The Internal Conic Bundle Solver

Here we describe the internal class structure and concepts without the user interface. If you want to extend ConicBundle with some customized cutting models for special function classes, experiment with bundle update routines, introduce new types of ground sets, link in better QP-solvers, etc. then you may have to go into this. The basic groups of classes are

• Classes for Describing Types of Ground Sets and Ensuring Feasibility of y
• Classes for General and Specialized Cutting Models for Various Objective Functions
• Internal Bundle Solver of ConicBundle
• Variable Metric
• Quadratic Proximal Terms
• dynamic modification support for adding/deleting/modifying variables, oracles and constraints
• dynamic submodel selection

Available Oracle Classes:

• implemention of MatrixFunctionOracle (NNCBoxSupportFunction)
• implemention of a SOCOracle (SOCSupportFunction)
• implemention of a PSCOracle (PSCAffineFunction)
• box oracle with special purpose cutting model

QP solvers and interfaces for the quadratic subproblem

• Interface for qp solver dependent model descriptions
• Abstract interface for qp solvers
• Internal QP Solver for linearly constrained groundsets
• Internal QP Solver for unconstrained groundsets