// @(#)root/quadp:$Id$ // 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_TGondzioSolver #define ROOT_TGondzioSolver #include "Rtypes.h" #include "TQpSolverBase.h" /////////////////////////////////////////////////////////////////////////// // // // Derived class of TQpSolverBase implementing Gondzio-correction // // version of Mehrotra's original predictor-corrector algorithm. // // // /////////////////////////////////////////////////////////////////////////// class TGondzioSolver : 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 Int_t fMaximum_correctors; // maximum number of Gondzio corrector steps Int_t fNumberGondzioCorrections; // actual number of Gondzio corrections needed Double_t fStepFactor0; // various parameters associated with Gondzio correction Double_t fStepFactor1; Double_t fAcceptTol; Double_t fBeta_min; Double_t fBeta_max; TQpVar *fCorrector_step; // storage for step vectors TQpVar *fStep; TQpResidual *fCorrector_resid; // storage for residual vectors TQpProbBase *fFactory; public: TGondzioSolver(); TGondzioSolver(TQpProbBase *of,TQpDataBase *prob,Int_t verbose=0); TGondzioSolver(const TGondzioSolver &another); ~TGondzioSolver() override; Int_t Solve (TQpDataBase *prob,TQpVar *iterate,TQpResidual *resid) override; virtual void Reset_parameters() {} // reset parameters to their default values 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) override; TGondzioSolver &operator=(const TGondzioSolver &source); ClassDefOverride(TGondzioSolver,1) // Gondzio Qp Solver class }; #endif