TMehrotraSolver.h

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// @(#)root/quadp:$Id$
// Author: Eddy Offermann   May 2004

/*************************************************************************
 * Copyright (C) 1995-2000, Rene Brun and Fons Rademakers.               *
 * All rights reserved.                                                  *
 *                                                                       *
 * For the licensing terms see $ROOTSYS/LICENSE.                         *
 * For the list of contributors see $ROOTSYS/README/CREDITS.             *
 *************************************************************************/

/*************************************************************************
 * Parts of this file are copied from the OOQP distribution and          *
 * are subject to the following license:                                 *
 *                                                                       *
 * COPYRIGHT 2001 UNIVERSITY OF CHICAGO                                  *
 *                                                                       *
 * The copyright holder hereby grants you royalty-free rights to use,    *
 * reproduce, prepare derivative works, and to redistribute this software*
 * to others, provided that any changes are clearly documented. This     *
 * software was authored by:                                             *
 *                                                                       *
 *   E. MICHAEL GERTZ      gertz@mcs.anl.gov                             *
 *   Mathematics and Computer Science Division                           *
 *   Argonne National Laboratory                                         *
 *   9700 S. Cass Avenue                                                 *
 *   Argonne, IL 60439-4844                                              *
 *                                                                       *
 *   STEPHEN J. WRIGHT     swright@cs.wisc.edu                           *
 *   Computer Sciences Department                                        *
 *   University of Wisconsin                                             *
 *   1210 West Dayton Street                                             *
 *   Madison, WI 53706   FAX: (608)262-9777                              *
 *                                                                       *
 * Any questions or comments may be directed to one of the authors.      *
 *                                                                       *
 * ARGONNE NATIONAL LABORATORY (ANL), WITH FACILITIES IN THE STATES OF   *
 * ILLINOIS AND IDAHO, IS OWNED BY THE UNITED STATES GOVERNMENT, AND     *
 * OPERATED BY THE UNIVERSITY OF CHICAGO UNDER PROVISION OF A CONTRACT   *
 * WITH THE DEPARTMENT OF ENERGY.                                        *
 *************************************************************************/

#ifndef ROOT_TMehrotraSolver
#define ROOT_TMehrotraSolver

#include "TQpSolverBase.h"

///////////////////////////////////////////////////////////////////////////
//                                                                       //
// Derived class of TQpSolverBase implementing the original Mehrotra     //
// predictor-corrector algorithm                                         //
//                                                                       //
///////////////////////////////////////////////////////////////////////////

class TMehrotraSolver : public TQpSolverBase
{
protected:

   Int_t        fPrintlevel;                   // parameter in range [0,100] determines verbosity. (Higher value
                                               //  => more verbose.)
   Double_t     fTsig;                         // exponent in Mehrotra's centering parameter, which is usually
                                               // chosen to me (muaff/mu)^tsig, where muaff is the predicted
                                               // complementarity gap obtained from an affine-scaling step, while
                                               // mu is the current complementarity gap

   TQpVar      *fStep;                         // storage for step vectors

   TQpProbBase *fFactory;

public:

   TMehrotraSolver();
   TMehrotraSolver(TQpProbBase *of,TQpDataBase *prob,Int_t verbose=0);
   TMehrotraSolver(const TMehrotraSolver &another);

   virtual ~TMehrotraSolver();

   virtual Int_t Solve           (TQpDataBase *prob,TQpVar *iterate,TQpResidual *resid);
   virtual void  DefMonitor      (TQpDataBase *data,TQpVar *vars,TQpResidual *resids,
                                  Double_t alpha,Double_t sigma,Int_t i,Double_t mu,
                                  Int_t status_code,Int_t level);

   TMehrotraSolver &operator=(const TMehrotraSolver &source);

   ClassDef(TMehrotraSolver,1)                 // Mehrotra Qp Solver class
};
#endif