newton.hpp

// Copyright (c) Sleipnir contributors
 
#pragma once
 
#include <functional>
#include <span>
 
#include <Eigen/Core>
#include <Eigen/SparseCore>
 
#include "sleipnir/optimization/solver/exit_status.hpp"
#include "sleipnir/optimization/solver/iteration_info.hpp"
#include "sleipnir/optimization/solver/options.hpp"
#include "sleipnir/util/symbol_exports.hpp"
 
namespace slp {
 
struct SLEIPNIR_DLLEXPORT NewtonMatrixCallbacks {
  std::function<double(const Eigen::VectorXd& x)> f;
 
  std::function<Eigen::SparseVector<double>(const Eigen::VectorXd& x)> g;
 
  std::function<Eigen::SparseMatrix<double>(const Eigen::VectorXd& x)> H;
};
 
SLEIPNIR_DLLEXPORT ExitStatus
newton(const NewtonMatrixCallbacks& matrix_callbacks,
       std::span<std::function<bool(const IterationInfo& info)>>
           iteration_callbacks,
       const Options& options, Eigen::VectorXd& x);
 
}  // namespace slp