51 lines
1.5 KiB
C++
51 lines
1.5 KiB
C++
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#ifndef __MATH_LCP_H__
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#define __MATH_LCP_H__
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/*
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===============================================================================
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Box Constrained Mixed Linear Complementarity Problem solver
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A is a matrix of dimension n*n and x, b, lo, hi are vectors of dimension n
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Solve: Ax = b + t, where t is a vector of dimension n, with
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complementarity condition: (x[i] - lo[i]) * (x[i] - hi[i]) * t[i] = 0
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such that for each 0 <= i < n one of the following holds:
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1. lo[i] < x[i] < hi[i], t[i] == 0
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2. x[i] == lo[i], t[i] >= 0
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3. x[i] == hi[i], t[i] <= 0
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Partly bounded or unbounded variables can have lo[i] and/or hi[i]
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set to negative/positive idMath::INFITITY respectively.
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If boxIndex != NULL and boxIndex[i] != -1 then
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lo[i] = - fabs( lo[i] * x[boxIndex[i]] )
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hi[i] = fabs( hi[i] * x[boxIndex[i]] )
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boxIndex[boxIndex[i]] must be -1
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Before calculating any of the bounded x[i] with boxIndex[i] != -1 the
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solver calculates all unbounded x[i] and all x[i] with boxIndex[i] == -1.
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===============================================================================
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*/
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class idLCP {
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public:
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static idLCP * AllocSquare( void ); // A must be a square matrix
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static idLCP * AllocSymmetric( void ); // A must be a symmetric matrix
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virtual ~idLCP( void );
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virtual bool Solve( const idMatX &A, idVecX &x, const idVecX &b, const idVecX &lo, const idVecX &hi, const int *boxIndex = NULL ) = 0;
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virtual void SetMaxIterations( int max );
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virtual int GetMaxIterations( void );
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protected:
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int maxIterations;
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};
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#endif /* !__MATH_LCP_H__ */
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