extends BundleData for use with BoxModel by adding information on subgradients and the cutting plane model More...
#include <BoxData.hxx>
Inheritance diagram for ConicBundle::BoxData:
Public Member Functions | |
| ~BoxData () | |
| calls clear() | |
| void | clear (CH_Matrix_Classes::Integer start_modification_id=0) |
| reset to initial state (also used by the default constructor) | |
| BoxData (CH_Matrix_Classes::Real fun_factor=1., FunctionTask fun_task=ObjectiveFunction) | |
| initializes BundleData, sets center_primal to NULL and calls clear() | |
| int | init (const BundleData *bd) |
| if bd is of type BoxData, initialize to this data | |
| BundleData * | clone () const |
| return a pointer to a clone of this | |
| 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 | |
| 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 | |
| void | clear_model (bool discard_minorants_only=false) |
| clear the cutting model and all function evaluations | |
| void | clear_aggregates () |
| remove all aggregate minorants | |
| int | call_primal_extender (PrimalExtender &prex, bool include_candidates=true) |
| see the last argument of BoxOracle::evaluate() | |
| int | apply_modification (const GroundsetModification &, MinorantExtender *mex) |
| rearrange/extend the minorants according to the given groundset modifications | |
| const PrimalData * | get_approximate_primal () const |
| return the PrimalData corresponding to the aggregate | |
| const PrimalData * | get_center_primal () const |
| return the PrimalData corresponding to the aggregate | |
| const PrimalData * | get_candidate_primal () const |
| return the PrimalData delivered by the last call of BoxOracle::evaluate() | |
 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 bool | center_modified (CH_Matrix_Classes::Integer ¢er_ub_fid, CH_Matrix_Classes::Integer check_center_id) |
| check whether center computation is still valid for this point and modification id | |
| virtual bool | model_aggregate_modified (CH_Matrix_Classes::Integer model_aggregate_id) |
| check whether aggregate is available and has the same id | |
| 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 | |
Private Attributes | |
| MinorantPointer | center_minorant |
| the (eps-)subgradient linear minorant in the center (available if valid and center_ub_mid is the modification id) without function_factor | |
| PrimalMatrix | center_boxvec |
| the maximizer over the box for the current center (without function_factor) | |
| MinorantPointer | cand_minorant |
| the (eps)sugradient linear minorant returned by eval_function for the candidate (available if valid and cand_ub_mid is the modification id) without function factor | |
| PrimalMatrix | cand_boxvec |
| the maximizer over the box for the current candidate | |
| PrimalMatrix | aggr_boxvec |
| the primal aggregate vector in the box (without function_factor) giving rise to the aggregate; not initialized if zerodimensional | |
| CH_Matrix_Classes::Real | aggr_scaleval |
| the aggregate with function_factor is aggr_boxvec*aggr_scaleval; | |
| MinorantBundle | boxbundle |
| the bundle holds the minorants describing the BoxBlock part of the model for selected coordinates and in the last position the complement coordinates of aggr_boxvec | |
| CH_Matrix_Classes::Matrix | boxbundle_coeff |
| coefficients of BoxBlock determined in last BundleMethod::eval_augmodel | |
| CH_Matrix_Classes::Matrix | primal_boxtapia |
| indicators for activity of minorants | |
| CH_Matrix_Classes::Indexmatrix | boxbundle_coords |
| the coordinates selected to have their full box range in the model | |
| CH_Matrix_Classes::Matrix | boxbundle_complvalues |
| the aggregate values in the complement (if not empty) | |
| MinorantBundle | nncbundle |
| if the boxbundle is empty, this holds the aggregate (if available) and the candidate (always); if the boxbundle is not empty but not complete, it holds the candidate; if boxbundle is complete, nncbundle is empty | |
| CH_Matrix_Classes::Matrix | nncbundle_coeff |
| coefficients determined in last BundleMethod::eval_augmodel | |
| CH_Matrix_Classes::Matrix | primal_nnctapia |
| indicators for activity of minorants | |
| bool | outside_bundle |
| true if nncbundle and nncbundle_coeff are initialized from an external source, e.g by a request to switch from sumbundle to local bundle; these may not yet satisfy the usual requirements for the box model | |
| CH_Matrix_Classes::Matrix | coord_switching |
| keeps track of which coordinates where changing the most in the past | |
| CH_Matrix_Classes::Integer | prex_id |
| counter for keeping track of PriamlExtender calls | |
Friends | |
| class | BoxModel |
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
extends BundleData for use with BoxModel by adding information on subgradients and the cutting plane model
The documentation for this class was generated from the following file:
