#include <ClpPredictorCorrector.hpp>
Inheritance diagram for ClpPredictorCorrector:
Public Member Functions | |
Description of algorithm | |
int | solve () |
Primal Dual Predictor Corrector algorithm. | |
Functions used in algorithm | |
double | findStepLength (int phase) |
findStepLength. | |
double | findDirectionVector (const int phase) |
findDirectionVector. | |
int | createSolution () |
createSolution. Creates solution from scratch (- code if no memory) | |
double | complementarityGap (int &numberComplementarityPairs, int &numberComplementarityItems, const int phase) |
complementarityGap. Computes gap | |
void | setupForSolve (const int phase) |
setupForSolve. | |
void | solveSystem (double *region1, double *region2, const double *region1In, const double *region2In, const double *saveRegion1, const double *saveRegion2, bool gentleRefine) |
Does solve. | |
bool | checkGoodMove (const bool doCorrector, double &bestNextGap, bool allowIncreasingGap) |
sees if looks plausible change in complementarity | |
bool | checkGoodMove2 (double move, double &bestNextGap, bool allowIncreasingGap) |
: checks for one step size | |
int | updateSolution (double nextGap) |
updateSolution. Updates solution at end of iteration | |
double | affineProduct () |
Save info on products of affine deltaT*deltaW and deltaS*deltaZ. | |
void | debugMove (int phase, double primalStep, double dualStep) |
See exactly what would happen given current deltas. |
It is rather basic as Interior point is not my speciality
It inherits from ClpInterior. It has no data of its own and is never created - only cast from a ClpInterior object at algorithm time.
Definition at line 24 of file ClpPredictorCorrector.hpp.
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Primal Dual Predictor Corrector algorithm. Method Big TODO |
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findStepLength.
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findDirectionVector.
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createSolution. Creates solution from scratch (- code if no memory)
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complementarityGap. Computes gap
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setupForSolve.
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Does solve. region1 is for deltaX (columns+rows), region2 for deltaPi (rows) |
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sees if looks plausible change in complementarity
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: checks for one step size
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updateSolution. Updates solution at end of iteration
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Save info on products of affine deltaT*deltaW and deltaS*deltaZ.
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See exactly what would happen given current deltas.
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