quadrilateralcowboy/idlib/math/Lcp.h
2020-06-12 14:06:25 -07:00

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3 KiB
C++

/*
===========================================================================
Doom 3 GPL Source Code
Copyright (C) 1999-2011 id Software LLC, a ZeniMax Media company.
This file is part of the Doom 3 GPL Source Code (?Doom 3 Source Code?).
Doom 3 Source Code 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 3 of the License, or
(at your option) any later version.
Doom 3 Source Code 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 Doom 3 Source Code. If not, see <http://www.gnu.org/licenses/>.
In addition, the Doom 3 Source Code is also subject to certain additional terms. You should have received a copy of these additional terms immediately following the terms and conditions of the GNU General Public License which accompanied the Doom 3 Source Code. If not, please request a copy in writing from id Software at the address below.
If you have questions concerning this license or the applicable additional terms, you may contact in writing id Software LLC, c/o ZeniMax Media Inc., Suite 120, Rockville, Maryland 20850 USA.
===========================================================================
*/
#ifndef __MATH_LCP_H__
#define __MATH_LCP_H__
/*
===============================================================================
Box Constrained Mixed Linear Complementarity Problem solver
A is a matrix of dimension n*n and x, b, lo, hi are vectors of dimension n
Solve: Ax = b + t, where t is a vector of dimension n, with
complementarity condition: (x[i] - lo[i]) * (x[i] - hi[i]) * t[i] = 0
such that for each 0 <= i < n one of the following holds:
1. lo[i] < x[i] < hi[i], t[i] == 0
2. x[i] == lo[i], t[i] >= 0
3. x[i] == hi[i], t[i] <= 0
Partly bounded or unbounded variables can have lo[i] and/or hi[i]
set to negative/positive idMath::INFITITY respectively.
If boxIndex != NULL and boxIndex[i] != -1 then
lo[i] = - fabs( lo[i] * x[boxIndex[i]] )
hi[i] = fabs( hi[i] * x[boxIndex[i]] )
boxIndex[boxIndex[i]] must be -1
Before calculating any of the bounded x[i] with boxIndex[i] != -1 the
solver calculates all unbounded x[i] and all x[i] with boxIndex[i] == -1.
===============================================================================
*/
class idLCP {
public:
static idLCP * AllocSquare( void ); // A must be a square matrix
static idLCP * AllocSymmetric( void ); // A must be a symmetric matrix
virtual ~idLCP( void );
virtual bool Solve( const idMatX &A, idVecX &x, const idVecX &b, const idVecX &lo, const idVecX &hi, const int *boxIndex = NULL ) = 0;
virtual void SetMaxIterations( int max );
virtual int GetMaxIterations( void );
protected:
int maxIterations;
};
#endif /* !__MATH_LCP_H__ */