Logo ROOT   6.30.04
Reference Guide
 All Namespaces Files Pages
TQpDataBase.h
Go to the documentation of this file.
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_TQpDataBase
44 #define ROOT_TQpDataBase
45 
46 #include "TError.h"
47 
48 #include "TQpVar.h"
49 
50 #include "TMatrixD.h"
51 
52 //////////////////////////////////////////////////////////////////////////
53 // //
54 // TQpDataBase //
55 // //
56 // Data for the general QP formulation //
57 // //
58 //////////////////////////////////////////////////////////////////////////
59 
60 class TQpDataBase : public TObject
61 {
62 
63 protected:
64 
65  // as part of setting up a random test problem, generate a random
66  // set of upper, lower, and two-sided bounds
67  static void RandomlyChooseBoundedVariables(TVectorD &x,TVectorD &dualx,TVectorD &blx,TVectorD &ixlow,
68  TVectorD &bux,TVectorD &ixupp,Double_t &ix,Double_t percentLowerOnly,
69  Double_t percentUpperOnly,Double_t percentBound);
70 
71 public:
72 
73  Int_t fNx;
74  Int_t fMy;
75  Int_t fMz;
76 
77  TVectorD fG; // linear part of Objective function
78  TVectorD fBa; // vector of equality constraint
79  TVectorD fXupBound; // Bounds on variables
80  TVectorD fXupIndex;
81  TVectorD fXloBound;
82  TVectorD fXloIndex;
83  TVectorD fCupBound; // Inequality constraints
84  TVectorD fCupIndex;
85  TVectorD fCloBound;
86  TVectorD fCloIndex;
87 
88  TQpDataBase();
89  TQpDataBase(Int_t nx,Int_t my,Int_t mz);
90  TQpDataBase(const TQpDataBase &another);
91  virtual ~TQpDataBase() {}
92 
93  virtual void PutQIntoAt(TMatrixDBase &M,Int_t row,Int_t col) = 0;
94  virtual void PutAIntoAt(TMatrixDBase &M,Int_t row,Int_t col) = 0;
95  virtual void PutCIntoAt(TMatrixDBase &M,Int_t row,Int_t col) = 0;
96 
97  virtual void Qmult (Double_t beta,TVectorD& y,Double_t alpha,const TVectorD& x) = 0;
98  virtual void Amult (Double_t beta,TVectorD& y,Double_t alpha,const TVectorD& x) = 0;
99  virtual void Cmult (Double_t beta,TVectorD& y,Double_t alpha,const TVectorD& x) = 0;
100  virtual void ATransmult(Double_t beta,TVectorD& y,Double_t alpha,const TVectorD& x) = 0;
101  virtual void CTransmult(Double_t beta,TVectorD& y,Double_t alpha,const TVectorD& x) = 0;
102 
103  virtual void GetDiagonalOfQ(TVectorD &dQ) = 0;
104 
105  virtual TVectorD &GetG () { return fG; }
106  virtual TVectorD &GetBa () { return fBa; }
107 
108  virtual TVectorD &GetXupperBound () { return fXupBound; }
109  virtual TVectorD &GetiXupperBound() { return fXupIndex; }
110  virtual TVectorD &GetXlowerBound () { return fXloBound; }
111  virtual TVectorD &GetiXlowerBound() { return fXloIndex; }
112  virtual TVectorD &GetSupperBound () { return fCupBound; }
113  virtual TVectorD &GetiSupperBound() { return fCupIndex; }
114  virtual TVectorD &GetSlowerBound () { return fCloBound; }
115  virtual TVectorD &GetiSlowerBound() { return fCloIndex; }
116 
117  virtual Double_t DataNorm () = 0;
118  virtual void DataRandom (TVectorD &x,TVectorD &y,TVectorD &z,TVectorD &s) = 0;
119  virtual Double_t ObjectiveValue(TQpVar *vars) = 0;
120 
121  TQpDataBase &operator= (const TQpDataBase &source);
122 
123  ClassDef(TQpDataBase,1) // Qp Base Data class
124 };
125 #endif