Header declaring the classes ConicBundle::CBSolver, ConicBundle::FunctionOracle and ConicBundle::PrimalData. More...

#include <assert.h>
#include <iostream>
#include <vector>

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

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

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

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

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

class	ConicBundle::CBSolver
	Bundle method solver. More...

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

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

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

Enumerations
enum	ConicBundle::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...

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

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

Detailed Description

Header declaring the classes ConicBundle::CBSolver, ConicBundle::FunctionOracle and ConicBundle::PrimalData.

Version: 1.0

Date: 2005-03-01

Author: Christoph Helmberg

Classes

Namespaces

Typedefs

Enumerations

Variables

Detailed Description