ROOT 6.13/01 Reference Guide |
Public Types | |
enum | EVarBlock { kno_block, kt_block, klambda_block, ku_block, kpi_block, kv_block, kgamma_block, kw_block, kphi_block } |
Public Member Functions | |
TQpVar () | |
Default constructor. More... | |
TQpVar (TVectorD &x_in, TVectorD &s_in, TVectorD &y_in, TVectorD &z_in, TVectorD &v_in, TVectorD &gamma_in, TVectorD &w_in, TVectorD &phi_in, TVectorD &t_in, TVectorD &lambda_in, TVectorD &u_in, TVectorD &pi_in, TVectorD &ixlow_in, TVectorD &ixupp_in, TVectorD &iclow_in, TVectorD &icupp_in) | |
Constructor. More... | |
TQpVar (Int_t nx, Int_t my, Int_t mz, TVectorD &ixlow, TVectorD &ixupp, TVectorD &iclow, TVectorD &icupp) | |
Constructor. More... | |
TQpVar (const TQpVar &another) | |
Copy constructor. More... | |
virtual | ~TQpVar () |
virtual Double_t | FindBlocking (TQpVar *step, Double_t &primalValue, Double_t &primalStep, Double_t &dualValue, Double_t &dualStep, Int_t &firstOrSecond) |
Performs the same function as StepBound, and supplies additional information about which component of the nonnegative variables is responsible for restricting alpha. More... | |
virtual Double_t | GetMu () |
compute complementarity gap, obtained by taking the inner product of the complementary vectors and dividing by the total number of components computes mu = (t'lambda +u'pi + v'gamma + w'phi)/(mclow+mcupp+nxlow+nxupp) More... | |
virtual void | InteriorPoint (Double_t alpha, Double_t beta) |
Sets components of (u,t,v,w) to alpha and of (lambda,pi,phi,gamma) to beta. More... | |
virtual Bool_t | IsInteriorPoint () |
Is the current position an interior point ? More... | |
virtual Double_t | MuStep (TQpVar *step, Double_t alpha) |
Compute the complementarity gap resulting from a step of length "alpha" along direction "step". More... | |
virtual void | Negate () |
Perform a "negate" operation on all data vectors : x = -x. More... | |
virtual Double_t | Norm1 () |
Return the sum of the vector-norm1's. More... | |
virtual Double_t | NormInf () |
Return the sum of the vector-normInf's. More... | |
TQpVar & | operator= (const TQpVar &source) |
Assignment operator. More... | |
virtual void | Print (Option_t *option="") const |
Print class members. More... | |
virtual void | Saxpy (TQpVar *b, Double_t alpha) |
Perform a "saxpy" operation on all data vectors : x += alpha*y. More... | |
virtual void | ShiftBoundVariables (Double_t alpha, Double_t beta) |
Add alpha to components of (u,t,v,w) and beta to components of (lambda,pi,phi,gamma) More... | |
virtual Double_t | StepBound (TQpVar *b) |
calculate the largest alpha in (0,1] such that the/ nonnegative variables stay nonnegative in the given search direction. More... | |
virtual Bool_t | ValidNonZeroPattern () |
Check that the variables conform to the non-zero indices. More... | |
virtual Double_t | Violation () |
The amount by which the current variables violate the non-negativity constraints. More... | |
Public Attributes | |
TVectorD | fGamma |
TVectorD | fLambda |
Int_t | fNComplementaryVariables |
TVectorD | fPhi |
TVectorD | fPi |
TVectorD | fS |
TVectorD | fT |
TVectorD | fU |
TVectorD | fV |
TVectorD | fW |
TVectorD | fX |
TVectorD | fY |
TVectorD | fZ |
Static Protected Member Functions | |
static Double_t | FindBlocking (TVectorD &w, TVectorD &wstep, TVectorD &u, TVectorD &ustep, Double_t maxStep, Double_t &w_elt, Double_t &wstep_elt, Double_t &u_elt, Double_t &ustep_elt, int &first_or_second) |
See other FindBlocking function. More... | |
static Double_t | FindBlockingSub (Int_t n, Double_t *w, Int_t incw, Double_t *wstep, Int_t incwstep, Double_t *u, Int_t incu, Double_t *ustep, Int_t incustep, Double_t maxStep, Double_t &w_elt, Double_t &wstep_elt, Double_t &u_elt, Double_t &ustep_elt, Int_t &first_or_second) |
See FindBlocking function. More... | |
static Double_t | StepBound (TVectorD &v, TVectorD &dir, Double_t maxStep) |
Find the maximum stepsize of v in direction dir before violating the nonnegativity constraints. More... | |
Protected Attributes | |
TVectorD | fCloIndex |
TVectorD | fCupIndex |
Int_t | fMclo |
Int_t | fMcup |
Int_t | fMy |
Int_t | fMz |
Int_t | fNx |
Int_t | fNxlo |
Int_t | fNxup |
TVectorD | fXloIndex |
TVectorD | fXupIndex |
#include <TQpVar.h>
enum TQpVar::EVarBlock |
TQpVar::TQpVar | ( | ) |
Default constructor.
Definition at line 58 of file TQpVar.cxx.
TQpVar::TQpVar | ( | TVectorD & | x_in, |
TVectorD & | s_in, | ||
TVectorD & | y_in, | ||
TVectorD & | z_in, | ||
TVectorD & | v_in, | ||
TVectorD & | gamma_in, | ||
TVectorD & | w_in, | ||
TVectorD & | phi_in, | ||
TVectorD & | t_in, | ||
TVectorD & | lambda_in, | ||
TVectorD & | u_in, | ||
TVectorD & | pi_in, | ||
TVectorD & | ixlow_in, | ||
TVectorD & | ixupp_in, | ||
TVectorD & | iclow_in, | ||
TVectorD & | icupp_in | ||
) |
Constructor.
Definition at line 74 of file TQpVar.cxx.
TQpVar::TQpVar | ( | Int_t | nx, |
Int_t | my, | ||
Int_t | mz, | ||
TVectorD & | ixlow, | ||
TVectorD & | ixupp, | ||
TVectorD & | iclow, | ||
TVectorD & | icupp | ||
) |
Constructor.
Definition at line 129 of file TQpVar.cxx.
TQpVar::TQpVar | ( | const TQpVar & | another | ) |
Copy constructor.
Definition at line 180 of file TQpVar.cxx.
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staticprotected |
See other FindBlocking function.
Definition at line 445 of file TQpVar.cxx.
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Performs the same function as StepBound, and supplies additional information about which component of the nonnegative variables is responsible for restricting alpha.
In terms of the abstract formulation, the components have the following meanings :
primalValue : the value of the blocking component of the primal variables (u,t,v,w). primalStep : the corresponding value of the blocking component of the primal step variables (b->u,b->t,b->v,b->w) dualValue : the value of the blocking component of the dual variables/ (lambda,pi,phi,gamma). dualStep : the corresponding value of the blocking component of the dual step variables (b->lambda,b->pi,b->phi,b->gamma) firstOrSecond : 1 if the primal step is blocking, 2 if the dual step is block, 0 if no step is blocking.
Definition at line 413 of file TQpVar.cxx.
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See FindBlocking function.
Definition at line 464 of file TQpVar.cxx.
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compute complementarity gap, obtained by taking the inner product of the complementary vectors and dividing by the total number of components computes mu = (t'lambda +u'pi + v'gamma + w'phi)/(mclow+mcupp+nxlow+nxupp)
Definition at line 191 of file TQpVar.cxx.
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Sets components of (u,t,v,w) to alpha and of (lambda,pi,phi,gamma) to beta.
Definition at line 533 of file TQpVar.cxx.
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Is the current position an interior point ?
Definition at line 374 of file TQpVar.cxx.
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Compute the complementarity gap resulting from a step of length "alpha" along direction "step".
Definition at line 210 of file TQpVar.cxx.
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Perform a "negate" operation on all data vectors : x = -x.
Definition at line 271 of file TQpVar.cxx.
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Return the sum of the vector-norm1's.
Definition at line 675 of file TQpVar.cxx.
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Return the sum of the vector-normInf's.
Definition at line 699 of file TQpVar.cxx.
Assignment operator.
Definition at line 771 of file TQpVar.cxx.
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Print class members.
Definition at line 638 of file TQpVar.cxx.
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Perform a "saxpy" operation on all data vectors : x += alpha*y.
Definition at line 231 of file TQpVar.cxx.
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Add alpha to components of (u,t,v,w) and beta to components of (lambda,pi,phi,gamma)
Definition at line 614 of file TQpVar.cxx.
Find the maximum stepsize of v in direction dir before violating the nonnegativity constraints.
Definition at line 347 of file TQpVar.cxx.
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calculate the largest alpha in (0,1] such that the/ nonnegative variables stay nonnegative in the given search direction.
In the general QP problem formulation this is the largest value of alpha such that (t,u,v,w,lambda,pi,phi,gamma) + alpha * (b->t,b->u,b->v,b->w,b->lambda,b->pi, b->phi,b->gamma) >= 0.
Definition at line 303 of file TQpVar.cxx.
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Check that the variables conform to the non-zero indices.
Definition at line 739 of file TQpVar.cxx.
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The amount by which the current variables violate the non-negativity constraints.
Definition at line 573 of file TQpVar.cxx.