//

// Copyright (c) 2019,2022 CNRS INRIA

//

// This file is part of eiquadprog.

//

// eiquadprog is free software: you can redistribute it and/or modify

// it under the terms of the GNU Lesser General Public License as published by

// the Free Software Foundation, either version 3 of the License, or

//(at your option) any later version.

// eiquadprog is distributed in the hope that it will be useful,

// but WITHOUT ANY WARRANTY; without even the implied warranty of

// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the

// GNU Lesser General Public License for more details.

// You should have received a copy of the GNU Lesser General Public License

// along with eiquadprog.  If not, see <https://www.gnu.org/licenses/>.

#ifndef _EIGEN_QUADSOLVE_HPP_

#define _EIGEN_QUADSOLVE_HPP_

/*

 FILE eiquadprog.hpp

 NOTE: this is a modified of uQuadProg++ package, working with Eigen data

 structures. uQuadProg++ is itself a port made by Angelo Furfaro of QuadProg++

 originally developed by Luca Di Gaspero, working with ublas data structures.

 The quadprog_solve() function implements the algorithm of Goldfarb and Idnani

 for the solution of a (convex) Quadratic Programming problem

 by means of a dual method.

 The problem is in the form:

 min 0.5 * x G x + g0 x

 s.t.

 CE^T x + ce0 = 0

 CI^T x + ci0 >= 0

 The matrix and vectors dimensions are as follows:

 G: n * n

 g0: n

 CE: n * p

 ce0: p

 CI: n * m

 ci0: m

 x: n

 The function will return the cost of the solution written in the x vector or

 std::numeric_limits::infinity() if the problem is infeasible. In the latter

 case the value of the x vector is not correct. References: D. Goldfarb, A.

 Idnani. A numerically stable dual method for solving strictly convex quadratic

 programs. Mathematical Programming 27 (1983) pp. 1-33. Notes:

 1. pay attention in setting up the vectors ce0 and ci0.

 If the constraints of your problem are specified in the form

 A^T x = b and C^T x >= d, then you should set ce0 = -b and ci0 = -d.

 2. The matrix G is modified within the function since it is used to compute

 the G = L^T L cholesky factorization for further computations inside the

 function. If you need the original matrix G you should make a copy of it and

 pass the copy to the function. The author will be grateful if the researchers

 using this software will acknowledge the contribution of this modified function

 and of Di Gaspero's original version in their research papers. LICENSE

 Copyright (2011) Benjamin Stephens

 Copyright (2010) Gael Guennebaud

 Copyright (2008) Angelo Furfaro

 Copyright (2006) Luca Di Gaspero

 This file is a porting of QuadProg++ routine, originally developed

 by Luca Di Gaspero, exploiting uBlas data structures for vectors and

 matrices instead of native C++ array.

 uquadprog is free software; you can redistribute it and/or modify

 it under the terms of the GNU General Public License as published by

 the Free Software Foundation; either version 2 of the License, or

 (at your option) any later version.

 uquadprog is distributed in the hope that it will be useful,

 but WITHOUT ANY WARRANTY; without even the implied warranty of

 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the

 GNU General Public License for more details.

 You should have received a copy of the GNU General Public License

 along with uquadprog; if not, write to the Free Software

 Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA  02110-1301  USA

 */

#include <Eigen/Cholesky>

#include <Eigen/Core>

#include "eiquadprog/deprecated.hpp"

#include "eiquadprog/eiquadprog-utils.hxx"

// namespace internal {

namespace eiquadprog {

namespace solvers {

                      const Eigen::VectorXd &np) {

                     const Eigen::VectorXd &d, size_t iq) {

                     const Eigen::VectorXd &d, size_t iq) {

bool add_constraint(Eigen::MatrixXd &R, Eigen::MatrixXd &J, Eigen::VectorXd &d,

                    size_t &iq, double &R_norm);

void delete_constraint(Eigen::MatrixXd &R, Eigen::MatrixXd &J,

                       Eigen::VectorXi &A, Eigen::VectorXd &u, size_t p,

                       size_t &iq, size_t l);

double solve_quadprog(Eigen::LLT<Eigen::MatrixXd, Eigen::Lower> &chol,

                      double c1, Eigen::VectorXd &g0, const Eigen::MatrixXd &CE,

                      const Eigen::VectorXd &ce0, const Eigen::MatrixXd &CI,

                      const Eigen::VectorXd &ci0, Eigen::VectorXd &x,

                      Eigen::VectorXi &A, size_t &q);

double solve_quadprog(Eigen::LLT<Eigen::MatrixXd, Eigen::Lower> &chol,

                      double c1, Eigen::VectorXd &g0, const Eigen::MatrixXd &CE,

                      const Eigen::VectorXd &ce0, const Eigen::MatrixXd &CI,

                      const Eigen::VectorXd &ci0, Eigen::VectorXd &x,

                      Eigen::VectorXd &y, Eigen::VectorXi &A, size_t &q);

EIQUADPROG_DEPRECATED

inline double solve_quadprog2(Eigen::LLT<Eigen::MatrixXd, Eigen::Lower> &chol,

                              double c1, Eigen::VectorXd &g0,

                              const Eigen::MatrixXd &CE,

                              const Eigen::VectorXd &ce0,

                              const Eigen::MatrixXd &CI,

                              const Eigen::VectorXd &ci0, Eigen::VectorXd &x,

                              Eigen::VectorXi &A, size_t &q) {

  return solve_quadprog(chol, c1, g0, CE, ce0, CI, ci0, x, A, q);

}

/* solve_quadprog is used for on-demand QP solving */

double solve_quadprog(Eigen::MatrixXd &G, Eigen::VectorXd &g0,

                      const Eigen::MatrixXd &CE, const Eigen::VectorXd &ce0,

                      const Eigen::MatrixXd &CI, const Eigen::VectorXd &ci0,

                      Eigen::VectorXd &x, Eigen::VectorXi &activeSet,

                      size_t &activeSetSize);

double solve_quadprog(Eigen::MatrixXd &G, Eigen::VectorXd &g0,

                      const Eigen::MatrixXd &CE, const Eigen::VectorXd &ce0,

                      const Eigen::MatrixXd &CI, const Eigen::VectorXd &ci0,

                      Eigen::VectorXd &x, Eigen::VectorXd &y,

                      Eigen::VectorXi &activeSet, size_t &activeSetSize);

// }

}  // namespace solvers

}  // namespace eiquadprog

#endif