/usr/include/root/TQpSolverBase.h is in libroot-math-quadp-dev 5.34.19+dfsg-1.2.
This file is owned by root:root, with mode 0o644.
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// Author: Eddy Offermann May 2004
/*************************************************************************
* Copyright (C) 1995-2000, Rene Brun and Fons Rademakers. *
* All rights reserved. *
* *
* For the licensing terms see $ROOTSYS/LICENSE. *
* For the list of contributors see $ROOTSYS/README/CREDITS. *
*************************************************************************/
/*************************************************************************
* Parts of this file are copied from the OOQP distribution and *
* are subject to the following license: *
* *
* COPYRIGHT 2001 UNIVERSITY OF CHICAGO *
* *
* The copyright holder hereby grants you royalty-free rights to use, *
* reproduce, prepare derivative works, and to redistribute this software*
* to others, provided that any changes are clearly documented. This *
* software was authored by: *
* *
* E. MICHAEL GERTZ gertz@mcs.anl.gov *
* Mathematics and Computer Science Division *
* Argonne National Laboratory *
* 9700 S. Cass Avenue *
* Argonne, IL 60439-4844 *
* *
* STEPHEN J. WRIGHT swright@cs.wisc.edu *
* Computer Sciences Department *
* University of Wisconsin *
* 1210 West Dayton Street *
* Madison, WI 53706 FAX: (608)262-9777 *
* *
* Any questions or comments may be directed to one of the authors. *
* *
* ARGONNE NATIONAL LABORATORY (ANL), WITH FACILITIES IN THE STATES OF *
* ILLINOIS AND IDAHO, IS OWNED BY THE UNITED STATES GOVERNMENT, AND *
* OPERATED BY THE UNIVERSITY OF CHICAGO UNDER PROVISION OF A CONTRACT *
* WITH THE DEPARTMENT OF ENERGY. *
*************************************************************************/
#ifndef ROOT_TQpSolverBase
#define ROOT_TQpSolverBase
#ifndef ROOT_TError
#include "TError.h"
#endif
#ifndef ROOT_TQpVar
#include "TQpVar.h"
#endif
#ifndef ROOT_TQpDataBase
#include "TQpDataBase.h"
#endif
#ifndef ROOT_TQpResidual
#include "TQpResidual.h"
#endif
#ifndef ROOT_TQpProbBase
#include "TQpProbBase.h"
#endif
#ifndef ROOT_TQpLinSolverBase
#include "TQpLinSolverBase.h"
#endif
#ifndef ROOT_TMatrixD
#include "TMatrixD.h"
#endif
///////////////////////////////////////////////////////////////////////////
// //
// Abstract base class for QP solver using interior-point //
// //
///////////////////////////////////////////////////////////////////////////
enum ETerminationCode
{
kSUCCESSFUL_TERMINATION = 0,
kNOT_FINISHED,
kMAX_ITS_EXCEEDED,
kINFEASIBLE,
kUNKNOWN
};
class TQpSolverBase : public TObject
{
protected:
TQpLinSolverBase *fSys;
Double_t fDnorm; // norm of problem data
Double_t fMutol; // termination parameters
Double_t fArtol;
Double_t fGamma_f; // parameters associated with the step length heuristic
Double_t fGamma_a;
Double_t fPhi; // merit function, defined as the sum of the complementarity gap
// the residual norms, divided by (1+norm of problem data)
Int_t fMaxit; // maximum number of iterations allowed
Double_t *fMu_history; //[fMaxit] history of values of mu obtained on all iterations to date
Double_t *fRnorm_history; //[fMaxit] history of values of residual norm obtained on all iterations to date
Double_t *fPhi_history; //[fMaxit] history of values of phi obtained on all iterations to date
Double_t *fPhi_min_history; //[fMaxit] the i-th entry of this array contains the minimum value of phi
// encountered by the algorithm on or before iteration i
public:
Int_t fIter; // iteration counter
TQpSolverBase();
TQpSolverBase(const TQpSolverBase &another);
virtual ~TQpSolverBase();
virtual void Start (TQpProbBase *formulation,
TQpVar *iterate,TQpDataBase *prob,
TQpResidual *resid,TQpVar *step);
// starting point heuristic
virtual void DefStart (TQpProbBase *formulation,
TQpVar *iterate,TQpDataBase *prob,
TQpResidual *resid,TQpVar *step);
// default starting point heuristic
virtual void SteveStart (TQpProbBase *formulation,
TQpVar *iterate,TQpDataBase *prob,
TQpResidual *resid,TQpVar *step);
// alternative starting point heuristic
virtual void DumbStart (TQpProbBase *formulation,
TQpVar *iterate,TQpDataBase *prob,
TQpResidual *resid,TQpVar *step);
// alternative starting point heuristic: sets the
// "complementary" variables to a large positive value
// (based on the norm of the problem data) and the
// remaining variables to zero
virtual Int_t Solve (TQpDataBase *prob,TQpVar *iterate,
TQpResidual *resids) = 0;
// implements the interior-point method for solving the QP
virtual Double_t FinalStepLength
(TQpVar *iterate,TQpVar *step);
// Mehrotra's heuristic to calculate the final step
virtual void 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);
// perform monitor operation at each interior-point iteration
virtual void DefMonitor (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) = 0;
// default monitor: prints out one line of information
// on each interior-point iteration
virtual Int_t DoStatus (TQpDataBase *data,TQpVar *vars,
TQpResidual *resids,Int_t i,Double_t mu,
Int_t level);
// this method called to test for convergence status at
// at the end of each interior-point iteration
virtual Int_t DefStatus (TQpDataBase *data,TQpVar *vars,
TQpResidual *resids,Int_t i,Double_t mu,
Int_t level);
// default method for checking status. May be replaced
// by a user-defined method
TQpLinSolverBase *GetLinearSystem() { return fSys; }
void SetMuTol (Double_t m) { fMutol = m; }
Double_t GetMuTol () { return fMutol; }
void SetArTol (Double_t ar) { fArtol = ar; }
Double_t GetArTol () { return fArtol; }
Double_t DataNorm () { return fDnorm; }
TQpSolverBase &operator= (const TQpSolverBase &source);
ClassDef(TQpSolverBase,1) // Qp Solver class
};
#endif
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