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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
void	TObject::operator delete(void* ptr)
void	TObject::operator delete(void* ptr, void* vp)
void	TObject::operator delete[](void* ptr)
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) const
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&)
void	StreamerNVirtual(TBuffer& ClassDef_StreamerNVirtual_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
	TQpSolverBase()
	TQpSolverBase(const TQpSolverBase& another)
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:

Int_t	fIter	iteration counter
static TObject::(anonymous)	TObject::kBitMask
static TObject::EStatusBits	TObject::kCanDelete
static TObject::EStatusBits	TObject::kCannotPick
static TObject::EStatusBits	TObject::kHasUUID
static TObject::EStatusBits	TObject::kInvalidObject
static TObject::(anonymous)	TObject::kIsOnHeap
static TObject::EStatusBits	TObject::kIsReferenced
static TObject::EStatusBits	TObject::kMustCleanup
static TObject::EStatusBits	TObject::kNoContextMenu
static TObject::(anonymous)	TObject::kNotDeleted
static TObject::EStatusBits	TObject::kObjInCanvas
static TObject::(anonymous)	TObject::kOverwrite
static TObject::(anonymous)	TObject::kSingleKey
static TObject::(anonymous)	TObject::kWriteDelete
static TObject::(anonymous)	TObject::kZombie

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

Inheritance Chart:

TObject

←

TQpSolverBase

←

TGondzioSolver

TMehrotraSolver

Function documentation

TQpSolverBase()

 Default constructor

TQpSolverBase(const TQpSolverBase& another)

 Copy constructor

~TQpSolverBase()

 Deconstructor

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

TQpSolverBase & operator=(const TQpSolverBase& source)

 Assignment operator

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; }

void SetMuTol(Double_t m)

{ fMutol = m; }

Double_t GetMuTol()

{ return fMutol; }

void SetArTol(Double_t ar)

{ fArtol = ar; }

Double_t GetArTol()

{ return fArtol; }

Double_t DataNorm()

{ return fDnorm; }