Logo ROOT  
Reference Guide
 
Loading...
Searching...
No Matches
TQpDataBase.cxx
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#include "TQpDataBase.h"
44
45////////////////////////////////////////////////////////////////////////////////
46///
47/// \class TQpDataBase
48///
49/// Data for the general QP formulation
50///
51/// The Data class stores the data defining the problem and provides
52/// methods for performing the operations with this data required by
53/// the interior-point algorithms. These operations include assembling
54/// the linear systems (5) or (7), performing matrix-vector operations
55/// with the data, calculating norms of the data, reading input into the
56/// data structure from various sources, generating random problem
57/// instances, and printing the data.
58///
59////////////////////////////////////////////////////////////////////////////////
60
62
63////////////////////////////////////////////////////////////////////////////////
64/// Default constructor
65
67{
68 fNx = 0;
69 fMy = 0;
70 fMz = 0;
71}
72
73
74////////////////////////////////////////////////////////////////////////////////
75/// Constructor
76
78{
79 fNx = nx;
80 fMy = my;
81 fMz = mz;
82
83 fG .ResizeTo(fNx);
84
86
91
96}
97
98
99////////////////////////////////////////////////////////////////////////////////
100/// Copy constructor
101
103{
104 *this = another;
105}
106
107
108////////////////////////////////////////////////////////////////////////////////
109/// Randomly choose x and its boundaries
110
112 TVectorD &x,TVectorD &dualx,TVectorD &xlow,TVectorD &ixlow,
113 TVectorD &xupp,TVectorD &ixupp,Double_t &ix,Double_t percentLowerOnly,
114 Double_t percentUpperOnly,Double_t percentBound)
115{
116 const Int_t n = x.GetNrows();
117
118 // Initialize the upper and lower bounds on x
119
120 Int_t i;
121 for (i = 0; i < n; i++) {
122 const Double_t r = Drand(ix);
123
124 if (r < percentLowerOnly) {
125 ixlow[i] = 1.0;
126 xlow [i] = (Drand(ix)-0.5)*3.0;
127 ixupp[i] = 0.0;
128 xupp [i] = 0.0;
129 }
130 else if (r < percentLowerOnly+percentUpperOnly) {
131 ixlow[i] = 0.0;
132 xlow [i] = 0.0;
133 ixupp[i] = 1.0;
134 xupp [i] = (Drand(ix)-0.5)*3.0;
135 }
136 else if (r < percentLowerOnly+percentUpperOnly+percentBound) {
137 ixlow[i] = 1.0;
138 xlow [i] = (Drand(ix)-0.5)*3.0;
139 ixupp[i] = 1.0;
140 xupp [i] = xlow[i]+Drand(ix)*10.0;
141 }
142 else {
143 // it is free
144 ixlow[i] = 0.0;
145 xlow [i] = 0.0;
146 ixupp[i] = 0.0;
147 xupp [i] = 0.0;
148 }
149 }
150
151 for (i = 0; i < n; i++) {
152 if (ixlow[i] == 0.0 && ixupp[i] == 0.0 ) {
153 // x[i] not bounded
154 x [i] = 20.0*Drand(ix)-10.0;
155 dualx[i] = 0.0;
156 }
157 else if (ixlow[i] != 0.0 && ixupp[i] != 0.0) {
158 // x[i] is bounded above and below
159 const Double_t r = Drand(ix);
160 if (r < 0.33 ) {
161 // x[i] is on its lower bound
162 x [i] = xlow[i];
163 dualx[i] = 10.0*Drand(ix);
164 }
165 else if ( r > .66 ) {
166 // x[i] is on its upper bound
167 x [i] = xupp[i];
168 dualx[i] = -10.0*Drand(ix);
169 }
170 else {
171 // x[i] is somewhere in between
172 const Double_t theta = .99*Drand(ix)+.005;
173 x [i] = (1-theta)*xlow[i]+theta*xupp[i];
174 dualx[i] = 0.0;
175 }
176 }
177 else if (ixlow[i] != 0.0) {
178 // x[i] is only bounded below
179 if (Drand(ix) < .33 ) {
180 // x[i] is on its lower bound
181 x [i] = xlow[i];
182 dualx[i] = 10.0*Drand(ix);
183 }
184 else {
185 // x[i] is somewhere above its lower bound
186 x [i] = xlow[i]+0.005+10.0*Drand(ix);
187 dualx[i] = 0.0;
188 }
189 } // x[i] only has an upper bound
190 else {
191 if (Drand(ix) > .66 ) {
192 // x[i] is on its upper bound
193 x [i] = xupp[i];
194 dualx[i] = -10.0*Drand(ix);
195 }
196 else {
197 // x[i] is somewhere below its upper bound
198 x [i] = xupp[i]-0.005-10.0*Drand(ix);
199 dualx[i] = 0.0;
200 }
201 }
202 }
203}
204
205
206////////////////////////////////////////////////////////////////////////////////
207/// Assignment operator
208
210{
211 if (this != &source) {
212 TObject::operator=(source);
213 fNx = source.fNx;
214 fMy = source.fMy;
215 fMz = source.fMz;
216
217 fG .ResizeTo(source.fG) ; fG = source.fG ;
218 fBa .ResizeTo(source.fBa) ; fBa = source.fBa ;
227 }
228 return *this;
229}
#define ClassImp(name)
Definition Rtypes.h:377
Option_t Option_t TPoint TPoint const char GetTextMagnitude GetFillStyle GetLineColor GetLineWidth GetMarkerStyle GetTextAlign GetTextColor GetTextSize void char Point_t Rectangle_t WindowAttributes_t Float_t r
Double_t Drand(Double_t &ix)
Random number generator [0....1] with seed ix.
Mother of all ROOT objects.
Definition TObject.h:41
TObject & operator=(const TObject &rhs)
TObject assignment operator.
Definition TObject.h:298
Data for the general QP formulation.
Definition TQpDataBase.h:61
TQpDataBase & operator=(const TQpDataBase &source)
Assignment operator.
TVectorD fXupIndex
Definition TQpDataBase.h:80
TVectorD fXloBound
Definition TQpDataBase.h:81
TVectorD fCloIndex
Definition TQpDataBase.h:86
TVectorD fCupIndex
Definition TQpDataBase.h:84
TVectorD fG
Definition TQpDataBase.h:77
TVectorD fXupBound
Definition TQpDataBase.h:79
TQpDataBase()
Default constructor.
TVectorD fXloIndex
Definition TQpDataBase.h:82
TVectorD fCupBound
Definition TQpDataBase.h:83
TVectorD fCloBound
Definition TQpDataBase.h:85
TVectorD fBa
Definition TQpDataBase.h:78
static void RandomlyChooseBoundedVariables(TVectorD &x, TVectorD &dualx, TVectorD &blx, TVectorD &ixlow, TVectorD &bux, TVectorD &ixupp, Double_t &ix, Double_t percentLowerOnly, Double_t percentUpperOnly, Double_t percentBound)
Randomly choose x and its boundaries.
TVectorT< Element > & ResizeTo(Int_t lwb, Int_t upb)
Resize the vector to [lwb:upb] .
Definition TVectorT.cxx:294
Double_t x[n]
Definition legend1.C:17
const Int_t n
Definition legend1.C:16