class TQpSolverBase: public TObject
TSolverBase 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
Function Members (Methods)
This is an abstract class, constructors will not be documented.
Look at the header to check for available constructors.
public:
| virtual | ~TQpSolverBase() |
| void | TObject::AbstractMethod(const char* method) const |
| virtual void | TObject::AppendPad(Option_t* option = "") |
| virtual void | TObject::Browse(TBrowser* b) |
| static TClass* | Class() |
| virtual const char* | TObject::ClassName() const |
| virtual void | TObject::Clear(Option_t* = "") |
| virtual TObject* | TObject::Clone(const char* newname = "") const |
| virtual Int_t | TObject::Compare(const TObject* obj) const |
| virtual void | TObject::Copy(TObject& object) const |
| 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) |
| virtual void | DefStart(TQpProbBase* formulation, TQpVar* iterate, TQpDataBase* prob, TQpResidual* resid, TQpVar* step) |
| virtual Int_t | DefStatus(TQpDataBase* data, TQpVar* vars, TQpResidual* resids, Int_t i, Double_t mu, Int_t level) |
| virtual void | TObject::Delete(Option_t* option = "")MENU |
| virtual Int_t | TObject::DistancetoPrimitive(Int_t px, Int_t py) |
| 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) |
| virtual Int_t | DoStatus(TQpDataBase* data, TQpVar* vars, TQpResidual* resids, Int_t i, Double_t mu, Int_t level) |
| virtual void | TObject::Draw(Option_t* option = "") |
| virtual void | TObject::DrawClass() constMENU |
| virtual TObject* | TObject::DrawClone(Option_t* option = "") constMENU |
| virtual void | DumbStart(TQpProbBase* formulation, TQpVar* iterate, TQpDataBase* prob, TQpResidual* resid, TQpVar* step) |
| virtual void | TObject::Dump() constMENU |
| virtual void | TObject::Error(const char* method, const char* msgfmt) const |
| virtual void | TObject::Execute(const char* method, const char* params, Int_t* error = 0) |
| virtual void | TObject::Execute(TMethod* method, TObjArray* params, Int_t* error = 0) |
| virtual void | TObject::ExecuteEvent(Int_t event, Int_t px, Int_t py) |
| virtual void | TObject::Fatal(const char* method, const char* msgfmt) const |
| virtual Double_t | FinalStepLength(TQpVar* iterate, TQpVar* step) |
| virtual TObject* | TObject::FindObject(const char* name) const |
| virtual TObject* | TObject::FindObject(const TObject* obj) const |
| Double_t | GetArTol() |
| virtual Option_t* | TObject::GetDrawOption() const |
| static Long_t | TObject::GetDtorOnly() |
| virtual const char* | TObject::GetIconName() const |
| TQpLinSolverBase* | GetLinearSystem() |
| Double_t | GetMuTol() |
| virtual const char* | TObject::GetName() const |
| virtual char* | TObject::GetObjectInfo(Int_t px, Int_t py) const |
| static Bool_t | TObject::GetObjectStat() |
| virtual Option_t* | TObject::GetOption() const |
| virtual const char* | TObject::GetTitle() const |
| virtual UInt_t | TObject::GetUniqueID() const |
| virtual Bool_t | TObject::HandleTimer(TTimer* timer) |
| virtual ULong_t | TObject::Hash() const |
| virtual void | TObject::Info(const char* method, const char* msgfmt) const |
| virtual Bool_t | TObject::InheritsFrom(const char* classname) const |
| virtual Bool_t | TObject::InheritsFrom(const TClass* cl) const |
| virtual void | TObject::Inspect() constMENU |
| void | TObject::InvertBit(UInt_t f) |
| virtual TClass* | IsA() const |
| virtual Bool_t | TObject::IsEqual(const TObject* obj) const |
| virtual Bool_t | TObject::IsFolder() const |
| Bool_t | TObject::IsOnHeap() const |
| virtual Bool_t | TObject::IsSortable() const |
| Bool_t | TObject::IsZombie() const |
| virtual void | TObject::ls(Option_t* option = "") const |
| void | TObject::MayNotUse(const char* method) const |
| virtual Bool_t | TObject::Notify() |
| void | TObject::Obsolete(const char* method, const char* asOfVers, const char* removedFromVers) const |
| static void | TObject::operator delete(void* ptr) |
| static void | TObject::operator delete(void* ptr, void* vp) |
| static void | TObject::operator delete[](void* ptr) |
| static void | TObject::operator delete[](void* ptr, void* vp) |
| void* | TObject::operator new(size_t sz) |
| void* | TObject::operator new(size_t sz, void* vp) |
| void* | TObject::operator new[](size_t sz) |
| void* | TObject::operator new[](size_t sz, void* vp) |
| TQpSolverBase& | operator=(const TQpSolverBase& source) |
| virtual void | TObject::Paint(Option_t* option = "") |
| virtual void | TObject::Pop() |
| virtual void | TObject::Print(Option_t* option = "") const |
| virtual Int_t | TObject::Read(const char* name) |
| virtual void | TObject::RecursiveRemove(TObject* obj) |
| void | TObject::ResetBit(UInt_t f) |
| virtual void | TObject::SaveAs(const char* filename = "", Option_t* option = "") constMENU |
| virtual void | TObject::SavePrimitive(ostream& out, Option_t* option = "") |
| void | SetArTol(Double_t ar) |
| void | TObject::SetBit(UInt_t f) |
| void | TObject::SetBit(UInt_t f, Bool_t set) |
| virtual void | TObject::SetDrawOption(Option_t* option = "")MENU |
| static void | TObject::SetDtorOnly(void* obj) |
| void | SetMuTol(Double_t m) |
| static void | TObject::SetObjectStat(Bool_t stat) |
| virtual void | TObject::SetUniqueID(UInt_t uid) |
| virtual void | ShowMembers(TMemberInspector& insp) |
| virtual Int_t | Solve(TQpDataBase* prob, TQpVar* iterate, TQpResidual* resids) |
| virtual void | Start(TQpProbBase* formulation, TQpVar* iterate, TQpDataBase* prob, TQpResidual* resid, TQpVar* step) |
| virtual void | SteveStart(TQpProbBase* formulation, TQpVar* iterate, TQpDataBase* prob, TQpResidual* resid, TQpVar* step) |
| virtual void | Streamer(TBuffer& b) |
| void | StreamerNVirtual(TBuffer& b) |
| virtual void | TObject::SysError(const char* method, const char* msgfmt) const |
| Bool_t | TObject::TestBit(UInt_t f) const |
| Int_t | TObject::TestBits(UInt_t f) const |
| virtual void | TObject::UseCurrentStyle() |
| virtual void | TObject::Warning(const char* method, const char* msgfmt) const |
| virtual Int_t | TObject::Write(const char* name = 0, Int_t option = 0, Int_t bufsize = 0) |
| virtual Int_t | TObject::Write(const char* name = 0, Int_t option = 0, Int_t bufsize = 0) const |
protected:
| virtual void | TObject::DoError(int level, const char* location, const char* fmt, va_list va) const |
| void | TObject::MakeZombie() |
Data Members
public:
| enum TObject::EStatusBits { | kCanDelete | |
| kMustCleanup | ||
| kObjInCanvas | ||
| kIsReferenced | ||
| kHasUUID | ||
| kCannotPick | ||
| kNoContextMenu | ||
| kInvalidObject | ||
| }; | ||
| enum TObject::[unnamed] { | kIsOnHeap | |
| kNotDeleted | ||
| kZombie | ||
| kBitMask | ||
| kSingleKey | ||
| kOverwrite | ||
| kWriteDelete | ||
| }; |
public:
| Int_t | fIter | iteration counter |
protected:
| Double_t | fArtol | |
| Double_t | fDnorm | norm of problem data |
| Double_t | fGamma_a | |
| Double_t | fGamma_f | parameters associated with the step length heuristic |
| Int_t | fMaxit | maximum number of iterations allowed |
| Double_t* | fMu_history | [fMaxit] history of values of mu obtained on all iterations to date |
| Double_t | fMutol | termination parameters |
| Double_t | fPhi | merit function, defined as the sum of the complementarity gap |
| Double_t* | fPhi_history | [fMaxit] history of values of phi obtained on all iterations to date |
| Double_t* | fPhi_min_history | [fMaxit] the i-th entry of this array contains the minimum value of phi |
| Double_t* | fRnorm_history | [fMaxit] history of values of residual norm obtained on all iterations to date |
| TQpLinSolverBase* | fSys |
Class Charts
Function documentation
void Start(TQpProbBase* formulation, TQpVar* iterate, TQpDataBase* prob, TQpResidual* resid, TQpVar* step)
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.
void DefStart(TQpProbBase* formulation, TQpVar* iterate, TQpDataBase* prob, TQpResidual* resid, TQpVar* step)
Default starting point
void SteveStart(TQpProbBase* formulation, TQpVar* iterate, TQpDataBase* prob, TQpResidual* resid, TQpVar* step)
Starting point algoritm according to Stephen Wright
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 .
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.
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
Int_t DoStatus(TQpDataBase* data, TQpVar* vars, TQpResidual* resids, Int_t i, Double_t mu, Int_t level)
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.
Int_t DefStatus(TQpDataBase* data, TQpVar* vars, TQpResidual* resids, Int_t i, Double_t mu, Int_t level)
Default status method
Int_t Solve(TQpDataBase* prob, TQpVar* iterate, TQpResidual* resids)
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
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)
perform monitor operation at each interior-point iteration
TQpLinSolverBase * GetLinearSystem()
default method for checking status. May be replaced by a user-defined method
{ return fSys; }