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Warning, file /include/root/TQpVar.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_TQpVar 0044 #define ROOT_TQpVar 0045 0046 #include "TError.h" 0047 0048 #include "TMatrixD.h" 0049 #include "TVectorD.h" 0050 0051 /////////////////////////////////////////////////////////////////////////// 0052 // // 0053 // Class containing the variables for the general QP formulation // 0054 // In terms of in our abstract problem formulation, these variables are // 0055 // the vectors x, y, z and s. // 0056 // // 0057 /////////////////////////////////////////////////////////////////////////// 0058 0059 class TQpVar : public TObject 0060 { 0061 0062 protected: 0063 Int_t fNx; 0064 Int_t fMy; 0065 Int_t fMz; 0066 Int_t fNxup; 0067 Int_t fNxlo; 0068 Int_t fMcup; 0069 Int_t fMclo; 0070 0071 // these variables will be "Used" not copied 0072 TVectorD fXloIndex; 0073 TVectorD fXupIndex; 0074 TVectorD fCupIndex; 0075 TVectorD fCloIndex; 0076 0077 static Double_t StepBound (TVectorD &v,TVectorD &dir,Double_t maxStep); 0078 static Double_t FindBlocking (TVectorD &w,TVectorD &wstep,TVectorD &u,TVectorD &ustep, 0079 Double_t maxStep,Double_t &w_elt,Double_t &wstep_elt,Double_t &u_elt, 0080 Double_t &ustep_elt,int& first_or_second); 0081 static Double_t FindBlockingSub(Int_t n,Double_t *w,Int_t incw,Double_t *wstep,Int_t incwstep, 0082 Double_t *u,Int_t incu,Double_t *ustep,Int_t incustep, 0083 Double_t maxStep,Double_t &w_elt,Double_t &wstep_elt, 0084 Double_t &u_elt,Double_t &ustep_elt,Int_t &first_or_second); 0085 0086 public: 0087 0088 Int_t fNComplementaryVariables; // number of complementary primal-dual variables. 0089 0090 // these variables will be "Used" not copied 0091 TVectorD fX; 0092 TVectorD fS; 0093 TVectorD fY; 0094 TVectorD fZ; 0095 0096 TVectorD fV; 0097 TVectorD fPhi; 0098 0099 TVectorD fW; 0100 TVectorD fGamma; 0101 0102 TVectorD fT; 0103 TVectorD fLambda; 0104 0105 TVectorD fU; 0106 TVectorD fPi; 0107 0108 TQpVar(); 0109 // constructor in which the data and variable pointers are set to point to the given arguments 0110 TQpVar(TVectorD &x_in,TVectorD &s_in,TVectorD &y_in,TVectorD &z_in, 0111 TVectorD &v_in,TVectorD &gamma_in,TVectorD &w_in,TVectorD &phi_in, 0112 TVectorD &t_in,TVectorD &lambda_in,TVectorD &u_in,TVectorD &pi_in, 0113 TVectorD &ixlow_in,TVectorD &ixupp_in,TVectorD &iclow_in,TVectorD &icupp_in); 0114 0115 // constructor that creates variables objects of specified dimensions. 0116 TQpVar(Int_t nx,Int_t my,Int_t mz, 0117 TVectorD &ixlow,TVectorD &ixupp,TVectorD &iclow,TVectorD &icupp); 0118 TQpVar(const TQpVar &another); 0119 0120 ~TQpVar() override {} 0121 0122 // Indicates what type is the blocking variable in the step length determination. If kt_block, 0123 // then the blocking variable is one of the slack variables t for a general lower bound, 0124 // and so on. Special value kno_block is for the case in which a step length of 1 can be 0125 // taken without hitting the bound. 0126 0127 enum EVarBlock { kno_block,kt_block,klambda_block,ku_block,kpi_block, 0128 kv_block,kgamma_block,kw_block,kphi_block }; 0129 0130 virtual Double_t GetMu (); // compute complementarity gap, obtained by taking the 0131 // inner product of the complementary vectors and dividing 0132 // by the total number of components 0133 // computes mu = (t'lambda +u'pi + v'gamma + w'phi)/ 0134 // (mclow+mcupp+nxlow+nxupp) 0135 virtual Double_t MuStep (TQpVar *step,Double_t alpha); 0136 // compute the complementarity gap resulting from a step 0137 // of length "alpha" along direction "step" 0138 virtual void Saxpy (TQpVar *b,Double_t alpha); 0139 // given variables b, compute a <- a + alpha b, 0140 // where a are the variables in this class 0141 0142 virtual void Negate (); // negate the value of all the variables in this structure 0143 0144 virtual Double_t StepBound (TQpVar *b); // calculate the largest alpha in (0,1] such that the 0145 // nonnegative variables stay nonnegative in the given 0146 // search direction. In the general QP problem formulation 0147 // this is the largest value of alpha such that 0148 // (t,u,v,w,lambda,pi,phi,gamma) + alpha * (b->t,b->u, 0149 // b->v,b->w,b->lambda,b->pi,b->phi,b->gamma) >= 0. 0150 0151 virtual Double_t FindBlocking(TQpVar *step,Double_t &primalValue,Double_t &primalStep,Double_t &dualValue, 0152 Double_t &dualStep,Int_t &firstOrSecond); 0153 // Performs the same function as StepBound, and supplies 0154 // additional information about which component of the 0155 // nonnegative variables is responsible for restricting 0156 // alpha. In terms of the abstract formulation, the 0157 // components have the following meanings. 0158 // 0159 // primalValue: the value of the blocking component of the 0160 // primal variables (u,t,v,w). 0161 // primalStep: the corresponding value of the blocking 0162 // component of the primal step variables (b->u,b->t, 0163 // b->v,b->w) 0164 // dualValue: the value of the blocking component of the 0165 // dual variables (lambda,pi,phi,gamma). 0166 // dualStep: the corresponding value of the blocking 0167 // component of the dual step variables (b->lambda,b->pi, 0168 // b->phi,b->gamma) 0169 // firstOrSecond: 1 if the primal step is blocking, 2 0170 // if the dual step is block, 0 if no step is blocking. 0171 0172 virtual void InteriorPoint(Double_t alpha,Double_t beta); 0173 // sets components of (u,t,v,w) to alpha and of 0174 // (lambda,pi,phi,gamma) to beta 0175 virtual void ShiftBoundVariables 0176 (Double_t alpha,Double_t beta); 0177 // add alpha to components of (u,t,v,w) and beta to 0178 // components of (lambda,pi,phi,gamma) 0179 virtual Bool_t IsInteriorPoint(); // check whether this is an interior point. Useful as a 0180 // sanity check. 0181 virtual Double_t Violation (); // The amount by which the current variables violate the 0182 // non-negativity constraints. 0183 void Print (Option_t *option="") const override; 0184 virtual Double_t Norm1 (); // compute the 1-norm of the variables 0185 virtual Double_t NormInf (); // compute the inf-norm of the variables 0186 virtual Bool_t ValidNonZeroPattern(); 0187 0188 TQpVar &operator= (const TQpVar &source); 0189 0190 ClassDefOverride(TQpVar,1) // Qp Variables class 0191 }; 0192 #endif
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