class TGondzioSolver: public TQpSolverBase


TGondzioSolver

Derived class of TQpSolverBase implementing Gondzio-correction
version of Mehrotra's original predictor-corrector algorithm.

Function Members (Methods)

public:
TGondzioSolver()
TGondzioSolver(const TGondzioSolver& another)
TGondzioSolver(TQpProbBase* of, TQpDataBase* prob, Int_t verbose = 0)
virtual~TGondzioSolver()
voidTObject::AbstractMethod(const char* method) const
virtual voidTObject::AppendPad(Option_t* option = "")
virtual voidTObject::Browse(TBrowser* b)
static TClass*Class()
virtual const char*TObject::ClassName() const
virtual voidTObject::Clear(Option_t* = "")
virtual TObject*TObject::Clone(const char* newname = "") const
virtual Int_tTObject::Compare(const TObject* obj) const
virtual voidTObject::Copy(TObject& object) const
Double_tTQpSolverBase::DataNorm()
virtual voidDefMonitor(TQpDataBase* data, TQpVar* vars, TQpResidual* resids, Double_t alpha, Double_t sigma, Int_t i, Double_t mu, Int_t status_code, Int_t level)
virtual voidTQpSolverBase::DefStart(TQpProbBase* formulation, TQpVar* iterate, TQpDataBase* prob, TQpResidual* resid, TQpVar* step)
virtual Int_tTQpSolverBase::DefStatus(TQpDataBase* data, TQpVar* vars, TQpResidual* resids, Int_t i, Double_t mu, Int_t level)
virtual voidTObject::Delete(Option_t* option = "")MENU
virtual Int_tTObject::DistancetoPrimitive(Int_t px, Int_t py)
virtual voidTQpSolverBase::DoMonitor(TQpDataBase* data, TQpVar* vars, TQpResidual* resids, Double_t alpha, Double_t sigma, Int_t i, Double_t mu, Int_t stop_code, Int_t level)
virtual Int_tTQpSolverBase::DoStatus(TQpDataBase* data, TQpVar* vars, TQpResidual* resids, Int_t i, Double_t mu, Int_t level)
virtual voidTObject::Draw(Option_t* option = "")
virtual voidTObject::DrawClass() constMENU
virtual TObject*TObject::DrawClone(Option_t* option = "") constMENU
virtual voidTQpSolverBase::DumbStart(TQpProbBase* formulation, TQpVar* iterate, TQpDataBase* prob, TQpResidual* resid, TQpVar* step)
virtual voidTObject::Dump() constMENU
virtual voidTObject::Error(const char* method, const char* msgfmt) const
virtual voidTObject::Execute(const char* method, const char* params, Int_t* error = 0)
virtual voidTObject::Execute(TMethod* method, TObjArray* params, Int_t* error = 0)
virtual voidTObject::ExecuteEvent(Int_t event, Int_t px, Int_t py)
virtual voidTObject::Fatal(const char* method, const char* msgfmt) const
virtual Double_tTQpSolverBase::FinalStepLength(TQpVar* iterate, TQpVar* step)
virtual TObject*TObject::FindObject(const char* name) const
virtual TObject*TObject::FindObject(const TObject* obj) const
Double_tTQpSolverBase::GetArTol()
virtual Option_t*TObject::GetDrawOption() const
static Long_tTObject::GetDtorOnly()
virtual const char*TObject::GetIconName() const
TQpLinSolverBase*TQpSolverBase::GetLinearSystem()
Double_tTQpSolverBase::GetMuTol()
virtual const char*TObject::GetName() const
virtual char*TObject::GetObjectInfo(Int_t px, Int_t py) const
static Bool_tTObject::GetObjectStat()
virtual Option_t*TObject::GetOption() const
virtual const char*TObject::GetTitle() const
virtual UInt_tTObject::GetUniqueID() const
virtual Bool_tTObject::HandleTimer(TTimer* timer)
virtual ULong_tTObject::Hash() const
virtual voidTObject::Info(const char* method, const char* msgfmt) const
virtual Bool_tTObject::InheritsFrom(const char* classname) const
virtual Bool_tTObject::InheritsFrom(const TClass* cl) const
virtual voidTObject::Inspect() constMENU
voidTObject::InvertBit(UInt_t f)
virtual TClass*IsA() const
virtual Bool_tTObject::IsEqual(const TObject* obj) const
virtual Bool_tTObject::IsFolder() const
Bool_tTObject::IsOnHeap() const
virtual Bool_tTObject::IsSortable() const
Bool_tTObject::IsZombie() const
virtual voidTObject::ls(Option_t* option = "") const
voidTObject::MayNotUse(const char* method) const
virtual Bool_tTObject::Notify()
static voidTObject::operator delete(void* ptr)
static voidTObject::operator delete(void* ptr, void* vp)
static voidTObject::operator delete[](void* ptr)
static voidTObject::operator delete[](void* ptr, void* vp)
void*TObject::operator new(size_t sz)
void*TObject::operator new(size_t sz, void* vp)
void*TObject::operator new[](size_t sz)
void*TObject::operator new[](size_t sz, void* vp)
TGondzioSolver&operator=(const TGondzioSolver& source)
virtual voidTObject::Paint(Option_t* option = "")
virtual voidTObject::Pop()
virtual voidTObject::Print(Option_t* option = "") const
virtual Int_tTObject::Read(const char* name)
virtual voidTObject::RecursiveRemove(TObject* obj)
virtual voidReset_parameters()
voidTObject::ResetBit(UInt_t f)
virtual voidTObject::SaveAs(const char* filename = "", Option_t* option = "") constMENU
virtual voidTObject::SavePrimitive(basic_ostream<char,char_traits<char> >& out, Option_t* option = "")
voidTQpSolverBase::SetArTol(Double_t ar)
voidTObject::SetBit(UInt_t f)
voidTObject::SetBit(UInt_t f, Bool_t set)
virtual voidTObject::SetDrawOption(Option_t* option = "")MENU
static voidTObject::SetDtorOnly(void* obj)
voidTQpSolverBase::SetMuTol(Double_t m)
static voidTObject::SetObjectStat(Bool_t stat)
virtual voidTObject::SetUniqueID(UInt_t uid)
virtual voidShowMembers(TMemberInspector& insp, char* parent)
virtual Int_tSolve(TQpDataBase* prob, TQpVar* iterate, TQpResidual* resid)
virtual voidTQpSolverBase::Start(TQpProbBase* formulation, TQpVar* iterate, TQpDataBase* prob, TQpResidual* resid, TQpVar* step)
virtual voidTQpSolverBase::SteveStart(TQpProbBase* formulation, TQpVar* iterate, TQpDataBase* prob, TQpResidual* resid, TQpVar* step)
virtual voidStreamer(TBuffer& b)
voidStreamerNVirtual(TBuffer& b)
virtual voidTObject::SysError(const char* method, const char* msgfmt) const
Bool_tTObject::TestBit(UInt_t f) const
Int_tTObject::TestBits(UInt_t f) const
virtual voidTObject::UseCurrentStyle()
virtual voidTObject::Warning(const char* method, const char* msgfmt) const
virtual Int_tTObject::Write(const char* name = 0, Int_t option = 0, Int_t bufsize = 0)
virtual Int_tTObject::Write(const char* name = 0, Int_t option = 0, Int_t bufsize = 0) const
protected:
virtual voidTObject::DoError(int level, const char* location, const char* fmt, va_list va) const
voidTObject::MakeZombie()

Data Members

public:
enum TObject::EStatusBits { kCanDelete
kMustCleanup
kObjInCanvas
kIsReferenced
kHasUUID
kCannotPick
kNoContextMenu
kInvalidObject
};
enum TObject::[unnamed] { kIsOnHeap
kNotDeleted
kZombie
kBitMask
kSingleKey
kOverwrite
kWriteDelete
};
public:
Int_tTQpSolverBase::fIteriteration counter
protected:
Double_tfAcceptTol
Double_tTQpSolverBase::fArtol
Double_tfBeta_max
Double_tfBeta_min
TQpResidual*fCorrector_residstorage for residual vectors
TQpVar*fCorrector_stepstorage for step vectors
Double_tTQpSolverBase::fDnormnorm of problem data
TQpProbBase*fFactory
Double_tTQpSolverBase::fGamma_a
Double_tTQpSolverBase::fGamma_fparameters associated with the step length heuristic
Int_tfMaximum_correctorsmaximum number of Gondzio corrector steps
Int_tTQpSolverBase::fMaxitmaximum number of iterations allowed
Double_t*TQpSolverBase::fMu_history[fMaxit] history of values of mu obtained on all iterations to date
Double_tTQpSolverBase::fMutoltermination parameters
Int_tfNumberGondzioCorrectionsactual number of Gondzio corrections needed
Double_tTQpSolverBase::fPhimerit function, defined as the sum of the complementarity gap
Double_t*TQpSolverBase::fPhi_history[fMaxit] history of values of phi obtained on all iterations to date
Double_t*TQpSolverBase::fPhi_min_history[fMaxit] the i-th entry of this array contains the minimum value of phi
Int_tfPrintlevelparameter in range [0,100] determines verbosity. (Higher value
Double_t*TQpSolverBase::fRnorm_history[fMaxit] history of values of residual norm obtained on all iterations to date
TQpVar*fStep
Double_tfStepFactor0various parameters associated with Gondzio correction
Double_tfStepFactor1
TQpLinSolverBase*TQpSolverBase::fSys
Double_tfTsigexponent in Mehrotra's centering parameter, which is usually

Class Charts

Inheritance Inherited Members Includes Libraries
Class Charts

Function documentation

TGondzioSolver(const TGondzioSolver& another)
 Default constructor
TGondzioSolver(TQpProbBase* of, TQpDataBase* prob, Int_t verbose = 0)
 Constructor
TGondzioSolver(const TGondzioSolver& another)
 Copy constructor
Int_t Solve(TQpDataBase* prob, TQpVar* iterate, TQpResidual* resid)
 Solve the quadratic programming problem as formulated through prob, store
 the final solution in iterate->fX . Monitor the residuals during the iterations
 through resid . The status is returned as defined in TQpSolverBase::ETerminationCode .
void DefMonitor(TQpDataBase* data, TQpVar* vars, TQpResidual* resids, Double_t alpha, Double_t sigma, Int_t i, Double_t mu, Int_t status_code, Int_t level)
 Print information about the optimization process and monitor the convergence
 status of thye algorithm
~TGondzioSolver()
 Deconstructor
TGondzioSolver & operator=(const TGondzioSolver& source)
 Assignment operator
void Reset_parameters()
{}

Author: Eddy Offermann May 2004
Last change: root/quadp:$Id: TGondzioSolver.h 20882 2007-11-19 11:31:26Z rdm $
Last generated: 2008-06-25 08:46
Copyright (C) 1995-2000, Rene Brun and Fons Rademakers. *
This page has been automatically generated. If you have any comments or suggestions about the page layout send a mail to ROOT support, or contact the developers with any questions or problems regarding ROOT.