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MehrotraSolver Class Reference
[QpSolvers]

#include <MehrotraSolver.h>

Inheritance diagram for MehrotraSolver:

Solver List of all members.

Public Member Functions

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

Protected Attributes

ProblemFormulationfactory
int printlevel
double tsig
Variablesstep

Detailed Description

Derived class of Solver implementing the original Mehrotra predictor-corrector algorithm


Member Function Documentation

virtual void MehrotraSolver::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 int MehrotraSolver::solve Data prob,
Variables iterate,
Residuals resids
[virtual]
 

implements the interior-point method for solving the QP

Implements Solver.


Member Data Documentation

int MehrotraSolver::printlevel [protected]
 

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

Variables* MehrotraSolver::step [protected]
 

storage for step vectors

double MehrotraSolver::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