3 #ifndef CONICBUNDLE_PSCDATA_HXX 4 #define CONICBUNDLE_PSCDATA_HXX 49 friend class QPPSCOracleData;
185 void clear_model(
bool discard_minorants_only=
false);
int Integer
all integer numbers in calculations and indexing are of this type
Definition: matop.hxx:40
implements (as a derived class of ConeModel) a cutting model for a PSCOracle
Definition: PSCModel.hxx:46
const PrimalData * get_approximate_primal() const
return the PrimalData corresponding to the aggregate
double Real
all real numbers in calculations are of this type
Definition: matop.hxx:50
CH_Matrix_Classes::Matrix primalvecs
vecs of eigval-decomposition of last eval_augmodel (always the same span as bundlevecs) ...
Definition: PSCData.hxx:79
CH_Matrix_Classes::Matrix center_Ritzvec
a Ritzvector generating center_Ritzval
Definition: PSCData.hxx:63
CH_Matrix_Classes::Real primal_Ritzval
the (common) Ritz_value of the active subspace in primaleigs (= cutting model value) ...
Definition: PSCData.hxx:82
CH_Matrix_Classes::Matrix primaleigs
eigs of eigval-decomposition of last eval_augmodel (if not empty, sum of this and aggrcoeffs is feasi...
Definition: PSCData.hxx:78
CH_Matrix_Classes::Matrix cand_Ritzvec
the Ritzvectors generating cand_Ritzval
Definition: PSCData.hxx:72
PSCData(CH_Matrix_Classes::Real fun_factor=1., FunctionTask fun_task=ObjectiveFunction)
calls clear()
Interface for extending a Minorant, e.g., in Lagrangian Relaxation of cutting plane approaches...
Definition: CBSolver.hxx:490
CH_Matrix_Classes::Real scaling_gap
Ritz threshold for consideration in scaling.
Definition: PSCData.hxx:112
CH_Matrix_Classes::Matrix cand_Ritzval
Ritz values returned by the oracle.
Definition: PSCData.hxx:71
int apply_modification(const GroundsetModification &, MinorantExtender *mex)
rearrange/extend the minorants according to the given groundset modifications
CH_Matrix_Classes::Real center_Ritzval
lower bound on the center value
Definition: PSCData.hxx:62
void clear_model(bool discard_minorants_only=false)
clear the cutting model and all function evaluations
void clear_model_except_bundlevecs()
clear all function evaluations and aggregates, but not the collected subspace information ...
Header declaring the classes ConicBundle::PSCOracle and ConicBundle::PSCBundleParameters (needed for ...
CH_Matrix_Classes::Integer keepsize
extended space dimension kept in bundlevecs
Definition: PSCData.hxx:96
CH_Matrix_Classes::Real primal_aggregate_coeff
coefficient determined in last eval_augmodel, maybe with some aggregated parts of primalvecs if not a...
Definition: PSCData.hxx:81
conic bundle method solver for sum of convex functions. See the ConicBundle_Manual for a quick introd...
Definition: CBSolver.hxx:22
MinorantPointer bundle_aggregate
for getting inside the semidifinite cone
Definition: PSCData.hxx:90
CH_Matrix_Classes::Integer get_skippedsize() const
returns skippedsize
Definition: PSCData.hxx:154
BundleData * clone() const
return a pointer to a clone of this
extends BundleData for use with PSCModel (see there for the description of the function) by adding in...
Definition: PSCData.hxx:45
int call_primal_extender(PrimalExtender &, bool include_candidates=true)
see the last argument of FunctionOracle::evaluate()
CH_Matrix_Classes::Matrix bundlevecs
the columns span the subspace of the semidefinte face (the bundle is initialized if bundlevecs...
Definition: PSCData.hxx:89
CH_Matrix_Classes::Matrix primalgrowth
factor by which primaleigs changed in the last interior point iteration
Definition: PSCData.hxx:85
CH_Matrix_Classes::Integer skippedsize
number of columns in topvecs exceeding activedim
Definition: PSCData.hxx:97
const PrimalData * get_candidate_primal() const
return the PrimalData delivered by the last call of FunctionOracle::evaluate()
const CH_Matrix_Classes::Matrix & get_topvecs() const
returns topvecs
Definition: PSCData.hxx:136
CH_Matrix_Classes::Integer get_activedim() const
returns acitvedim
Definition: PSCData.hxx:150
const CH_Matrix_Classes::Matrix & get_primalvecs() const
returns primalvecs
Definition: PSCData.hxx:128
Header declaring the class ConicBundle::BundleData (see ConicBundle::SumBlockModel) ...
const CH_Matrix_Classes::Matrix & get_Ritz_values() const
returns Ritz_values
Definition: PSCData.hxx:140
CH_Matrix_Classes::Matrix Ritz_values
of the vectors in topvecs and skippedvecs
Definition: PSCData.hxx:94
Matrix class for real values of type Real
Definition: matrix.hxx:74
CH_Matrix_Classes::Integer get_keepsize() const
returns keepsize
Definition: PSCData.hxx:146
CH_Matrix_Classes::Integer activedim
identified size of the active subspace
Definition: PSCData.hxx:95
FunctionTask
Each function represented by a FunctionModel is equipped with a function_factor (it defaults to 1...
Definition: CBSolver.hxx:221
int init(const BundleData *bd)
if bd is of type PSCData, initialize to this data
void clear_aggregates()
delete all kinds of aggregates but keep explicit parts of the cutting model
void clear(CH_Matrix_Classes::Integer start_modification_id=0)
reset to initial state (also used by the default constructor)
In Lagrangean relaxation an approximate primal solution can be generated by supplying primal informat...
Definition: CBSolver.hxx:151
CH_Matrix_Classes::Real growthrate
factor <X,Z>/<X^-,Z^->, where X^- and Z⁻- are the last but one iterates of the interior point method...
Definition: PSCData.hxx:84
Collects modifications for the unconstrained Groundset for appending, deleting or reassigning variabl...
Definition: GroundsetModification.hxx:32
CH_Matrix_Classes::Real center_gap
the gap observed for the current center
Definition: PSCData.hxx:113
Interface for extending PrimalData, e.g., in Lagrangian relaxation of column generation approaches...
Definition: CBSolver.hxx:180
int do_step(CH_Matrix_Classes::Integer point_id)
if the candidate information is available and consitent for point_id, copy it from cand to center and...
MinorantPointer cand_minorant
if not empty, it matches topvecs.col(0) (!)
Definition: PSCData.hxx:73
base class for use with SumBlockModel for storing and managing essential data of evaluations and the ...
Definition: BundleData.hxx:77
int synchronize_ids(CH_Matrix_Classes::Integer &new_center_ub_fid, CH_Matrix_Classes::Integer new_center_id, CH_Matrix_Classes::Integer old_center_id, CH_Matrix_Classes::Integer &new_cand_ub_fid, CH_Matrix_Classes::Integer new_cand_id, CH_Matrix_Classes::Integer old_cand_id, CH_Matrix_Classes::Integer &new_aggregate_id, CH_Matrix_Classes::Integer new_prex_id=0)
synchronize ids in any case by discarding inconsistent parts but return number of errors ...
points to MinorantUseData that may be shared by many and allows computations with Minorants ...
Definition: MinorantPointer.hxx:34
CH_Matrix_Classes::Matrix dualgrowth
factor by which the dual Ritz values to primalvecs changed during the last interior point iteration ...
Definition: PSCData.hxx:86
CH_Matrix_Classes::Matrix topvecs
orthonormal columns giving the largest Ritz_values; the range of this includes the range of bundlevec...
Definition: PSCData.hxx:93
const PrimalData * get_center_primal() const
return the PrimalData corresponding to the aggregate
MinorantPointer primal_aggregate
for getting inside the semidifinite cone
Definition: PSCData.hxx:80
const CH_Matrix_Classes::Matrix & get_primaleigs() const
returns primaleigs
Definition: PSCData.hxx:132
MinorantPointer center_minorant
if not empty it matches center_Ritzvec
Definition: PSCData.hxx:64