ConicBundle

base class for use with SumBlockModel for storing and managing essential data of evaluations and the bundle describing the model More...
#include <BundleData.hxx>
Public Member Functions  
BundleData ()  
calls clear()  
virtual void  clear (CH_Matrix_Classes::Integer start_modification_id=0) 
reset to initial state (also used by the default constructor)  
virtual int  init (const BundleData *bd) 
initialize from other BundleData  
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  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 ¢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 void  clear_model (bool discard_minorants_only=false) 
clear the cutting model and all function evaluations; for special cutting models of support functions it may sometimes be possible and sufficient to keep the model and its values but to regenerate the minorants when needed; if in this case only the current minorants should be deleted, set discard_minorants_only to true.  
virtual void  clear_aggregates () 
delete all kinds of aggregates but keep explicit parts of the cutting model  
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  
Protected Member Functions  
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  
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  
Private Member Functions  
virtual int  store_old_minorant (MinorantPointer &minorant) 
if max_old_minorants > 0, it adds the minorant cyclically to old_minorants keeping max_old_minorants of them  
Private Attributes  
CH_Matrix_Classes::Integer  dim 
the incoming dimension, once it is detected, 1 if not yet clear (some need it, but it is mainly for consistency checks and should be initialized in eval_function, lb_function, recompute_center, and updated in apply_modification)  
FunctionTask  function_task 
see FunctionTask  
CH_Matrix_Classes::Real  function_factor 
>0, interpreted according to function_task  
CH_Matrix_Classes::Integer  modification_id 
increased on any modification applied to the function or function_factor  
CH_Matrix_Classes::Integer  center_ub_mid 
modification id for which center_ub was computed, <0 if not initialized  
CH_Matrix_Classes::Real  center_ub 
upper bound on function value for modification id center_mid and center with point id center_id (does not include the effect of function_factor and function_task)  
CH_Matrix_Classes::Real  center_relprec 
relative precision used in computing center_ub  
CH_Matrix_Classes::Integer  center_id 
point id of the stored center  
CH_Matrix_Classes::Integer  aggregate_id 
if available and ids match, the aggregate need not be recomputed  
MinorantPointer  aggregate 
the aggregate linear minorant of the entire model (including function_factor and function_task)  
bool  local_model_active 
true if the local model is initialized and contributes to the model (maybe in addition to the sumbundle)  
SumBundle  sumbundle 
for switching/splitting between a local model and a common SumModel this stores the (potential) contribution to a common model  
CH_Matrix_Classes::Integer  max_old_minorants 
==0 by default, otherwise it gives the maximum number of the most recent candidate minorants to be stored  
MinorantBundle  old_minorants 
minorants collected e.g. for variable metric, holds the at most max_old_minorants most recent candidate minorants  
CH_Matrix_Classes::Integer  minorant_nexti 
points to next position for storing in old_minorants (in a cyclic fashion)  
CH_Matrix_Classes::Real  model_curvature 
this value >= 0 gives an estimate of the "model curvature" in cand_y (may be zero)  
CH_Matrix_Classes::Integer  prex_id 
counter for keeping track of PriamlExtender calls  
Friends  
class  SumBlockModel 
class  ConeModel 
class  SumModel 
class  AFTModel 
class  AFTData 
base class for use with SumBlockModel for storing and managing essential data of evaluations and the bundle describing the model
This and all derived classes serve to store the essential part of the model, so that saving and restoring this should allow to continue from exactly the same model again. This is for supporting branch and bound approaches and the like.
It also provides some essential common data and routines that are needed for consistent handling of problem changes or contributions to a common bundle model for sums of convex functions as required by the abstract SumBlockModel extending the BundleModel.
In order to support changes on the fly while keeping the number of recomputations at a minimum, all modifications of the function or the model lead to appropriate changes in certain id counters.
In particular, a nonnegative modification_id will be increased whenever the function changes. In order to check validity of the function values of the candidate and the center, appropriate ids of the arguments (a point id  this id being assigned by BundleSolver and not here  and the modification id) are stored at evaluation together with the relative precision, so that validity of the stored results can be checked by comparing the ids to the current values. A negative id will always signal an uninitiliazed or outdated number. This is used, e.g., if information is discarded by clear_model().
The handling of the model aggregate is a bit different, because its validity and availablility depends on the changes of the cutting model, which may have many different causes. Furthermore the aggregate may consist of different parts due to contriubtions in the SumBundle. The aggregate_id is increased whenever a new aggregate is computed (all parts will be computed at the same time). The overall aggregate can be marked invalid by setting aggregate to empty (no need to increase the aggregate id at such an occasion).
The part stored in local_aggregate represents the model parts handled by the model itself or by its descendants, i.e., it includes the local part, the root parts of its SumBundleHandler and the local parts of its descendants. It does not contain the contributions of itself and its descendants to the SumBundle of a parent. In particular, if the entire model is contributed to the SumBundle of a parent, local_aggregate will be empty.
The full aggregate contains all parts, i.e., on top of the local_aggregate it includes the aggregate of the contributions of itself and its descendants. In essence, the aggregate gives the full aggregate of the entire model representing this funciton with all its descendants.