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Warning, file /include/root/TQpDataSparse.h was not indexed or was modified since last indexation (in which case cross-reference links may be missing, inaccurate or erroneous).
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_TQpDataSparse 0044 #define ROOT_TQpDataSparse 0045 0046 #include "TQpDataBase.h" 0047 #include "TQpVar.h" 0048 0049 #include "TMatrixDSparse.h" 0050 0051 ////////////////////////////////////////////////////////////////////////// 0052 // // 0053 // TQpDataSparse // 0054 // // 0055 // Data for the dense QP formulation // 0056 // // 0057 ////////////////////////////////////////////////////////////////////////// 0058 0059 class TQpDataSparse : public TQpDataBase 0060 { 0061 0062 protected: 0063 0064 // these variables will be "Used" not copied 0065 TMatrixDSparse fQ; // quadratic part of Objective function 0066 TMatrixDSparse fA; // Equality constraints 0067 TMatrixDSparse fC; // Inequality constraints 0068 0069 public: 0070 0071 TQpDataSparse() {} 0072 // data objects of the specified dimensions 0073 TQpDataSparse(Int_t nx,Int_t my,Int_t mz); 0074 0075 // sets up pointers to the data objects that are passed as arguments 0076 TQpDataSparse(TVectorD &c,TMatrixDSparse &Q,TVectorD &xlow,TVectorD &ixlow,TVectorD &xupp, 0077 TVectorD &ixupp,TMatrixDSparse &A,TVectorD &bA,TMatrixDSparse &C,TVectorD &clow, 0078 TVectorD &iclow,TVectorD &cupp,TVectorD &icupp); 0079 TQpDataSparse(const TQpDataSparse &another); 0080 0081 ~TQpDataSparse() override {} 0082 0083 void SetNonZeros(Int_t nnzQ,Int_t nnzA,Int_t nnzC); 0084 0085 void PutQIntoAt(TMatrixDBase &M,Int_t row,Int_t col) override; 0086 // insert the Hessian Q into the matrix M for the fundamental 0087 // linear system, where M is stored as a TMatrixDSparse 0088 void PutAIntoAt(TMatrixDBase &M,Int_t row,Int_t col) override; 0089 // insert the constraint matrix A into the matrix M for the 0090 // fundamental linear system, where M is stored as a TMatrixDSparse 0091 void PutCIntoAt(TMatrixDBase &M,Int_t row,Int_t col) override; 0092 // insert the constraint matrix C into the matrix M for the 0093 // fundamental linear system, where M is stored as a 0094 // TMatrixDSparse 0095 0096 void Qmult (Double_t beta,TVectorD& y,Double_t alpha,const TVectorD& x) override; 0097 // y = beta * y + alpha * Q * x 0098 void Amult (Double_t beta,TVectorD& y,Double_t alpha,const TVectorD& x) override; 0099 // y = beta * y + alpha * A * x 0100 void Cmult (Double_t beta,TVectorD& y,Double_t alpha,const TVectorD& x) override; 0101 // y = beta * y + alpha * C * x 0102 void ATransmult(Double_t beta,TVectorD& y,Double_t alpha,const TVectorD& x) override; 0103 // y = beta * y + alpha * A^T * x 0104 void CTransmult(Double_t beta,TVectorD& y,Double_t alpha,const TVectorD& x) override; 0105 // y = beta * y + alpha * C^T * x 0106 0107 void GetDiagonalOfQ(TVectorD &dQ) override; // extract the diagonal of Q and put it in the vector dQ 0108 0109 Double_t DataNorm() override; 0110 void DataRandom(TVectorD &x,TVectorD &y,TVectorD &z,TVectorD &s) override; 0111 // Create a random problem (x,y,z,s) 0112 // the solution to the random problem 0113 void Print(Option_t *opt="") const override; 0114 0115 Double_t ObjectiveValue(TQpVar *vars) override; 0116 0117 TQpDataSparse &operator= (const TQpDataSparse &source); 0118 0119 ClassDefOverride(TQpDataSparse,1) // Qp Data class for Sparse formulation 0120 }; 0121 #endif
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