mimicks the model of a function with an AffineFunctionTransformation (AFT) applied to it. It does so by the chain rule and calling the original model of the function. More...
#include <AFTModel.hxx>
Inheritance diagram for ConicBundle::AFTModel:
Public Member Functions | |
| void | clear (AffineFunctionTransformation *inaft, CH_Matrix_Classes::Integer start_modification_id=0) |
| resets all data to the inital state, except for aft which is unchanged unless inaft ist not NULL, which then replaces aft | |
| virtual void | clear () |
| overloads the SumBlockModel::clear calling the other clear with parameter 0 | |
| AFTModel (SumBlockModel *in_model, AffineFunctionTransformation *inaft=0, CH_Matrix_Classes::Integer start_modification_id=0, bool in_model_is_owner=false, CBout *cb=0) | |
| sets model to in_model and model_is_owner to in_model_is_owner (or false if in_model==0) and calls clear with parameters (inaft,start_modification_id) | |
| ~AFTModel () | |
| delets aft | |
| const AffineFunctionTransformation * | get_aft () const |
| allows to inspect the current AffineFunctionTransformation | |
implementations of abstract class BundleModel (maybe overloading some of SumBlockModel) | |
| int | eval_function (CH_Matrix_Classes::Integer &ub_fid, CH_Matrix_Classes::Real &ub, CH_Matrix_Classes::Integer y_id, const CH_Matrix_Classes::Matrix &y, CH_Matrix_Classes::Real nullstep_bound, CH_Matrix_Classes::Real relprec) |
| see BundleModel::eval_function | |
| int | eval_model (CH_Matrix_Classes::Real &lb, CH_Matrix_Classes::Integer y_id, const CH_Matrix_Classes::Matrix &y, CH_Matrix_Classes::Real relprec) |
| see BundleModel::eval_model | |
| int | update_model (ModelUpdate model_update, CH_Matrix_Classes::Integer center_id, const CH_Matrix_Classes::Matrix ¢er_y, CH_Matrix_Classes::Integer cand_id, const CH_Matrix_Classes::Matrix &cand_y, CH_Matrix_Classes::Real model_maxviol, BundleProxObject &H) |
| see BundleModel::update_model | |
| 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) |
| see BundleModel::synchronize_ids | |
| bool | center_modified (CH_Matrix_Classes::Integer ¢er_ub_fid, CH_Matrix_Classes::Integer center_id) |
| see BundleModel::center_modified | |
| int | recompute_center (CH_Matrix_Classes::Integer &new_center_ub_fid, CH_Matrix_Classes::Real &new_center_ub, CH_Matrix_Classes::Integer center_id, const CH_Matrix_Classes::Matrix &y, bool accept_only_higher_values=false, CH_Matrix_Classes::Real relprec=-1.) |
| see BundleModel::recompute_center | |
| bool | model_aggregate_modified (CH_Matrix_Classes::Integer old_model_aggregate_id) |
| see BundleModel::model_aggregate_modified | |
| int | provide_model_aggregate (CH_Matrix_Classes::Integer y_id, const CH_Matrix_Classes::Matrix &y) |
| see BundleModel::provide_model_aggregate | |
| int | apply_modification (bool &no_changes, const GroundsetModification &gsmdf, const FunObjModMap &funmdfmap, CH_Matrix_Classes::Integer new_center_id, const CH_Matrix_Classes::Matrix &new_center, CH_Matrix_Classes::Integer old_center_id, const CH_Matrix_Classes::Matrix &old_center) |
| see BundleModel::apply_modfication(CH_Matrix_Classes::Integer,const CH_Matrix_Classes::Matrix&,CH_Matrix_Classes::Integer,const CH_Matrix_Classes::Matrix&,const FunObjModMap&,const GroundsetModification&) | |
| int | add_variable_metric (VariableMetric &H, CH_Matrix_Classes::Integer center_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=0) |
| see DynamicScaling | |
| int | check_center_validity_by_candidate (bool &cand_minorant_is_below, CH_Matrix_Classes::Integer center_id, const CH_Matrix_Classes::Matrix ¢er_y) |
| see BundleModel::check_center_validity_by_candidate | |
implemented/overloaded routines of SumBlockModel | |
| ModifiableOracleObject * | get_oracle_object () |
| as AFTModel has no oracle of its own, this returns the dummy oracle | |
| int | make_model_aggregate (bool &penalty_parameter_increased, bool keep_penalty_fixed) |
| see SumBlockModel::make_model_aggregate | |
| int | get_model_aggregate (CH_Matrix_Classes::Integer &model_aggregate_id, MinorantPointer &model_aggregate, bool all_parts=true, const AffineFunctionTransformation *aft=0) |
| see SumBlockModle::get_modle_aggregate(CH_Matrix_Classes::Integer&,CH_Matrix_Classes::Real&,CH_Matrix_Classes::Matrix&,bool,bool,const AffineFunctionTransformation*) | |
| CH_Matrix_Classes::Real | lb_function (CH_Matrix_Classes::Integer y_id, const CH_Matrix_Classes::Matrix &y) |
| see SumBlockModel::lb_function | |
| int | get_function_minorant (MinorantPointer &minorant, const AffineFunctionTransformation *aft=0) |
| see SumBlockModel::get_function_minorant | |
| int | get_center_minorant (MinorantPointer &minorant, const AffineFunctionTransformation *aft=0) |
| see SumBlockModel::get_center_minorant | |
| int | adjust_multiplier (bool &values_may_have_changed) |
| see SumBlockModel::adjust_multiplier | |
| int | sumbundle_mode (SumBundle::Mode &mode, SumBundleHandler *bh=0, AffineFunctionTransformation *aft=0) |
| see SumBlockModel::sumbundle_mode | |
| virtual int | start_sumaugmodel (QPModelDataPointer &blockp, CH_Matrix_Classes::Integer cand_id, const CH_Matrix_Classes::Matrix &cand_y, const CH_Matrix_Classes::Indexmatrix *indices=0, SumBundleHandler *bh=0, SumBundle::Mode mode=SumBundle::inactive, AffineFunctionTransformation *aft=0) |
| see BundleModel::start_augmodel() for the first four parameters; for the others see sumbundle_contribution() | |
| virtual int | update_model (ModelUpdate model_update, CH_Matrix_Classes::Integer center_id, const CH_Matrix_Classes::Matrix ¢er_y, CH_Matrix_Classes::Integer cand_id, const CH_Matrix_Classes::Matrix &cand_y, CH_Matrix_Classes::Real model_maxviol, BundleProxObject &H, CH_Matrix_Classes::Real &model_deviation, CH_Matrix_Classes::Real &model_curvature) |
| see SumBlockModle::update_model(ModelUpdate,CH_Matrix_Classes::Integer,const CH_Matrix_Classes::Matrix&,CH_Matrix_Classes::Real) | |
| BundleData * | get_data () |
| see SumBlockModel::get_data | |
| const BundleData * | get_data () const |
| see SumBlockModel::get_data | |
| int | set_data (BundleData *bd) |
| see SumBlockModel::set_data | |
overloaded SumBlockModel messages for direct get/set requestss | |
| const PrimalData * | get_approximate_primal () const |
| an AFT has no primals, so it returns 1, see SumBlockModel::get_approximate_primal | |
| const PrimalData * | get_center_primal () const |
| an AFT has no primals, so it returns 1, see SumBlockModel::get_center_primal | |
| const PrimalData * | get_candidate_primal () const |
| an AFT has no primals, so it returns 1, see SumBlockModel::get_candidate_primal | |
| virtual int | call_primal_extender (PrimalExtender &) |
| an AFT has no primals, so it returns 1, see SumBlockModel::call_primal_extender | |
| int | set_bundle_parameters (const BundleParameters &) |
| an AFT has no bundle, so it returns 1, see SumBlockModel::set_bundle_parameters | |
| BundleParameters * | get_bundle_parameters () const |
| an AFT has no bundle, so it returns 1, see SumBlockModel::get_bundle_parameters | |
| void | clear_model (bool discard_minorants_only=false) |
| see SumBlockModel::clear_model | |
| void | clear_aggregates () |
| see SumBlockModel::clear_aggregates | |
overloaded routines of BundleQPData | |
| std::ostream & | output_bundle_data (std::ostream &out) const |
| this outputs the qp model data recursively for testing purposes | |
overloaded routines of SumBlockModel for output and statistics on solution times | |
| virtual CH_Tools::Microseconds | get_preeval_time () const |
| see SumBlockModel::get_preeval_time() | |
| virtual CH_Tools::Microseconds | get_eval_time () const |
| see SumBlockModel::get_eval_time() | |
| virtual CH_Tools::Microseconds | get_posteval_time () const |
| see SumBlockModel::get_posteval_time() | |
| void | set_out (std::ostream *o=0, int pril=1) |
| set output and outputlevel of warnings and errors recursively, see CBout | |
 Public Member Functions inherited from ConicBundle::SumBlockModel | |
| virtual | ~SumBlockModel () |
| destructor | |
| int | initialize_aft (AffineFunctionTransformation *aft=0) |
| first it discards an old affine function transformation if there is one, then it sets the new one, if there ins one. | |
| virtual int | set_variable_metric_selection (VariableMetricSelection *vms=0) |
| delete old selector and set a new one (0 is allowed resulting in no local selector) | |
| virtual VariableMetricSelection * | get_variable_metric_selection () const |
| delete old selector and set a new one (0 is allowed resulting in no local selector) | |
| bool | call_aftmodel_first (const FunObjModMap &funmdfmap) |
| in apply_modification this routine is needed to check whether the aftmodel is modified already More... | |
| SumBlockModel (CBout *cb=0, int cbinc=-1) | |
| calls clear | |
| virtual const SumBlockModel * | model (const FunctionObject *) const |
| returns the submodel for FunctionObject fo if it in this model, otherwise 0 | |
| virtual CH_Matrix_Classes::Integer | nsubmodels () const |
| returns the number of submodels in this model (direct ones, not all descendants; most have none, but see e.g. SumModel) | |
| virtual int | add_model (SumBlockModel *) |
| adds the model as submodel to this model (if this model may have submodels) | |
| virtual SumBlockModel * | remove_model (const FunctionObject *) |
| remove the submodel identified by fo from this model, this does NOT destruct the model. It returns the pointer to the model if there is one, otherwise 0 | |
| virtual SumBlockModel * | remove_model (SumBlockModel *model) |
| remove the submodel identified by the given models FunctionObject from this model, this does NOT destruct the model. It returns the pointer to the model if there is one, otherwise 0 | |
| virtual int | start_augmodel (QPModelDataPointer &blockp, CH_Matrix_Classes::Integer cand_id, const CH_Matrix_Classes::Matrix &cand_y, const CH_Matrix_Classes::Indexmatrix *indices=0) |
| see BundleModel::start_augmodel, here it just moves on to start_sumaugmodel | |
| virtual int | get_model_aggregate (CH_Matrix_Classes::Integer &model_aggregate_id, MinorantPointer &model_aggregate) |
| see BundleModel::get_model_aggregate | |
| int | get_function_minorant (CH_Matrix_Classes::Integer &function_modification_id, MinorantPointer &minorant) |
| see BundleModel::get_function_minorant() | |
| int | get_center_minorant (CH_Matrix_Classes::Integer &function_modification_id, MinorantPointer &minorant) |
| see BundleModel::get_center_minorant() | |
| BundleModel * | transform () |
| if an affine function transformation is defined for this model, return it, otherwise use this | |
| SumBlockModel * | sbm_transform () |
| like BundleModel::transform() this allows SumBlockModel routines to use a given transformation automatically | |
| AFTModel * | get_aftmodel () |
| returns aftmodel | |
| const AFTModel * | get_aftmodel () const |
| returns aftmodel (as a const variant) | |
| virtual int | set_sumbundle_parameters (const BundleParameters &) |
| set max_bundle_size and max_model_size (this may differ if the parameter is a derived class, in particular a SumBunldeParametersObject); model blocks without bundle return 1. | |
| virtual const SumBundleParametersObject * | get_sumbundle_parameters () const |
| returns the current parameter settings; model blocks without bundle parameters return NULL. | |
| virtual int | get_ret_code () const |
| for functions given by an oracle: return the return value that was produced by the last call to the function evaluation routine; model blocks without oracle return 0. | |
| CH_Tools::Microseconds | get_evalmodel_time () const |
| return time spent in total for evaluating the model in eval_model() | |
| CH_Tools::Microseconds | get_updatemodel_time () const |
| return time spent in total for updating the model in update_model() | |
| CH_Tools::Microseconds | get_metric_time () const |
| return time spent in total for the add_variable_metric routine | |
| std::ostream & | print_statistics (std::ostream &out) const |
| output the timing statistics | |
| void | set_cbout (const CBout *cb, int incr) |
| set output and outputlevel of warnings and errors recursively with CBout | |
| Public Member Functions inherited from ConicBundle::BundleModel | |
| BundleModel (CBout *cb=0, int cbinc=-1) | |
| constructor (cb allows to set output options) | |
| virtual | ~BundleModel () |
| virtual destructor | |
| VariableMetricModel * | variable_metric_transform () |
| replaces variable_metric_transform by transform | |
| Public Member Functions inherited from ConicBundle::VariableMetricModel | |
| VariableMetricModel (CBout *cb=0, int cbincr=-1) | |
| constructor for passing on ouptut information | |
| virtual | ~VariableMetricModel () |
| virtual destructor | |
| Public Member Functions inherited from ConicBundle::CBout | |
| 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 | |
Private Member Functions | |
| SumBlockModel * | cond_model_trafo () |
| returns model if model_is_owner, and model->sbm_transform() otherwise | |
| const SumBlockModel * | cond_model_trafo () const |
| const version of cond_model_trafo | |
| const CH_Matrix_Classes::Matrix & | generate_aft_cand (CH_Matrix_Classes::Integer cand_id, const CH_Matrix_Classes::Matrix &cand_y) |
| computes and returns a reference to the transformed point (maybe the input point itself, if identity) and assigns a new aftpoint_id if necessary More... | |
| int | check_function_id_change (CH_Matrix_Classes::Integer function_id) |
| if a call to some function evaluation returned an increased function_id, this increases data.modification_id More... | |
| int | compute_qp_data (const CH_Matrix_Classes::Indexmatrix *indices=0) const |
| checks whether it is necessary to precompute the qp_data and does so if required | |
Private Attributes | |
| SumBlockModel * | model |
| points to the model which this AFT works on | |
| bool | model_is_owner |
| the following is true if the model above is the owner of this AFTModel | |
| ModifiableOracleObject | dummy_oracle |
| the oracle object of this model | |
| AffineFunctionTransformation * | aft |
| the affine function transformation in use, must always be != NULL | |
| AFTData | data |
| the relevant data for running BundleSolver consistently | |
| CH_Matrix_Classes::Integer | ncalls |
| number of calls to model->eval_function or model->recompute_center | |
| MinorantPointer | cand_minorant |
| the (lazy) transformed minorant in the candidate | |
| MinorantPointer | center_minorant |
| the (lazy) transformed minorant in the center | |
| QPConeModelDataObject * | block |
| usually not used, but if aft->get_fun_coeff()==0 an empty block may have to be returned | |
| std::map< MinorantPointer, MinorantPointer > | precomputed |
| if a MinorantPointer has already been transformed, this is stored here | |
| CH_Matrix_Classes::Indexmatrix | qp_indices |
| if its dimension is >0 it gives the (ordered) subset of indices for which subgradient entries are needed, otherwise all indices will be needed. If compute_qp_data_now==true, these also map the row index of qp_ycost and qp_matrix to the index of y. | |
| CH_Matrix_Classes::Indexmatrix | old_indices |
| for checking whether the old results can be reused | |
Additional Inherited Members | |
| Public Types inherited from ConicBundle::BundleModel | |
| enum | ModelUpdate { new_subgradient, descent_step, null_step } |
| for informing update_model() at what stage it is called to update the bundle so that the amount of information available is clear More... | |
| Protected Attributes inherited from ConicBundle::SumBlockModel | |
| CH_Tools::Clock | clock |
| for collecting time statistics | |
| CH_Tools::Microseconds | evalmodel_time |
| total time spent in evaluating the model in eval_model() | |
| CH_Tools::Microseconds | updatemodel_time |
| total time spent in updating the bundle in update_model() | |
| CH_Tools::Microseconds | eval_time |
| total time spent in the oracle in eval_function() or calls to eval_function of children | |
| CH_Tools::Microseconds | preeval_time |
| total time spent in eval_function() before the oracle call | |
| CH_Tools::Microseconds | posteval_time |
| total time spent in eval_function() after the oracle call | |
| CH_Tools::Microseconds | metric_time |
| total time spent in add_variable_metric() | |
| AFTModel * | aftmodel |
| if not NULL this points to an AFTModel describing an AffineFunctionTransformation | |
| VariableMetricSelection * | vm_selection |
| if not NULL this points to the selection routine for computing the local contribution to the metric | |
| SumBundleHandler * | bundlehandler |
| if the sumbundle is used, this points to the handler that operates it | |
| SumBundleParametersObject * | sumbundle_parameters |
| this holds the default settings whether and how to start or contribute to a SumBundle | |
| MinorantPointer | old_model_aggregate |
| for testing purposes | |
Detailed Description
mimicks the model of a function with an AffineFunctionTransformation (AFT) applied to it. It does so by the chain rule and calling the original model of the function.
The AFT may be modified without necessarily invalidating the function model if the AFT results in unchanged parameters. Ususally, on intialization, the AFTModel is assigned some SumBlockModel whose transformation it represents, this is SumBlockModel is pointed to by the variable model. If model is not NULL, AFTModel first transforms the input parameters, then calls model with these, and then transforms the ouptput parameters as its output. If model is NULL, then AFTModel simply represents an affine function and its own model.
The AFTModel may be a separate model component introduced by the user or a transformation directly generated by any SumBlockModel *model as the model's own affine function transformation. In the latter case the AFTModel will be initialized by model with the parameter model_is_owner set to true, the latter is false by default. If model_is_owner is true, the AFTModel will call the model routines directly without the intermediate smb_transform(). If model_is_owner is false the model routines will be called with the intermediate smb_transform(), because this function might then have its own AFT that has to be carried out first. Similar distinctions occur in the treatment of modifications, etc.
Member Function Documentation
◆ check_function_id_change()
|
private |
if a call to some function evaluation returned an increased function_id, this increases data.modification_id
A change in the function_id signals a modification of the function for which this is the affine fucntion transformations (AFT). As the AFT itself is not changed, the transformed evaluation points do not change, but from outside the function still looks different. This is reflected in increasing data.modification_id, but it also sets the id marks of the point and function values to the appropriate values.
Referenced by cond_model_trafo().
◆ generate_aft_cand()
|
private |
computes and returns a reference to the transformed point (maybe the input point itself, if identity) and assigns a new aftpoint_id if necessary
If cand_id matches data.center_id or data.cand_id and the transformation has already been stored in data for the respective point and the current aft version, nothing needs to be computed, the old data is only copied to the candidate (if needed).
If cand_id is unknown or the transformation is no longer up to date (if aft was modified), an new aftpoint_id is assigned to this and the transformatoin is computed into data.aft_cand if necessary. It is not necessary if the transformation is the identity, in this case data.aft_cand is initialized to dimension zero and a reference is returned to the input point cand_y itself.
Referenced by cond_model_trafo().
The documentation for this class was generated from the following file:
