provides a general abstract base class for conic cutting models with SumBundle capabilities (as a derived class of SumBlockModel) More...
#include <ConeModel.hxx>
Inheritance diagram for ConicBundle::ConeModel:
Public Member Functions | |
| virtual void | clear () |
| resets all data to initial status of this class, also the bundle parameters | |
| ConeModel (CBout *cb=0, int incr=-1) | |
| construct a model for the MatrixFunctionOracle pointed to by fo | |
| virtual | ~ConeModel () |
| calls clear() and deletes the bundle parameters | |
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 | recompute_center (CH_Matrix_Classes::Integer &new_center_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 | 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 | |
| int | make_model_aggregate (bool &penalty_parameter_increased, bool keep_penalty_fixed) |
| see SumBlockModel::make_model_aggregate | |
| 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,CH_Matrix_Classes::Real,CH_Matrix_Classes::Real&,CH_Matrix_Classes::Real&) | |
messages for direct get/set requestss | |
| void | clear_model (bool discard_minorants_only) |
| modifications of this specific problem were such that old subgradient data and function values have to be removed completely; do so. In the special case of some particular support functions it may be possile to regenerate some of the minorants and keep the core of the model of the support set; in this case set discard_minorants_only=true. | |
| void | clear_aggregates () |
| see SumBlockModel::clear_aggregates | |
 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 ModifiableOracleObject * | get_oracle_object ()=0 |
| return the function oracle this provides a model for, or some dummy oracle | |
| 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 | |
| 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) |
| see BundleModel::synchronize_ids | |
| virtual bool | center_modified (CH_Matrix_Classes::Integer ¢er_fid, CH_Matrix_Classes::Integer center_id) |
| see BundleModel::center_modified | |
| virtual 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) |
| passes on modification information about function and ground set changes More... | |
| int | add_variable_metric (VariableMetric &H, CH_Matrix_Classes::Integer y_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 VariableMetricModel::add_variable_metric; this implements the non local option | |
| 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 | |
| virtual int | get_model_aggregate (CH_Matrix_Classes::Integer &model_aggregate_id, MinorantPointer &model_aggregate, bool all_parts, const AffineFunctionTransformation *aft=0) |
| returns the model aggregate if available. More... | |
| AFTModel * | get_aftmodel () |
| returns aftmodel | |
| const AFTModel * | get_aftmodel () const |
| returns aftmodel (as a const variant) | |
| virtual BundleData * | get_data ()=0 |
| returns the essential information on the bundle date for continuing from the same point lateron, see BundleData | |
| virtual const BundleData * | get_data () const =0 |
| const version returning the essential information on the bundle date for continuing from the same point lateron, see BundleData | |
| virtual int | set_data (BundleData *) |
| reinstalls the bundle date from get_data() for continuing from this previous point, see BundleData | |
| virtual const PrimalData * | get_approximate_primal () const |
| if primal data is provided by the oracle then the primal corresponding to the current aggregate is formed in primal (this may differ if primal is a recognized derived class) | |
| virtual const PrimalData * | get_center_primal () const |
| if primal data is provided by the oracle then the primal corresponding to the best eps-subgradient of the evaluation in the current center is returned (this may differ if primal is a recognized derived class) | |
| virtual const PrimalData * | get_candidate_primal () const |
| if primal data is provided by the oracle then the primal corresponding to the best eps-subgradient of the evaluation in the current center is returned (this may differ if primal is a recognized derived class) | |
| virtual int | call_primal_extender (PrimalExtender &pext) |
| if the function is the Lagrangian dual and primal_data of previous calls has now to be updated due to changes in the primal problem – e.g., this may happen in column generation – the problem updates all its internally stored primal_data objects by calling PrimalExtender::extend on each of these. returns 0 on success, 1 if not applicable to this function, 2 if it would be applicable but there is no primal data. | |
| virtual int | set_bundle_parameters (const BundleParameters &) |
| set max_bundle_size and max_model_size (this may differ if the parameter is a recognized derived class); model blocks without bundle return 1. | |
| virtual const BundleParameters * | get_bundle_parameters () const |
| returns the current parameter settings; model blocks without bundle parameters return NULL. | |
| 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() | |
| virtual CH_Tools::Microseconds | get_preeval_time () const |
| return time spent in total for the oracle in eval_function() | |
| virtual CH_Tools::Microseconds | get_eval_time () const |
| return time spent in total for the oracle in eval_function() | |
| virtual CH_Tools::Microseconds | get_posteval_time () const |
| return time spent in total for the oracle in eval_function() | |
| 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_out (std::ostream *o=0, int pril=1) |
| set output and outputlevel of warnings and errors recursively, see CBout | |
| 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 | |
Protected Member Functions | |
abstract methods to be filled with oracle and cutting model specific content | |
| virtual int | evaluate_oracle (CH_Matrix_Classes::Integer y_id, const CH_Matrix_Classes::Matrix &y, CH_Matrix_Classes::Real nullstep_bound, CH_Matrix_Classes::Real relprec)=0 |
| see SumBlockModel::eval_function() but ignore ub_fid and ub with function_factor and function_task, this is set outside. Set the data.cand* information and in particular data.cand_ub_mid to data.get_modification_id() if the evaluation results make some sense even in the presence of errors. Please measure the oracle's SumBlockModel::eval_time as well as SumBlockModel::preeval_time and SumBlockModel::posteval_time here if this information is of interest | |
| virtual int | evaluate_local_model (CH_Matrix_Classes::Real &lb, CH_Matrix_Classes::Integer y_id, const CH_Matrix_Classes::Matrix &y, CH_Matrix_Classes::Real relprec)=0 |
| see SumBlockModel::eval_model() but ignore function_factor and function_task, this is set by ConeModel::eval_model(); note: evalmodel_time is already kept by ConeModel | |
| virtual int | update_local_model (ModelUpdate model_update, CH_Matrix_Classes::Integer center_id, const CH_Matrix_Classes::Matrix ¢er_y, CH_Matrix_Classes::Integer y_id, const CH_Matrix_Classes::Matrix &y, CH_Matrix_Classes::Real model_maxviol, BundleProxObject &H)=0 |
| see BundleModel::update_model() for the general setting; More... | |
| virtual int | switch_to_local (const MinorantBundle &sumbundle_model, const CH_Matrix_Classes::Matrix &sumbundle_coeff)=0 |
| the local model has to take over after sumbundle was active; current_model holds the final model and coefficients so that the local model can take over whatever it needs, in particualr the aggregate | |
| virtual int | get_aggregate_and_coefficient (MinorantPointer &sumbundle_aggr, CH_Matrix_Classes::Real &aggr_coeff)=0 |
| the sumbundle is initialized (not necessarily switched on) and needs to know the normalized aggregate of the local model without the influence of the function_factor as well as the coefficient reflecting the influnce of the function_factor; this is called in alternative to start_local_augmodel, so some information has to be available | |
| virtual int | start_local_augmodel (QPModelDataPointer &qpblockp, CH_Matrix_Classes::Integer cand_id, const CH_Matrix_Classes::Matrix &cand_y, const CH_Matrix_Classes::Indexmatrix *needed_indexsubset)=0 |
| see SumBlockModel::start_augmodel(); the local QP block is exclusively organized here; the routine is only called, if the local modle is active | |
| virtual int | provide_local_aggregate (CH_Matrix_Classes::Integer y_id, const CH_Matrix_Classes::Matrix &iny)=0 |
| see SumBlockModel::provide_model_aggregate(), only called if local model is active | |
| virtual int | make_local_aggregate (CH_Matrix_Classes::Real &new_function_factor, bool keep_penalty_fixed)=0 |
| see SumBlockModel::make_model_aggregate for the general rationale; the routine is only called, if the local modle is active; if the local model decides to increase the function factor, it reports back this value in new_function_factor (only allowed if keep_penalty_fixed==false); the new data.function_factor and the modification ids are the set in ConeModel | |
| virtual int | local_adjust_multiplier (CH_Matrix_Classes::Real &new_function_factor)=0 |
| see SumBlockModel::adjust_multiplier(); the routine is only called for adaptive penalty functions and if the local model is active; if the local model decides to adapt the function factor (here it is typically decreased), it reports back this value in new_function_factor; the new data.function_factor and the modification ids are the set in ConeModel | |
| virtual bool | candidate_available ()=0 |
| returns true if candidate information (always the results of the most recent function evaulation) is available and up to date (no model changes in the meantime) | |
| virtual MinorantPointer & | provide_cand_minorant ()=0 |
| if it cannot be provided it returns a minorant with valid()==false | |
| virtual MinorantPointer & | provide_center_minorant ()=0 |
| if it cannot be provided it returns a minorant with valid()==false | |
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
provides a general abstract base class for conic cutting models with SumBundle capabilities (as a derived class of SumBlockModel)
the rountines deal with all administrative aspects of SumBundle and SumBundleHandler and call local versions for the oracle and cutting model specific parts.
Note, this base class only allows for either having or contributing to an active SumBundle model or for having an active local model, but not both can be active at the same time. Before initialization it may happen that both are inactive, but once the model is initialized, exactly one of data.sumbundle.active() and data.local_model_active will be true (the correct value will be ensured by ConeModel). This still allows that both models are updated simultaneously, sumbundle by ConeModel and the full cutting model by the derived class, if this is so desired. Usually this is difficult because the QP solution is missing for one of them.
The local model is under full control of the derived class; the derived class also has to manage its own QPModelDataObject. In terms of the aggregate the derived class has to use and manipulate data.local_model_aggregate exclusively and only if it is active. If the sumbundle is active, also the data.local_model_aggregate will be handled ConeModel. The full aggregate data.model_aggregate is always and exclusively handled by ConeModel.
For the data.sumbundle the only point of contact for the derived class is sumbundle_mode(); see the explanations given there.
Member Function Documentation
◆ update_local_model()
|
protectedpure virtual |
see BundleModel::update_model() for the general setting;
The routine is called irrespective of whether the local model is active or not; in particular, data.do_step() has to be called here if model_update==descent_step (this has the purpose to allow the local model to use the data of the old center before it is overwritten by the current candidate);
model_maxviol and H are as passed to ConeModel by BundleModel::update_model();
note: updatemodel_time is already kept by ConeModel
Implemented in ConicBundle::PSCModel, ConicBundle::SOCModel, ConicBundle::BoxModel, and ConicBundle::NNCModel.
The documentation for this class was generated from the following file:
