3 #ifndef CONICBUNDLE_BUNDLERQBWEIGHT_HXX 4 #define CONICBUNDLE_BUNDLERQBWEIGHT_HXX 88 if ((weight>0)&&(weight<minweight))
90 if ((maxweight>0)&&(maxweight<minweight))
106 if (weight>maxweight){
109 if ((minweight>0)&&(minweight>maxweight))
virtual void set_defaults()
set default values for 'constant' parameters, e.g. minweight and maxweight
MinorantPointer center_aggr
the aggregate stored for the current center, may be empty if not available
Definition: BundleRQBWeight.hxx:28
int nullstep_update(CH_Matrix_Classes::Real newval, CH_Matrix_Classes::Real oldval, CH_Matrix_Classes::Real modelval, const CH_Matrix_Classes::Matrix &y, const CH_Matrix_Classes::Matrix &newy, MinorantPointer &new_minorant, MinorantPointer &aggregate, CH_Matrix_Classes::Real nullstep_bound, CH_Matrix_Classes::Real normsubg2, BundleProxObject *Hp)
determine next weight after a null step
CH_Matrix_Classes::Real delhat1
oldval-modelval at t==1 unchanged
Definition: BundleRQBWeight.hxx:45
abstract interface that allows to use different -norms with a positive definite matrix in the proxi...
Definition: BundleProxObject.hxx:88
virtual void set_maxweight(CH_Matrix_Classes::Real mw)
<=0 means no bound
Definition: BundleRQBWeight.hxx:102
double Real
all real numbers in calculations are of this type
Definition: matop.hxx:50
CH_Matrix_Classes::Real eta
parameter for "zero subgradients"
Definition: BundleRQBWeight.hxx:40
CH_Matrix_Classes::Real weight
the current weight
Definition: BundleRQBWeight.hxx:29
bool weight_changed() const
returns true if last call of *_update modified current value of tau, else 0
Groundset * groundset
the groundset, may not be zero in init and *_update
Definition: BundleRQBWeight.hxx:26
virtual void clear()
reset all adaptive variables and parameters
CH_Matrix_Classes::Real m1
parameter for descent step
Definition: BundleRQBWeight.hxx:37
CH_Matrix_Classes::Real m3
parameter for "accepting null steps"
Definition: BundleRQBWeight.hxx:39
BundleModel * model
may be zero at any time
Definition: BundleRQBWeight.hxx:27
conic bundle method solver for sum of convex functions. See the ConicBundle_Manual for a quick introd...
Definition: CBSolver.hxx:22
base class for uniform use of WARNINGS and ERRORS (at some point in time)
Definition: CBout.hxx:30
BundleRQBWeight(BundleWeight *bwp=0, const CBout *cbo=0, int incr=-1)
bwp may be used to communicate the previous values used by another routine
CH_Matrix_Classes::Real t
recorded inter/extrapolation
Definition: BundleRQBWeight.hxx:43
bool get_next_weight_set() const
true if the next weight was prespecified externally
Definition: BundleRQBWeight.hxx:96
CH_Matrix_Classes::Real tL
lower bound for recording extrapolation
Definition: BundleRQBWeight.hxx:41
virtual int apply_modification(const GroundsetModification &gsmdf)
reinitialize after modifications
CH_Matrix_Classes::Real maxweight
upper bound on the weight, no bound of negative
Definition: BundleRQBWeight.hxx:32
abstract representation of the feasible convex ground set to be optimized over, provides the QP solve...
Definition: Groundset.hxx:77
int descent_update(CH_Matrix_Classes::Real newval, CH_Matrix_Classes::Real oldval, CH_Matrix_Classes::Real modelval, const CH_Matrix_Classes::Matrix &y, const CH_Matrix_Classes::Matrix &newy, CH_Matrix_Classes::Real normsubg2, BundleProxObject *Hp)
determine next weight after a descent step
CH_Matrix_Classes::Real minweight
lower bound on the weight, no bound if negative
Definition: BundleRQBWeight.hxx:31
int delta_subg(CH_Matrix_Classes::Matrix &delta_subg, MinorantPointer ¢er, MinorantPointer &cand)
computes cand-center into delta_subg and retunrs 0 if both are not empty; otherwise it returns 1 ...
CH_Matrix_Classes::Real m2
parameter in (m1,1) for using quasi udpate
Definition: BundleRQBWeight.hxx:38
int init(CH_Matrix_Classes::Real aggr_dnmormsqr, Groundset *groundset, BundleModel *model)
compute first weight and set some parameters
CH_Matrix_Classes::Real get_weight() const
returns current value of the weight
Header declaring the class ConicBundle::BundleWeight.
Matrix class for real values of type Real
Definition: matrix.hxx:74
abstract interface for BundleSolver giving access to all objective function specific bundle routines ...
Definition: BundleModel.hxx:140
bool next_weight_set
true if set_nextweight was just called, reset at *_update
Definition: BundleRQBWeight.hxx:35
CH_Matrix_Classes::Real tR
upper bound for recording interpolation
Definition: BundleRQBWeight.hxx:42
Abstract interface for BundleSolver providing routines that determine the weight of the quadratic ter...
Definition: BundleWeight.hxx:35
void set_next_weight(CH_Matrix_Classes::Real u)
<=0 leaves everything unchanged and does nothing
Definition: BundleRQBWeight.hxx:79
double max(double a, double b)
maximum value of two double variables
Definition: mymath.hxx:43
void set_minweight(CH_Matrix_Classes::Real mw)
<=0 means no bound
Definition: BundleRQBWeight.hxx:84
bool weightchanged
true if last choose_* call modified the weight
Definition: BundleRQBWeight.hxx:34
CH_Matrix_Classes::Real get_minweight() const
Returns the current value of the minweight.
Definition: BundleRQBWeight.hxx:99
Collects modifications for the unconstrained Groundset for appending, deleting or reassigning variabl...
Definition: GroundsetModification.hxx:32
Routine for selecting the weight of the quadratic/proximal term within BundleSolver implementing Bund...
Definition: BundleRQBWeight.hxx:24
CH_Matrix_Classes::Real frel
realtive precision w.r.t. function value
Definition: BundleRQBWeight.hxx:44
points to MinorantUseData that may be shared by many and allows computations with Minorants ...
Definition: MinorantPointer.hxx:34
CH_Matrix_Classes::Real get_maxweight() const
Returns the current value of the maxweight.
Definition: BundleRQBWeight.hxx:115