3 #ifndef CONICBUNDLE_BOXMODEL_HXX 4 #define CONICBUNDLE_BOXMODEL_HXX 110 bool keep_penalty_fixed);
130 virtual void clear();
int Integer
all integer numbers in calculations and indexing are of this type
Definition: matop.hxx:40
virtual BundleParameters * get_bundle_parameters() const
see SumBlockModel::get_bundle_parameters
Definition: BoxModel.hxx:239
virtual int evaluate_oracle(CH_Matrix_Classes::Integer y_id, const CH_Matrix_Classes::Matrix &y, CH_Matrix_Classes::Real nullstep_bound, CH_Matrix_Classes::Real relprec)
see SumBlockModel::eval_function() but ignore ub_fid and ub with function_factor and function_task...
CH_Matrix_Classes::Integer cand_ub_mid
modification id for which cand_ub was computed, <0 if not initialized
Definition: BundleData.hxx:120
abstract interface that allows to use different -norms with a positive definite matrix in the proxi...
Definition: BundleProxObject.hxx:88
BoxModelParametersObject * model_selection
parameters for steering size and update strategy of the cutting plane model
Definition: BoxModel.hxx:39
virtual bool clear_aggregates_clears_minorants()
returns true if clear_aggregates() also clears all minorant information and this does not harm the re...
Definition: BoxModel.hxx:59
int set_bundle_parameters(const BundleParameters &bp)
see SumBlockModel::set_bundle_parameters
double Real
all real numbers in calculations are of this type
Definition: matop.hxx:50
const PrimalData * get_center_primal() const
see SumBlockModel::get_cneter_primal
Definition: BoxModel.hxx:224
abstract interface for automatically generating and retrieving the qp blocks with the model data that...
Definition: QPModelDataObject.hxx:298
int adapt_bundle_to_parameters(CH_Matrix_Classes::Integer cand_id, const CH_Matrix_Classes::Matrix &cand_y)
— support routines
virtual void clear()
resets all data to initial status of this class, also the bundle parameters
const PrimalData * get_approximate_primal() const
return the PrimalData corresponding to the aggregate
bool valid() const
returns true if the pointer is not empty and the data is valid
Definition: MinorantPointer.hxx:100
Matrix class for integral values of type Integer
Definition: indexmat.hxx:195
BoxOracle * oracle
points to the MatrixBoxOracle for which it implements the cutting plane model
Definition: BoxModel.hxx:34
virtual int make_local_aggregate(CH_Matrix_Classes::Real &new_function_factor, bool keep_penalty_fixed)
see SumBlockModel::make_model_aggregate for the general rationale; the routine is only called...
int call_primal_extender(PrimalExtender &prex)
see SumBlockModel::call_primal_extender
Definition: BoxModel.hxx:232
abstract interface extension of QPModelDataObject to allow uniform generation of tuned quadratic solv...
Definition: QPModelDataObject.hxx:144
void set_out(std::ostream *o=0, int pril=1)
set output and outputlevel of warnings and errors recursively, see CBout
Definition: BoxModel.hxx:269
const BundleData * get_data() const
see SumBlockModel::get_data
Definition: BoxModel.hxx:206
const PrimalData * get_center_primal() const
return the PrimalData corresponding to the aggregate
const PrimalData * get_candidate_primal() const
see SumBlockModel::get_candidate_primal
Definition: BoxModel.hxx:228
abstract interface for BoxModel for the model selection routine select_model()
Definition: BoxModelParametersObject.hxx:61
ModifiableOracleObject * get_oracle_object()
returns the oracle
Definition: BoxModel.hxx:179
conic bundle method solver for sum of convex functions. See the ConicBundle_Manual for a quick introd...
Definition: CBSolver.hxx:22
virtual int switch_to_local(const MinorantBundle &sumbundle_model, const CH_Matrix_Classes::Matrix &sumbundle_coeff)
the local model has to take over after sumbundle was active; current_model holds the final model and ...
virtual CH_Matrix_Classes::Integer get_modification_id() const
the value is negative if not initialized and otherwise gives the number of modifications applied to t...
Definition: BundleData.hxx:194
base class for uniform use of WARNINGS and ERRORS (at some point in time)
Definition: CBout.hxx:30
ModelUpdate
for informing update_model() at what stage it is called to update the bundle so that the amount of in...
Definition: BundleModel.hxx:149
virtual int get_aggregate_and_coefficient(MinorantPointer &sumbundle_aggr, CH_Matrix_Classes::Real &aggr_coeff)
the sumbundle is initialized (not necessarily switched on) and needs to know the normalized aggregate...
implements (as a derived class of ConeModel) a standard cutting plane model for a MatrixBoxOracle ...
Definition: BoxModel.hxx:28
Oracle interface providing the lower and upper bounds for the internally implemented support function...
Definition: BoxOracle.hxx:72
Serves for specifying parameters regarding the construction of cutting models.
Definition: CBSolver.hxx:891
int init(const BundleData *bd)
if bd is of type BoxData, initialize to this data
virtual bool candidate_available()
returns true if candidate information (always the results of the most recent function evaulation) is ...
Definition: BoxModel.hxx:116
void set_out(std::ostream *o=0, int pril=1)
set output and outputlevel of warnings and errors recursively, see CBout
Definition: SumBlockModel.hxx:680
int get_ret_code() const
see SumBlockModel::get_ret_code()
Definition: BoxModel.hxx:247
MinorantPointer cand_minorant
the (eps)sugradient linear minorant returned by eval_function for the candidate (available if valid a...
Definition: BoxData.hxx:53
extends BundleData for use with BoxModel by adding information on subgradients and the cutting plane ...
Definition: BoxData.hxx:29
BoxData data
the relevant data for running BundleSolver consistently
Definition: BoxModel.hxx:37
CH_Matrix_Classes::Integer nr_eval
total number of oralce calls (to MatrixBoxOracle::evaluate())
Definition: BoxModel.hxx:45
virtual int provide_local_aggregate(CH_Matrix_Classes::Integer y_id, const CH_Matrix_Classes::Matrix &iny)
see SumBlockModel::provide_model_aggregate(), only called if local model is active ...
ModifiableOracle provides all oracles with a uniform interface for a modification routine and an on/o...
Definition: MatrixCBSolver.hxx:309
Matrix class for real values of type Real
Definition: matrix.hxx:74
Header declaring the class ConicBundle::BoxData (needed for ConicBundle::BoxModel) ...
virtual int update_local_model(ModelUpdate model_update, CH_Matrix_Classes::Integer center_id, const CH_Matrix_Classes::Matrix ¢er_y, CH_Matrix_Classes::Integer y_id, const CH_Matrix_Classes::Matrix &y, CH_Matrix_Classes::Real model_maxviol, BundleProxObject &H)
see SumBlockModel::update_model(); it is called irrespective of whether the local model is active or ...
FunctionTask
Each function represented by a FunctionModel is equipped with a function_factor (it defaults to 1...
Definition: CBSolver.hxx:221
QPConeModelDataObject * block
describes the feasible convex combinations of the bundle vectors
Definition: BoxModel.hxx:49
int ret_code
return value of the last call to MatrixBoxOracle::evaluate()
Definition: BoxModel.hxx:43
const PrimalData * get_approximate_primal() const
see SumBlockModel::get_approximate_primal
Definition: BoxModel.hxx:220
std::vector< MinorantPointer > MinorantBundle
a bundle is a vector with MinorantPointer entries
Definition: MinorantPointer.hxx:24
int call_primal_extender(PrimalExtender &prex, bool include_candidates=true)
see the last argument of BoxOracle::evaluate()
BoxModel(BoxOracle *fo, CH_Matrix_Classes::Real fun_factor=1., FunctionTask fun_task=ObjectiveFunction, CBout *cbout=0, int cbinc=-1)
construct a model for the MatrixBoxOracle pointed to by fo
Header declaring the class ConicBundle::BoxModelParametersObject.
virtual int evaluate_local_model(CH_Matrix_Classes::Real &lb, CH_Matrix_Classes::Integer y_id, const CH_Matrix_Classes::Matrix &y, CH_Matrix_Classes::Real relprec)
see SumBlockModel::eval_model() but ignore function_factor and function_task, this is set by ConeMode...
provides a general abstract base class for conic cutting models with SumBundle capabilities (as a der...
Definition: ConeModel.hxx:52
int set_data(BundleData *bd)
see SumBlockModel::set_data
Definition: BoxModel.hxx:209
In Lagrangean relaxation an approximate primal solution can be generated by supplying primal informat...
Definition: CBSolver.hxx:151
virtual int start_local_augmodel(QPModelDataPointer &qpblockp, CH_Matrix_Classes::Integer cand_id, const CH_Matrix_Classes::Matrix &cand_y, const CH_Matrix_Classes::Indexmatrix *needed_indexsubset)
see SumBlockModel::start_augmodel(); the local QP block is exclusively organized here; the routine is...
BundleData * get_data()
see SumBlockModel::get_data
Definition: BoxModel.hxx:203
Interface for extending PrimalData, e.g., in Lagrangian relaxation of column generation approaches...
Definition: CBSolver.hxx:180
virtual MinorantPointer & provide_center_minorant()
if it cannot be provided it returns a minorant with valid()==false
CH_Matrix_Classes::Real lb_function(CH_Matrix_Classes::Integer y_id, const CH_Matrix_Classes::Matrix &y)
see SumBlockModel::lb_function
~BoxModel()
calls clear() and deletes the bundle parameters
base class for use with SumBlockModel for storing and managing essential data of evaluations and the ...
Definition: BundleData.hxx:77
const PrimalData * get_candidate_primal() const
return the PrimalData delivered by the last call of BoxOracle::evaluate()
Header declaring the class ConicBundle::ConeModel.
points to MinorantUseData that may be shared by many and allows computations with Minorants ...
Definition: MinorantPointer.hxx:34
virtual int local_adjust_multiplier(CH_Matrix_Classes::Real &new_function_factor)
see SumBlockModel::adjust_multiplier(); the routine is only called for adaptive penalty functions and...
virtual MinorantPointer & provide_cand_minorant()
if it cannot be provided it returns a minorant with valid()==false
virtual void set_cbout(const CBout *cb, int incr=-1)
Specifies the output level relative to the given CBout class.