Logo ROOT  
Reference Guide
TQpResidual.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_TQpResidual
44#define ROOT_TQpResidual
45
46#include "TError.h"
47
48#include "TQpVar.h"
49#include "TQpDataDens.h"
50
51#include "TMatrixD.h"
52
53///////////////////////////////////////////////////////////////////////////
54// //
55// Class containing the residuals of a QP when solved by an interior //
56// point QP solver. In terms of our abstract QP formulation, these //
57// residuals are rQ, rA, rC and r3. //
58// //
59///////////////////////////////////////////////////////////////////////////
60
61class TQpResidual : public TObject
62{
63
64protected:
65 Double_t fResidualNorm; // The norm of the residuals, ommiting the complementariy conditions
66 Double_t fDualityGap; // A quantity that measures progress toward feasibility. In terms
67 // of the abstract problem formulation, this quantity is defined as
68 // x' * Q * x - b' * y + c' * x - d' * z
69
73
78
79 // these variables will be "Used" not copied
84
85 static void GondzioProjection(TVectorD &v,Double_t rmin,Double_t rmax);
86
87public:
100
101 TQpResidual();
102 TQpResidual(Int_t nx,Int_t my,Int_t mz,
103 TVectorD &ixlow,TVectorD &ixupp,TVectorD &iclow,TVectorD &icupp);
104 TQpResidual(const TQpResidual &another);
105
106 ~TQpResidual() override {}
107
110
111 void CalcResids (TQpDataBase *problem,TQpVar *vars);
112 // calculate residuals, their norms, and duality/
113 // complementarity gap, given a problem and variable set.
114 void Add_r3_xz_alpha (TQpVar *vars,Double_t alpha);
115 // Modify the "complementarity" component of the
116 // residuals, by adding the pairwise products of the
117 // complementary variables plus a constant alpha to this
118 // term.
119 void Set_r3_xz_alpha (TQpVar *vars,Double_t alpha);
120 // Set the "complementarity" component of the residuals
121 // to the pairwise products of the complementary variables
122 // plus a constant alpha
123 void Clear_r3 (); // set the complementarity component of the residuals
124 // to 0.
125 void Clear_r1r2 (); // set the noncomplementarity components of the residual
126 // (the terms arising from the linear equalities in the
127 // KKT conditions) to 0.
128 void Project_r3 (Double_t rmin,Double_t rmax);
129 // perform the projection operation required by Gondzio
130 // algorithm: replace each component r3_i of the
131 // complementarity component of the residuals by
132 // r3p_i-r3_i, where r3p_i is the projection of r3_i onto
133 // the box [rmin, rmax]. Then if the resulting value is
134 // less than -rmax, replace it by -rmax.
136
137 TQpResidual &operator= (const TQpResidual &source);
138
139 ClassDefOverride(TQpResidual,1) // Qp Residual class
140};
141#endif
bool Bool_t
Definition: RtypesCore.h:63
double Double_t
Definition: RtypesCore.h:59
#define ClassDefOverride(name, id)
Definition: Rtypes.h:339
Mother of all ROOT objects.
Definition: TObject.h:37
Data for the general QP formulation.
Definition: TQpDataBase.h:61
The Residuals class calculates and stores the quantities that appear on the right-hand side of the li...
Definition: TQpResidual.h:62
void Clear_r1r2()
set the noncomplementarity components of the residual (the terms arising from the linear equalities i...
Double_t GetDualityGap()
Definition: TQpResidual.h:109
Double_t fDualityGap
Definition: TQpResidual.h:66
Double_t fNxup
Definition: TQpResidual.h:74
void Clear_r3()
set the complementarity component of the residuals to 0.
Double_t fResidualNorm
Definition: TQpResidual.h:65
TVectorD fRgamma
Definition: TQpResidual.h:96
~TQpResidual() override
Definition: TQpResidual.h:106
Double_t fMcup
Definition: TQpResidual.h:76
TVectorD fXupIndex
Definition: TQpResidual.h:80
TQpResidual()
Constructor.
Definition: TQpResidual.cxx:63
TVectorD fRu
Definition: TQpResidual.h:95
Double_t fMclo
Definition: TQpResidual.h:77
TVectorD fRpi
Definition: TQpResidual.h:99
TVectorD fXloIndex
Definition: TQpResidual.h:81
Double_t GetResidualNorm()
Definition: TQpResidual.h:108
TVectorD fRC
Definition: TQpResidual.h:90
void Set_r3_xz_alpha(TQpVar *vars, Double_t alpha)
Set the "complementarity" component of the residuals to the pairwise products of the complementary va...
Bool_t ValidNonZeroPattern()
Check if vector elements as selected through array indices are non-zero.
TVectorD fCloIndex
Definition: TQpResidual.h:83
TVectorD fRQ
Definition: TQpResidual.h:88
TVectorD fRt
Definition: TQpResidual.h:94
TVectorD fRw
Definition: TQpResidual.h:93
void CalcResids(TQpDataBase *problem, TQpVar *vars)
Calculate residuals, their norms, and duality complementarity gap, given a problem and variable set.
void Add_r3_xz_alpha(TQpVar *vars, Double_t alpha)
Modify the "complementarity" component of the residuals, by adding the pairwise products of the compl...
TVectorD fRlambda
Definition: TQpResidual.h:98
TVectorD fRA
Definition: TQpResidual.h:89
TVectorD fRv
Definition: TQpResidual.h:92
Double_t fNxlo
Definition: TQpResidual.h:75
TVectorD fRphi
Definition: TQpResidual.h:97
TQpResidual & operator=(const TQpResidual &source)
Assignment operator.
void Project_r3(Double_t rmin, Double_t rmax)
Perform the projection operation required by Gondzio algorithm: replace each component r3_i of the co...
TVectorD fCupIndex
Definition: TQpResidual.h:82
static void GondzioProjection(TVectorD &v, Double_t rmin, Double_t rmax)
Replace each component r3_i of the complementarity component of the residuals by r3p_i-r3_i,...
TVectorD fRz
Definition: TQpResidual.h:91
Class containing the variables for the general QP formulation.
Definition: TQpVar.h:60