Definition at line 72 of file TQpSolverBase.h.

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

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

virtual	~TQpSolverBase ()
	Deconstructor. More...

Double_t	DataNorm ()

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

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 Int_t	Solve (TQpDataBase prob, TQpVar iterate, TQpResidual *resids)=0

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...

Public Attributes
Int_t	fIter

Protected Attributes
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

#include <TQpSolverBase.h>

Inheritance diagram for TQpSolverBase:

[legend]

Constructor & Destructor Documentation

◆ TQpSolverBase() [1/2]

TQpSolverBase::TQpSolverBase ( )

Default constructor.

Definition at line 62 of file TQpSolverBase.cxx.

◆ TQpSolverBase() [2/2]

TQpSolverBase::TQpSolverBase ( const TQpSolverBase & another )

Copy constructor.

Definition at line 92 of file TQpSolverBase.cxx.

◆ ~TQpSolverBase()

TQpSolverBase::~TQpSolverBase ( )

virtual

Deconstructor.

Definition at line 101 of file TQpSolverBase.cxx.

Member Function Documentation

◆ DataNorm()

Double_t TQpSolverBase::DataNorm ( )

inline

Definition at line 160 of file TQpSolverBase.h.

◆ DefMonitor()

virtual void TQpSolverBase::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
	)

pure virtual

Implemented in TGondzioSolver, and TMehrotraSolver.

◆ DefStart()

void TQpSolverBase::DefStart	(	TQpProbBase *	formulation,
		TQpVar *	iterate,
		TQpDataBase *	prob,
		TQpResidual *	resid,
		TQpVar *	step
	)

virtual

Default starting point.

Definition at line 128 of file TQpSolverBase.cxx.

◆ DefStatus()

Int_t TQpSolverBase::DefStatus	(	TQpDataBase *	data,
		TQpVar *	vars,
		TQpResidual *	resids,
		Int_t	i,
		Double_t	mu,
		Int_t	level
	)

virtual

Default status method.

Definition at line 278 of file TQpSolverBase.cxx.

◆ DoMonitor()

void TQpSolverBase::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

Monitor progress / convergence aat each interior-point iteration.

Definition at line 255 of file TQpSolverBase.cxx.

◆ DoStatus()

Int_t TQpSolverBase::DoStatus	(	TQpDataBase *	data,
		TQpVar *	vars,
		TQpResidual *	resids,
		Int_t	i,
		Double_t	mu,
		Int_t	level
	)

virtual

Tests for termination.

Unless the user supplies a specific termination routine, this method calls another method defaultStatus, which returns a code indicating the current convergence status.

Definition at line 268 of file TQpSolverBase.cxx.

◆ DumbStart()

void TQpSolverBase::DumbStart	(	TQpProbBase *	formulation,
		TQpVar *	iterate,
		TQpDataBase *	prob,
		TQpResidual *	resid,
		TQpVar *	step
	)

virtual

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 .

Definition at line 202 of file TQpSolverBase.cxx.

◆ FinalStepLength()

Double_t TQpSolverBase::FinalStepLength	(	TQpVar *	iterate,
		TQpVar *	step
	)

virtual

Implements a version of Mehrotra starting point heuristic, modified to ensure identical steps in the primal and dual variables.

Definition at line 218 of file TQpSolverBase.cxx.

◆ GetArTol()

Double_t TQpSolverBase::GetArTol ( )

inline

Definition at line 159 of file TQpSolverBase.h.

◆ GetLinearSystem()

TQpLinSolverBase* TQpSolverBase::GetLinearSystem ( )

inline

Definition at line 154 of file TQpSolverBase.h.

◆ GetMuTol()

Double_t TQpSolverBase::GetMuTol ( )

inline

Definition at line 156 of file TQpSolverBase.h.

◆ operator=()

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

Assignment operator.

Definition at line 330 of file TQpSolverBase.cxx.

◆ SetArTol()

void TQpSolverBase::SetArTol ( Double_t ar )

inline

Definition at line 158 of file TQpSolverBase.h.

◆ SetMuTol()

void TQpSolverBase::SetMuTol ( Double_t m )

inline

Definition at line 155 of file TQpSolverBase.h.

◆ Solve()

virtual Int_t TQpSolverBase::Solve	(	TQpDataBase *	prob,
		TQpVar *	iterate,
		TQpResidual *	resids
	)

pure virtual

Implemented in TGondzioSolver, and TMehrotraSolver.

◆ Start()

void TQpSolverBase::Start	(	TQpProbBase *	formulation,
		TQpVar *	iterate,
		TQpDataBase *	prob,
		TQpResidual *	resid,
		TQpVar *	step
	)

virtual

Implements a default starting-point heuristic.

While interior-point theory places fairly loose restrictions on the choice of starting point, the choice of heuristic can significantly affect the robustness and efficiency of the algorithm.

Definition at line 118 of file TQpSolverBase.cxx.

◆ SteveStart()

void TQpSolverBase::SteveStart	(	TQpProbBase *	formulation,
		TQpVar *	iterate,
		TQpDataBase *	prob,
		TQpResidual *	resid,
		TQpVar *	step
	)

virtual

Starting point algoritm according to Stephen Wright.

Definition at line 154 of file TQpSolverBase.cxx.

Member Data Documentation

◆ fArtol

Double_t TQpSolverBase::fArtol

protected

Definition at line 81 of file TQpSolverBase.h.

◆ fDnorm

Double_t TQpSolverBase::fDnorm

protected

Definition at line 78 of file TQpSolverBase.h.

◆ fGamma_a

Double_t TQpSolverBase::fGamma_a

protected

Definition at line 84 of file TQpSolverBase.h.

◆ fGamma_f

Double_t TQpSolverBase::fGamma_f

protected

Definition at line 83 of file TQpSolverBase.h.

◆ fIter

Int_t TQpSolverBase::fIter

Definition at line 97 of file TQpSolverBase.h.

◆ fMaxit

Int_t TQpSolverBase::fMaxit

protected

Definition at line 87 of file TQpSolverBase.h.

◆ fMu_history

Double_t* TQpSolverBase::fMu_history

protected

Definition at line 89 of file TQpSolverBase.h.

◆ fMutol

Double_t TQpSolverBase::fMutol

protected

Definition at line 80 of file TQpSolverBase.h.

◆ fPhi

Double_t TQpSolverBase::fPhi

protected

Definition at line 85 of file TQpSolverBase.h.

◆ fPhi_history

Double_t* TQpSolverBase::fPhi_history

protected

Definition at line 91 of file TQpSolverBase.h.

◆ fPhi_min_history

Double_t* TQpSolverBase::fPhi_min_history

protected

Definition at line 93 of file TQpSolverBase.h.

◆ fRnorm_history

Double_t* TQpSolverBase::fRnorm_history

protected

Definition at line 90 of file TQpSolverBase.h.

◆ fSys

TQpLinSolverBase* TQpSolverBase::fSys

protected

Definition at line 76 of file TQpSolverBase.h.

Libraries for TQpSolverBase:

[legend]

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

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

Public Member Functions

Public Attributes

Protected Attributes

Constructor & Destructor Documentation

◆ TQpSolverBase() [1/2]

◆ TQpSolverBase() [2/2]

◆ ~TQpSolverBase()

Member Function Documentation

◆ DataNorm()

◆ DefMonitor()

◆ DefStart()

◆ DefStatus()

◆ DoMonitor()

◆ DoStatus()

◆ DumbStart()

◆ FinalStepLength()

◆ GetArTol()

◆ GetLinearSystem()

◆ GetMuTol()

◆ operator=()

◆ SetArTol()

◆ SetMuTol()

◆ Solve()

◆ Start()

◆ SteveStart()

Member Data Documentation

◆ fArtol

◆ fDnorm

◆ fGamma_a

◆ fGamma_f

◆ fIter

◆ fMaxit

◆ fMu_history

◆ fMutol

◆ fPhi

◆ fPhi_history

◆ fPhi_min_history

◆ fRnorm_history

◆ fSys