3 #ifndef CONICBUNDLE_NNCMODEL_HXX 4 #define CONICBUNDLE_NNCMODEL_HXX 105 bool keep_penalty_fixed);
126 virtual void clear();
int Integer
all integer numbers in calculations and indexing are of this type
Definition: matop.hxx:40
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...
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...
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
Header declaring the class ConicBundle::NNCData (needed for ConicBundle::NNCModel) ...
NNCData data
the relevant data for running BundleSolver consistently
Definition: NNCModel.hxx:37
double Real
all real numbers in calculations are of this type
Definition: matop.hxx:50
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 ...
MatrixFunctionOracle * oracle
points to the MatrixFunctionOracle for which it implements the cutting plane model ...
Definition: NNCModel.hxx:34
abstract interface for automatically generating and retrieving the qp blocks with the model data that...
Definition: QPModelDataObject.hxx:298
virtual MinorantPointer & provide_center_minorant()
if it cannot be provided it returns a minorant with valid()==false
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...
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 ...
CH_Matrix_Classes::Real lb_function(CH_Matrix_Classes::Integer y_id, const CH_Matrix_Classes::Matrix &y)
see SumBlockModel::lb_function
virtual const BundleParameters * get_bundle_parameters() const
see SumBlockModel::get_bundle_parameters
Definition: NNCModel.hxx:234
const PrimalData * get_center_primal() const
see SumBlockModel::get_center_primal
Definition: NNCModel.hxx:219
Matrix class for integral values of type Integer
Definition: indexmat.hxx:195
int call_primal_extender(PrimalExtender &prex, bool include_candidates=true)
see the last argument of FunctionOracle::evaluate()
Oracle interface (abstract class). For each of your functions, provide an instance of a derived class...
Definition: MatrixCBSolver.hxx:404
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...
abstract interface extension of QPModelDataObject to allow uniform generation of tuned quadratic solv...
Definition: QPModelDataObject.hxx:144
NNCModel(MatrixFunctionOracle *fo, CH_Matrix_Classes::Real fun_factor=1., FunctionTask fun_task=ObjectiveFunction, CBout *cb=0, int cbinc=-1)
construct a model for the MatrixFunctionOracle pointed to by fo
implements (as a derived class of SumBlockModel) a standard cutting plane model for a MatrixFunctionO...
Definition: NNCModel.hxx:28
virtual MinorantPointer & provide_cand_minorant()
if it cannot be provided it returns a minorant with valid()==false
virtual void clear()
resets all data to initial status of this class, also the bundle parameters
int adapt_bundle_to_parameters(CH_Matrix_Classes::Integer cand_id, const CH_Matrix_Classes::Matrix &cand_y)
— support routines
const PrimalData * get_candidate_primal() const
see SumBlockModel::get_candidate_primal
Definition: NNCModel.hxx:223
conic bundle method solver for sum of convex functions. See the ConicBundle_Manual for a quick introd...
Definition: CBSolver.hxx:22
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
int init(const BundleData *bd)
if bd is of type NNCData, initialize to this data
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
int set_data(BundleData *bd)
see SumBlockModel::set_data
Definition: NNCModel.hxx:204
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...
Serves for specifying parameters regarding the construction of cutting models.
Definition: CBSolver.hxx:891
int set_bundle_parameters(const BundleParameters &bp)
if bp is an NNCParametersObject, it is cloned, otherwise the paraemters are copied ...
extends BundleData for use with FunctionModel by adding information on subgradients and the cutting p...
Definition: NNCData.hxx:27
abstract interface for NNCModel for the model selection routine select_model()
Definition: NNCModelParametersObject.hxx:27
const PrimalData * get_center_primal() const
return the PrimalData corresponding to the aggregate
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
Header declaring the class ConicBundle::NNCModelParametersObject.
ModifiableOracleObject * get_oracle_object()
returns the oracle
Definition: NNCModel.hxx:175
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
int call_primal_extender(PrimalExtender &prex)
see SumBlockModel::call_primal_extender
Definition: NNCModel.hxx:227
FunctionTask
Each function represented by a FunctionModel is equipped with a function_factor (it defaults to 1...
Definition: CBSolver.hxx:221
std::vector< MinorantPointer > MinorantBundle
a bundle is a vector with MinorantPointer entries
Definition: MinorantPointer.hxx:24
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 ...
int ret_code
return value of the last call to MatrixFunctionOracle::evaluate()
Definition: NNCModel.hxx:43
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...
const PrimalData * get_candidate_primal() const
return the PrimalData delivered by the last call of FunctionOracle::evaluate()
const BundleData * get_data() const
see SumBlockModel::get_data
Definition: NNCModel.hxx:201
const PrimalData * get_approximate_primal() const
return the PrimalData corresponding to the aggregate
~NNCModel()
calls clear() and deletes the bundle parameters
Header declaring the classes ConicBundle::MatrixCBSolver, ConicBundle::MatrixFunctionOracle, ConicBundle::PrimalMatrix, ConicBundle::MatrixMinorant, ConicBundle::ModifiableOracleObject.
provides a general abstract base class for conic cutting models with SumBundle capabilities (as a der...
Definition: ConeModel.hxx:52
In Lagrangean relaxation an approximate primal solution can be generated by supplying primal informat...
Definition: CBSolver.hxx:151
NNCModelParametersObject * model_selection
parameters for steering size and update strategy of the cutting plane model
Definition: NNCModel.hxx:39
Interface for extending PrimalData, e.g., in Lagrangian relaxation of column generation approaches...
Definition: CBSolver.hxx:180
const PrimalData * get_approximate_primal() const
see SumBlockModel::get_approximate_primal
Definition: NNCModel.hxx:215
base class for use with SumBlockModel for storing and managing essential data of evaluations and the ...
Definition: BundleData.hxx:77
MinorantBundle cand_minorants
the (eps)sugradient linear minorants returned by eval_function for the candidate (available if cand_u...
Definition: NNCData.hxx:50
Header declaring the class ConicBundle::ConeModel.
virtual bool candidate_available()
returns true if candidate information (always the results of the most recent function evaulation) is ...
Definition: NNCModel.hxx:111
BundleData * get_data()
see SumBlockModel::get_data
Definition: NNCModel.hxx:198
points to MinorantUseData that may be shared by many and allows computations with Minorants ...
Definition: MinorantPointer.hxx:34
QPConeModelDataObject * block
describes the feasible convex combinations of the bundle vectors
Definition: NNCModel.hxx:49
void set_out(std::ostream *o=0, int pril=1)
set output and outputlevel of warnings and errors recursively, see CBout
Definition: NNCModel.hxx:264
virtual void set_cbout(const CBout *cb, int incr=-1)
Specifies the output level relative to the given CBout class.
int get_ret_code() const
see SumBlockModel::get_ret_code()
Definition: NNCModel.hxx:242
CH_Matrix_Classes::Integer nr_eval
total number of oralce calls (to MatrixFunctionOracle::evaluate())
Definition: NNCModel.hxx:45