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GondzioSolver Class Reference
[QpSolvers]

#include <GondzioSolver.h>

Inheritance diagram for GondzioSolver:

List of all members.

Public Methods
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
Variables *	corrector_step
Variables *	step
Residuals *	corrector_resid

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Detailed Description

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

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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.

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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

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

• GondzioSolver.h

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