The Solver class contains methods for monitoring and checking the convergence status of the algorithm, methods to determine the step length along a given direction, methods to define the starting point, and the solve method that implements the interior-point algorithm.

Definition at line 72 of file TQpSolverBase.h.

Public Member Functions
	TQpSolverBase ()
	Default constructor.

	TQpSolverBase (const TQpSolverBase &another)
	Copy constructor.

virtual	~TQpSolverBase ()
	Deconstructor.

Double_t	DataNorm ()

virtual void	DefMonitor (TQpDataBase data, TQpVar vars, TQpResidual *resids, Double_t alpha, Double_t sigma, Int_t i, Double_t mu, Int_t stop_code, Int_t level)=0

virtual void	DefStart (TQpProbBase formulation, TQpVar iterate, TQpDataBase prob, TQpResidual resid, TQpVar *step)
	Default starting point.

virtual Int_t	DefStatus (TQpDataBase data, TQpVar vars, TQpResidual *resids, Int_t i, Double_t mu, Int_t level)
	Default status method.

virtual void	DoMonitor (TQpDataBase data, TQpVar vars, TQpResidual *resids, Double_t alpha, Double_t sigma, Int_t i, Double_t mu, Int_t stop_code, Int_t level)
	Monitor progress / convergence aat each interior-point iteration.

virtual Int_t	DoStatus (TQpDataBase data, TQpVar vars, TQpResidual *resids, Int_t i, Double_t mu, Int_t level)
	Tests for termination.

virtual void	DumbStart (TQpProbBase formulation, TQpVar iterate, TQpDataBase prob, TQpResidual resid, TQpVar *step)
	Alternative starting point heuristic: sets the "complementary" variables to a large positive value (based on the norm of the problem data) and the remaining variables to zero .

virtual Double_t	FinalStepLength (TQpVar iterate, TQpVar step)
	Implements a version of Mehrotra starting point heuristic, modified to ensure identical steps in the primal and dual variables.

Double_t	GetArTol ()

TQpLinSolverBase *	GetLinearSystem ()

Double_t	GetMuTol ()

TQpSolverBase &	operator= (const TQpSolverBase &source)
	Assignment operator.

void	SetArTol (Double_t ar)

void	SetMuTol (Double_t m)

virtual Int_t	Solve (TQpDataBase prob, TQpVar iterate, TQpResidual *resids)=0

virtual void	Start (TQpProbBase formulation, TQpVar iterate, TQpDataBase prob, TQpResidual resid, TQpVar *step)
	Implements a default starting-point heuristic.

virtual void	SteveStart (TQpProbBase formulation, TQpVar iterate, TQpDataBase prob, TQpResidual resid, TQpVar *step)
	Starting point algoritm according to Stephen Wright.

Public Member Functions inherited from TObject
	TObject ()
	TObject constructor.

	TObject (const TObject &object)
	TObject copy ctor.

virtual	~TObject ()
	TObject destructor.

void	AbstractMethod (const char *method) const
	Use this method to implement an "abstract" method that you don't want to leave purely abstract.

virtual void	AppendPad (Option_t *option="")
	Append graphics object to current pad.

virtual void	Browse (TBrowser *b)
	Browse object. May be overridden for another default action.

ULong_t	CheckedHash ()
	Check and record whether this class has a consistent Hash/RecursiveRemove setup (*) and then return the regular Hash value for this object.

virtual const char *	ClassName () const
	Returns name of class to which the object belongs.

virtual void	Clear (Option_t *="")

virtual TObject *	Clone (const char *newname="") const
	Make a clone of an object using the Streamer facility.

virtual Int_t	Compare (const TObject *obj) const
	Compare abstract method.

virtual void	Copy (TObject &object) const
	Copy this to obj.

virtual void	Delete (Option_t *option="")
	Delete this object.

virtual Int_t	DistancetoPrimitive (Int_t px, Int_t py)
	Computes distance from point (px,py) to the object.

virtual void	Draw (Option_t *option="")
	Default Draw method for all objects.

virtual void	DrawClass () const
	Draw class inheritance tree of the class to which this object belongs.

virtual TObject *	DrawClone (Option_t *option="") const
	Draw a clone of this object in the current selected pad for instance with: `gROOT->SetSelectedPad(gPad)`.

virtual void	Dump () const
	Dump contents of object on stdout.

virtual void	Error (const char method, const char msgfmt,...) const
	Issue error message.

virtual void	Execute (const char method, const char params, Int_t *error=0)
	Execute method on this object with the given parameter string, e.g.

virtual void	Execute (TMethod method, TObjArray params, Int_t *error=0)
	Execute method on this object with parameters stored in the TObjArray.

virtual void	ExecuteEvent (Int_t event, Int_t px, Int_t py)
	Execute action corresponding to an event at (px,py).

virtual void	Fatal (const char method, const char msgfmt,...) const
	Issue fatal error message.

virtual TObject *	FindObject (const char *name) const
	Must be redefined in derived classes.

virtual TObject *	FindObject (const TObject *obj) const
	Must be redefined in derived classes.

virtual Option_t *	GetDrawOption () const
	Get option used by the graphics system to draw this object.

virtual const char *	GetIconName () const
	Returns mime type name of object.

virtual const char *	GetName () const
	Returns name of object.

virtual char *	GetObjectInfo (Int_t px, Int_t py) const
	Returns string containing info about the object at position (px,py).

virtual Option_t *	GetOption () const

virtual const char *	GetTitle () const
	Returns title of object.

virtual UInt_t	GetUniqueID () const
	Return the unique object id.

virtual Bool_t	HandleTimer (TTimer *timer)
	Execute action in response of a timer timing out.

virtual ULong_t	Hash () const
	Return hash value for this object.

Bool_t	HasInconsistentHash () const
	Return true is the type of this object is known to have an inconsistent setup for Hash and RecursiveRemove (i.e.

virtual void	Info (const char method, const char msgfmt,...) const
	Issue info message.

virtual Bool_t	InheritsFrom (const char *classname) const
	Returns kTRUE if object inherits from class "classname".

virtual Bool_t	InheritsFrom (const TClass *cl) const
	Returns kTRUE if object inherits from TClass cl.

virtual void	Inspect () const
	Dump contents of this object in a graphics canvas.

void	InvertBit (UInt_t f)

Bool_t	IsDestructed () const
	IsDestructed.

virtual Bool_t	IsEqual (const TObject *obj) const
	Default equal comparison (objects are equal if they have the same address in memory).

virtual Bool_t	IsFolder () const
	Returns kTRUE in case object contains browsable objects (like containers or lists of other objects).

R__ALWAYS_INLINE Bool_t	IsOnHeap () const

virtual Bool_t	IsSortable () const

R__ALWAYS_INLINE Bool_t	IsZombie () const

virtual void	ls (Option_t *option="") const
	The ls function lists the contents of a class on stdout.

void	MayNotUse (const char *method) const
	Use this method to signal that a method (defined in a base class) may not be called in a derived class (in principle against good design since a child class should not provide less functionality than its parent, however, sometimes it is necessary).

virtual Bool_t	Notify ()
	This method must be overridden to handle object notification.

void	Obsolete (const char method, const char asOfVers, const char *removedFromVers) const
	Use this method to declare a method obsolete.

void	operator delete (void *ptr)
	Operator delete.

void	operator delete[] (void *ptr)
	Operator delete [].

void *	operator new (size_t sz)

void *	operator new (size_t sz, void *vp)

void *	operator new[] (size_t sz)

void *	operator new[] (size_t sz, void *vp)

TObject &	operator= (const TObject &rhs)
	TObject assignment operator.

virtual void	Paint (Option_t *option="")
	This method must be overridden if a class wants to paint itself.

virtual void	Pop ()
	Pop on object drawn in a pad to the top of the display list.

virtual void	Print (Option_t *option="") const
	This method must be overridden when a class wants to print itself.

virtual Int_t	Read (const char *name)
	Read contents of object with specified name from the current directory.

virtual void	RecursiveRemove (TObject *obj)
	Recursively remove this object from a list.

void	ResetBit (UInt_t f)

virtual void	SaveAs (const char filename="", Option_t option="") const
	Save this object in the file specified by filename.

virtual void	SavePrimitive (std::ostream &out, Option_t *option="")
	Save a primitive as a C++ statement(s) on output stream "out".

void	SetBit (UInt_t f)

void	SetBit (UInt_t f, Bool_t set)
	Set or unset the user status bits as specified in f.

virtual void	SetDrawOption (Option_t *option="")
	Set drawing option for object.

virtual void	SetUniqueID (UInt_t uid)
	Set the unique object id.

virtual void	SysError (const char method, const char msgfmt,...) const
	Issue system error message.

R__ALWAYS_INLINE Bool_t	TestBit (UInt_t f) const

Int_t	TestBits (UInt_t f) const

virtual void	UseCurrentStyle ()
	Set current style settings in this object This function is called when either TCanvas::UseCurrentStyle or TROOT::ForceStyle have been invoked.

virtual void	Warning (const char method, const char msgfmt,...) const
	Issue warning message.

virtual Int_t	Write (const char *name=0, Int_t option=0, Int_t bufsize=0)
	Write this object to the current directory.

virtual Int_t	Write (const char *name=0, Int_t option=0, Int_t bufsize=0) const
	Write this object to the current directory.

Public Attributes
Int_t	fIter

Protected Attributes
Double_t	fArtol

Double_t	fDnorm

Double_t	fGamma_a

Double_t	fGamma_f

Int_t	fMaxit

Double_t *	fMu_history

Double_t	fMutol

Double_t	fPhi

Double_t *	fPhi_history

Double_t *	fPhi_min_history

Double_t *	fRnorm_history

TQpLinSolverBase *	fSys

Additional Inherited Members
Public Types inherited from TObject
enum	{ kIsOnHeap = 0x01000000 , kNotDeleted = 0x02000000 , kZombie = 0x04000000 , kInconsistent = 0x08000000 , kBitMask = 0x00ffffff }

enum	{ kSingleKey = BIT(0) , kOverwrite = BIT(1) , kWriteDelete = BIT(2) }

enum	EDeprecatedStatusBits { kObjInCanvas = BIT(3) }

enum	EStatusBits { kCanDelete = BIT(0) , kMustCleanup = BIT(3) , kIsReferenced = BIT(4) , kHasUUID = BIT(5) , kCannotPick = BIT(6) , kNoContextMenu = BIT(8) , kInvalidObject = BIT(13) }

Static Public Member Functions inherited from TObject
static Longptr_t	GetDtorOnly ()
	Return destructor only flag.

static Bool_t	GetObjectStat ()
	Get status of object stat flag.

static void	SetDtorOnly (void *obj)
	Set destructor only flag.

static void	SetObjectStat (Bool_t stat)
	Turn on/off tracking of objects in the TObjectTable.

Protected Types inherited from TObject
enum	{ kOnlyPrepStep = BIT(3) }

Protected Member Functions inherited from TObject
virtual void	DoError (int level, const char location, const char fmt, va_list va) const
	Interface to ErrorHandler (protected).

void	MakeZombie ()

#include <TQpSolverBase.h>

Inheritance diagram for TQpSolverBase:

[legend]

Constructor & Destructor Documentation

◆ TQpSolverBase() [1/2]

TQpSolverBase::TQpSolverBase ( )

Default constructor.

Definition at line 62 of file TQpSolverBase.cxx.

◆ TQpSolverBase() [2/2]

TQpSolverBase::TQpSolverBase ( const TQpSolverBase & another )

Copy constructor.

Definition at line 92 of file TQpSolverBase.cxx.

◆ ~TQpSolverBase()

TQpSolverBase::~TQpSolverBase ( )

virtual

Deconstructor.

Definition at line 101 of file TQpSolverBase.cxx.

Member Function Documentation

◆ DataNorm()

Double_t TQpSolverBase::DataNorm ( )

inline

Definition at line 160 of file TQpSolverBase.h.

◆ DefMonitor()

virtual void TQpSolverBase::DefMonitor	(	TQpDataBase *	data,
		TQpVar *	vars,
		TQpResidual *	resids,
		Double_t	alpha,
		Double_t	sigma,
		Int_t	i,
		Double_t	mu,
		Int_t	stop_code,
		Int_t	level
	)

pure virtual

Implemented in TGondzioSolver, and TMehrotraSolver.

◆ DefStart()

void TQpSolverBase::DefStart	(	TQpProbBase *	formulation,
		TQpVar *	iterate,
		TQpDataBase *	prob,
		TQpResidual *	resid,
		TQpVar *	step
	)

virtual

Default starting point.

Definition at line 128 of file TQpSolverBase.cxx.

◆ DefStatus()

Int_t TQpSolverBase::DefStatus	(	TQpDataBase *	data,
		TQpVar *	vars,
		TQpResidual *	resids,
		Int_t	i,
		Double_t	mu,
		Int_t	level
	)

virtual

Default status method.

Definition at line 278 of file TQpSolverBase.cxx.

◆ DoMonitor()

void TQpSolverBase::DoMonitor	(	TQpDataBase *	data,
		TQpVar *	vars,
		TQpResidual *	resids,
		Double_t	alpha,
		Double_t	sigma,
		Int_t	i,
		Double_t	mu,
		Int_t	stop_code,
		Int_t	level
	)

virtual

Monitor progress / convergence aat each interior-point iteration.

Definition at line 255 of file TQpSolverBase.cxx.

◆ DoStatus()

Int_t TQpSolverBase::DoStatus	(	TQpDataBase *	data,
		TQpVar *	vars,
		TQpResidual *	resids,
		Int_t	i,
		Double_t	mu,
		Int_t	level
	)

virtual

Tests for termination.

Unless the user supplies a specific termination routine, this method calls another method defaultStatus, which returns a code indicating the current convergence status.

Definition at line 268 of file TQpSolverBase.cxx.

◆ DumbStart()

void TQpSolverBase::DumbStart	(	TQpProbBase *	formulation,
		TQpVar *	iterate,
		TQpDataBase *	prob,
		TQpResidual *	resid,
		TQpVar *	step
	)

virtual

Alternative starting point heuristic: sets the "complementary" variables to a large positive value (based on the norm of the problem data) and the remaining variables to zero .

Definition at line 202 of file TQpSolverBase.cxx.

◆ FinalStepLength()

Double_t TQpSolverBase::FinalStepLength	(	TQpVar *	iterate,
		TQpVar *	step
	)

virtual

Implements a version of Mehrotra starting point heuristic, modified to ensure identical steps in the primal and dual variables.

Definition at line 218 of file TQpSolverBase.cxx.

◆ GetArTol()

Double_t TQpSolverBase::GetArTol ( )

inline

Definition at line 159 of file TQpSolverBase.h.

◆ GetLinearSystem()

TQpLinSolverBase * TQpSolverBase::GetLinearSystem ( )

inline

Definition at line 154 of file TQpSolverBase.h.

◆ GetMuTol()

Double_t TQpSolverBase::GetMuTol ( )

inline

Definition at line 156 of file TQpSolverBase.h.

◆ operator=()

TQpSolverBase & TQpSolverBase::operator= ( const TQpSolverBase & source )

Assignment operator.

Definition at line 330 of file TQpSolverBase.cxx.

◆ SetArTol()

void TQpSolverBase::SetArTol ( Double_t ar )

inline

Definition at line 158 of file TQpSolverBase.h.

◆ SetMuTol()

void TQpSolverBase::SetMuTol ( Double_t m )

inline

Definition at line 155 of file TQpSolverBase.h.

◆ Solve()

virtual Int_t TQpSolverBase::Solve	(	TQpDataBase *	prob,
		TQpVar *	iterate,
		TQpResidual *	resids
	)

pure virtual

Implemented in TGondzioSolver, and TMehrotraSolver.

◆ Start()

void TQpSolverBase::Start	(	TQpProbBase *	formulation,
		TQpVar *	iterate,
		TQpDataBase *	prob,
		TQpResidual *	resid,
		TQpVar *	step
	)

virtual

Implements a default starting-point heuristic.

While interior-point theory places fairly loose restrictions on the choice of starting point, the choice of heuristic can significantly affect the robustness and efficiency of the algorithm.

Definition at line 118 of file TQpSolverBase.cxx.

◆ SteveStart()

void TQpSolverBase::SteveStart	(	TQpProbBase *	formulation,
		TQpVar *	iterate,
		TQpDataBase *	prob,
		TQpResidual *	resid,
		TQpVar *	step
	)

virtual

Starting point algoritm according to Stephen Wright.

Definition at line 154 of file TQpSolverBase.cxx.

Member Data Documentation

◆ fArtol

Double_t TQpSolverBase::fArtol

protected

Definition at line 81 of file TQpSolverBase.h.

◆ fDnorm

Double_t TQpSolverBase::fDnorm

protected

Definition at line 78 of file TQpSolverBase.h.

◆ fGamma_a

Double_t TQpSolverBase::fGamma_a

protected

Definition at line 84 of file TQpSolverBase.h.

◆ fGamma_f

Double_t TQpSolverBase::fGamma_f

protected

Definition at line 83 of file TQpSolverBase.h.

◆ fIter

Int_t TQpSolverBase::fIter

Definition at line 97 of file TQpSolverBase.h.

◆ fMaxit

Int_t TQpSolverBase::fMaxit

protected

Definition at line 87 of file TQpSolverBase.h.

◆ fMu_history

Double_t* TQpSolverBase::fMu_history

protected

Definition at line 89 of file TQpSolverBase.h.

◆ fMutol

Double_t TQpSolverBase::fMutol

protected

Definition at line 80 of file TQpSolverBase.h.

◆ fPhi

Double_t TQpSolverBase::fPhi

protected

Definition at line 85 of file TQpSolverBase.h.

◆ fPhi_history

Double_t* TQpSolverBase::fPhi_history

protected

Definition at line 91 of file TQpSolverBase.h.

◆ fPhi_min_history

Double_t* TQpSolverBase::fPhi_min_history

protected

Definition at line 93 of file TQpSolverBase.h.

◆ fRnorm_history

Double_t* TQpSolverBase::fRnorm_history

protected

Definition at line 90 of file TQpSolverBase.h.

◆ fSys

TQpLinSolverBase* TQpSolverBase::fSys

protected

Definition at line 76 of file TQpSolverBase.h.

Libraries for TQpSolverBase:

[legend]

The documentation for this class was generated from the following files:

math/quadp/inc/TQpSolverBase.h
math/quadp/src/TQpSolverBase.cxx

Public Member Functions

Public Attributes

Protected Attributes

Additional Inherited Members

Constructor & Destructor Documentation

◆ TQpSolverBase() [1/2]

◆ TQpSolverBase() [2/2]

◆ ~TQpSolverBase()

Member Function Documentation

◆ DataNorm()

◆ DefMonitor()

◆ DefStart()

◆ DefStatus()

◆ DoMonitor()

◆ DoStatus()

◆ DumbStart()

◆ FinalStepLength()

◆ GetArTol()

◆ GetLinearSystem()

◆ GetMuTol()

◆ operator=()

◆ SetArTol()

◆ SetMuTol()

◆ Solve()

◆ Start()

◆ SteveStart()

Member Data Documentation

◆ fArtol

◆ fDnorm

◆ fGamma_a

◆ fGamma_f

◆ fIter

◆ fMaxit

◆ fMu_history

◆ fMutol

◆ fPhi

◆ fPhi_history

◆ fPhi_min_history

◆ fRnorm_history

◆ fSys