/usr/include/root/TQpResidual.h is in libroot-math-quadp-dev 5.34.19+dfsg-1.2.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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// Author: Eddy Offermann May 2004
/*************************************************************************
* Copyright (C) 1995-2000, Rene Brun and Fons Rademakers. *
* All rights reserved. *
* *
* For the licensing terms see $ROOTSYS/LICENSE. *
* For the list of contributors see $ROOTSYS/README/CREDITS. *
*************************************************************************/
/*************************************************************************
* Parts of this file are copied from the OOQP distribution and *
* are subject to the following license: *
* *
* COPYRIGHT 2001 UNIVERSITY OF CHICAGO *
* *
* The copyright holder hereby grants you royalty-free rights to use, *
* reproduce, prepare derivative works, and to redistribute this software*
* to others, provided that any changes are clearly documented. This *
* software was authored by: *
* *
* E. MICHAEL GERTZ gertz@mcs.anl.gov *
* Mathematics and Computer Science Division *
* Argonne National Laboratory *
* 9700 S. Cass Avenue *
* Argonne, IL 60439-4844 *
* *
* STEPHEN J. WRIGHT swright@cs.wisc.edu *
* Computer Sciences Department *
* University of Wisconsin *
* 1210 West Dayton Street *
* Madison, WI 53706 FAX: (608)262-9777 *
* *
* Any questions or comments may be directed to one of the authors. *
* *
* ARGONNE NATIONAL LABORATORY (ANL), WITH FACILITIES IN THE STATES OF *
* ILLINOIS AND IDAHO, IS OWNED BY THE UNITED STATES GOVERNMENT, AND *
* OPERATED BY THE UNIVERSITY OF CHICAGO UNDER PROVISION OF A CONTRACT *
* WITH THE DEPARTMENT OF ENERGY. *
*************************************************************************/
#ifndef ROOT_TQpResidual
#define ROOT_TQpResidual
#ifndef ROOT_TError
#include "TError.h"
#endif
#ifndef ROOT_TQpVar
#include "TQpVar.h"
#endif
#ifndef ROOT_TQpDataDens
#include "TQpDataDens.h"
#endif
#ifndef ROOT_TMatrixD
#include "TMatrixD.h"
#endif
///////////////////////////////////////////////////////////////////////////
// //
// Class containing the residuals of a QP when solved by an interior //
// point QP solver. In terms of our abstract QP formulation, these //
// residuals are rQ, rA, rC and r3. //
// //
///////////////////////////////////////////////////////////////////////////
class TQpResidual : public TObject
{
protected:
Double_t fResidualNorm; // The norm of the residuals, ommiting the complementariy conditions
Double_t fDualityGap; // A quantity that measures progress toward feasibility. In terms
// of the abstract problem formulation, this quantity is defined as
// x' * Q * x - b' * y + c' * x - d' * z
Int_t fNx;
Int_t fMy;
Int_t fMz;
Double_t fNxup;
Double_t fNxlo;
Double_t fMcup;
Double_t fMclo;
// these variables will be "Used" not copied
TVectorD fXupIndex;
TVectorD fXloIndex;
TVectorD fCupIndex;
TVectorD fCloIndex;
static void GondzioProjection(TVectorD &v,Double_t rmin,Double_t rmax);
public:
TVectorD fRQ;
TVectorD fRA;
TVectorD fRC;
TVectorD fRz;
TVectorD fRv;
TVectorD fRw;
TVectorD fRt;
TVectorD fRu;
TVectorD fRgamma;
TVectorD fRphi;
TVectorD fRlambda;
TVectorD fRpi;
TQpResidual();
TQpResidual(Int_t nx,Int_t my,Int_t mz,
TVectorD &ixlow,TVectorD &ixupp,TVectorD &iclow,TVectorD &icupp);
TQpResidual(const TQpResidual &another);
virtual ~TQpResidual() {}
Double_t GetResidualNorm() { return fResidualNorm; }
Double_t GetDualityGap () { return fDualityGap; };
void CalcResids (TQpDataBase *problem,TQpVar *vars);
// calculate residuals, their norms, and duality/
// complementarity gap, given a problem and variable set.
void Add_r3_xz_alpha (TQpVar *vars,Double_t alpha);
// Modify the "complementarity" component of the
// residuals, by adding the pairwise products of the
// complementary variables plus a constant alpha to this
// term.
void Set_r3_xz_alpha (TQpVar *vars,Double_t alpha);
// Set the "complementarity" component of the residuals
// to the pairwise products of the complementary variables
// plus a constant alpha
void Clear_r3 (); // set the complementarity component of the residuals
// to 0.
void Clear_r1r2 (); // set the noncomplementarity components of the residual
// (the terms arising from the linear equalities in the
// KKT conditions) to 0.
void Project_r3 (Double_t rmin,Double_t rmax);
// perform the projection operation required by Gondzio
// algorithm: replace each component r3_i of the
// complementarity component of the residuals by
// r3p_i-r3_i, where r3p_i is the projection of r3_i onto
// the box [rmin, rmax]. Then if the resulting value is
// less than -rmax, replace it by -rmax.
Bool_t ValidNonZeroPattern();
TQpResidual &operator= (const TQpResidual &source);
ClassDef(TQpResidual,1) // Qp Residual class
};
#endif
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