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GondzioSolver Class Reference
[QpSolvers]

#include <GondzioSolver.h>

Inheritance diagram for GondzioSolver:

Solver List of all members.

Public Member Functions

 GondzioSolver (ProblemFormulation *of, Data *prob)
virtual int solve (Data *prob, Variables *iterate, Residuals *resid)
virtual void reset_parameters ()
virtual void defaultMonitor (Data *data, Variables *vars, Residuals *resids, double alpha, double sigma, int i, double mu, int status_code, int level)

Protected Attributes

int printlevel
double tsig
int maximum_correctors
int NumberGondzioCorrections
double StepFactor0
double StepFactor1
double AcceptTol
double beta_min
double beta_max
Variablescorrector_step
Variablesstep
Residualscorrector_resid
ProblemFormulationfactory

Detailed Description

Derived class of Solver implementing Gondzio-correction version of Mehrotra's original predictor-corrector algorithm.


Member Function Documentation

virtual void GondzioSolver::defaultMonitor Data data,
Variables vars,
Residuals resids,
double  alpha,
double  sigma,
int  i,
double  mu,
int  status_code,
int  level
[virtual]
 

default monitor: prints out one line of information on each interior-point iteration

Implements Solver.

virtual void GondzioSolver::reset_parameters  )  [inline, virtual]
 

reset parameters to their default values

virtual int GondzioSolver::solve Data prob,
Variables iterate,
Residuals resid
[virtual]
 

implements the interior-point method for solving the QP

Implements Solver.


Member Data Documentation

double GondzioSolver::AcceptTol [protected]
 

various parameters associated with Gondzio correction

double GondzioSolver::beta_max [protected]
 

various parameters associated with Gondzio correction

double GondzioSolver::beta_min [protected]
 

various parameters associated with Gondzio correction

Residuals* GondzioSolver::corrector_resid [protected]
 

storage for residual vectors

Variables* GondzioSolver::corrector_step [protected]
 

storage for step vectors

int GondzioSolver::maximum_correctors [protected]
 

maximum number of Gondzio corrector steps

int GondzioSolver::NumberGondzioCorrections [protected]
 

actual number of Gondzio corrections needed

int GondzioSolver::printlevel [protected]
 

parameter in range [0,100] determines verbosity. (Higher value => more verbose.)

Variables * GondzioSolver::step [protected]
 

storage for step vectors

double GondzioSolver::StepFactor0 [protected]
 

various parameters associated with Gondzio correction

double GondzioSolver::StepFactor1 [protected]
 

various parameters associated with Gondzio correction

double GondzioSolver::tsig [protected]
 

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


The documentation for this class was generated from the following file:
Generated on Wed Mar 22 13:58:34 2006 for OOQP by doxygen 1.3.5