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HuberVars.h

/* OOQP                                                               *
 * Authors: E. Michael Gertz, Stephen J. Wright                       *
 * (C) 2001 University of Chicago. See Copyright Notification in OOQP */

#ifndef HuberVARS_H
#define HuberVARS_H

#include "SimpleVectorHandle.h"
#include "Variables.h"

class HuberVars : public Variables
{
public:

  int nobservations;

  int npredictors;

  SimpleVectorHandle beta, t, gamma1, gamma2, lambda1, lambda2;

  HuberVars(int nobservations_in, int npredictors_in);

  HuberVars(int nobservations_in, int npredictors_in,
            double * beta, double * t,
            double * lambda1, double * lambda2,
            double * gamma1,  double * gamma2 );
    
  virtual ~HuberVars();

  virtual void saxpy( Variables *b, double alpha );
  virtual void negate();

  virtual double mu();
  virtual double mustep(Variables *step, double alpha);

  virtual double stepbound( Variables *b );
  virtual double findBlocking( Variables * step, 
                               double & primalValue,
                               double & primalStep,
                               double & dualValue,
                               double & dualStep,
                               int& firstOrSecond );

  virtual void interiorPoint( double alpha, double beta );

  virtual void print();

  virtual void printBeta();

  virtual void copy(Variables *b);

  virtual void shiftBoundVariables( double alpha, double beta );
  virtual double violation();
  virtual double onenorm();
  virtual double infnorm();
};

#endif

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