ROOT » MATH » QUADP » TQpSolverBase

class TQpSolverBase: public TObject


TSolverBase

The Solver class contains methods for monitoring and checking the
convergence status of the algorithm, methods to determine the step
 length along a given direction, methods to define the starting point,
and the solve method that implements the interior-point algorithm


Function Members (Methods)

 
    This is an abstract class, constructors will not be documented.
    Look at the header to check for available constructors.

public:
virtual~TQpSolverBase()
voidTObject::AbstractMethod(const char* method) const
virtual voidTObject::AppendPad(Option_t* option = "")
virtual voidTObject::Browse(TBrowser* b)
static TClass*Class()
virtual const char*TObject::ClassName() const
virtual voidTObject::Clear(Option_t* = "")
virtual TObject*TObject::Clone(const char* newname = "") const
virtual Int_tTObject::Compare(const TObject* obj) const
virtual voidTObject::Copy(TObject& object) const
Double_tDataNorm()
virtual voidDefMonitor(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 voidDefStart(TQpProbBase* formulation, TQpVar* iterate, TQpDataBase* prob, TQpResidual* resid, TQpVar* step)
virtual Int_tDefStatus(TQpDataBase* data, TQpVar* vars, TQpResidual* resids, Int_t i, Double_t mu, Int_t level)
virtual voidTObject::Delete(Option_t* option = "")MENU
virtual Int_tTObject::DistancetoPrimitive(Int_t px, Int_t py)
virtual voidDoMonitor(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_tDoStatus(TQpDataBase* data, TQpVar* vars, TQpResidual* resids, Int_t i, Double_t mu, Int_t level)
virtual voidTObject::Draw(Option_t* option = "")
virtual voidTObject::DrawClass() constMENU
virtual TObject*TObject::DrawClone(Option_t* option = "") constMENU
virtual voidDumbStart(TQpProbBase* formulation, TQpVar* iterate, TQpDataBase* prob, TQpResidual* resid, TQpVar* step)
virtual voidTObject::Dump() constMENU
virtual voidTObject::Error(const char* method, const char* msgfmt) const
virtual voidTObject::Execute(const char* method, const char* params, Int_t* error = 0)
virtual voidTObject::Execute(TMethod* method, TObjArray* params, Int_t* error = 0)
virtual voidTObject::ExecuteEvent(Int_t event, Int_t px, Int_t py)
virtual voidTObject::Fatal(const char* method, const char* msgfmt) const
virtual Double_tFinalStepLength(TQpVar* iterate, TQpVar* step)
virtual TObject*TObject::FindObject(const char* name) const
virtual TObject*TObject::FindObject(const TObject* obj) const
Double_tGetArTol()
virtual Option_t*TObject::GetDrawOption() const
static Long_tTObject::GetDtorOnly()
virtual const char*TObject::GetIconName() const
TQpLinSolverBase*GetLinearSystem()
Double_tGetMuTol()
virtual const char*TObject::GetName() const
virtual char*TObject::GetObjectInfo(Int_t px, Int_t py) const
static Bool_tTObject::GetObjectStat()
virtual Option_t*TObject::GetOption() const
virtual const char*TObject::GetTitle() const
virtual UInt_tTObject::GetUniqueID() const
virtual Bool_tTObject::HandleTimer(TTimer* timer)
virtual ULong_tTObject::Hash() const
virtual voidTObject::Info(const char* method, const char* msgfmt) const
virtual Bool_tTObject::InheritsFrom(const char* classname) const
virtual Bool_tTObject::InheritsFrom(const TClass* cl) const
virtual voidTObject::Inspect() constMENU
voidTObject::InvertBit(UInt_t f)
virtual TClass*IsA() const
virtual Bool_tTObject::IsEqual(const TObject* obj) const
virtual Bool_tTObject::IsFolder() const
Bool_tTObject::IsOnHeap() const
virtual Bool_tTObject::IsSortable() const
Bool_tTObject::IsZombie() const
virtual voidTObject::ls(Option_t* option = "") const
voidTObject::MayNotUse(const char* method) const
virtual Bool_tTObject::Notify()
voidTObject::Obsolete(const char* method, const char* asOfVers, const char* removedFromVers) const
voidTObject::operator delete(void* ptr)
voidTObject::operator delete(void* ptr, void* vp)
voidTObject::operator delete[](void* ptr)
voidTObject::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)
TQpSolverBase&operator=(const TQpSolverBase& source)
virtual voidTObject::Paint(Option_t* option = "")
virtual voidTObject::Pop()
virtual voidTObject::Print(Option_t* option = "") const
virtual Int_tTObject::Read(const char* name)
virtual voidTObject::RecursiveRemove(TObject* obj)
voidTObject::ResetBit(UInt_t f)
virtual voidTObject::SaveAs(const char* filename = "", Option_t* option = "") constMENU
virtual voidTObject::SavePrimitive(ostream& out, Option_t* option = "")
voidSetArTol(Double_t ar)
voidTObject::SetBit(UInt_t f)
voidTObject::SetBit(UInt_t f, Bool_t set)
virtual voidTObject::SetDrawOption(Option_t* option = "")MENU
static voidTObject::SetDtorOnly(void* obj)
voidSetMuTol(Double_t m)
static voidTObject::SetObjectStat(Bool_t stat)
virtual voidTObject::SetUniqueID(UInt_t uid)
virtual voidShowMembers(TMemberInspector& insp) const
virtual Int_tSolve(TQpDataBase* prob, TQpVar* iterate, TQpResidual* resids)
virtual voidStart(TQpProbBase* formulation, TQpVar* iterate, TQpDataBase* prob, TQpResidual* resid, TQpVar* step)
virtual voidSteveStart(TQpProbBase* formulation, TQpVar* iterate, TQpDataBase* prob, TQpResidual* resid, TQpVar* step)
virtual voidStreamer(TBuffer&)
voidStreamerNVirtual(TBuffer& ClassDef_StreamerNVirtual_b)
virtual voidTObject::SysError(const char* method, const char* msgfmt) const
Bool_tTObject::TestBit(UInt_t f) const
Int_tTObject::TestBits(UInt_t f) const
TQpSolverBase()
TQpSolverBase(const TQpSolverBase& another)
virtual voidTObject::UseCurrentStyle()
virtual voidTObject::Warning(const char* method, const char* msgfmt) const
virtual Int_tTObject::Write(const char* name = 0, Int_t option = 0, Int_t bufsize = 0)
virtual Int_tTObject::Write(const char* name = 0, Int_t option = 0, Int_t bufsize = 0) const
protected:
virtual voidTObject::DoError(int level, const char* location, const char* fmt, va_list va) const
voidTObject::MakeZombie()

Data Members

public:
Int_tfIteriteration counter
static TObject::(anonymous)TObject::kBitMask
static TObject::EStatusBitsTObject::kCanDelete
static TObject::EStatusBitsTObject::kCannotPick
static TObject::EStatusBitsTObject::kHasUUID
static TObject::EStatusBitsTObject::kInvalidObject
static TObject::(anonymous)TObject::kIsOnHeap
static TObject::EStatusBitsTObject::kIsReferenced
static TObject::EStatusBitsTObject::kMustCleanup
static TObject::EStatusBitsTObject::kNoContextMenu
static TObject::(anonymous)TObject::kNotDeleted
static TObject::EStatusBitsTObject::kObjInCanvas
static TObject::(anonymous)TObject::kOverwrite
static TObject::(anonymous)TObject::kSingleKey
static TObject::(anonymous)TObject::kWriteDelete
static TObject::(anonymous)TObject::kZombie
protected:
Double_tfArtol
Double_tfDnormnorm of problem data
Double_tfGamma_a
Double_tfGamma_fparameters associated with the step length heuristic
Int_tfMaxitmaximum number of iterations allowed
Double_t*fMu_history[fMaxit] history of values of mu obtained on all iterations to date
Double_tfMutoltermination parameters
Double_tfPhimerit function, defined as the sum of the complementarity gap
Double_t*fPhi_history[fMaxit] history of values of phi obtained on all iterations to date
Double_t*fPhi_min_history[fMaxit] the i-th entry of this array contains the minimum value of phi
Double_t*fRnorm_history[fMaxit] history of values of residual norm obtained on all iterations to date
TQpLinSolverBase*fSys

Class Charts

Inheritance Chart:
TObject
TQpSolverBase
TGondzioSolver
TMehrotraSolver

Function documentation

TQpSolverBase()
 Default constructor
TQpSolverBase(const TQpSolverBase& another)
 Copy constructor
~TQpSolverBase()
 Deconstructor
void Start(TQpProbBase* formulation, TQpVar* iterate, TQpDataBase* prob, TQpResidual* resid, TQpVar* step)
 Implements a default starting-point heuristic. While interior-point theory
  places fairly loose restrictions on the choice of starting point, the choice
 of heuristic can significantly affect the robustness and efficiency of the
  algorithm.
void DefStart(TQpProbBase* formulation, TQpVar* iterate, TQpDataBase* prob, TQpResidual* resid, TQpVar* step)
 Default starting point
void SteveStart(TQpProbBase* formulation, TQpVar* iterate, TQpDataBase* prob, TQpResidual* resid, TQpVar* step)
 Starting point algoritm according to Stephen Wright
void DumbStart(TQpProbBase* formulation, TQpVar* iterate, TQpDataBase* prob, TQpResidual* resid, TQpVar* step)
 Alternative starting point heuristic: sets the "complementary" variables to a large
 positive value (based on the norm of the problem data) and the remaining variables
 to zero .
Double_t FinalStepLength(TQpVar* iterate, TQpVar* step)
 Implements a version of Mehrotra starting point heuristic,
  modified to ensure identical steps in the primal and dual variables.
void 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)
 Monitor progress / convergence aat each interior-point iteration
Int_t DoStatus(TQpDataBase* data, TQpVar* vars, TQpResidual* resids, Int_t i, Double_t mu, Int_t level)
 Tests for termination. Unless the user supplies a specific termination
 routine, this method calls another method defaultStatus, which returns
 a code indicating the current convergence status.
Int_t DefStatus(TQpDataBase* data, TQpVar* vars, TQpResidual* resids, Int_t i, Double_t mu, Int_t level)
 Default status method
TQpSolverBase & operator=(const TQpSolverBase& source)
 Assignment operator
Int_t Solve(TQpDataBase* prob, TQpVar* iterate, TQpResidual* resids)
 alternative starting point heuristic: sets the
 "complementary" variables to a large positive value
 (based on the norm of the problem data) and the
 remaining variables to zero
void DefMonitor(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)
 perform monitor operation at each interior-point iteration
TQpLinSolverBase * GetLinearSystem()
 default method for checking status. May be replaced
 by a user-defined method
{ return fSys; }
void SetMuTol(Double_t m)
{ fMutol = m; }
Double_t GetMuTol()
{ return fMutol; }
void SetArTol(Double_t ar)
{ fArtol = ar; }
Double_t GetArTol()
{ return fArtol; }
Double_t DataNorm()
{ return fDnorm; }