// @(#)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_TQpDataSparse #define ROOT_TQpDataSparse #ifndef ROOT_TQpDataBase #include "TQpDataBase.h" #endif #ifndef ROOT_TQpVar #include "TQpVar.h" #endif #ifndef ROOT_TMatrixDSparse #include "TMatrixDSparse.h" #endif ////////////////////////////////////////////////////////////////////////// // // // TQpDataSparse // // // // Data for the dense QP formulation // // // ////////////////////////////////////////////////////////////////////////// class TQpDataSparse : public TQpDataBase { protected: // these variables will be "Used" not copied TMatrixDSparse fQ; // quadratic part of Objective function TMatrixDSparse fA; // Equality constraints TMatrixDSparse fC; // Inequality constraints public: TQpDataSparse() {} // data objects of the specified dimensions TQpDataSparse(Int_t nx,Int_t my,Int_t mz); // sets up pointers to the data objects that are passed as arguments TQpDataSparse(TVectorD &c,TMatrixDSparse &Q,TVectorD &xlow,TVectorD &ixlow,TVectorD &xupp, TVectorD &ixupp,TMatrixDSparse &A,TVectorD &bA,TMatrixDSparse &C,TVectorD &clow, TVectorD &iclow,TVectorD &cupp,TVectorD &icupp); TQpDataSparse(const TQpDataSparse &another); virtual ~TQpDataSparse() {} void SetNonZeros(Int_t nnzQ,Int_t nnzA,Int_t nnzC); virtual void PutQIntoAt(TMatrixDBase &M,Int_t row,Int_t col); // insert the Hessian Q into the matrix M for the fundamental // linear system, where M is stored as a TMatrixDSparse virtual void PutAIntoAt(TMatrixDBase &M,Int_t row,Int_t col); // insert the constraint matrix A into the matrix M for the // fundamental linear system, where M is stored as a TMatrixDSparse virtual void PutCIntoAt(TMatrixDBase &M,Int_t row,Int_t col); // insert the constraint matrix C into the matrix M for the // fundamental linear system, where M is stored as a // TMatrixDSparse virtual void Qmult (Double_t beta,TVectorD& y,Double_t alpha,const TVectorD& x); // y = beta * y + alpha * Q * x virtual void Amult (Double_t beta,TVectorD& y,Double_t alpha,const TVectorD& x); // y = beta * y + alpha * A * x virtual void Cmult (Double_t beta,TVectorD& y,Double_t alpha,const TVectorD& x); // y = beta * y + alpha * C * x virtual void ATransmult(Double_t beta,TVectorD& y,Double_t alpha,const TVectorD& x); // y = beta * y + alpha * A^T * x virtual void CTransmult(Double_t beta,TVectorD& y,Double_t alpha,const TVectorD& x); // y = beta * y + alpha * C^T * x virtual void GetDiagonalOfQ(TVectorD &dQ); // extract the diagonal of Q and put it in the vector dQ virtual Double_t DataNorm(); virtual void DataRandom(TVectorD &x,TVectorD &y,TVectorD &z,TVectorD &s); // Create a random problem (x,y,z,s) // the solution to the random problem virtual void Print(Option_t *opt="") const; virtual Double_t ObjectiveValue(TQpVar *vars); TQpDataSparse &operator= (const TQpDataSparse &source); ClassDef(TQpDataSparse,1) // Qp Data class for Sparse formulation }; #endif