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TMehrotraSolver.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 *
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33  * Madison, WI 53706 FAX: (608)262-9777 *
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39  * OPERATED BY THE UNIVERSITY OF CHICAGO UNDER PROVISION OF A CONTRACT *
40  * WITH THE DEPARTMENT OF ENERGY. *
41  *************************************************************************/
42 
43 #ifndef ROOT_TMehrotraSolver
44 #define ROOT_TMehrotraSolver
45 
46 #include "TQpSolverBase.h"
47 
48 ///////////////////////////////////////////////////////////////////////////
49 // //
50 // Derived class of TQpSolverBase implementing the original Mehrotra //
51 // predictor-corrector algorithm //
52 // //
53 ///////////////////////////////////////////////////////////////////////////
54 
55 class TMehrotraSolver : public TQpSolverBase
56 {
57 protected:
58 
59  Int_t fPrintlevel; // parameter in range [0,100] determines verbosity. (Higher value
60  // => more verbose.)
61  Double_t fTsig; // exponent in Mehrotra's centering parameter, which is usually
62  // chosen to me (muaff/mu)^tsig, where muaff is the predicted
63  // complementarity gap obtained from an affine-scaling step, while
64  // mu is the current complementarity gap
65 
66  TQpVar *fStep; // storage for step vectors
67 
68  TQpProbBase *fFactory;
69 
70 public:
71 
72  TMehrotraSolver();
73  TMehrotraSolver(TQpProbBase *of,TQpDataBase *prob,Int_t verbose=0);
74  TMehrotraSolver(const TMehrotraSolver &another);
75 
76  virtual ~TMehrotraSolver();
77 
78  virtual Int_t Solve (TQpDataBase *prob,TQpVar *iterate,TQpResidual *resid);
79  virtual void DefMonitor (TQpDataBase *data,TQpVar *vars,TQpResidual *resids,
80  Double_t alpha,Double_t sigma,Int_t i,Double_t mu,
81  Int_t status_code,Int_t level);
82 
83  TMehrotraSolver &operator=(const TMehrotraSolver &source);
84 
85  ClassDef(TMehrotraSolver,1) // Mehrotra Qp Solver class
86 };
87 #endif