conic bundle method solver for sum of convex functions. See the ConicBundle_Manual for a quick introduction. More...

Classes
class	AffineFunctionTransformation
	transform a function f(z) to fun_coefff(arg_offset+arg_trafoy)+linear_cost*y+fun_offset (scales the value, substitutes argument z=c+Ay, and adds an affine term b'y+d) More...

class	AFTData
	specialized BundleData class for use with AFTModel for storing and managing essential data of evaluations and the bundle describing the model More...

class	AFTModel
	mimicks the model of a function with an AffineFunctionTransformation (AFT) applied to it. It does so by the chain rule and calling the original model of the function. More...

class	AFTModification
	collects modifications for an AffineFunctionTransformation for the scaling and offset constants as well as for appending, deleting or reassigning columns and rows of the transformation data More...

class	Bigmatrix
	AffineMatrixFunction needs to compute the maximum eigenvalue of an affine matrix function $F(y)=C+\sum y_iA_i$ . This class prepares in useful form for iterative eigenvalue solvers. More...

class	BlockPSCPrimal
	implements a block diagonal PSCPrimal consisting of several PSCPrimal blocks More...

class	BoxData
	extends BundleData for use with BoxModel by adding information on subgradients and the cutting plane model More...

class	BoxIPBundleBlock
	QPBundleBlock interface for the interior point routines specific to the primal dual complementarity conditions of a scaled, fulldimensional box given by vectors lb < ub. It resolves the scaling internally. There is no pure QPBlock version of this. More...

class	BoxModel
	implements (as a derived class of ConeModel) a standard cutting plane model for a MatrixBoxOracle More...

class	BoxModelParameters
	abstract interface for BoxModel for the model selection routine More...

class	BoxModelParametersObject
	abstract interface for BoxModel for the model selection routine select_model() More...

class	BoxOracle
	Oracle interface providing the lower and upper bounds for the internally implemented support function over this box for an affine function given by an AffineFucntionTransfomation or, equivalently, Lagrangian relaxation of linear programs over box domains. No modifications of the box groundset are supported so far. More...

class	BoxPrimalExtender
	Interface for extending PrimalData, e.g., in Lagrangian relaxation of column generation approaches. More...

class	BundleData
	base class for use with SumBlockModel for storing and managing essential data of evaluations and the bundle describing the model More...

class	BundleDenseTrustRegionProx
	implements the abstract interface ConicBundle::BundleProxObject for $\\|y-\hat{y}\\|_H^2$ for general symmetric H+weight*I (H is assumed to be positive semidefinite without checking) giving rise to an augmented model with dense variable metric More...

class	BundleDiagonalTrustRegionProx
	implements the abstract interface ConicBundle::BundleProxObject for $\\|y-\hat{y}\\|_H^2$ with H=D+weight*I, where D is a diagonal matrix, giving rise to an augmented model with diagonal scaling More...

class	BundleDLRTrustRegionProx
	implements the abstract interface ConicBundle::BundleProxObject for $\\|y-\hat{y}\\|_H^2$ with $H=VV^\top+D+u I$ , i.e., a low rank representation of a symmetric positive definite matrix with a diagonal and the weight times identity added as regularization More...

class	BundleHKWeight
	Routine for selecting the weight of the quadratic/proximal term withing BundleSolver implementing BundleWeight along the paper by Helmberg and Kiwiel. More...

class	BundleIdProx
	implements the abstract interface ConicBundle::BundleProxObject for $\\|y-\hat{y}\\|_H^2$ with H=weight*I, giving rise to a pure augmented model without scaling More...

class	BundleLowRankTrustRegionProx
	implements the abstract interface BundleProxObject for $\\|y-\hat{y}\\|_H^2$ with $H=V\Lambda V^\top+u I$ , i.e., a low rank representation of a symmetric positive definite matrix with the weight times identity added as regularization More...

class	BundleModel
	abstract interface for BundleSolver giving access to all objective function specific bundle routines and model descriptions. In particular it hides the cutting model and the oracle. More...

class	BundleParameters
	Serves for specifying parameters regarding the construction of cutting models. More...

class	BundleProxObject
	abstract interface that allows to use different -norms $\\|y-\hat{y}\\|_H^2$ with a positive definite matrix in the proximal term of the augmented model of ConicBundle::BundleSolver. More...

class	BundleRQBWeight
	Routine for selecting the weight of the quadratic/proximal term within BundleSolver implementing BundleWeight roughly along the paper C. Lemarechal, C. Sagastizabal, Variable metric bundle methods: From conceptual to implementable forms, Mathematical Programming 76 (1997) 393-410. Implemented obeserving details of the email communication with Claudia Sagastizabal. More...

class	BundleSolver
	This is the internal bundle solver managing descent/null steps with inner updates for approximating the proximal point by alternatingly adapting the groundset aggregate and the model aggregate. More...

class	BundleTerminator
	basic class implementing termination criteria for BundleSolver, may also serve as base class for other termination criteria More...

class	BundleTerminatorData
	abstract interface for BundleTerminator providing the data needed for deciding on termination More...

class	BundleWeight
	Abstract interface for BundleSolver providing routines that determine the weight of the quadratic term in the augmented model. It also allows the user to specify bounds on the weights by setting minweight and maxweight or to choose the weight to be used in the next iteration. More...

class	CBout
	base class for uniform use of WARNINGS and ERRORS (at some point in time) More...

class	CBSolver
	Bundle method solver. More...

class	CFunction
	for the "C" interface this maps c oracles to the standard function oracle with matrix classes More...

class	CFunctionMinorantExtender
	MinorantExtender for CFunction. More...

class	CMgramdense
	implements a Gram matrix $\pm AA^T$ as Coeffmat for a dense rectangular CH_Matrix_Classes::Matrix (for use with MatrixSDPfunction, see implemention of a PSCOracle (PSCAffineFunction)). More...

class	CMgramsparse
	implements a Gram matrix $\pm AA^T$ as Coeffmat for a sparse rectangular CH_Matrix_Classes::Sparsemat (for use with MatrixSDPfunction, see implemention of a PSCOracle (PSCAffineFunction)). More...

class	CMgramsparse_withoutdiag
	implements a Gram matrix $\pm (AA^T-\mbox{Diag}(AA^T))$ with zero diagonal as Coeffmat for a sparse rectangular CH_Matrix_Classes::Sparsemat (for use with MatrixSDPfunction, see implemention of a PSCOracle (PSCAffineFunction)). More...

class	CMIName
	extends CoeffmatInfo to store a name (e.g. of the constraint it represents) More...

class	CMlowrankdd
	implements a low rank matrix as Coeffmat with each a dense rectangular CH_Matrix_Classes::Matrix (for use with MatrixSDPfunction, see implemention of a PSCOracle (PSCAffineFunction)). More...

class	CMlowranksd
	implements a low rank matrix as Coeffmat with a sparse rectangular CH_Matrix_Classes::Sparsemat and a dense rectangular CH_Matrix_Classes::Matrix (for use with MatrixSDPfunction, see implemention of a PSCOracle (PSCAffineFunction)). More...

class	CMlowrankss
	implements a low rank matrix as Coeffmat with each a sparse rectangular CH_Matrix_Classes::Sparsemat (for use with MatrixSDPfunction, see implemention of a PSCOracle (PSCAffineFunction)). More...

class	CMsingleton
	implements a Coeffmat having just one nonzero element (or two by symmetry) for use with MatrixSDPfunction, see implemention of a PSCOracle (PSCAffineFunction). More...

class	CMsymdense
	implements a general dense symmetric Coeffmat based on CH_Matrix_Classes::Symmatrix (for use with MatrixSDPfunction, see implemention of a PSCOracle (PSCAffineFunction)). More...

class	CMsymsparse
	implements a general sparse symmetric Coeffmat based on CH_Matrix_Classes::Sparsesym (for use with MatrixSDPfunction, see implemention of a PSCOracle (PSCAffineFunction)). More...

class	Coeffmat
	defines a base class for coefficient matrices in semidefinite programming, in particular for use with MatrixSDPfunction, see implemention of a PSCOracle (PSCAffineFunction). More...

class	CoeffmatInfo
	allows to memorize the scalings applied to a Coeffmat and offers the basis for storing further user defined informations on a Coeffmat More...

class	CoeffmatPointer
	pointer class for Coeffmat for deleting objects on the heap if Coefmat::use_cnt is reduced to zero and deletion is allowed. More...

class	ConeModel
	provides a general abstract base class for conic cutting models with SumBundle capabilities (as a derived class of SumBlockModel) More...

class	DensePSCPrimal
	implements a general purpose dense symmetric PSCPrimal based on CH_Matrix_Classes::Symmatrix More...

class	FunctionObject
	basic function object (abstract class). It serves for using the same interface on distinct oracle types, but is not yet needed in the standard C++ interface. More...

class	FunctionObjectModification
	abstract interface for informing the bundle model routines about changes in the oracle function and, possibly, for modifying the affine transformation of the oracle function's arguments. More...

class	FunctionOracle
	oracle interface (abstract class). For each of your functions, provide a derived class. More...

class	GramSparsePSCPrimal
	represents an PSCPrimal as the sum of a Gram matrix and a sparse symmetric matrix More...

class	Groundset
	abstract representation of the feasible convex ground set to be optimized over, provides the QP solver for the bundle subproblem as well as routines for computing feasible points and ground set aggregates More...

class	GroundsetModification
	Collects modifications for the unconstrained Groundset for appending, deleting or reassigning variables. More...

class	InteriorPointBlock
	abstract interface for interior point vector/matrix variables and routines specific to primal dual complementarity conditions of symmetric cones More...

class	InteriorPointBundleBlock
	abstract interface for interior point routines specific to primal dual complementarity conditions of a symmetric cone with special routines for handling the bundle and the trace constraint More...

class	LPGroundset
	represents a polyhedral feasible ground set by affine constraints as in Linear Programming with special support for simple box constraints More...

class	LPGroundsetModification
	Collects modifications for the linearly constrained LPGroundset for appending, deleting or reassigning variables (with bounds and starting values) and constraints (with bounds) More...

class	MatrixCBSolver
	The Full Conic Bundle method solver invoked by ConicBundle::MatrixCBSolver(), it uses a separate cutting model for each function. More...

class	MatrixFunctionOracle
	Oracle interface (abstract class). For each of your functions, provide an instance of a derived class. More...

class	MatrixMinorant
	Minorant interface supporting Matrix classes; simple constructros for subgradients given by column vectors in form of a CH_Matrix_Classes::Matrix or a CH_Matrix_Classes::Sparsemat. More...

class	Minorant
	this is used to describe affine minorants of convex functions that will be used for generating cutting models of these functions. More...

class	MinorantExtender
	Interface for extending a Minorant, e.g., in Lagrangian Relaxation of cutting plane approaches. More...

class	MinorantPointer
	points to MinorantUseData that may be shared by many and allows computations with Minorants More...

class	MinorantUseData
	stores use information for the model that the minorant is generated for or to the data the model refers to More...

class	ModifiableOracleObject
	ModifiableOracle provides all oracles with a uniform interface for a modification routine and an on/off switch for internal correctness checks. More...

class	Modification
	base class for collecting and organizing a sequence of changes to linear data so that it can be carried out in one step later on; this class comprises all features, derived ones are specializations with partial reinterpretations. More...

class	ModificationBase
	basic routines for the base classes for reorganizing maps More...

class	ModificationTreeData
	Represents a tree node of the tree within MatrixCBSolver that describes the problem with its interacting functions and that allows to collect modifications before executing them on the respective models. More...

class	NNCBoxSupportFunction
	general purpose implementation of MatrixFunctionOracle as explained in implemention of MatrixFunctionOracle (NNCBoxSupportFunction) (see, however, the likely better choice of a BoxOracle) More...

class	NNCBoxSupportMinorantExtender
	Implementation of MinorantExtender for NNCBoxSupportFunction. More...

class	NNCBoxSupportModification
	Collects modifications for NNCBoxSupport for appending, deleting or reassigning variables and respective upper and lower bounds. More...

class	NNCData
	extends BundleData for use with FunctionModel by adding information on subgradients and the cutting plane model More...

class	NNCIPBlock
	interface for the interior point variable vector and routines specific to the primal dual complementarity conditions of the nonnegative cone More...

class	NNCIPBundleBlock
	interior point variables and routines specific to primal dual complementarity conditions of a nonnegative cone with special routines for handling the bundle and the trace constraint More...

class	NNCModel
	implements (as a derived class of SumBlockModel) a standard cutting plane model for a MatrixFunctionOracle More...

class	NNCModelParameters
	default model selection routines for NNCModel More...

class	NNCModelParametersObject
	abstract interface for NNCModel for the model selection routine select_model() More...

class	OracleModification
	Base class for informing oracles (or the solver) about dynamic changes in the number and sorting of the variables, if such changes occur at all. More...

class	PrimalData
	In Lagrangean relaxation an approximate primal solution can be generated by supplying primal information derived from this abstract class for each epsilon subgradient within ConicBundle::FunctionOracle::evaluate(). More...

class	PrimalDVector
	If in Lagrangean relaxation primal solutions are in the form of a ConicBundle::DVector, then an approximate primal solution can be generated by supplying primal information of this form for each epsilon subgradient within ConicBundle::FunctionOracle::evaluate(). More...

class	PrimalExtender
	Interface for extending PrimalData, e.g., in Lagrangian relaxation of column generation approaches. More...

class	PrimalMatrix
	If in Lagrangean relaxation primal solutions are in the form of a real vector or, more generally a matrix, then an approximate primal solution can be generated by supplying primal information of this form for each epsilon subgradient within ConicBundle::MatrixFunctionOracle::evaluate(). More...

class	PSCAffineFunction
	general purpose implementation of PSCOracle as explained in implemention of a PSCOracle (PSCAffineFunction) More...

class	PSCAffineMinorantExtender
	Implementation of MinorantExtender for PSCAffineFunction. More...

class	PSCAffineModification
	class for collecting and organizing a sequence of changes to block diagonal symmetric affine matrix functions so that it can be carried out in one step later on; More...

class	PSCBundleParameters
	Bundle parameters for PSCModel, we recommend no to modify them. More...

class	PSCData
	extends BundleData for use with PSCModel (see there for the description of the function) by adding information on Ritz_vectors generating the subgradients and the cutting model More...

class	PSCIPBlock
	interface for interior point variable and routines specific to primal dual complementarity conditions of a positive semidefinite cone More...

class	PSCIPBundleBlock
	interior point variables and routines specific to the primal dual complementarity conditions of a positive semidefinite cone with special routines for handling the bundle and the trace constraint More...

class	PSCModel
	implements (as a derived class of ConeModel) a cutting model for a PSCOracle More...

class	PSCModelParameters
	default model selection routine for PSCModel More...

class	PSCModelParametersObject
	abstract interface for PSCModel for the model selection routine select_model() More...

class	PSCOracle
	Oracle interface for minimization of the maximum eigenvalue of an affine matrix function or, equivalently, Lagrangian relaxation of semidefinite programs. More...

class	PSCPrimal
	PSCPrimal is the corresponding positive semidefinite object for PSCOracle like PrimalMatrix for a MatrixFunctionOracle. More...

class	PSCPrimalExtender
	Interface for extending PrimalData, e.g., in Lagrangian relaxation of column generation approaches. More...

class	PSCVariableMetricSelection
	iplementation of a VariableMetricSelection routine for PSCModel for forming and adding variable metric information to a BundleProxObject More...

class	QPCentralPathPoint
	currently not in use, storing the points of the central path might help to restart faster if only the cost terms are modified slightly; an instance of this class stores one such point More...

class	QPConeModelBlock
	implements a QPModelBlock for conic cutting models in QPSolver More...

class	QPConeModelDataObject
	abstract interface extension of QPModelDataObject to allow uniform generation of tuned quadratic solver model blocks in model forming routines for specializd oracles More...

class	QPDirectKKTSolver
	implements a direct KKT Solver variant of QPKKTSolverObject More...

class	QPIterativeKKTHAeqSolver
	Iterative solver for the reduced symmetric, in general indefinite primal dual KKT System within QPSolverBasicStructures, where only the block H and the equality rows of A remain, the inequalities of A as well as B and C are removed by Schur complements. If there are no equalities in A, PCG may used, but MinRes seems to be more stable. More...

class	QPIterativeKKTHASolver
	Iterative solver for the reduced symmetric, in general indefinite primal dual KKT System within QPSolverBasicStructures, where only H and A blocks remain, B and C are removed by Schur complements. If there is no A, PCG may used. More...

class	QPIterativeKKTSolver
	Iterative solver for the full symmetric, in general indefinite primal dual KKT System within QPSolverBasicStructures. More...

class	QPKKT_KKTStats
	Used for collecting statics in QPKKTSolverComparison: For each bundle subproblem there is a block QPKKT_ProbStats, which holds for each KKT system a block of QPKKT_KKTStats (this), which holds for each solver a block QPKKT_SolverStats. More...

class	QPKKT_ProbStats
	Used for collecting statics in QPKKTSolverComparison: For each bundle subproblem there is a block QPKKT_ProbStats (this), which holds for each KKT system a block of QPKKT_KKTStats, which holds for each solver a block QPKKT_SolverStats. More...

class	QPKKT_SolverStats
	Used for collecting statics in QPKKTSolverComparison: For each bundle subproblem there is a block QPKKT_ProbStats, which holds for each KKT system a block of QPKKT_KKTStats, which holds for each solver a block QPKKT_SolverStats (this). More...

class	QPKKTPrecondObject
	Abstract Interface for preconditioners to be used with a QPIterativeKKTSolver and a CH_Matrix_Classes::IterativeSolverObject, see Interfaces and Classes for Iterative Solvers like PCG, MINRES and PSQMR. It will depend on the system setup and the solver method which preconditioning routines are called and what requirements the preconditioners have to fulfill. Feasible combinations lie in the responsibility of the caller and are not checked for correctness. More...

class	QPKKTSolverComparison
	This is a pseudosolver designed for producing comparative statistics on the performance of mainly iterative solvers for the interior point KKT systems of QPSolver. More...

class	QPKKTSolverObject
	abstract class for setting up and solving the primal dual KKT System within QPSolverBasicStructures More...

class	QPKKTSubspaceHPrecond
	Subspace projection preconditioner for the H-block of the KKT-System assuming that B and C have been Schur complemented into the H-block. For the A-Block, if it is there, the identity is used. If there is no A-block, PCG may be used. More...

class	QPModelBlock
	combines and provides basic functionalities of QPModelDataObject and QPModelBlockObject, but is still abstract More...

class	QPModelBlockObject
	abstract interface for model blocks in the constrained QPSolver More...

class	QPModelDataObject
	abstract interface declaring the uniform outer appearance of general cutting models produced by the various models for use in generating the model data so that QP Solvers can provide their own tuned data blocks More...

class	QPModelDataPointer
	abstract interface for automatically generating and retrieving the qp blocks with the model data that are needed for specific implementations of the qp solver. More...

class	QPModelOracleDataObject
	abstract base class for passing additional oracle information to the QP More...

class	QPModelPointer
	Implementation of the QPModelDataPointer Interface for BundelModel for generating the correct type of blocks for QPSolver and for setting the final block in the solver. More...

class	QPPSCOracleDataObject
	defines an interface for passing on oracle information to PSCIPBundleBlock More...

class	QPSolver
	QPSolver is the access point for ConicBundle to the internal constrained QP Solver, see Internal QP Solver for linearly constrained groundsets. More...

class	QPSolverBasicInterface
	defines the abstract interface for QPSolverBasicStructures that the basic routines there need to access the cost and constraint data; it also defines the interface to QPSolverBasicStructures, how to call those routines and how to retrieve the results. More...

class	QPSolverBasicStructures
	provides the basic variables and implements basic routines for the primal dual interior point solver interface of QPSolverBasicInterface (see there for the problem description and the switched roles of x and y) except for setting up and solving the primal dual KKT system, which is left to a specialized QPKKTSolverObject provided in QPSolverParameters to allow the exploitation of structural properties in the data. The basic problem description must also still be provided in a derived class that implements the remaining abstract data retrieval functions. The bundle data is made available by deriving this class from QPModelPointer, see Interface for qp solver dependent model descriptions. More...

class	QPSolverObject
	abstract interface for a QPSolver More...

class	QPSolverParameters
	parameters for steering the termination criteria and solution method of the solver More...

class	QPSolverParametersObject
	in order to pass parameters to a customized QPSolverObject, derive the parameters from this object; no other requirements More...

class	QPSolverProxObject
	in order to pass a ConicBundle::BundleProxObject, see Quadratic Proximal Terms, to a custzomized QPSolverObject, the prox classes are also derived from this object More...

class	QPSumModelBlock
	implements a (virtual) cutting model being built of a (possibly recursive) sum of QPModelBlock cutting model instances for QPSolver More...

class	QPSumModelDataObject
	abstract interface extension of QPModelDataObject for use in SumModel where several blocks are concatenated for a common bundle More...

class	SOCBundleParameters
	Bundle parameters for SOCModel. More...

class	SOCData
	extends BundleData for use with SOCModel (see there for the description of the function) by adding information on SOC_vectors generating the subgradients and the cutting model More...

class	SOCIPBlock
	interface for interior point variable and routines specific to primal dual complementarity conditions of a second order cone More...

class	SOCIPBundleBlock
	interior point variables and routines specific to primal dual complementarity conditions of a second order cone with special routines for handling the bundle and the trace constraint More...

class	SOCModel
	implements (as a derived class of ConeModel) a cutting model for a SOCOracle More...

class	SOCModelParameters
	default model selection routine for SOCModel More...

class	SOCModelParametersObject
	abstract interface for SOCModel for the model selection routine select_model() More...

class	SOCOracle
	Oracle interface for minimization of the support function over the seoncd order cone with for an affine cost function or, equivalently, Lagrangian relaxation of second order cone programs. More...

class	SOCPrimalExtender
	Interface for extending PrimalData, e.g., in Lagrangian relaxation of column generation approaches. More...

class	SOCSupportFunction
	general purpose implementation of SOCOracle as explained in implemention of a SOCOracle (SOCSupportFunction) More...

class	SOCSupportMinorantExtender
	Implementation of MinorantExtender for SOCSupportFunction. More...

class	SOCSupportModification
	Collects modifications for SOCSupportFunction for appending, deleting or reassigning variables. More...

class	SparseCoeffmatMatrix
	stores/organizes the CoeffmatPointer pointers to Coeffmat matrices with the purpose of describing the block diagonal symmetric matrices used in PSCAffineFunction More...

class	SparsePSCPrimal
	implements a sparse symmetric PSCPrimal collecting data only on a sparse, prespecified support; it is based on CH_Matrix_Classes::Sparsesym More...

class	SumBlockModel
	abstract interface extending BundleModel so that any such model can be used alone or within SumModel and so that it supports AffineFunctionTransformation as well as switching to a SumBundle with some SumBundleHandler More...

class	SumBundle
	class for use with SumBlockModel and BundlData for storing and managing a common bundle describing (part of) the model More...

class	SumBundleHandler
	routines for updating and handling SumBundle components, possibly by cooperating over several recursive levels More...

class	SumBundleParameters
	implements two versions of select_model() (update_rule in {0,1}) More...

class	SumBundleParametersObject
	abstract interface for SumBundleHandler for the model selection and variable metric seletcion routines More...

class	SumModel
	gives a SumBlockModel interface to a sum of (possibly AffineFunctionTransformation transformed) SumBlockModels. This allows e.g. to optimize over a nonnegative combination of convex functions, possibly each with its own cutting model. More...

class	SumModelParameters
	specifies the suggestion procedure for including models in a joint SumBundle model of SumModel More...

class	SumModelParametersObject
	abstract interface for SumModel for the models selection routine when using SumBundle and SumBundleHandler More...

class	UnconstrainedGroundset
	implements an unconstrained groundset More...

class	UQPConeModelBlock
	implements a UQPModelBlock for conic cutting models in UQPSolver More...

class	UQPModelBlock
	combines and provides basic functionalities of QPModelDataObject and UQPModelBlockObject, but is still abstract More...

class	UQPModelBlockObject
	abstract interface for model blocks in the unconstrained UQPSolver More...

class	UQPModelPointer
	Interface in BundelSolver for generating the correct type of blocks for UQPSolver and for setting the final block in the solver. More...

class	UQPSolver
	unconstrained QP solver combining the properties of a QPModelDataPointer and QPSolverObject More...

class	UQPSumModelBlock
	implements a (virtual) cutting model being built of a (possibly recursive) sum of UQPModelBlock cutting model instances for UQPSolver More...

class	VariableMetric
	interface class that allows a VariableMetricModel to contribute information to a VariableMetric object for use in a BundleProxObject More...

class	VariableMetricBundleData
	abstract interface providing the bundle data that is typically needed in VariableMetricSelection classes. More...

class	VariableMetricModel
	declares the interface that a BundelModel needs to provide for contributing to VariableMetric information More...

class	VariableMetricSelection
	abstract interface, that allows to specify a routine for providing or computing a suitable variable metric for specific models. Per current default, no such information is generated. More...

class	VariableMetricSVDSelection
	general implementation of a VariableMetricSelection routine to form and add variable metric information to a BundleProxObject generically mainly from the aggregate and a collection of minorants given by a MinorantBundle More...

Typedefs
typedef std::vector< double >	DVector
	A dense vector of double, arguments and subgradients are specified like this.

typedef std::vector< int >	IVector
	A dense vector of int, index vectors for deleting/reorganizing variables are specified like this.

typedef std::vector< MinorantPointer >	MinorantBundle
	a bundle is a vector with MinorantPointer entries


typedef std::map< const FunctionObject , ModificationTreeData >	FunctionMap
	this serves either as searchable storage for nodes on the heap or as an adjacency list of adjacent nodes


typedef std::map< const FunctionObject *, FunctionObjectModification >	FunObjModMap
	In order to pass on problem modifications, FunObjModMap allows to specify a FunctionObjectModification for each FunctionObject whose changes are not fully described by the default changes induced by those on the Groundset. More...


typedef std::vector< CoeffmatPointer >	CoeffmatVector
	convenient for initializing SparseCoeffmatMatrix via the sparse (block_i,column_i,Coeffmat_i), i=1,...,nz (nonzeros) format with Indexmatrix,Indexmatrix,CoeffmatVector

typedef std::map< CH_Matrix_Classes::Integer, CoeffmatPointer >	SparseCoeffmatVector
	this is used to extract a row/block or a column from a SparseCoeffmatMatrix

Enumerations
enum	FunctionTask { ObjectiveFunction =0, ConstantPenaltyFunction =1, AdaptivePenaltyFunction =2 }
	Each function represented by a FunctionModel is equipped with a function_factor $\gamma>0$ (it defaults to 1.) and may be declared as a usual objective function (default) or as a penalty function $\gamma \max\{f,0\}$ with either a constant penalty factor or an adaptive penalty factor $\gamma\in(0,\infty)$ . More...


enum	Coeffmattype { CM_unspec =0, CM_symdense =1, CM_symsparse =2, CM_lowrankdd =3, CM_lowranksd =4, CM_lowrankss =5, CM_gramdense =6, CM_gramsparse =7, CM_singleton =8, CM_gramsparsewd =9 }
	for recognizing the type when writing and reading the problem More...

Functions
CH_Matrix_Classes::Matrix &	genmult (const MinorantBundle &A, const CH_Matrix_Classes::Matrix &B, CH_Matrix_Classes::Matrix &C, CH_Matrix_Classes::Real alpha=1., CH_Matrix_Classes::Real beta=0., int Atrans=0, int Btrans=0, CH_Matrix_Classes::Matrix *Coffset=0)
	computes and returns C=alphaAB+beta*C where A and B may be transposed and A is considered to have the gradients of the minorants of the bundle as columns. Because the bundle has no fixed row dimension, the dimension of C has to be compatible at input to serve as size in the untranposed case. If Coffset is given and A is not transposed, the offsets are treated as an extra row to be computed into Coffset, if A is transposed, the vector of offsets is added to Coffset with the same alpha and beta interpretation but without multiplication

CH_Matrix_Classes::Matrix &	genmult (const CH_Matrix_Classes::Matrix &A, const MinorantBundle &B, CH_Matrix_Classes::Matrix &C, CH_Matrix_Classes::Real alpha=1., CH_Matrix_Classes::Real beta=0., int Atrans=0, int Btrans=0, CH_Matrix_Classes::Matrix *Coffset=0)
	computes and returns C=alphaAB+beta*C where A and B may be transposed and B is considered to have the gradients of the minorants of the bundle as columns. Because the bundle has no fixed row dimension, the dimension of C has to be compatible at input to serve as size in the tranposed case. If Coffset is given and A is transposed, the offsets are treated as an extra column to be computed into Coffset, if A is not transposed, the row vector of offsets is added to the presized row vector Coffset with the same alpha and beta interpretation but without multiplication


std::ostream &	operator<< (std::ostream &out, const QPKKT_SolverStats &s)
	output QPKKT_SolverStats (for files) More...

std::istream &	operator>> (std::ostream &in, QPKKT_SolverStats &s)
	input QPKKT_SolverStats (for files) More...


std::ostream &	operator<< (std::ostream &out, const QPKKT_KKTStats &k)
	output QPKKT_KKZStats (for files) More...

std::istream &	operator>> (std::istream &in, QPKKT_KKTStats &k)
	input QPKKT_KKZStats (for files)


std::ostream &	operator<< (std::ostream &out, const QPKKT_ProbStats &p)
	output QPKKT_ProbStats (for files) More...

std::istream &	operator>> (std::istream &in, QPKKT_ProbStats &p)
	input QPKKT_ProbStats (for files) More...


std::ostream &	operator<< (std::ostream &out, const QPKKTSolverComparison &q)
	output the collected statistical data for this QPKKTSolverComparison (for files) More...

std::istream &	operator>> (std::istream &in, QPKKTSolverComparison &q)
	input the stored statistical data of this QPKKTSolverComparison (for files) More...


void	NNC_nbh_stepsize (CH_Matrix_Classes::Real x, CH_Matrix_Classes::Real z, CH_Matrix_Classes::Real dx, CH_Matrix_Classes::Real dz, CH_Matrix_Classes::Real mu_xz, CH_Matrix_Classes::Real mu_xdzpdxz, CH_Matrix_Classes::Real mu_dxdz, CH_Matrix_Classes::Real mu_at_one, CH_Matrix_Classes::Real nbh_ubnd, CH_Matrix_Classes::Real &alpha, CH_Matrix_Classes::Real &max_nbh, CH_Matrix_Classes::Real &nrmsqr_xz, CH_Matrix_Classes::Real &nrmsqr_xdzpdxz, CH_Matrix_Classes::Real &nrmsqr_dxdz, CH_Matrix_Classes::Real &ip_xz_xdzpdxz, CH_Matrix_Classes::Real &ip_xz_dxdz, CH_Matrix_Classes::Real &ip_dxdz_xdzpdxz)
	computes values for a neighborhood line search for a primal nonnegative cone pair


CoeffmatInfo *	clone (const CoeffmatInfo *cip)
	if cip is not zero, it calls and returns cip->clone() and 0 otherwise


Coeffmat *	coeffmat_read (std::istream &in)
	reads the next Coeffmat from in into an object on the heap and returns a pointer to it. The caller has to destruct the object.

Variables
const double	CB_plus_infinity
	serves as the value "minus infinity", i.e., all bounds <= this value are set to this value and are regarded as minus infinity

const double	CB_minus_infinity
	serves as the value "plus infinity", i.e., all bounds >= this value are set to this value and are regarded as plus infinity

const double	CB_minorant_zero_tolerance
	serves as the default tolerance for considering minorant entries as zero

const double	CB_minorant_sparsity_ratio
	serves as the default ratio of nonzeros to dimension for using a sparse representatio of a minorant

Detailed Description

conic bundle method solver for sum of convex functions. See the ConicBundle_Manual for a quick introduction.

Author: C. Helmberg

Typedef Documentation

◆ FunObjModMap

typedef std::map<const FunctionObject*,FunctionObjectModification> ConicBundle::FunObjModMap

In order to pass on problem modifications, FunObjModMap allows to specify a FunctionObjectModification for each FunctionObject whose changes are not fully described by the default changes induced by those on the Groundset.

In BundleModel::apply_modification each BundleModel will check whether the FunctionObject representing its oracle is present in the map. If so, it carries out the modifications described here, or it resorts to the defaul actions based on the GroundsetModifications of the Groundset.

Function Documentation

◆ operator<<() [1/4]

std::ostream& ConicBundle::operator<<	(	std::ostream &	out,
		const QPKKT_SolverStats &	s
	)

output QPKKT_SolverStats (for files)

(file-)output

◆ operator<<() [2/4]

std::ostream& ConicBundle::operator<<	(	std::ostream &	out,
		const QPKKT_KKTStats &	k
	)

output QPKKT_KKZStats (for files)

(file-)output

◆ operator<<() [3/4]

std::ostream& ConicBundle::operator<<	(	std::ostream &	out,
		const QPKKT_ProbStats &	p
	)

output QPKKT_ProbStats (for files)

(file-)output

◆ operator<<() [4/4]

std::ostream& ConicBundle::operator<<	(	std::ostream &	out,
		const QPKKTSolverComparison &	q
	)

output the collected statistical data for this QPKKTSolverComparison (for files)

(file-) output

◆ operator>>() [1/3]

std::istream& ConicBundle::operator>>	(	std::ostream &	in,
		QPKKT_SolverStats &	s
	)

input QPKKT_SolverStats (for files)

(file-)input

◆ operator>>() [2/3]

std::istream& ConicBundle::operator>>	(	std::istream &	in,
		QPKKT_ProbStats &	p
	)

input QPKKT_ProbStats (for files)

(file-)input

◆ operator>>() [3/3]

std::istream& ConicBundle::operator>>	(	std::istream &	in,
		QPKKTSolverComparison &	q
	)

input the stored statistical data of this QPKKTSolverComparison (for files)

(file-) input

Classes

Typedefs

Enumerations

Functions

Variables

Detailed Description

Typedef Documentation

◆ FunObjModMap

Function Documentation

◆ operator<<() [1/4]

◆ operator<<() [2/4]

◆ operator<<() [3/4]

◆ operator<<() [4/4]

◆ operator>>() [1/3]

◆ operator>>() [2/3]

◆ operator>>() [3/3]