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

extends BundleData for use with FunctionModel by adding information on subgradients and the cutting plane model More...

#include <NNCData.hxx>

Inheritance diagram for ConicBundle::NNCData:
ConicBundle::BundleData ConicBundle::VariableMetricBundleData ConicBundle::CBout

Public Member Functions

 ~NNCData ()
 calls clear()
 
void clear (CH_Matrix_Classes::Integer start_modification_id=0)
 reset to initial state (also used by the default constructor)
 
 NNCData (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 NNCData, initialize to this data
 
BundleDataclone () 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 FunctionOracle::evaluate()
 
int apply_modification (const GroundsetModification &, MinorantExtender *mex)
 rearrange/extend the minorants according to the given groundset modifications
 
const PrimalDataget_approximate_primal () const
 return the PrimalData corresponding to the aggregate
 
const PrimalDataget_center_primal () const
 return the PrimalData corresponding to the aggregate
 
const PrimalDataget_candidate_primal () const
 return the PrimalData delivered by the last call of FunctionOracle::evaluate()
 
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
 
- Public Member Functions inherited from ConicBundle::BundleData
 BundleData ()
 calls clear()
 
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 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 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 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
 

Private Attributes

MinorantPointer center_minorant
 the (eps-)subgradient linear minorant in the center (available if center_ub_mid is the modification id)
 
MinorantPointer cand_minorant
 the "best" (eps)sugradient linear minorant returned by eval_function (available if valid and cand_ub_mid is the modification id)
 
MinorantBundle cand_minorants
 the (eps)sugradient linear minorants returned by eval_function for the candidate (available if cand_ub_mid is the modification id)
 
CH_Matrix_Classes::Matrix bundlecoeff
 coefficients determined in last BundleMethod::eval_augmodel
 
CH_Matrix_Classes::Matrix primal_tapia
 indicators for activity of minorants
 
MinorantBundle bundle
 the bundle holds the minorants describing the model
 
bool outside_bundle
 true if bundle and bundlecoeff 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 specified by the bundle parameters
 

Friends

class NNCModel
 

Additional Inherited Members

- Protected Member Functions inherited from ConicBundle::BundleData
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 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 FunctionModel by adding information on subgradients and the cutting plane model


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