PSCOracle.hxx

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#ifndef CONICBUNDLE_PSCORACLE_HXX
#define CONICBUNDLE_PSCORACLE_HXX

//------------------------------------------------------------

#include "MatrixCBSolver.hxx"

//------------------------------------------------------------


namespace CH_Matrix_Classes {
  class Indexmatrix;
  class Matrix;
}


namespace ConicBundle {



  class PSCPrimalExtender: public PrimalExtender
  {
  public:
    virtual ~PSCPrimalExtender(){};

    virtual int extend(PrimalData&)=0;

    virtual int extend_Ritz(CH_Matrix_Classes::Matrix& /* Ritzvecs */ )=0;
  };


  class PSCOracle: public ModifiableOracleObject 
  {
  public:

    virtual Minorant* generate_minorant(const CH_Matrix_Classes::Matrix& P)=0;
    
    virtual int svec_projection(
                                CH_Matrix_Classes::Matrix& svec_offset,
                                CH_Matrix_Classes::Matrix& svec_coeffs,
                                const CH_Matrix_Classes::Matrix& P,
                                const CH_Matrix_Classes::Indexmatrix* index_subset=0) =0;
    
    virtual
    int
    evaluate
    (
     const CH_Matrix_Classes::Matrix& current_point,
     const CH_Matrix_Classes::Matrix& bundlevecs, 
     const double relprec,
     const double Ritz_bound,
     CH_Matrix_Classes::Matrix& Ritz_vectors,
     CH_Matrix_Classes::Matrix&  Ritz_values,
     PSCPrimalExtender*& primal_extender 
     )
     = 0;

    virtual
    int
    evaluate_projection
    (
     const CH_Matrix_Classes::Matrix& current_point,
     const CH_Matrix_Classes::Matrix& P, 
     const double relprec,
     CH_Matrix_Classes::Matrix& projected_Ritz_vectors,
     CH_Matrix_Classes::Matrix& projected_Ritz_values  
     )
     = 0;



    virtual
    int 
    left_right_product
    (
     int i,
     const CH_Matrix_Classes::Matrix& P,
     const CH_Matrix_Classes::Matrix& Q,
     CH_Matrix_Classes::Matrix& G
     ) 
     = 0;

    virtual 
    int 
    apply_modification
    (
     const OracleModification& /* oracle_modification */,
     const CH_Matrix_Classes::Matrix* /* new_center */,
     const CH_Matrix_Classes::Matrix* /* old_center */,
     bool& /* discard_objective_in_center */,
     bool& /* discard_model */, 
     bool& /* discard_aggregates */,
     MinorantExtender*& /* minorant_extender */
     )
    {return 1;}



    virtual
    bool
    check_correctness() const
    {return true;}
      

  };



  class PSCBundleParameters: virtual public BundleParameters
  {
  public:

    int psc_model_size;       
   
    int psc_bundle_size;      
    
    
   int psc_new_subgradients;  

    int psc_keep;

    int psc_aggregates;

    double psc_tolerance;

    int psc_update_rule;

    virtual int init(const BundleParameters& bp);

    PSCBundleParameters():
      BundleParameters(),psc_model_size(3),psc_bundle_size(100),
      psc_new_subgradients(5),psc_keep(3),
      psc_aggregates(1),psc_tolerance(1e-6),psc_update_rule(0)
    {}
    
   PSCBundleParameters(const BundleParameters& bp):
      BundleParameters(),psc_model_size(3),psc_bundle_size(100),
      psc_new_subgradients(5),psc_keep(3),
      psc_aggregates(1),psc_tolerance(1e-6),psc_update_rule(0)
    {init(bp);}
    
    ~PSCBundleParameters();

    };


}
#endif