lower bound is not <= than upper bound
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*/
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c_int osqp_update_lower_bound(OSQPWorkspace *work,
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const c_float *l_new);
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/**
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* Update upper bound in the problem constraints
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* @param work Workspace
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* @param u_new New upper bound
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* @return Exitflag: 1 if new upper bound is not >= than lower bound
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*/
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c_int osqp_update_upper_bound(OSQPWorkspace *work,
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const c_float *u_new);
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/**
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* Warm start primal and dual variables
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* @param work Workspace structure
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* @param x Primal variable
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* @param y Dual variable
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* @return Exitflag
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*/
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c_int osqp_warm_start(OSQPWorkspace *work,
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const c_float *x,
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const c_float *y);
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/**
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* Warm start primal variable
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* @param work Workspace structure
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* @param x Primal variable
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* @return Exitflag
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*/
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c_int osqp_warm_start_x(OSQPWorkspace *work,
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const c_float *x);
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/**
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* Warm start dual variable
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* @param work Workspace structure
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* @param y Dual variable
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* @return Exitflag
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*/
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c_int osqp_warm_start_y(OSQPWorkspace *work,
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const c_float *y);
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# if EMBEDDED != 1
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/**
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* Update elements of matrix P (upper triangular)
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* without changing sparsity structure.
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*
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*
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* If Px_new_idx is OSQP_NULL, Px_new is assumed to be as long as P->x
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* and the whole P->x is replaced.
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*
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* @param work Workspace structure
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* @param Px_new Vector of new elements in P->x (upper triangular)
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* @param Px_new_idx Index mapping new elements to positions in P->x
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* @param P_new_n Number of new elements to be changed
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* @return output flag: 0: OK
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* 1: P_new_n > nnzP
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* <0: error in the update
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*/
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c_int osqp_update_P(OSQPWorkspace *work,
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const c_float *Px_new,
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const c_int *Px_new_idx,
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c_int P_new_n);
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/**
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* Update elements of matrix A without changing sparsity structure.
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*
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*
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* If Ax_new_idx is OSQP_NULL, Ax_new is assumed to be as long as A->x
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* and the whole A->x is replaced.
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*
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* @param work Workspace structure
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* @param Ax_new Vector of new elements in A->x
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* @param Ax_new_idx Index mapping new elements to positions in A->x
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* @param A_new_n Number of new elements to be changed
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* @return output flag: 0: OK
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* 1: A_new_n > nnzA
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* <0: error in the update
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*/
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c_int osqp_update_A(OSQPWorkspace *work,
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const c_float *Ax_new,
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const c_int *Ax_new_idx,
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c_int A_new_n);
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/**
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* Update elements of matrix P (upper triangular) and elements of matrix A
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* without changing sparsity structure.
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*
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*
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* If Px_new_idx is OSQP_NULL, Px_new is assumed to be as long as P->x
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* and the whole P->x is replaced.
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*
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* If Ax_new_idx is OSQP_NULL, Ax_new is assumed to be as long as A->x
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* and the whole A->x is replaced.
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*
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* @param work Workspace structure
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* @param Px_new Vector of new elements in P->x (upper triangular)
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* @param Px_new_idx Index mapping new elements to positions in P->x
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* @param P_new_n Number of new elements to be changed
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* @param Ax_new Vector of new elements in A->x
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* @param Ax_new_idx Index mapping new elements to positions in A->x
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* @param A_new_n Number of new elements to be changed
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* @return output flag: 0: OK
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* 1: P_new_n > nnzP
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* 2: A_new_n > nnzA
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* <0: error in the update
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*/
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c_int osqp_update_P_A(OSQPWorkspace *work,
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const c_float *Px_new,
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const c_int *Px_new_idx,
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c_int P_new_n,
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const c_float *Ax_new,
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const c_int *Ax_new_idx,
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c_int A_new_n);
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/**
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* Update rho. Limit it between RHO_MIN and RHO_MAX.
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* @param work Workspace
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* @param rho_new New rho setting
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* @return Exitflag
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*/
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c_int osqp_update_rho(OSQPWorkspace *work,
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c_float rho_new);
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# endif // if EMBEDDED != 1
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/** @} */
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/**
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* @name Update settings
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* @{
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*/
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/**
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* Update max_iter setting
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* @param work Workspace
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* @param max_iter_new New max_iter setting
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* @return Exitflag
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*/
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c_int osqp_update_max_iter(OSQPWorkspace *work,
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c_int max_iter_new);
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/**
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* Update absolute tolernace value
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* @param work Workspace
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* @param eps_abs_new New absolute tolerance value
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* @return Exitflag
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*/
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c_int osqp_update_eps_abs(OSQPWorkspace *work,
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c_float eps_abs_new);
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/**
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* Update relative tolernace value
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* @param work Workspace
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* @param eps_rel_new New relative tolerance value
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* @return Exitflag
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*/
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c_int osqp_update_eps_rel(OSQPWorkspace *work,
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c_float eps_rel_new);
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/**
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* Update primal infeasibility tolerance
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* @param work Workspace
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* @param eps_prim_inf_new New primal infeasibility tolerance
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* @return Exitflag
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*/
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c_int osqp_update_eps_prim_inf(OSQPWorkspace *work,
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c_float eps_prim_inf_new);
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/**
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* Update dual infeasibility tolerance
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* @param work Workspace
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* @param eps_dual_inf_new New dual infeasibility tolerance
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* @return Exitflag
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*/
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c_int osqp_update_eps_dual_inf(OSQPWorkspace *work,
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c_float eps_dual_inf_new);
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/**
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* Update relaxation parameter alpha
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* @param work Workspace
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* @param alpha_new New relaxation parameter value
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* @return Exitflag
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*/
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c_int osqp_update_alpha(OSQPWorkspace *work,
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c_float alpha_new);
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/**
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* Update warm_start setting
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* @param work Workspace
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* @param warm_start_new New warm_start setting
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* @return Exitflag
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*/
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c_int osqp_update_warm_start(OSQPWorkspace *work,
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c_int warm_start_new);
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/**
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* Update scaled_termination setting
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* @param work Workspace
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* @param scaled_termination_new New scaled_termination setting
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* @return Exitflag
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*/
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c_int osqp_update_scaled_termination(OSQPWorkspace *work,
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c_int scaled_termination_new);
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/**
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* Update check_termination setting
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* @param work Workspace
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* @param check_termination_new New check_termination setting
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* @return Exitflag
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*/
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c_int osqp_update_check_termination(OSQPWorkspace *work,
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c_int check_termination_new);
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# ifndef EMBEDDED
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/**
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* Update regularization parameter in polish
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* @param work Workspace
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* @param delta_new New regularization parameter
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* @return Exitflag
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*/
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c_int osqp_update_delta(OSQPWorkspace *work,
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c_float delta_new);
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/**
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* Update polish setting
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* @param work Workspace
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* @param polish_new New polish setting
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* @return Exitflag
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*/
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c_int osqp_update_polish(OSQPWorkspace *work,
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c_int polish_new);
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/**
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* Update number of iterative refinement steps in polish
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* @param work Workspace
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* @param polish_refine_iter_new New iterative reginement steps
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* @return Exitflag
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*/
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c_int osqp_update_polish_refine_iter(OSQPWorkspace *work,
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c_int polish_refine_iter_new);
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/**
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* Update verbose setting
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* @param work Workspace
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* @param verbose_new New verbose setting
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* @return Exitflag
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*/
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c_int osqp_update_verbose(OSQPWorkspace *work,
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c_int verbose_new);
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# endif // #ifndef EMBEDDED
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# ifdef PROFILING
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/**
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* Update time_limit setting
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* @param work Workspace
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* @param time_limit_new New time_limit setting
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* @return Exitflag
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*/
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c_int osqp_update_time_limit(OSQPWorkspace *work,
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c_float time_limit_new);
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# endif // ifdef PROFILING
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/** @} */
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# ifdef __cplusplus
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}
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# endif // ifdef __cplusplus
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#endif // ifndef OSQP_H
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