EIC code displayed by LXR |
|
|
|
|||
File indexing completed on 2025-01-18 10:12:21
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_TQpLinSolverBase 0044 #define ROOT_TQpLinSolverBase 0045 0046 #include "TError.h" 0047 0048 #include "TQpVar.h" 0049 #include "TQpDataBase.h" 0050 #include "TQpResidual.h" 0051 #include "TQpProbBase.h" 0052 0053 #include "TMatrixD.h" 0054 0055 /////////////////////////////////////////////////////////////////////////// 0056 // // 0057 // Implements the main solver for linear systems that arise in // 0058 // primal-dual interior-point methods for QP . This class contains // 0059 // definitions of methods and data common to the sparse and dense // 0060 // special cases of the general formulation. The derived classes contain // 0061 // the aspects that are specific to the sparse and dense forms. // 0062 // // 0063 /////////////////////////////////////////////////////////////////////////// 0064 0065 class TQpProbBase; 0066 class TQpLinSolverBase : public TObject 0067 { 0068 0069 protected: 0070 0071 TVectorD fNomegaInv; // stores a critical diagonal matrix as a vector 0072 TVectorD fRhs; // right-hand side of the system 0073 0074 Int_t fNx; // dimensions of the vectors in the general QP formulation 0075 Int_t fMy; 0076 Int_t fMz; 0077 0078 TVectorD fDd; // temporary storage vectors 0079 TVectorD fDq; 0080 0081 TVectorD fXupIndex; // index matrices for the upper and lower bounds on x and Cx 0082 TVectorD fCupIndex; 0083 TVectorD fXloIndex; 0084 TVectorD fCloIndex; 0085 0086 Int_t fNxup; // dimensions of the upper and lower bound vectors 0087 Int_t fNxlo; 0088 Int_t fMcup; 0089 Int_t fMclo; 0090 0091 TQpProbBase *fFactory; 0092 0093 public: 0094 TQpLinSolverBase(); 0095 TQpLinSolverBase(TQpProbBase *factory,TQpDataBase *data); 0096 TQpLinSolverBase(const TQpLinSolverBase &another); 0097 0098 ~TQpLinSolverBase() override {} 0099 0100 virtual void Factor (TQpDataBase *prob,TQpVar *vars); 0101 // sets up the matrix for the main linear system in 0102 // "augmented system" form. The actual factorization is 0103 // performed by a routine specific to either the sparse 0104 // or dense case 0105 virtual void Solve (TQpDataBase *prob,TQpVar *vars,TQpResidual *resids,TQpVar *step); 0106 // solves the system for a given set of residuals. 0107 // Assembles the right-hand side appropriate to the 0108 // matrix factored in factor, solves the system using 0109 // the factorization produced there, partitions the 0110 // solution vector into step components, then recovers 0111 // the step components eliminated during the block 0112 // elimination that produced the augmented system form 0113 virtual void JoinRHS (TVectorD &rhs, TVectorD &rhs1,TVectorD &rhs2,TVectorD &rhs3); 0114 // assembles a single vector object from three given vectors 0115 // rhs (output) final joined vector 0116 // rhs1 (input) first part of rhs 0117 // rhs2 (input) middle part of rhs 0118 // rhs3 (input) last part of rhs 0119 virtual void SeparateVars (TVectorD &vars1,TVectorD &vars2,TVectorD &vars3,TVectorD &vars); 0120 // extracts three component vectors from a given aggregated 0121 // vector. 0122 // vars (input) aggregated vector 0123 // vars1 (output) first part of vars 0124 // vars2 (output) middle part of vars 0125 // vars3 (output) last part of vars 0126 0127 virtual void SolveXYZS (TVectorD &stepx,TVectorD &stepy,TVectorD &stepz,TVectorD &steps, 0128 TVectorD &ztemp,TQpDataBase *data); 0129 // assemble right-hand side of augmented system and call 0130 // SolveCompressed to solve it 0131 0132 virtual void SolveCompressed (TVectorD &rhs) = 0; 0133 // perform the actual solve using the factors produced in 0134 // factor. 0135 // rhs on input contains the aggregated right-hand side of 0136 // the augmented system; on output contains the solution in 0137 // aggregated form 0138 0139 virtual void PutXDiagonal (TVectorD &xdiag) = 0; 0140 // places the diagonal resulting from the bounds on x into 0141 // the augmented system matrix 0142 virtual void PutZDiagonal (TVectorD& zdiag) = 0; 0143 // places the diagonal resulting from the bounds on Cx into 0144 // the augmented system matrix 0145 virtual void ComputeDiagonals(TVectorD &dd,TVectorD &omega,TVectorD &t, TVectorD &lambda, 0146 TVectorD &u, TVectorD &pi,TVectorD &v, TVectorD &gamma, 0147 TVectorD &w, TVectorD &phi); 0148 // computes the diagonal matrices in the augmented system 0149 // from the current set of variables 0150 0151 TQpLinSolverBase &operator= (const TQpLinSolverBase &source); 0152 0153 ClassDefOverride(TQpLinSolverBase,1) // Qp linear solver base class 0154 }; 0155 #endif
| [ Source navigation ] | [ Diff markup ] | [ Identifier search ] | [ general search ] |
|
This page was automatically generated by the 2.3.7 LXR engine. The LXR team |
|