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ClpPredictorCorrector Class Reference

This solves LPs using the predictor-corrector method due to Mehrotra. More...

#include <ClpPredictorCorrector.hpp>

Inheritance diagram for ClpPredictorCorrector:

ClpInterior ClpModel List of all members.

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.

Detailed Description

This solves LPs using the predictor-corrector method due to Mehrotra.

It also uses multiple centrality corrections as in Gondzio.

See; S. Mehrotra, "On the implementation of a primal-dual interior point method", SIAM Journal on optimization, 2 (1992) J. Gondzio, "Multiple centraility corrections in a primal-dual method for linear programming", Computational Optimization and Applications",6 (1996)

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.

It can also solve QPs

Definition at line 36 of file ClpPredictorCorrector.hpp.


Member Function Documentation

int ClpPredictorCorrector::solve  ) 
 

Primal Dual Predictor Corrector algorithm.

Method

Big TODO

double ClpPredictorCorrector::findStepLength int  phase  ) 
 

findStepLength.

double ClpPredictorCorrector::findDirectionVector const int  phase  ) 
 

findDirectionVector.

int ClpPredictorCorrector::createSolution  ) 
 

createSolution. Creates solution from scratch (- code if no memory)

double ClpPredictorCorrector::complementarityGap int &  numberComplementarityPairs,
int &  numberComplementarityItems,
const int  phase
 

complementarityGap. Computes gap

void ClpPredictorCorrector::setupForSolve const int  phase  ) 
 

setupForSolve.

void ClpPredictorCorrector::solveSystem double *  region1,
double *  region2,
const double *  region1In,
const double *  region2In,
const double *  saveRegion1,
const double *  saveRegion2,
bool  gentleRefine
 

Does solve.

region1 is for deltaX (columns+rows), region2 for deltaPi (rows)

bool ClpPredictorCorrector::checkGoodMove const bool  doCorrector,
double &  bestNextGap,
bool  allowIncreasingGap
 

sees if looks plausible change in complementarity

bool ClpPredictorCorrector::checkGoodMove2 double  move,
double &  bestNextGap,
bool  allowIncreasingGap
 

: checks for one step size

int ClpPredictorCorrector::updateSolution double  nextGap  ) 
 

updateSolution. Updates solution at end of iteration

double ClpPredictorCorrector::affineProduct  ) 
 

Save info on products of affine deltaT*deltaW and deltaS*deltaZ.

void ClpPredictorCorrector::debugMove int  phase,
double  primalStep,
double  dualStep
 

See exactly what would happen given current deltas.


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