swh:1:snp:af87cd67498ef4fe47c76ed3e7caffe5b61facaf
Tip revision: 28c628ca366b5ef9cd9b60463408784b2b037a0e authored by Unknown Author on 28 June 2007, 19:52:47 UTC
This commit was manufactured by cvs2svn to create tag 'v5-16-00'.
This commit was manufactured by cvs2svn to create tag 'v5-16-00'.
Tip revision: 28c628c
TQpDataBase.h
// @(#)root/quadp:$Name: $:$Id: TQpDataBase.h,v 1.5 2006/06/03 05:42:18 brun Exp $
// 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_TQpDataBase
#define ROOT_TQpDataBase
#ifndef ROOT_TError
#include "TError.h"
#endif
#ifndef ROOT_TQpVar
#include "TQpVar.h"
#endif
#ifndef ROOT_TMatrixD
#include "TMatrixD.h"
#endif
//////////////////////////////////////////////////////////////////////////
// //
// TQpDataBase //
// //
// Data for the general QP formulation //
// //
//////////////////////////////////////////////////////////////////////////
class TQpDataBase : public TObject
{
protected:
// as part of setting up a random test problem, generate a random
// set of upper, lower, and two-sided bounds
static void RandomlyChooseBoundedVariables(TVectorD &x,TVectorD &dualx,TVectorD &blx,TVectorD &ixlow,
TVectorD &bux,TVectorD &ixupp,Double_t &ix,Double_t percentLowerOnly,
Double_t percentUpperOnly,Double_t percentBound);
public:
Int_t fNx;
Int_t fMy;
Int_t fMz;
TVectorD fG; // linear part of Objective function
TVectorD fBa; // vector of equality constraint
TVectorD fXupBound; // Bounds on variables
TVectorD fXupIndex;
TVectorD fXloBound;
TVectorD fXloIndex;
TVectorD fCupBound; // Inequality constraints
TVectorD fCupIndex;
TVectorD fCloBound;
TVectorD fCloIndex;
TQpDataBase();
TQpDataBase(Int_t nx,Int_t my,Int_t mz);
TQpDataBase(const TQpDataBase &another);
virtual ~TQpDataBase() {}
virtual void PutQIntoAt(TMatrixDBase &M,Int_t row,Int_t col) = 0;
virtual void PutAIntoAt(TMatrixDBase &M,Int_t row,Int_t col) = 0;
virtual void PutCIntoAt(TMatrixDBase &M,Int_t row,Int_t col) = 0;
virtual void Qmult (Double_t beta,TVectorD& y,Double_t alpha,const TVectorD& x) = 0;
virtual void Amult (Double_t beta,TVectorD& y,Double_t alpha,const TVectorD& x) = 0;
virtual void Cmult (Double_t beta,TVectorD& y,Double_t alpha,const TVectorD& x) = 0;
virtual void ATransmult(Double_t beta,TVectorD& y,Double_t alpha,const TVectorD& x) = 0;
virtual void CTransmult(Double_t beta,TVectorD& y,Double_t alpha,const TVectorD& x) = 0;
virtual void GetDiagonalOfQ(TVectorD &dQ) = 0;
virtual TVectorD &GetG () { return fG; }
virtual TVectorD &GetBa () { return fBa; }
virtual TVectorD &GetXupperBound () { return fXupBound; }
virtual TVectorD &GetiXupperBound() { return fXupIndex; }
virtual TVectorD &GetXlowerBound () { return fXloBound; }
virtual TVectorD &GetiXlowerBound() { return fXloIndex; }
virtual TVectorD &GetSupperBound () { return fCupBound; }
virtual TVectorD &GetiSupperBound() { return fCupIndex; }
virtual TVectorD &GetSlowerBound () { return fCloBound; }
virtual TVectorD &GetiSlowerBound() { return fCloIndex; }
virtual Double_t DataNorm () = 0;
virtual void DataRandom (TVectorD &x,TVectorD &y,TVectorD &z,TVectorD &s) = 0;
virtual Double_t ObjectiveValue(TQpVar *vars) = 0;
TQpDataBase &operator= (const TQpDataBase &source);
ClassDef(TQpDataBase,1) // Qp Base Data class
};
#endif