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MehrotraSolver Class Reference
[QpSolvers]

#include <MehrotraSolver.h>

Inheritance diagram for MehrotraSolver:

List of all members.

Public Methods
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
int	printlevel
double	tsig
Variables *	step

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Detailed Description

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

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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.

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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

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

• MehrotraSolver.h

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