/usr/include/root/TMehrotraSolver.h is in libroot-math-quadp-dev 5.34.30-0ubuntu8.
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_TMehrotraSolver
#define ROOT_TMehrotraSolver
#include "TQpSolverBase.h"
///////////////////////////////////////////////////////////////////////////
// //
// Derived class of TQpSolverBase implementing the original Mehrotra //
// predictor-corrector algorithm //
// //
///////////////////////////////////////////////////////////////////////////
class TMehrotraSolver : public TQpSolverBase
{
protected:
Int_t fPrintlevel; // parameter in range [0,100] determines verbosity. (Higher value
// => more verbose.)
Double_t fTsig; // exponent in Mehrotra's centering parameter, which is usually
// chosen to me (muaff/mu)^tsig, where muaff is the predicted
// complementarity gap obtained from an affine-scaling step, while
// mu is the current complementarity gap
TQpVar *fStep; // storage for step vectors
TQpProbBase *fFactory;
public:
TMehrotraSolver();
TMehrotraSolver(TQpProbBase *of,TQpDataBase *prob,Int_t verbose=0);
TMehrotraSolver(const TMehrotraSolver &another);
virtual ~TMehrotraSolver();
virtual Int_t Solve (TQpDataBase *prob,TQpVar *iterate,TQpResidual *resid);
virtual 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);
TMehrotraSolver &operator=(const TMehrotraSolver &source);
ClassDef(TMehrotraSolver,1) // Mehrotra Qp Solver class
};
#endif
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