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TQpProbBase.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_TQpProbBase
44 #define ROOT_TQpProbBase
45 
46 #include "TError.h"
47 
48 #include "TQpVar.h"
49 #include "TQpDataBase.h"
50 #include "TQpResidual.h"
51 
52 #include "TMatrixD.h"
53 
54 ///////////////////////////////////////////////////////////////////////////
55 // //
56 // default general problem formulation: //
57 // //
58 // minimize c' x + ( 1/2 ) x' * Q x ; //
59 // subject to A x = b ; //
60 // clo <= C x <= cup ; //
61 // xlo <= x <= xup ; //
62 // //
63 // The general linear equality constraints must have either an upper //
64 // or lower bound, but need not have both bounds. The variables may have//
65 // no bounds; an upper bound; a lower bound or both an upper and lower //
66 // bound. //
67 // //
68 // However, for many (possibly most) QP's, the matrices in the //
69 // formulation have structure that may be exploited to solve the //
70 // problem more efficiently. This abstract problem formulation contains //
71 // a setup such that one can derive and add special formulations . //
72 // The optimality conditions of the simple QP defined above are //
73 // follows: //
74 // //
75 // rQ = c + Q * x - A' * y - C' * z = 0 //
76 // rA = A * x - b = 0 //
77 // rC = C * x - s - d = 0 //
78 // r3 = S * z = 0 //
79 // s, z >= 0 //
80 // //
81 // Where rQ, rA, rC and r3 newly defined quantities known as residual //
82 // vectors and x, y, z and s are variables of used in solution of the //
83 // QPs. //
84 // //
85 ///////////////////////////////////////////////////////////////////////////
86 
87 class TQpLinSolverBase;
88 class TQpProbBase : public TObject
89 {
90 
91 public:
92  Int_t fNx; // number of elements in x
93  Int_t fMy; // number of rows in A and b
94  Int_t fMz; // number of rows in C
95 
96  TQpProbBase();
97  TQpProbBase(Int_t nx,Int_t my,Int_t mz);
98  TQpProbBase(const TQpProbBase &another);
99 
100  virtual ~TQpProbBase() {}
101 
102  virtual TQpDataBase *MakeData (TVectorD &c,
103  TMatrixDBase &Q_in,
104  TVectorD &xlo, TVectorD &ixlo,
105  TVectorD &xup, TVectorD &ixup,
106  TMatrixDBase &A_in,TVectorD &bA,
107  TMatrixDBase &C_in,
108  TVectorD &clo, TVectorD &iclo,
109  TVectorD &cup, TVectorD &icup) = 0;
110  virtual TQpResidual *MakeResiduals(const TQpDataBase *data) = 0;
111  virtual TQpVar *MakeVariables(const TQpDataBase *data) = 0;
112  virtual TQpLinSolverBase *MakeLinSys (const TQpDataBase *data) = 0;
113 
114  virtual void JoinRHS (TVectorD &rhs_in,TVectorD &rhs1_in,TVectorD &rhs2_in,TVectorD &rhs3_in) = 0;
115  virtual void SeparateVars(TVectorD &x_in,TVectorD &y_in,TVectorD &z_in,TVectorD &vars_in) = 0;
116 
117  TQpProbBase &operator= (const TQpProbBase &source);
118 
119  ClassDef(TQpProbBase,1) // Qp problem formulation base class
120 };
121 #endif