ConicBundle
Public Member Functions | Protected Member Functions | Protected Attributes | Private Member Functions | Private Attributes | Friends | List of all members

base class for use with SumBlockModel for storing and managing essential data of evaluations and the bundle describing the model More...

#include <BundleData.hxx>

Inheritance diagram for ConicBundle::BundleData:
ConicBundle::VariableMetricBundleData ConicBundle::CBout ConicBundle::AFTData ConicBundle::BoxData ConicBundle::NNCData ConicBundle::PSCData ConicBundle::SOCData

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
 
BundleDataclone () 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 MinorantBundleget_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 &center_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 PrimalDataget_approximate_primal () const
 return the PrimalData corresponding to the aggregate
 
virtual const PrimalDataget_center_primal () const
 return the PrimalData corresponding to the aggregate
 
virtual const PrimalDataget_candidate_primal () const
 return the PrimalData delivered by the last call of FunctionOracle::evaluate()
 
virtual const SumBundleget_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 MinorantPointerget_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::Symmatrixget_denseH () const
 allows to retrieve dense variable metric information stored here
 
virtual CH_Matrix_Classes::Symmatrixset_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::Matrixget_lowrankH () const
 allows to retrieve low rank variable metric information stored here
 
virtual CH_Matrix_Classes::Matrixset_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::Matrixget_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::Matrixset_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 FunctionTaskset_function_task ()
 the purpose or mode the function is used in, see FunctionTask
 
virtual CH_Matrix_Classes::Realset_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::Integerset_center_ub_mid ()
 the modification_id when center was computed; -1 indicates not initialized
 
virtual MinorantPointerset_aggregate ()
 the aggregate minorant as currently in use in the bundle method; it already includes the function_factor
 
virtual CH_Matrix_Classes::Integerset_aggregate_id ()
 the identification number of the aggregate minorant
 
virtual SumBundleset_sumbundle ()
 return the sumbundle
 
virtual MinorantBundleset_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
 

Detailed Description

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.


The documentation for this class was generated from the following file: