specialized BundleData class for use with AFTModel for storing and managing essential data of evaluations and the bundle describing the model More...
#include <AFTData.hxx>
Inheritance diagram for ConicBundle::AFTData:
Public Member Functions | |
| virtual void | clear (CH_Matrix_Classes::Integer start_modification_id=0) |
| reset to initial state (also used by the default constructor) | |
| AFTData (CH_Matrix_Classes::Integer start_modification_id=0) | |
| calls clear() | |
| virtual int | init (const BundleData *bd) |
| initialize from other BundleData | |
| BundleData * | clone () const |
| return a pointer to a clone of this | |
| virtual 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 return 0, otherwise return 1 | |
| virtual 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 | |
| virtual bool | center_modified (CH_Matrix_Classes::Integer &function_id, CH_Matrix_Classes::Integer center_id) |
| check whether center computation is still valid for this point and modification id | |
| virtual bool | model_aggregate_modified (CH_Matrix_Classes::Integer last_aggr_id) |
| check whether aggregate is available and has the same id | |
| virtual void | clear_model (bool discard_minorants_only=false) |
| clear the cutting modle and all function evaluatoins | |
| virtual void | clear_aggregates () |
| delete all kinds of aggregates but keep explicit parts of the cutting model | |
 Public Member Functions inherited from ConicBundle::BundleData | |
| BundleData () | |
| calls clear() | |
| BundleData * | clone () const |
| return a pointer to a clone of this | |
| virtual CH_Matrix_Classes::Integer | get_dim () const |
| returns the observed dimension; intially this is negative until the first point is worked on | |
| virtual FunctionTask | get_function_task () const |
| the purpose or mode the function is used in, see FunctionTask | |
| virtual CH_Matrix_Classes::Real | get_function_factor () const |
| the factor by which the minorants (except for the aggregate) need to be multiplied in order to match the current function scaling | |
| 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 the function | |
| virtual CH_Matrix_Classes::Integer | get_center_modification_id () const |
| the value is negative if not initialized and otherwise gives the number of modifications applied to the function | |
| virtual CH_Matrix_Classes::Real | get_center_ub () const |
| the value of the upper bound stored for center (without function_factor) if its modification id is up to date | |
| virtual CH_Matrix_Classes::Integer | get_center_id () const |
| the point id for which center was computed if its modification id is up to date | |
| virtual CH_Matrix_Classes::Integer | get_cand_modification_id () const |
| the value is negative if not initialized and otherwise gives the number of modifications applied to the function | |
| virtual CH_Matrix_Classes::Real | get_cand_ub () const |
| the value of the upper bound stored for the candidate (without function_factor) if its modification id is up to date | |
| virtual CH_Matrix_Classes::Integer | get_cand_id () const |
| the point id for which cand was computed if its modification id is up to date | |
| const MinorantBundle & | get_old_minorants () const |
| returns the bundle collected in store_old_minorants() | |
| virtual int | call_primal_extender (PrimalExtender &, bool include_candidates=true) |
| see the last argument of FunctionOracle::evaluate() | |
| virtual int | apply_modification (const GroundsetModification &, MinorantExtender *mex) |
| rearrange/extend the minorants according to the given groundset modifications | |
| virtual const PrimalData * | get_approximate_primal () const |
| return the PrimalData corresponding to the aggregate | |
| virtual const PrimalData * | get_center_primal () const |
| return the PrimalData corresponding to the aggregate | |
| virtual const PrimalData * | get_candidate_primal () const |
| return the PrimalData delivered by the last call of FunctionOracle::evaluate() | |
| virtual const SumBundle & | get_sumbundle () const |
| return the sumbundle | |
| virtual bool | get_local_model_active () const |
| return the sumbundle | |
| virtual CH_Matrix_Classes::Real | get_model_curvature () const |
| return a rough curvature estimate to judge the relevance of providing a good model for this oracle | |
| virtual int | get_latest_minorants (MinorantBundle &latest_minorants, CH_Matrix_Classes::Integer max_number) |
| the latest minorants available; the number may fall below or exceed the one requested in request_n_latest_minorants(); the minorants still need to be mutliplied by function_factor | |
| virtual int | get_model_data (MinorantBundle &model_minorants, CH_Matrix_Classes::Matrix &model_coeff) const |
| the minorants currently used in the model; the list may be empty or max contain other minorants than returned in get_latest_minorants(); the minorants still need to be mutliplied by function_factor | |
| virtual const MinorantPointer & | get_aggregate () const |
| the aggregate minorant as currently in use in the bundle method; it already includes the function_factor | |
| Public Member Functions inherited from ConicBundle::VariableMetricBundleData | |
| virtual | ~VariableMetricBundleData () |
| virtual destructor | |
| virtual const CH_Matrix_Classes::Symmatrix & | get_denseH () const |
| allows to retrieve dense variable metric information stored here | |
| virtual CH_Matrix_Classes::Symmatrix & | set_denseH () |
| allows to retrieve the dense variable metric information generated in the previous call and allows to store the new one in the end | |
| virtual const CH_Matrix_Classes::Matrix & | get_lowrankH () const |
| allows to retrieve low rank variable metric information stored here | |
| virtual CH_Matrix_Classes::Matrix & | set_lowrankH () |
| allows to retrieve the low rank variable metric information generated in the previous call and allows to store the new one in the end | |
| virtual const CH_Matrix_Classes::Matrix & | get_diagH () const |
| allows to retrieve the diagonal variable metric information generated in the previous call and allows to store the new one in the end | |
| virtual CH_Matrix_Classes::Matrix & | set_diagH () |
| allows to retrieve the diagonal variable metric information generated in the previous call and allows to store the new one in the end | |
| Public Member Functions inherited from ConicBundle::CBout | |
| virtual void | set_out (std::ostream *out=0, int print_level=1) |
| Specifies the output level (out==NULL: no output at all, out!=NULL and level=0: errors and warnings, level>0 increasingly detailed information) More... | |
| virtual void | set_cbout (const CBout *cb, int incr=-1) |
| Specifies the output level relative to the given CBout class. More... | |
| void | clear_cbout () |
| reset to default settings (out=0,print_level=1) | |
| CBout (const CBout *cb=0, int incr=-1) | |
| calls set_cbout | |
| CBout (std::ostream *outp, int pl=1) | |
| initialize correspondingly | |
| CBout (const CBout &cb, int incr=0) | |
| copy constructor | |
| virtual bool | cb_out (int pl=-1) const |
| Returns true if out!=0 and (pl<print_level), pl<0 should be used for WARNINGS and ERRORS only, pl==0 for usual output. | |
| std::ostream & | get_out () const |
| If cb_out() returned true, this returns the output stream, but it will abort if called with out==0. | |
| std::ostream * | get_out_ptr () const |
| returns the pointer to the output stream | |
| int | get_print_level () const |
| returns the print_level | |
| virtual int | mfile_data (std::ostream &out) const |
| writes problem data to the given outstream | |
Public Attributes | |
| CH_Matrix_Classes::Integer | aftpoint_id |
| increased whenever "a new point" (neither cand nor center) enters from outside or is created by changes in aft | |
| CH_Matrix_Classes::Integer | function_id |
| the most recent (largest) function id known (-1 on initializaton or if model==0) | |
| CH_Matrix_Classes::Integer | center_ub_fid |
| the function id returned on its computation | |
| CH_Matrix_Classes::Integer | center_mid |
| modification_id for which center_offset and aft_center were computed, <0 if not initialized | |
| CH_Matrix_Classes::Integer | center_pid |
| aftpoint_id of the AFT-transformed center | |
| CH_Matrix_Classes::Matrix | aft_center |
| AFT-transformed center. | |
| CH_Matrix_Classes::Real | center_offset |
| constant plus linear y term for modification id center_mid and center with point id center_id | |
| CH_Matrix_Classes::Integer | cand_ub_fid |
| the function id returned on its computation | |
| CH_Matrix_Classes::Integer | cand_mid |
| modification_id for which cand_offset and aft_cand were computed, <0 if not initialized | |
| CH_Matrix_Classes::Integer | cand_pid |
| aftpoint_id of the AFT-transformed cand | |
| CH_Matrix_Classes::Matrix | aft_cand |
| AFT-transformed cand. | |
| CH_Matrix_Classes::Real | cand_offset |
| constant plus linear y term for modification id center_mid and cand with point id cand_id | |
| CH_Matrix_Classes::Integer | aggregate_fid |
| the function's aggregate id for which this aggregate was computed (this was returned by model for get_aggregate_id) | |
| bool | aggregate_available |
| true if still valid, false if outdated or not initialized | |
Additional Inherited Members | |
| Protected Member Functions inherited from ConicBundle::BundleData | |
| virtual FunctionTask & | set_function_task () |
| the purpose or mode the function is used in, see FunctionTask | |
| virtual CH_Matrix_Classes::Real & | set_function_factor () |
| the factor by which the minorants (except for the aggregate) need to be multiplied in order to match the current function scaling | |
| virtual CH_Matrix_Classes::Integer & | set_center_ub_mid () |
| the modification_id when center was computed; -1 indicates not initialized | |
| virtual MinorantPointer & | set_aggregate () |
| the aggregate minorant as currently in use in the bundle method; it already includes the function_factor | |
| virtual CH_Matrix_Classes::Integer & | set_aggregate_id () |
| the identification number of the aggregate minorant | |
| virtual SumBundle & | set_sumbundle () |
| return the sumbundle | |
| virtual MinorantBundle & | set_old_minorants () |
| return old_minorants | |
| virtual CH_Matrix_Classes::Integer | get_prex_id () const |
| for keeping track of changes by primal extenders | |
| Protected Attributes inherited from ConicBundle::BundleData | |
| CH_Matrix_Classes::Integer | cand_ub_mid |
| modification id for which cand_ub was computed, <0 if not initialized | |
| CH_Matrix_Classes::Real | cand_ub |
| upper bound on function value for modification id cand_mid and candidate with point id cand_id (does not include the effect of function_factor and function_task) | |
| CH_Matrix_Classes::Real | cand_relprec |
| relative precision used in computing cand_ub | |
| CH_Matrix_Classes::Integer | cand_id |
| point id of the stored candidate | |
| MinorantPointer | local_aggregate |
| the local (possibly empty) aggregate linear minorant of the model handled by this and its descendants. It includes function_factor and function_task, and comprises the local_model parts and the active sumbundle parts | |
Detailed Description
specialized BundleData class for use with AFTModel for storing and managing essential data of evaluations and the bundle describing the model
The general philosophy regarding ids is the same as described in BundleData, but this time the modification_id is increased whenever the AFT is modified or it detects that the function it transforms was modified. Furthermore, the AFTModel also generates new points, namly the transformed arguments arising from the input points. In fact, whenever the AFT is modified, typically a new argument needs to be generated for the same old point, so the AFTModle has to assign its own aftpoint_id whenever it generates a new point by way of transforming an argument. Therefore the data has to store for each input point_id the transformed aft_point together with a point_mid (storing what AFT it was generated for) and a point_pid (storing the new point identifier of the AFTModel). Whenever a point is transformed, the affine part dependending on this point only is stored in point_offset. If the function is then evaluated, the returned value is called point_ub with point_ub_mid giving the modification_id when it was determined.
Likewise the situation with the aggregate is a bit more involved. The validity of the aggregate now depends on changes in the function as well as that of the AFT. So whenever the AFT changes but the function does not, the aggregate is in principle still available but has changed, so an extra aggregate_id is needed here again and the id assigned by the function model is stored in aggregate_mid. The role of aggregate_available is as before. Typically there is no need to have an explicit copy of the aggregate available here, it suffices to transform the one available in the function model. In some cases it is hard to avoid storing it explicitly and if it is done, this is marked by setting aggregate_stored to true.
The documentation for this class was generated from the following file:
