class TMehrotraSolver: public TQpSolverBase


TMehrotraSolver

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

Function Members (Methods)

public:

	TMehrotraSolver()
	TMehrotraSolver(const TMehrotraSolver& another)
	TMehrotraSolver(TQpProbBase* of, TQpDataBase* prob, Int_t verbose = 0)
virtual	~TMehrotraSolver()
void	TObject::AbstractMethod(const char* method) const
virtual void	TObject::AppendPad(Option_t* option = "")
virtual void	TObject::Browse(TBrowser* b)
static TClass*	Class()
virtual const char*	TObject::ClassName() const
virtual void	TObject::Clear(Option_t* = "")
virtual TObject*	TObject::Clone(const char* newname = "") const
virtual Int_t	TObject::Compare(const TObject* obj) const
virtual void	TObject::Copy(TObject& object) const
Double_t	TQpSolverBase::DataNorm()
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)
virtual void	TQpSolverBase::DefStart(TQpProbBase* formulation, TQpVar* iterate, TQpDataBase* prob, TQpResidual* resid, TQpVar* step)
virtual Int_t	TQpSolverBase::DefStatus(TQpDataBase* data, TQpVar* vars, TQpResidual* resids, Int_t i, Double_t mu, Int_t level)
virtual void	TObject::Delete(Option_t* option = "")MENU
virtual Int_t	TObject::DistancetoPrimitive(Int_t px, Int_t py)
virtual void	TQpSolverBase::DoMonitor(TQpDataBase* data, TQpVar* vars, TQpResidual* resids, Double_t alpha, Double_t sigma, Int_t i, Double_t mu, Int_t stop_code, Int_t level)
virtual Int_t	TQpSolverBase::DoStatus(TQpDataBase* data, TQpVar* vars, TQpResidual* resids, Int_t i, Double_t mu, Int_t level)
virtual void	TObject::Draw(Option_t* option = "")
virtual void	TObject::DrawClass() constMENU
virtual TObject*	TObject::DrawClone(Option_t* option = "") constMENU
virtual void	TQpSolverBase::DumbStart(TQpProbBase* formulation, TQpVar* iterate, TQpDataBase* prob, TQpResidual* resid, TQpVar* step)
virtual void	TObject::Dump() constMENU
virtual void	TObject::Error(const char* method, const char* msgfmt) const
virtual void	TObject::Execute(const char* method, const char* params, Int_t* error = 0)
virtual void	TObject::Execute(TMethod* method, TObjArray* params, Int_t* error = 0)
virtual void	TObject::ExecuteEvent(Int_t event, Int_t px, Int_t py)
virtual void	TObject::Fatal(const char* method, const char* msgfmt) const
virtual Double_t	TQpSolverBase::FinalStepLength(TQpVar* iterate, TQpVar* step)
virtual TObject*	TObject::FindObject(const char* name) const
virtual TObject*	TObject::FindObject(const TObject* obj) const
Double_t	TQpSolverBase::GetArTol()
virtual Option_t*	TObject::GetDrawOption() const
static Long_t	TObject::GetDtorOnly()
virtual const char*	TObject::GetIconName() const
TQpLinSolverBase*	TQpSolverBase::GetLinearSystem()
Double_t	TQpSolverBase::GetMuTol()
virtual const char*	TObject::GetName() const
virtual char*	TObject::GetObjectInfo(Int_t px, Int_t py) const
static Bool_t	TObject::GetObjectStat()
virtual Option_t*	TObject::GetOption() const
virtual const char*	TObject::GetTitle() const
virtual UInt_t	TObject::GetUniqueID() const
virtual Bool_t	TObject::HandleTimer(TTimer* timer)
virtual ULong_t	TObject::Hash() const
virtual void	TObject::Info(const char* method, const char* msgfmt) const
virtual Bool_t	TObject::InheritsFrom(const char* classname) const
virtual Bool_t	TObject::InheritsFrom(const TClass* cl) const
virtual void	TObject::Inspect() constMENU
void	TObject::InvertBit(UInt_t f)
virtual TClass*	IsA() const
virtual Bool_t	TObject::IsEqual(const TObject* obj) const
virtual Bool_t	TObject::IsFolder() const
Bool_t	TObject::IsOnHeap() const
virtual Bool_t	TObject::IsSortable() const
Bool_t	TObject::IsZombie() const
virtual void	TObject::ls(Option_t* option = "") const
void	TObject::MayNotUse(const char* method) const
virtual Bool_t	TObject::Notify()
static void	TObject::operator delete(void* ptr)
static void	TObject::operator delete(void* ptr, void* vp)
static void	TObject::operator delete[](void* ptr)
static void	TObject::operator delete[](void* ptr, void* vp)
void*	TObject::operator new(size_t sz)
void*	TObject::operator new(size_t sz, void* vp)
void*	TObject::operator new[](size_t sz)
void*	TObject::operator new[](size_t sz, void* vp)
TMehrotraSolver&	operator=(const TMehrotraSolver& source)
virtual void	TObject::Paint(Option_t* option = "")
virtual void	TObject::Pop()
virtual void	TObject::Print(Option_t* option = "") const
virtual Int_t	TObject::Read(const char* name)
virtual void	TObject::RecursiveRemove(TObject* obj)
void	TObject::ResetBit(UInt_t f)
virtual void	TObject::SaveAs(const char* filename = "", Option_t* option = "") constMENU
virtual void	TObject::SavePrimitive(basic_ostream<char,char_traits<char> >& out, Option_t* option = "")
void	TQpSolverBase::SetArTol(Double_t ar)
void	TObject::SetBit(UInt_t f)
void	TObject::SetBit(UInt_t f, Bool_t set)
virtual void	TObject::SetDrawOption(Option_t* option = "")MENU
static void	TObject::SetDtorOnly(void* obj)
void	TQpSolverBase::SetMuTol(Double_t m)
static void	TObject::SetObjectStat(Bool_t stat)
virtual void	TObject::SetUniqueID(UInt_t uid)
virtual void	ShowMembers(TMemberInspector& insp, char* parent)
virtual Int_t	Solve(TQpDataBase* prob, TQpVar* iterate, TQpResidual* resid)
virtual void	TQpSolverBase::Start(TQpProbBase* formulation, TQpVar* iterate, TQpDataBase* prob, TQpResidual* resid, TQpVar* step)
virtual void	TQpSolverBase::SteveStart(TQpProbBase* formulation, TQpVar* iterate, TQpDataBase* prob, TQpResidual* resid, TQpVar* step)
virtual void	Streamer(TBuffer& b)
void	StreamerNVirtual(TBuffer& b)
virtual void	TObject::SysError(const char* method, const char* msgfmt) const
Bool_t	TObject::TestBit(UInt_t f) const
Int_t	TObject::TestBits(UInt_t f) const
virtual void	TObject::UseCurrentStyle()
virtual void	TObject::Warning(const char* method, const char* msgfmt) const
virtual Int_t	TObject::Write(const char* name = 0, Int_t option = 0, Int_t bufsize = 0)
virtual Int_t	TObject::Write(const char* name = 0, Int_t option = 0, Int_t bufsize = 0) const

protected:

virtual void	TObject::DoError(int level, const char* location, const char* fmt, va_list va) const
void	TObject::MakeZombie()

Data Members

public:

enum TObject::EStatusBits {	kCanDelete
	kMustCleanup
	kObjInCanvas
	kIsReferenced
	kHasUUID
	kCannotPick
	kNoContextMenu
	kInvalidObject
};
enum TObject::[unnamed] {	kIsOnHeap
	kNotDeleted
	kZombie
	kBitMask
	kSingleKey
	kOverwrite
	kWriteDelete
};

public:

Int_t	TQpSolverBase::fIter	iteration counter

protected:

Double_t	TQpSolverBase::fArtol
Double_t	TQpSolverBase::fDnorm	norm of problem data
TQpProbBase*	fFactory
Double_t	TQpSolverBase::fGamma_a
Double_t	TQpSolverBase::fGamma_f	parameters associated with the step length heuristic
Int_t	TQpSolverBase::fMaxit	maximum number of iterations allowed
Double_t*	TQpSolverBase::fMu_history	[fMaxit] history of values of mu obtained on all iterations to date
Double_t	TQpSolverBase::fMutol	termination parameters
Double_t	TQpSolverBase::fPhi	merit function, defined as the sum of the complementarity gap
Double_t*	TQpSolverBase::fPhi_history	[fMaxit] history of values of phi obtained on all iterations to date
Double_t*	TQpSolverBase::fPhi_min_history	[fMaxit] the i-th entry of this array contains the minimum value of phi
Int_t	fPrintlevel	parameter in range [0,100] determines verbosity. (Higher value
Double_t*	TQpSolverBase::fRnorm_history	[fMaxit] history of values of residual norm obtained on all iterations to date
TQpVar*	fStep	storage for step vectors
TQpLinSolverBase*	TQpSolverBase::fSys
Double_t	fTsig	exponent in Mehrotra's centering parameter, which is usually

Class Charts

Inheritance Inherited Members Includes Libraries

Function documentation

TMehrotraSolver()

 Default constructor

TMehrotraSolver(TQpProbBase* of, TQpDataBase* prob, Int_t verbose = 0)

 Constructor

TMehrotraSolver(const TMehrotraSolver& another)

 Copy constructor

Int_t Solve(TQpDataBase* prob, TQpVar* iterate, TQpResidual* resid)

 Solve the quadratic programming problem as formulated through prob, store
 the final solution in iterate->fX . Monitor the residuals during the iterations
 through resid . The status is returned as defined in TQpSolverBase::ETerminationCode .

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)

 Print information about the optimization process and monitor the convergence
 status of thye algorithm

~TMehrotraSolver()

 Deconstructor

TMehrotraSolver & operator=(const TMehrotraSolver& source)

 Assignment operator