overhauled physics engine
This commit is contained in:
Dynamitos
Vendored
+269
@@ -0,0 +1,269 @@
|
||||
/* -------------------------------------------------------------
|
||||
|
||||
This file is a component of SDPA
|
||||
Copyright (C) 2004-2013 SDPA Project
|
||||
|
||||
This program is free software; you can redistribute it and/or modify
|
||||
it under the terms of the GNU General Public License as published by
|
||||
the Free Software Foundation; either version 2 of the License, or
|
||||
(at your option) any later version.
|
||||
|
||||
This program is distributed in the hope that it will be useful,
|
||||
but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
GNU General Public License for more details.
|
||||
|
||||
You should have received a copy of the GNU General Public License
|
||||
along with this program; if not, write to the Free Software
|
||||
Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
|
||||
|
||||
------------------------------------------------------------- */
|
||||
|
||||
#ifndef __sdpa_parts_h__
|
||||
#define __sdpa_parts_h__
|
||||
|
||||
#include "sdpa_include.h"
|
||||
#include "sdpa_dataset.h"
|
||||
|
||||
namespace sdpa {
|
||||
|
||||
class Newton;
|
||||
|
||||
class Solutions;
|
||||
class InputData;
|
||||
class Residuals;
|
||||
|
||||
class ComputeTime;
|
||||
class Parameter;
|
||||
class StepLength;
|
||||
class DirectionParameter;
|
||||
class Switch;
|
||||
class RatioInitResCurrentRes;
|
||||
class SolveInfo;
|
||||
class Phase;
|
||||
class AverageComplementarity;
|
||||
|
||||
|
||||
class ComputeTime
|
||||
{
|
||||
public:
|
||||
double Predictor;
|
||||
double Corrector;
|
||||
double StepPredictor;
|
||||
double StepCorrector;
|
||||
double xMatTime;
|
||||
double zMatTime;
|
||||
double invzMatTime;
|
||||
double xMatzMatTime;
|
||||
double EigxMatTime;
|
||||
double EigzMatTime;
|
||||
double EigxMatzMatTime;
|
||||
double makerMat;
|
||||
double makebMat;
|
||||
double B_DIAG;
|
||||
double B_F1;
|
||||
double B_F2;
|
||||
double B_F3;
|
||||
double B_PRE;
|
||||
double makebMatgVec;
|
||||
double choleskybMat;
|
||||
double solve;
|
||||
double sumDz;
|
||||
double makedX;
|
||||
double symmetriseDx;
|
||||
double makedXdZ;
|
||||
double updateRes;
|
||||
double MainLoop;
|
||||
double FileRead;
|
||||
double FileCheck;
|
||||
double FileChange;
|
||||
double TotalTime;
|
||||
ComputeTime();
|
||||
~ComputeTime();
|
||||
void display(FILE* fpout=stdout);
|
||||
};
|
||||
|
||||
class Parameter
|
||||
{
|
||||
public:
|
||||
enum parameterType {PARAMETER_DEFAULT,
|
||||
PARAMETER_UNSTABLE_BUT_FAST,
|
||||
PARAMETER_STABLE_BUT_SLOW};
|
||||
int maxIteration;
|
||||
double epsilonStar;
|
||||
double lambdaStar;
|
||||
double omegaStar;
|
||||
double lowerBound;
|
||||
double upperBound;
|
||||
double betaStar;
|
||||
double betaBar;
|
||||
double gammaStar;
|
||||
double epsilonDash;
|
||||
#define PRINT_DEFAULT_LENGTH 30
|
||||
static char xPRINT_DEFAULT[PRINT_DEFAULT_LENGTH];
|
||||
static char XPRINT_DEFAULT[PRINT_DEFAULT_LENGTH];
|
||||
static char YPRINT_DEFAULT[PRINT_DEFAULT_LENGTH];
|
||||
static char infPRINT_DEFAULT[PRINT_DEFAULT_LENGTH];
|
||||
char xPrint[PRINT_DEFAULT_LENGTH];
|
||||
char XPrint[PRINT_DEFAULT_LENGTH];
|
||||
char YPrint[PRINT_DEFAULT_LENGTH];
|
||||
char infPrint[PRINT_DEFAULT_LENGTH];
|
||||
Parameter();
|
||||
Parameter(FILE* parameterFile);
|
||||
~Parameter();
|
||||
void setDefaultParameter(parameterType type
|
||||
= PARAMETER_DEFAULT);
|
||||
void readFile(FILE* parameterFile);
|
||||
void display(FILE* fpout=stdout, char* printFormat=infPRINT_DEFAULT);
|
||||
};
|
||||
|
||||
class StepLength
|
||||
{
|
||||
public:
|
||||
|
||||
double primal;
|
||||
double dual;
|
||||
StepLength();
|
||||
StepLength(double alphaP, double alphaD, int nBlock,
|
||||
int* blockStruct);
|
||||
~StepLength();
|
||||
void initialize(double alphaP, double alphaD);
|
||||
void finalize();
|
||||
|
||||
static double minBlockVector(BlockVector& aVec);
|
||||
|
||||
void computeStepLength(Solutions& currentPt,
|
||||
ComputeTime& com);
|
||||
void MehrotraPredictor(InputData& inputData,
|
||||
Solutions& currentPt,
|
||||
Phase& phase,
|
||||
Switch& reduction,
|
||||
AverageComplementarity& mu,
|
||||
RatioInitResCurrentRes& theta,
|
||||
Parameter& param,
|
||||
ComputeTime& com);
|
||||
void Centering(Solutions& currentPt,
|
||||
Parameter& param,
|
||||
ComputeTime& com);
|
||||
void display(FILE* fpout = stdout);
|
||||
};
|
||||
|
||||
class DirectionParameter
|
||||
{
|
||||
public:
|
||||
double value;
|
||||
DirectionParameter(double betaStar=0.0);
|
||||
~DirectionParameter();
|
||||
void initialize(double betaStar=0.0);
|
||||
|
||||
void Predictor(Phase& phase, Switch& reduction,
|
||||
Parameter& param);
|
||||
void Centering();
|
||||
void MehrotraCorrector(Phase& phase, StepLength& alpha,
|
||||
Solutions& currentPt,
|
||||
AverageComplementarity& mu,
|
||||
Parameter& param);
|
||||
void display(FILE* fpout = stdout);
|
||||
};
|
||||
|
||||
class Switch
|
||||
{
|
||||
public:
|
||||
enum SwitchType {CENTERING,AFFINE}; // {ON,OFF}
|
||||
SwitchType switchType;
|
||||
|
||||
Switch(SwitchType switchType=CENTERING);
|
||||
~Switch();
|
||||
void initialize(SwitchType switchType=CENTERING);
|
||||
|
||||
void MehrotraPredictor(Phase& phase);
|
||||
void display(FILE* fpout = stdout);
|
||||
|
||||
};
|
||||
|
||||
class AverageComplementarity
|
||||
{
|
||||
public:
|
||||
double initial;
|
||||
double current;
|
||||
AverageComplementarity(double lambdaStar = 0.0);
|
||||
~AverageComplementarity();
|
||||
void initialize(double lambdaStar = 0.0);
|
||||
void update(Solutions& currentPt);
|
||||
void display(FILE* fpout = stdout);
|
||||
};
|
||||
|
||||
class RatioInitResCurrentRes
|
||||
{
|
||||
public:
|
||||
double primal;
|
||||
double dual;
|
||||
|
||||
RatioInitResCurrentRes();
|
||||
~RatioInitResCurrentRes();
|
||||
|
||||
void initialize(Parameter& param, Residuals& currentRes);
|
||||
|
||||
void update(Switch& reduction, StepLength& alpha);
|
||||
void update_exact(Residuals& currentRes, Parameter& param);
|
||||
void display(FILE* fpout = stdout);
|
||||
};
|
||||
|
||||
class SolveInfo
|
||||
{
|
||||
public:
|
||||
enum phaseType { noINFO,pFEAS,dFEAS,pdFEAS,pdINF,pFEAS_dINF,
|
||||
pINF_dFEAS,pdOPT,pUNBD,dUNBD};
|
||||
|
||||
double rho;
|
||||
double etaPrimal;
|
||||
double etaDual;
|
||||
double objValPrimal;
|
||||
double objValDual;
|
||||
|
||||
SolveInfo();
|
||||
SolveInfo(InputData& inputData, Solutions& currentPt,
|
||||
double mu0, double omegaStar);
|
||||
~SolveInfo();
|
||||
|
||||
void initialize(InputData& inputData, Solutions& currentPt,
|
||||
double mu0, double omegaStar);
|
||||
|
||||
void update(InputData& inputData,
|
||||
Solutions& currentPt,
|
||||
Residuals& currentRes,
|
||||
AverageComplementarity& mu,
|
||||
RatioInitResCurrentRes& theta,
|
||||
Parameter& param);
|
||||
// check mu, gap, feasibility 2007/09/13
|
||||
void check(InputData& inputData,
|
||||
Solutions& currentPt,
|
||||
Residuals& currentRes,
|
||||
AverageComplementarity& mu,
|
||||
RatioInitResCurrentRes& theta,
|
||||
Parameter& param);
|
||||
void display(FILE* fpout = stdout);
|
||||
};
|
||||
|
||||
class Phase
|
||||
{
|
||||
public:
|
||||
int nDim;
|
||||
SolveInfo::phaseType value;
|
||||
|
||||
Phase();
|
||||
~Phase();
|
||||
|
||||
bool initialize(Residuals& currentRes,
|
||||
SolveInfo& solveInfo,
|
||||
Parameter& param, int nDim);
|
||||
bool updateCheck(Residuals& currentRes,
|
||||
SolveInfo& solveInfo,
|
||||
Parameter& param);
|
||||
void reverse();
|
||||
void display(FILE* fpout = stdout);
|
||||
};
|
||||
|
||||
} // end of namespace 'sdpa'
|
||||
|
||||
#endif // __sdpa_parts_h__
|
||||
Reference in New Issue
Block a user