// @(#)root/quadp:$Name: $:$Id: TMehrotraSolver.h,v 1.4 2006/06/03 05:42:18 brun Exp $ // Author: Eddy Offermann May 2004 /************************************************************************* * Copyright (C) 1995-2000, Rene Brun and Fons Rademakers. * * All rights reserved. * * * * For the licensing terms see $ROOTSYS/LICENSE. * * For the list of contributors see $ROOTSYS/README/CREDITS. * *************************************************************************/ /************************************************************************* * Parts of this file are copied from the OOQP distribution and * * are subject to the following license: * * * * COPYRIGHT 2001 UNIVERSITY OF CHICAGO * * * * The copyright holder hereby grants you royalty-free rights to use, * * reproduce, prepare derivative works, and to redistribute this software* * to others, provided that any changes are clearly documented. This * * software was authored by: * * * * E. MICHAEL GERTZ gertz@mcs.anl.gov * * Mathematics and Computer Science Division * * Argonne National Laboratory * * 9700 S. Cass Avenue * * Argonne, IL 60439-4844 * * * * STEPHEN J. WRIGHT swright@cs.wisc.edu * * Computer Sciences Department * * University of Wisconsin * * 1210 West Dayton Street * * Madison, WI 53706 FAX: (608)262-9777 * * * * Any questions or comments may be directed to one of the authors. * * * * ARGONNE NATIONAL LABORATORY (ANL), WITH FACILITIES IN THE STATES OF * * ILLINOIS AND IDAHO, IS OWNED BY THE UNITED STATES GOVERNMENT, AND * * OPERATED BY THE UNIVERSITY OF CHICAGO UNDER PROVISION OF A CONTRACT * * WITH THE DEPARTMENT OF ENERGY. * *************************************************************************/ #ifndef ROOT_TMehrotraSolver #define ROOT_TMehrotraSolver #include "TQpSolverBase.h" /////////////////////////////////////////////////////////////////////////// // // // Derived class of TQpSolverBase implementing the original Mehrotra // // predictor-corrector algorithm // // // /////////////////////////////////////////////////////////////////////////// class TMehrotraSolver : public TQpSolverBase { protected: Int_t fPrintlevel; // parameter in range [0,100] determines verbosity. (Higher value // => more verbose.) Double_t fTsig; // exponent in Mehrotra's centering parameter, which is usually // chosen to me (muaff/mu)^tsig, where muaff is the predicted // complementarity gap obtained from an affine-scaling step, while // mu is the current complementarity gap TQpVar *fStep; // storage for step vectors TQpProbBase *fFactory; public: TMehrotraSolver(); TMehrotraSolver(TQpProbBase *of,TQpDataBase *prob,Int_t verbose=0); TMehrotraSolver(const TMehrotraSolver &another); virtual ~TMehrotraSolver(); virtual Int_t Solve (TQpDataBase *prob,TQpVar *iterate,TQpResidual *resid); virtual void DefMonitor (TQpDataBase *data,TQpVar *vars,TQpResidual *resids, Double_t alpha,Double_t sigma,Int_t i,Double_t mu, Int_t status_code,Int_t level); TMehrotraSolver &operator=(const TMehrotraSolver &source); ClassDef(TMehrotraSolver,1) // Mehrotra Qp Solver class }; #endif