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Warning, file /include/root/TQpResidual.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_TQpResidual 0044 #define ROOT_TQpResidual 0045 0046 #include "TError.h" 0047 0048 #include "TQpVar.h" 0049 #include "TQpDataDens.h" 0050 0051 #include "TMatrixD.h" 0052 0053 /////////////////////////////////////////////////////////////////////////// 0054 // // 0055 // Class containing the residuals of a QP when solved by an interior // 0056 // point QP solver. In terms of our abstract QP formulation, these // 0057 // residuals are rQ, rA, rC and r3. // 0058 // // 0059 /////////////////////////////////////////////////////////////////////////// 0060 0061 class TQpResidual : public TObject 0062 { 0063 0064 protected: 0065 Double_t fResidualNorm; // The norm of the residuals, omitting the complementariy conditions 0066 Double_t fDualityGap; // A quantity that measures progress toward feasibility. In terms 0067 // of the abstract problem formulation, this quantity is defined as 0068 // x' * Q * x - b' * y + c' * x - d' * z 0069 0070 Int_t fNx; 0071 Int_t fMy; 0072 Int_t fMz; 0073 0074 Double_t fNxup; 0075 Double_t fNxlo; 0076 Double_t fMcup; 0077 Double_t fMclo; 0078 0079 // these variables will be "Used" not copied 0080 TVectorD fXupIndex; 0081 TVectorD fXloIndex; 0082 TVectorD fCupIndex; 0083 TVectorD fCloIndex; 0084 0085 static void GondzioProjection(TVectorD &v,Double_t rmin,Double_t rmax); 0086 0087 public: 0088 TVectorD fRQ; 0089 TVectorD fRA; 0090 TVectorD fRC; 0091 TVectorD fRz; 0092 TVectorD fRv; 0093 TVectorD fRw; 0094 TVectorD fRt; 0095 TVectorD fRu; 0096 TVectorD fRgamma; 0097 TVectorD fRphi; 0098 TVectorD fRlambda; 0099 TVectorD fRpi; 0100 0101 TQpResidual(); 0102 TQpResidual(Int_t nx,Int_t my,Int_t mz, 0103 TVectorD &ixlow,TVectorD &ixupp,TVectorD &iclow,TVectorD &icupp); 0104 TQpResidual(const TQpResidual &another); 0105 0106 ~TQpResidual() override {} 0107 0108 Double_t GetResidualNorm() { return fResidualNorm; } 0109 Double_t GetDualityGap () { return fDualityGap; }; 0110 0111 void CalcResids (TQpDataBase *problem,TQpVar *vars); 0112 // calculate residuals, their norms, and duality/ 0113 // complementarity gap, given a problem and variable set. 0114 void Add_r3_xz_alpha (TQpVar *vars,Double_t alpha); 0115 // Modify the "complementarity" component of the 0116 // residuals, by adding the pairwise products of the 0117 // complementary variables plus a constant alpha to this 0118 // term. 0119 void Set_r3_xz_alpha (TQpVar *vars,Double_t alpha); 0120 // Set the "complementarity" component of the residuals 0121 // to the pairwise products of the complementary variables 0122 // plus a constant alpha 0123 void Clear_r3 (); // set the complementarity component of the residuals 0124 // to 0. 0125 void Clear_r1r2 (); // set the noncomplementarity components of the residual 0126 // (the terms arising from the linear equalities in the 0127 // KKT conditions) to 0. 0128 void Project_r3 (Double_t rmin,Double_t rmax); 0129 // perform the projection operation required by Gondzio 0130 // algorithm: replace each component r3_i of the 0131 // complementarity component of the residuals by 0132 // r3p_i-r3_i, where r3p_i is the projection of r3_i onto 0133 // the box [rmin, rmax]. Then if the resulting value is 0134 // less than -rmax, replace it by -rmax. 0135 Bool_t ValidNonZeroPattern(); 0136 0137 TQpResidual &operator= (const TQpResidual &source); 0138 0139 ClassDefOverride(TQpResidual,1) // Qp Residual class 0140 }; 0141 #endif
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