00001 // @(#)root/quadp:$Id: TQpResidual.h 20882 2007-11-19 11:31:26Z rdm $ 00002 // Author: Eddy Offermann May 2004 00003 00004 /************************************************************************* 00005 * Copyright (C) 1995-2000, Rene Brun and Fons Rademakers. * 00006 * All rights reserved. * 00007 * * 00008 * For the licensing terms see $ROOTSYS/LICENSE. * 00009 * For the list of contributors see $ROOTSYS/README/CREDITS. * 00010 *************************************************************************/ 00011 00012 /************************************************************************* 00013 * Parts of this file are copied from the OOQP distribution and * 00014 * are subject to the following license: * 00015 * * 00016 * COPYRIGHT 2001 UNIVERSITY OF CHICAGO * 00017 * * 00018 * The copyright holder hereby grants you royalty-free rights to use, * 00019 * reproduce, prepare derivative works, and to redistribute this software* 00020 * to others, provided that any changes are clearly documented. This * 00021 * software was authored by: * 00022 * * 00023 * E. MICHAEL GERTZ gertz@mcs.anl.gov * 00024 * Mathematics and Computer Science Division * 00025 * Argonne National Laboratory * 00026 * 9700 S. Cass Avenue * 00027 * Argonne, IL 60439-4844 * 00028 * * 00029 * STEPHEN J. WRIGHT swright@cs.wisc.edu * 00030 * Computer Sciences Department * 00031 * University of Wisconsin * 00032 * 1210 West Dayton Street * 00033 * Madison, WI 53706 FAX: (608)262-9777 * 00034 * * 00035 * Any questions or comments may be directed to one of the authors. * 00036 * * 00037 * ARGONNE NATIONAL LABORATORY (ANL), WITH FACILITIES IN THE STATES OF * 00038 * ILLINOIS AND IDAHO, IS OWNED BY THE UNITED STATES GOVERNMENT, AND * 00039 * OPERATED BY THE UNIVERSITY OF CHICAGO UNDER PROVISION OF A CONTRACT * 00040 * WITH THE DEPARTMENT OF ENERGY. * 00041 *************************************************************************/ 00042 00043 #ifndef ROOT_TQpResidual 00044 #define ROOT_TQpResidual 00045 00046 #ifndef ROOT_TError 00047 #include "TError.h" 00048 #endif 00049 00050 #ifndef ROOT_TQpVar 00051 #include "TQpVar.h" 00052 #endif 00053 #ifndef ROOT_TQpDataDens 00054 #include "TQpDataDens.h" 00055 #endif 00056 00057 #ifndef ROOT_TMatrixD 00058 #include "TMatrixD.h" 00059 #endif 00060 00061 /////////////////////////////////////////////////////////////////////////// 00062 // // 00063 // Class containing the residuals of a QP when solved by an interior // 00064 // point QP solver. In terms of our abstract QP formulation, these // 00065 // residuals are rQ, rA, rC and r3. // 00066 // // 00067 /////////////////////////////////////////////////////////////////////////// 00068 00069 class TQpResidual : public TObject 00070 { 00071 00072 protected: 00073 Double_t fResidualNorm; // The norm of the residuals, ommiting the complementariy conditions 00074 Double_t fDualityGap; // A quantity that measures progress toward feasibility. In terms 00075 // of the abstract problem formulation, this quantity is defined as 00076 // x' * Q * x - b' * y + c' * x - d' * z 00077 00078 Int_t fNx; 00079 Int_t fMy; 00080 Int_t fMz; 00081 00082 Double_t fNxup; 00083 Double_t fNxlo; 00084 Double_t fMcup; 00085 Double_t fMclo; 00086 00087 // these variables will be "Used" not copied 00088 TVectorD fXupIndex; 00089 TVectorD fXloIndex; 00090 TVectorD fCupIndex; 00091 TVectorD fCloIndex; 00092 00093 static void GondzioProjection(TVectorD &v,Double_t rmin,Double_t rmax); 00094 00095 public: 00096 TVectorD fRQ; 00097 TVectorD fRA; 00098 TVectorD fRC; 00099 TVectorD fRz; 00100 TVectorD fRv; 00101 TVectorD fRw; 00102 TVectorD fRt; 00103 TVectorD fRu; 00104 TVectorD fRgamma; 00105 TVectorD fRphi; 00106 TVectorD fRlambda; 00107 TVectorD fRpi; 00108 00109 TQpResidual(); 00110 TQpResidual(Int_t nx,Int_t my,Int_t mz, 00111 TVectorD &ixlow,TVectorD &ixupp,TVectorD &iclow,TVectorD &icupp); 00112 TQpResidual(const TQpResidual &another); 00113 00114 virtual ~TQpResidual() {} 00115 00116 Double_t GetResidualNorm() { return fResidualNorm; } 00117 Double_t GetDualityGap () { return fDualityGap; }; 00118 00119 void CalcResids (TQpDataBase *problem,TQpVar *vars); 00120 // calculate residuals, their norms, and duality/ 00121 // complementarity gap, given a problem and variable set. 00122 void Add_r3_xz_alpha (TQpVar *vars,Double_t alpha); 00123 // Modify the "complementarity" component of the 00124 // residuals, by adding the pairwise products of the 00125 // complementary variables plus a constant alpha to this 00126 // term. 00127 void Set_r3_xz_alpha (TQpVar *vars,Double_t alpha); 00128 // Set the "complementarity" component of the residuals 00129 // to the pairwise products of the complementary variables 00130 // plus a constant alpha 00131 void Clear_r3 (); // set the complementarity component of the residuals 00132 // to 0. 00133 void Clear_r1r2 (); // set the noncomplementarity components of the residual 00134 // (the terms arising from the linear equalities in the 00135 // KKT conditions) to 0. 00136 void Project_r3 (Double_t rmin,Double_t rmax); 00137 // perform the projection operation required by Gondzio 00138 // algorithm: replace each component r3_i of the 00139 // complementarity component of the residuals by 00140 // r3p_i-r3_i, where r3p_i is the projection of r3_i onto 00141 // the box [rmin, rmax]. Then if the resulting value is 00142 // less than -rmax, replace it by -rmax. 00143 Bool_t ValidNonZeroPattern(); 00144 00145 TQpResidual &operator= (const TQpResidual &source); 00146 00147 ClassDef(TQpResidual,1) // Qp Residual class 00148 }; 00149 #endif
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