Definition at line 55 of file TMehrotraSolver.h.

Public Member Functions
	TMehrotraSolver ()
	Default constructor. More...

	TMehrotraSolver (TQpProbBase of, TQpDataBase prob, Int_t verbose=0)
	Constructor. More...

	TMehrotraSolver (const TMehrotraSolver &another)
	Copy constructor. More...

virtual	~TMehrotraSolver ()
	Deconstructor. More...

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)
	Print information about the optimization process and monitor the convergence status of thye algorithm. More...

TMehrotraSolver &	operator= (const TMehrotraSolver &source)
	Assignment operator. More...

virtual 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 . More...

Public Member Functions inherited from TQpSolverBase
	TQpSolverBase ()
	Default constructor. More...

	TQpSolverBase (const TQpSolverBase &another)
	Copy constructor. More...

virtual	~TQpSolverBase ()
	Deconstructor. More...

Double_t	DataNorm ()

virtual void	DefStart (TQpProbBase formulation, TQpVar iterate, TQpDataBase prob, TQpResidual resid, TQpVar *step)
	Default starting point. More...

virtual Int_t	DefStatus (TQpDataBase data, TQpVar vars, TQpResidual *resids, Int_t i, Double_t mu, Int_t level)
	Default status method. More...

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)
	Monitor progress / convergence aat each interior-point iteration. More...

virtual Int_t	DoStatus (TQpDataBase data, TQpVar vars, TQpResidual *resids, Int_t i, Double_t mu, Int_t level)
	Tests for termination. More...

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 . More...

virtual Double_t	FinalStepLength (TQpVar iterate, TQpVar step)
	Implements a version of Mehrotra starting point heuristic, modified to ensure identical steps in the primal and dual variables. More...

Double_t	GetArTol ()

TQpLinSolverBase *	GetLinearSystem ()

Double_t	GetMuTol ()

TQpSolverBase &	operator= (const TQpSolverBase &source)
	Assignment operator. More...

void	SetArTol (Double_t ar)

void	SetMuTol (Double_t m)

virtual void	Start (TQpProbBase formulation, TQpVar iterate, TQpDataBase prob, TQpResidual resid, TQpVar *step)
	Implements a default starting-point heuristic. More...

virtual void	SteveStart (TQpProbBase formulation, TQpVar iterate, TQpDataBase prob, TQpResidual resid, TQpVar *step)
	Starting point algoritm according to Stephen Wright. More...

Protected Attributes
TQpProbBase *	fFactory

Int_t	fPrintlevel

TQpVar *	fStep

Double_t	fTsig

Protected Attributes inherited from TQpSolverBase
Double_t	fArtol

Double_t	fDnorm

Double_t	fGamma_a

Double_t	fGamma_f

Int_t	fMaxit

Double_t *	fMu_history

Double_t	fMutol

Double_t	fPhi

Double_t *	fPhi_history

Double_t *	fPhi_min_history

Double_t *	fRnorm_history

TQpLinSolverBase *	fSys

Additional Inherited Members
Public Attributes inherited from TQpSolverBase
Int_t	fIter

#include <TMehrotraSolver.h>

Inheritance diagram for TMehrotraSolver:

[legend]

Constructor & Destructor Documentation

◆ TMehrotraSolver() [1/3]

TMehrotraSolver::TMehrotraSolver ( )

Default constructor.

Definition at line 61 of file TMehrotraSolver.cxx.

◆ TMehrotraSolver() [2/3]

TMehrotraSolver::TMehrotraSolver	(	TQpProbBase *	of,
		TQpDataBase *	prob,
		Int_t	verbose = `0`
	)

Constructor.

Definition at line 73 of file TMehrotraSolver.cxx.

◆ TMehrotraSolver() [3/3]

TMehrotraSolver::TMehrotraSolver ( const TMehrotraSolver & another )

Copy constructor.

Definition at line 86 of file TMehrotraSolver.cxx.

◆ ~TMehrotraSolver()

TMehrotraSolver::~TMehrotraSolver ( )

virtual

Deconstructor.

Definition at line 213 of file TMehrotraSolver.cxx.

Member Function Documentation

◆ DefMonitor()

void TMehrotraSolver::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
	)

virtual

Print information about the optimization process and monitor the convergence status of thye algorithm.

Implements TQpSolverBase.

Definition at line 171 of file TMehrotraSolver.cxx.

◆ operator=()

TMehrotraSolver & TMehrotraSolver::operator= ( const TMehrotraSolver & source )

Assignment operator.

Definition at line 222 of file TMehrotraSolver.cxx.

◆ Solve()

Int_t TMehrotraSolver::Solve	(	TQpDataBase *	prob,
		TQpVar *	iterate,
		TQpResidual *	resid
	)

virtual

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 .

Implements TQpSolverBase.

Definition at line 97 of file TMehrotraSolver.cxx.

Member Data Documentation

◆ fFactory

TQpProbBase* TMehrotraSolver::fFactory

protected

Definition at line 68 of file TMehrotraSolver.h.

◆ fPrintlevel

Int_t TMehrotraSolver::fPrintlevel

protected

Definition at line 59 of file TMehrotraSolver.h.

◆ fStep

TQpVar* TMehrotraSolver::fStep

protected

Definition at line 66 of file TMehrotraSolver.h.

◆ fTsig

Double_t TMehrotraSolver::fTsig

protected

Definition at line 61 of file TMehrotraSolver.h.

Libraries for TMehrotraSolver:

[legend]

The documentation for this class was generated from the following files:

math/quadp/inc/TMehrotraSolver.h
math/quadp/src/TMehrotraSolver.cxx

Public Member Functions

Protected Attributes

Additional Inherited Members

Constructor & Destructor Documentation

◆ TMehrotraSolver() [1/3]

◆ TMehrotraSolver() [2/3]

◆ TMehrotraSolver() [3/3]

◆ ~TMehrotraSolver()

Member Function Documentation

◆ DefMonitor()

◆ operator=()

◆ Solve()

Member Data Documentation

◆ fFactory

◆ fPrintlevel

◆ fStep

◆ fTsig