library: libQuadp
#include "TQpResidual.h" |
TQpResidual
class description - header file - source file - inheritance tree (.pdf)
protected:
static void GondzioProjection(TVectorD& v, Double_t rmin, Double_t rmax)
public:
TQpResidual()
TQpResidual(Int_t nx, Int_t my, Int_t mz, TVectorD& ixlow, TVectorD& ixupp, TVectorD& iclow, TVectorD& icupp)
TQpResidual(const TQpResidual& another)
virtual ~TQpResidual()
void Add_r3_xz_alpha(TQpVar* vars, Double_t alpha)
void CalcResids(TQpDataBase* problem, TQpVar* vars)
static TClass* Class()
void Clear_r1r2()
void Clear_r3()
Double_t GetDualityGap()
Double_t GetResidualNorm()
virtual TClass* IsA() const
TQpResidual& operator=(const TQpResidual& source)
void Project_r3(Double_t rmin, Double_t rmax)
void Set_r3_xz_alpha(TQpVar* vars, Double_t alpha)
virtual void ShowMembers(TMemberInspector& insp, char* parent)
virtual void Streamer(TBuffer& b)
void StreamerNVirtual(TBuffer& b)
Bool_t ValidNonZeroPattern()
protected:
Double_t fResidualNorm The norm of the residuals, ommiting the complementariy conditions
Double_t fDualityGap A quantity that measures progress toward feasibility. In terms
Int_t fNx
Int_t fMy
Int_t fMz
Double_t fNxup
Double_t fNxlo
Double_t fMcup
Double_t fMclo
TVectorD fXupIndex
TVectorD fXloIndex
TVectorD fCupIndex
TVectorD fCloIndex
public:
TVectorD fRQ
TVectorD fRA
TVectorD fRC
TVectorD fRz
TVectorD fRv
TVectorD fRw
TVectorD fRt
TVectorD fRu
TVectorD fRgamma
TVectorD fRphi
TVectorD fRlambda
TVectorD fRpi
TQpResidual
The Residuals class calculates and stores the quantities that appear
on the right-hand side of the linear systems that arise at each
interior-point iteration. These residuals can be partitioned into
two fundamental categories: the components arising from the linear
equations in the KKT conditions, and the components arising from the
complementarity conditions.
void CalcResids(TQpDataBase *prob_in,TQpVar *vars)
Calculate residuals, their norms, and duality complementarity gap,
given a problem and variable set.
void Add_r3_xz_alpha(TQpVar *vars,Double_t alpha)
Modify the "complementarity" component of the residuals, by adding the pairwise
products of the complementary variables plus a constant alpha to this term.
void Set_r3_xz_alpha(TQpVar *vars,Double_t alpha)
Set the "complementarity" component of the residuals to the pairwise products of
the complementary variables plus a constant alpha .
void Clear_r3()
set the complementarity component of the residuals to 0.
void Clear_r1r2()
set the noncomplementarity components of the residual (the terms arising from
the linear equalities in the KKT conditions) to 0.
void Project_r3(Double_t rmin,Double_t rmax)
Perform the projection operation required by Gondzio algorithm: replace each
component r3_i of the complementarity component of the residuals by r3p_i-r3_i,
where r3p_i is the projection of r3_i onto the box [rmin, rmax]. Then if the
resulting value is less than -rmax, replace it by -rmax.
void GondzioProjection(TVectorD &v,Double_t rmin,Double_t rmax)
Replace each component r3_i of the complementarity component of the residuals
by r3p_i-r3_i, where r3p_i is the projection of r3_i onto the box [rmin, rmax].
Then if the resulting value is less than -rmax, replace it by -rmax.
Author: Eddy Offermann May 2004
Last update: root/quadp:$Name: $:$Id: TQpResidual.cxx,v 1.9 2006/06/30 04:35:12 brun Exp $
Copyright (C) 1995-2000, Rene Brun and Fons Rademakers. *
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