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TGondzioSolver.h
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1 // @(#)root/quadp:$Id$
2 // Author: Eddy Offermann May 2004
3 
4 /*************************************************************************
5  * Copyright (C) 1995-2000, Rene Brun and Fons Rademakers. *
6  * All rights reserved. *
7  * *
8  * For the licensing terms see $ROOTSYS/LICENSE. *
9  * For the list of contributors see $ROOTSYS/README/CREDITS. *
10  *************************************************************************/
11 
12 /*************************************************************************
13  * Parts of this file are copied from the OOQP distribution and *
14  * are subject to the following license: *
15  * *
16  * COPYRIGHT 2001 UNIVERSITY OF CHICAGO *
17  * *
18  * The copyright holder hereby grants you royalty-free rights to use, *
19  * reproduce, prepare derivative works, and to redistribute this software*
20  * to others, provided that any changes are clearly documented. This *
21  * software was authored by: *
22  * *
23  * E. MICHAEL GERTZ gertz@mcs.anl.gov *
24  * Mathematics and Computer Science Division *
25  * Argonne National Laboratory *
26  * 9700 S. Cass Avenue *
27  * Argonne, IL 60439-4844 *
28  * *
29  * STEPHEN J. WRIGHT swright@cs.wisc.edu *
30  * Computer Sciences Department *
31  * University of Wisconsin *
32  * 1210 West Dayton Street *
33  * Madison, WI 53706 FAX: (608)262-9777 *
34  * *
35  * Any questions or comments may be directed to one of the authors. *
36  * *
37  * ARGONNE NATIONAL LABORATORY (ANL), WITH FACILITIES IN THE STATES OF *
38  * ILLINOIS AND IDAHO, IS OWNED BY THE UNITED STATES GOVERNMENT, AND *
39  * OPERATED BY THE UNIVERSITY OF CHICAGO UNDER PROVISION OF A CONTRACT *
40  * WITH THE DEPARTMENT OF ENERGY. *
41  *************************************************************************/
42 
43 #ifndef ROOT_TGondzioSolver
44 #define ROOT_TGondzioSolver
45 
46 #include "Rtypes.h"
47 #include "TQpSolverBase.h"
48 
49 ///////////////////////////////////////////////////////////////////////////
50 // //
51 // Derived class of TQpSolverBase implementing Gondzio-correction //
52 // version of Mehrotra's original predictor-corrector algorithm. //
53 // //
54 ///////////////////////////////////////////////////////////////////////////
55 
56 class TGondzioSolver : public TQpSolverBase
57 {
58 
59 protected:
60 
61  Int_t fPrintlevel; // parameter in range [0,100] determines verbosity. (Higher value
62  // => more verbose.)
63  Double_t fTsig; // exponent in Mehrotra's centering parameter, which is usually
64  // chosen to me (muaff/mu)^tsig, where muaff is the predicted
65  // complementarity gap obtained from an affine-scaling step, while
66  // mu is the current complementarity gap
67 
68  Int_t fMaximum_correctors; // maximum number of Gondzio corrector steps
69 
70  Int_t fNumberGondzioCorrections; // actual number of Gondzio corrections needed
71 
72  Double_t fStepFactor0; // various parameters associated with Gondzio correction
73  Double_t fStepFactor1;
74  Double_t fAcceptTol;
75  Double_t fBeta_min;
76  Double_t fBeta_max;
77 
78  TQpVar *fCorrector_step; // storage for step vectors
79  TQpVar *fStep;
80 
81  TQpResidual *fCorrector_resid; // storage for residual vectors
82 
83  TQpProbBase *fFactory;
84 
85 public:
86 
87  TGondzioSolver();
88  TGondzioSolver(TQpProbBase *of,TQpDataBase *prob,Int_t verbose=0);
89  TGondzioSolver(const TGondzioSolver &another);
90 
91  virtual ~TGondzioSolver();
92 
93  virtual Int_t Solve (TQpDataBase *prob,TQpVar *iterate,TQpResidual *resid);
94 
95  virtual void Reset_parameters() {} // reset parameters to their default values
96 
97  virtual void DefMonitor (TQpDataBase *data,TQpVar *vars,TQpResidual *resids,
98  Double_t alpha,Double_t sigma,Int_t i,Double_t mu,
99  Int_t status_code,Int_t level);
100 
101  TGondzioSolver &operator=(const TGondzioSolver &source);
102 
103  ClassDef(TGondzioSolver,1) // Gondzio Qp Solver class
104 };
105 #endif