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- adapted to QP_options

This commit is contained in:
Bernd Gärtner 2007-04-15 17:14:19 +00:00
parent 4559516680
commit c2dd1f52f7
1 changed files with 11 additions and 12 deletions
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23
Polytope_distance_d/include/CGAL/Polytope_distance_d.h
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@ -25,6 +25,7 @@
#include <CGAL/Optimisation/basic.h>
#include <CGAL/function_objects.h>
#include <CGAL/QP_options.h>
#include <CGAL/QP_solver.h>
#include <CGAL/QP_models.h>
#include <CGAL/QP_solver/iterator.h>
@ -357,7 +358,8 @@ public:
Polytope_distance_d( const Traits& traits = Traits())
: nt_0(0), nt_1(1),
tco( traits), da_coord (tco.access_coordinates_begin_d_object()),
d( -1), solver(0), strategy(0) {}
d( -1), solver(0)
{}
template < class InputIterator1, class InputIterator2 >
Polytope_distance_d( InputIterator1 p_first,
@ -367,7 +369,7 @@ public:
const Traits& traits = Traits())
: nt_0(0), nt_1(1),
tco( traits), da_coord (tco.access_coordinates_begin_d_object()),
solver(0), strategy(0)
solver(0)
{
set( p_first, p_last, q_first, q_last);
}
@ -375,8 +377,6 @@ public:
~Polytope_distance_d() {
if (solver)
delete solver;
if (strategy)
delete strategy;
}
// access to point sets
@ -642,7 +642,6 @@ private:
ET_vector q_coords; // realizing point of Q
Solver *solver; // quadratic programming solver
Pricing_strategy *strategy; // ...and its pricing strategy
Index_vector p_support_indices;
Index_vector q_support_indices;
@ -694,10 +693,10 @@ private:
D_iterator (0, D_matrix (d)),
C_iterator (nt_0));
delete strategy;
strategy = pricing_strategy(NT());
delete solver;
solver = new Solver(qp, strategy);
Quadratic_program_options options;
options.set_pricing_strategy(pricing_strategy(NT()));
solver = new Solver(qp, options);
CGAL_optimisation_assertion(solver->status() == QP_OPTIMAL);
// compute support and realizing points
ET et_0 = 0;
@ -730,12 +729,12 @@ private:
}
template < class NT >
Pricing_strategy *pricing_strategy( NT) {
return new QP_full_filtered_pricing<QP, ET, QP_tags>;
Quadratic_program_pricing_strategy pricing_strategy( NT) {
return QP_FULL_FILTERED;
}
Pricing_strategy *pricing_strategy( ET) {
return new QP_full_exact_pricing<QP, ET, QP_tags>;
Quadratic_program_pricing_strategy pricing_strategy( ET) {
return QP_FULL_EXACT;
}
};