BundleIdProx.hxx

Go to the documentation of this file.

#ifndef CONICBUNDLE_BUNDLEIDPROX_HXX
#define CONICBUNDLE_BUNDLEIDPROX_HXX


#include "BundleProxObject.hxx"

namespace ConicBundle {


  class BundleIdProx: public BundleProxObject
{
private:
  CH_Matrix_Classes::Real weightu;
  CH_Matrix_Classes::Integer dim;

  typedef std::map<MinorantPointer,CH_Matrix_Classes::Integer> MinorantPointerMap;
  MinorantPointerMap oldmap;
  CH_Matrix_Classes::Symmatrix oldQ;
  CH_Matrix_Classes::Real oldweightu;
  CH_Matrix_Classes::Indexmatrix old_fixed_ind;
  CH_Matrix_Classes::Matrix _A;
  CH_Matrix_Classes::Matrix _b;
  CH_Matrix_Classes::Matrix _c;
  CH_Matrix_Classes::Real _delta;

  // CH_Matrix_Classes::Symmatrix last_Q;  ///< for testing updates 
  //CH_Matrix_Classes::Matrix last_d;     ///< for testing updates
  // CH_Matrix_Classes::Real last_offset;  ///< for testing updates

public:
  BundleIdProx(CH_Matrix_Classes::Integer d=0,CH_Matrix_Classes::Real w=1.,CBout* cb=0, int cbinc=-1):
    BundleProxObject(0,false,false,cb,cbinc)
  {dim=d;weightu=CH_Matrix_Classes::max(CH_Matrix_Classes::eps_Real,w);oldweightu=1.;}
  virtual ~BundleIdProx(){}
   
  virtual void set_weightu(CH_Matrix_Classes::Real in_weightu)
  {weightu=CH_Matrix_Classes::max(CH_Matrix_Classes::eps_Real,in_weightu);}

  virtual CH_Matrix_Classes::Real get_weightu() const
  {return weightu;}

  

  virtual CH_Matrix_Classes::Real get_term_corr(void) const {return CH_Matrix_Classes::min(1.,1/weightu);}

  virtual CH_Matrix_Classes::Real norm_sqr(const CH_Matrix_Classes::Matrix& B) const
  {return weightu*CH_Matrix_Classes::ip(B,B);}

  virtual CH_Matrix_Classes::Real dnorm_sqr(const MinorantPointer& B) const
  {return B.dual_norm_squared()/weightu;}
    
  virtual bool is_DLR() const
  {return true;}

  virtual int add_H(CH_Matrix_Classes::Symmatrix& big_sym,CH_Matrix_Classes::Integer start_index=0) const;

  virtual CH_Matrix_Classes::Matrix& add_Hx(const CH_Matrix_Classes::Matrix& x,
                                            CH_Matrix_Classes::Matrix& outplusHx,
                                            CH_Matrix_Classes::Real alpha=1.) const
  {return outplusHx.xpeya(x,weightu*alpha);}

  virtual CH_Matrix_Classes::Matrix& apply_Hinv(CH_Matrix_Classes::Matrix& x) const 
  {return x/=weightu;}

  virtual void get_precond(CH_Matrix_Classes::Matrix& D,const CH_Matrix_Classes::Matrix*& Vp) const
  {D.init(dim,1,weightu);Vp=0;}
  
   
  virtual int compute_QP_costs(CH_Matrix_Classes::Symmatrix& Q,
                               CH_Matrix_Classes::Matrix& d,
                               CH_Matrix_Classes::Real& offset,
                               const MinorantPointer& constant_minorant,
                               const MinorantBundle& bundle, 
                               const CH_Matrix_Classes::Matrix& y,
                               const MinorantPointer& groundset_minorant,
                               CH_Matrix_Classes::Indexmatrix* yfixed);
  

  virtual int update_QP_costs(CH_Matrix_Classes::Symmatrix& delta_Q, 
                              CH_Matrix_Classes::Matrix& delta_d,  
                              CH_Matrix_Classes::Real& delta_offset,
                              const MinorantPointer& constant_minorant,
                              const MinorantBundle& bundle,
                              const CH_Matrix_Classes::Matrix& center_y,
                              const MinorantPointer& groundset_minorant,
                              const MinorantPointer& delta_groundset_minorant,
                              const CH_Matrix_Classes::Indexmatrix& delta_index,
                              CH_Matrix_Classes::Indexmatrix* yfixed);

  virtual int apply_modification(const GroundsetModification& gsmdf);

  virtual BundleProxObject* projected_clone(const CH_Matrix_Classes::Indexmatrix& indices) 
  { return new BundleIdProx(indices.dim(),weightu,this,0); }

  virtual int mfile_data(std::ostream& out) const;

};


}

#endif