dynamic submodel selection

Classes
class	ConicBundle::SumBundle
	class for use with SumBlockModel and BundlData for storing and managing a common bundle describing (part of) the model More...
class	ConicBundle::SumBundleHandler
	routines for updating and handling SumBundle components, possibly by cooperating over several recursive levels More...

Detailed Description

Dynamic submodel selection is switched on or off via MatrixCBSolver::set_sumbundle().

Dynamic submodel selection works for sums of convex functions by maintaining a common model part for a dynamic selection of the oracles. For each oracle in the sum it can be decided whether it has a specialized separate model (called local model) or whether it contriubtes to the common model. A possible contributor to a sum of convex functions may itself be a sum of convex functions resulting in a recursive tree structure with the sums being the inner nodes and the leaves being the final oracles representing "elementary" functions. A common model may be initiated as the local model of any node (inner or leaf) which then acts as the root of this particular common model.

Internally dynamic sumbundle selection builds upon the following common structures in SumBlockModel, which is the abstract contributing block to the inner SumModel nodes (these organize sums of models of separate oracles, they are the inner nodes and typical roots of common models):

• SumBundle: Every implementation of a SumBlockModel maintains a SumBundle in its associcated BundleData, that allows to organize the minorants and aggregates in a unified way
• SumBundleHandler: Each model acitvely participating in a common model has its own SumBundleHandler that either acts as root or communicates with its parent on what has to be done. Its tasks comprise
  • the recursively coordinated update of the models including adding and removing contributions to the parent's common model
  • as the root, the forming of the contributing QPBlock of the quadratic bundle subproblem
  • the forming of the aggregate on its own level
  • in case of dynamic oracle modifications, the corresponding modifications of the minorants
• SumBlockModel::sumbundle_contribution(): a call to this starts the decision process on which models take part in a common model and which don't. This routine may be used to ask any model to act as a root but it is also used repeatedly by a SumModel root in the following way. Whenever SumModel::start_augmodel() is called, it uses the local model precisions of its descendants to work out suggestions on who should contribute to the common model and who might profit from a better local model. It then asks all its descendants via sumbundle_contribution() to follow this suggestion (which they might refuse to do).