doom3-bfg/neo/idlib/math/Lcp.h
2012-11-26 12:58:24 -06:00

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3.1 KiB
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/*
===========================================================================
Doom 3 BFG Edition GPL Source Code
Copyright (C) 1993-2012 id Software LLC, a ZeniMax Media company.
This file is part of the Doom 3 BFG Edition GPL Source Code ("Doom 3 BFG Edition Source Code").
Doom 3 BFG Edition 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 BFG Edition 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 BFG Edition Source Code. If not, see <http://www.gnu.org/licenses/>.
In addition, the Doom 3 BFG Edition 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 BFG Edition 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__
/*
================================================
The *LCP* class, idLCP, is a 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:
lo[i] < x[i] < hi[i], t[i] == 0
x[i] == lo[i], t[i] >= 0
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(); // 'A' must be a square matrix
static idLCP * AllocSymmetric(); // 'A' must be a symmetric matrix
virtual ~idLCP();
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();
static void Test_f( const idCmdArgs &args );
protected:
int maxIterations;
};
#endif // !__MATH_LCP_H__