// @(#)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_TQpDataDens #define ROOT_TQpDataDens #include "TError.h" #include "TQpDataBase.h" #include "TQpVar.h" #include "TMatrixD.h" #include "TMatrixDSym.h" ////////////////////////////////////////////////////////////////////////// // // // TQpDataDens // // // // Data for the dense QP formulation // // // ////////////////////////////////////////////////////////////////////////// class TQpDataDens : public TQpDataBase { protected: // these variables will be "Used" not copied TMatrixDSym fQ; // Quadratic part of Objective function TMatrixD fA; // Equality constraints TMatrixD fC; // Inequality constraints public: TQpDataDens() {} // data objects of the specified dimensions TQpDataDens(Int_t nx,Int_t my,Int_t mz); // sets up pointers to the data objects that are passed as arguments TQpDataDens(TVectorD &c,TMatrixDSym &Q,TVectorD &xlow,TVectorD &ixlow,TVectorD &xupp, TVectorD &ixupp,TMatrixD &A,TVectorD &bA,TMatrixD &C,TVectorD &clow, TVectorD &iclow,TVectorD &cupp,TVectorD &icupp); TQpDataDens(const TQpDataDens &another); ~TQpDataDens() override {} void PutQIntoAt(TMatrixDBase &M,Int_t row,Int_t col) override; // insert the Hessian Q into the matrix M for the fundamental // linear system, where M is stored as a TMatrixD void PutAIntoAt(TMatrixDBase &M,Int_t row,Int_t col) override; // insert the constraint matrix A into the matrix M for the // fundamental linear system, where M is stored as a TMatrixD void PutCIntoAt(TMatrixDBase &M,Int_t row,Int_t col) override; // insert the constraint matrix C into the matrix M for the // fundamental linear system, where M is stored as a TMatrixD void Qmult (Double_t beta,TVectorD& y,Double_t alpha,const TVectorD& x) override; // y = beta * y + alpha * Q * x void Amult (Double_t beta,TVectorD& y,Double_t alpha,const TVectorD& x) override; // y = beta * y + alpha * A * x void Cmult (Double_t beta,TVectorD& y,Double_t alpha,const TVectorD& x) override; // y = beta * y + alpha * C * x void ATransmult(Double_t beta,TVectorD& y,Double_t alpha,const TVectorD& x) override; // y = beta * y + alpha * A^T * x void CTransmult(Double_t beta,TVectorD& y,Double_t alpha,const TVectorD& x) override; // y = beta * y + alpha * C^T * x void GetDiagonalOfQ(TVectorD &dQ) override; // extract the diagonal of Q and put it in the vector dQ Double_t DataNorm() override; void DataRandom(TVectorD &x,TVectorD &y,TVectorD &z,TVectorD &s) override; // Create a random problem (x,y,z,s) // the solution to the random problem void Print(Option_t *opt="") const override; Double_t ObjectiveValue(TQpVar *vars) override; TQpDataDens &operator= (const TQpDataDens &source); ClassDefOverride(TQpDataDens,1) // Qp Data class for Dens formulation }; #endif