include/root/TGondzioSolver.h

0001 // @(#)root/quadp:$Id$
0002 // Author: Eddy Offermann   May 2004
0003
0004 /*************************************************************************
0005  * Copyright (C) 1995-2000, Rene Brun and Fons Rademakers.               *
0006  * All rights reserved.                                                  *
0007  *                                                                       *
0008  * For the licensing terms see $ROOTSYS/LICENSE.                         *
0009  * For the list of contributors see $ROOTSYS/README/CREDITS.             *
0010  *************************************************************************/
0011
0012 /*************************************************************************
0013  * Parts of this file are copied from the OOQP distribution and          *
0014  * are subject to the following license:                                 *
0015  *                                                                       *
0016  * COPYRIGHT 2001 UNIVERSITY OF CHICAGO                                  *
0017  *                                                                       *
0018  * The copyright holder hereby grants you royalty-free rights to use,    *
0019  * reproduce, prepare derivative works, and to redistribute this software*
0020  * to others, provided that any changes are clearly documented. This     *
0021  * software was authored by:                                             *
0022  *                                                                       *
0023  *   E. MICHAEL GERTZ      gertz@mcs.anl.gov                             *
0024  *   Mathematics and Computer Science Division                           *
0025  *   Argonne National Laboratory                                         *
0026  *   9700 S. Cass Avenue                                                 *
0027  *   Argonne, IL 60439-4844                                              *
0028  *                                                                       *
0029  *   STEPHEN J. WRIGHT     swright@cs.wisc.edu                           *
0030  *   Computer Sciences Department                                        *
0031  *   University of Wisconsin                                             *
0032  *   1210 West Dayton Street                                             *
0033  *   Madison, WI 53706   FAX: (608)262-9777                              *
0034  *                                                                       *
0035  * Any questions or comments may be directed to one of the authors.      *
0036  *                                                                       *
0037  * ARGONNE NATIONAL LABORATORY (ANL), WITH FACILITIES IN THE STATES OF   *
0038  * ILLINOIS AND IDAHO, IS OWNED BY THE UNITED STATES GOVERNMENT, AND     *
0039  * OPERATED BY THE UNIVERSITY OF CHICAGO UNDER PROVISION OF A CONTRACT   *
0040  * WITH THE DEPARTMENT OF ENERGY.                                        *
0041  *************************************************************************/
0042
0043 #ifndef ROOT_TGondzioSolver
0044 #define ROOT_TGondzioSolver
0045
0046 #include "Rtypes.h"
0047 #include "TQpSolverBase.h"
0048
0049 ///////////////////////////////////////////////////////////////////////////
0050 //                                                                       //
0051 // Derived class of TQpSolverBase implementing Gondzio-correction        //
0052 // version of Mehrotra's original predictor-corrector algorithm.         //
0053 //                                                                       //
0054 ///////////////////////////////////////////////////////////////////////////
0055
0056 class TGondzioSolver : public TQpSolverBase
0057 {
0058
0059 protected:
0060
0061    Int_t        fPrintlevel;                   // parameter in range [0,100] determines verbosity. (Higher value
0062                                                //  => more verbose.)
0063    Double_t     fTsig;                         // exponent in Mehrotra's centering parameter, which is usually
0064                                                // chosen to me (muaff/mu)^tsig, where muaff is the predicted
0065                                                // complementarity gap obtained from an affine-scaling step, while
0066                                                // mu is the current complementarity gap
0067
0068    Int_t        fMaximum_correctors;           // maximum number of Gondzio corrector steps
0069
0070    Int_t        fNumberGondzioCorrections;     // actual number of Gondzio corrections needed
0071
0072    Double_t     fStepFactor0;                  // various parameters associated with Gondzio correction
0073    Double_t     fStepFactor1;
0074    Double_t     fAcceptTol;
0075    Double_t     fBeta_min;
0076    Double_t     fBeta_max;
0077
0078    TQpVar      *fCorrector_step;               // storage for step vectors
0079    TQpVar      *fStep;
0080
0081    TQpResidual *fCorrector_resid;              // storage for residual vectors
0082
0083    TQpProbBase *fFactory;
0084
0085 public:
0086
0087    TGondzioSolver();
0088    TGondzioSolver(TQpProbBase *of,TQpDataBase *prob,Int_t verbose=0);
0089    TGondzioSolver(const TGondzioSolver &another);
0090
0091    ~TGondzioSolver() override;
0092
0093    Int_t Solve           (TQpDataBase *prob,TQpVar *iterate,TQpResidual *resid) override;
0094
0095    virtual void  Reset_parameters() {}         // reset parameters to their default values
0096
0097    void  DefMonitor      (TQpDataBase *data,TQpVar *vars,TQpResidual *resids,
0098                                   Double_t alpha,Double_t sigma,Int_t i,Double_t mu,
0099                                   Int_t status_code,Int_t level) override;
0100
0101    TGondzioSolver &operator=(const TGondzioSolver &source);
0102
0103    ClassDefOverride(TGondzioSolver,1)                  // Gondzio Qp Solver class
0104 };
0105 #endif