VariableMetricSVDSelection.hxx

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#ifndef CONICBUNDLE_VARIABLEMETRICSVDSELECTION_HXX
#define CONICBUNDLE_VARIABLEMETRICSVDSELECTION_HXX


#include "VariableMetric.hxx"

namespace ConicBundle {




class VariableMetricSVDSelection: public virtual VariableMetricSelection
{
private: 
  CH_Matrix_Classes::Integer n_latest_minorants;
  
  CH_Matrix_Classes::Integer selection_method;

  CH_Matrix_Classes::Real oldfactor;
  
  CH_Matrix_Classes::Matrix Vspace;

  CH_Matrix_Classes::Matrix Uspace;

  CH_Matrix_Classes::Matrix lambda;

  CH_Matrix_Classes::Matrix candNewton;
    

  int vecH_by_aggregate(CH_Matrix_Classes::Matrix& vecH,
                        CH_Matrix_Classes::Real& relprec,
                        const MinorantBundle& bundle,
                        const MinorantPointer& aggregate,
                        CH_Matrix_Classes::Real function_factor,
                        CH_Matrix_Classes::Integer y_id,
                        const CH_Matrix_Classes::Matrix& y,
                        CH_Matrix_Classes::Real weightu,
                        CH_Matrix_Classes::Real violation_eps);

  int vecH_by_model(CH_Matrix_Classes::Matrix& vecH,
                    CH_Matrix_Classes::Real& relprec,
                    const MinorantBundle& bundle,
                    const MinorantBundle& model,
                    const MinorantPointer& aggregate,
                    CH_Matrix_Classes::Real function_factor,
                    CH_Matrix_Classes::Integer y_id,
                    const CH_Matrix_Classes::Matrix& y,
                    CH_Matrix_Classes::Real weightu,
                    CH_Matrix_Classes::Real violation_eps);

  int vecH_orthogonal_to_model(CH_Matrix_Classes::Matrix& vecH,
                               CH_Matrix_Classes::Real& relprec,
                               const MinorantBundle& bundle,
                               const MinorantBundle& model,
                               const CH_Matrix_Classes::Matrix& modelcoeff,
                               const MinorantPointer& aggregate,
                               CH_Matrix_Classes::Real function_factor,
                               CH_Matrix_Classes::Integer y_id,
                               const CH_Matrix_Classes::Matrix& y,
                               CH_Matrix_Classes::Real weightu,
                               CH_Matrix_Classes::Real violation_eps);

  int vecH_orthogonal_to_modelSVD(CH_Matrix_Classes::Matrix& vecH,
                                  CH_Matrix_Classes::Real& relprec,
                                  const MinorantBundle& bundle,
                                  const MinorantBundle& model,
                                  const CH_Matrix_Classes::Matrix& modelcoeff,
                                  const MinorantPointer& aggregate,
                                  CH_Matrix_Classes::Real function_factor,
                                  CH_Matrix_Classes::Integer y_id,
                                  const CH_Matrix_Classes::Matrix& y,
                                  CH_Matrix_Classes::Real weightu,
                                  CH_Matrix_Classes::Real violation_eps);

  int vecH_weighted_SVD(CH_Matrix_Classes::Matrix& vecH,
                                  CH_Matrix_Classes::Real& relprec,
                                  const MinorantBundle& bundle,
                                  const MinorantBundle& model,
                                  const CH_Matrix_Classes::Matrix& modelcoeff,
                                  const MinorantPointer& aggregate,
                                  CH_Matrix_Classes::Real function_factor,
                                  CH_Matrix_Classes::Integer y_id,
                                  const CH_Matrix_Classes::Matrix& y,
                                  CH_Matrix_Classes::Real weightu,
                                  CH_Matrix_Classes::Real violation_eps);

  int vecH_weighted_SVDs(CH_Matrix_Classes::Matrix& vecH,
                                  CH_Matrix_Classes::Real& relprec,
                                  const MinorantBundle& bundle,
                                  const MinorantBundle& model,
                                  const CH_Matrix_Classes::Matrix& modelcoeff,
                                  const MinorantPointer& aggregate,
                                  CH_Matrix_Classes::Real function_factor,
                                  CH_Matrix_Classes::Integer y_id,
                                  const CH_Matrix_Classes::Matrix& y,
                                  CH_Matrix_Classes::Real weightu,
                                  CH_Matrix_Classes::Real violation_eps);

public:
  ~VariableMetricSVDSelection()
  {}

  VariableMetricSVDSelection(CBout* cb=0,int cbincr=-1):
    VariableMetricSelection(cb,cbincr),
    n_latest_minorants(50),
    selection_method(-1),
    oldfactor(0.)
  {}

  VariableMetricSVDSelection(CH_Matrix_Classes::Integer in_n_latest_minorants,
                             CH_Matrix_Classes::Integer in_selection_method,
                             CH_Matrix_Classes::Real in_oldfactor=0.,
                             CBout* cb=0,int cbincr=-1):
    VariableMetricSelection(cb,cbincr),
    n_latest_minorants(in_n_latest_minorants),
    selection_method(in_selection_method),
    oldfactor(in_oldfactor)
  {}
  
  void get_UVlambda(CH_Matrix_Classes::Matrix& U, 
                    CH_Matrix_Classes::Matrix& V,
                    CH_Matrix_Classes::Matrix& lam,
                    CH_Matrix_Classes::Matrix& cand)
  {U=Uspace;V=Vspace;lam=lambda;cand=candNewton;}

  CH_Matrix_Classes::Integer get_n_latest_minorants() const
  {return n_latest_minorants;}

  void set_n_latest_minorants(CH_Matrix_Classes::Integer nlm)
  {n_latest_minorants=nlm;}

  CH_Matrix_Classes::Integer get_selection_method() const
  {return selection_method;}

  void set_selection_method(CH_Matrix_Classes::Integer sm) 
  {selection_method=sm;}

  int add_variable_metric(VariableMetric& H,
                          CH_Matrix_Classes::Integer y_id ,
                          const CH_Matrix_Classes::Matrix& y,
                          bool descent_step,
                          CH_Matrix_Classes::Real weightu,
                          CH_Matrix_Classes::Real model_maxviol,
                          const CH_Matrix_Classes::Indexmatrix* indices,
                          VariableMetricBundleData& bundle_data);

  VariableMetricSelection* clone_VariableMetricSelection() {
    return new VariableMetricSVDSelection(n_latest_minorants,selection_method,oldfactor,this,0);
  }
};




}

#endif