interface for the interior point variable vector and routines specific to the primal dual complementarity conditions of the nonnegative cone More...
#include <NNCIPBlock.hxx>
Inheritance diagram for ConicBundle::NNCIPBlock:
Public Member Functions | |
| virtual void | clear (CH_Matrix_Classes::Integer dim=0) |
| reset all point information to zero for dimension dim, the rest to zero | |
| NNCIPBlock (CH_Matrix_Classes::Integer dim=0, CBout *cb=0, int cbinc=-1) | |
| default constructor, also allows to initialize the dimension | |
| ~NNCIPBlock () | |
| destructor | |
| virtual CH_Matrix_Classes::Integer | get_vecdim () const |
| returns the dimension of the cone | |
| virtual int | center_x (CH_Matrix_Classes::Real val, bool add=false) |
| set x to value*"one" to x, or if add==true, add value*"one" to x | |
| virtual int | center_z (CH_Matrix_Classes::Real val, bool add=false) |
| set z to value*"one" to z, or if add==true, add value*"one" to z | |
| virtual int | set_x (const CH_Matrix_Classes::Matrix &vec, CH_Matrix_Classes::Integer startindex, CH_Matrix_Classes::Real &add_center_value) |
| set x to the values of vec[startindex+0,+1 ...,+(vecdim-1)] and return in add_center_value a value>=0 that needs to be added to make it feasible | |
| virtual int | set_z (const CH_Matrix_Classes::Matrix &vec, CH_Matrix_Classes::Integer startindex, CH_Matrix_Classes::Real &add_center_value) |
| set z to the values of vec[startindex+0,+1 ...,+(vecdim-1)] and add sufficient center to make z feasible, return this value>=0 in added_center_value | |
| virtual int | vecgetsax (CH_Matrix_Classes::Matrix &vec, CH_Matrix_Classes::Integer startindex, CH_Matrix_Classes::Real a=1., bool add=false) |
| on vec[startindex+0,+1 ...,+(vecdim-1)] put or add a * x into vec for a real number a | |
| virtual int | vecgetsaz (CH_Matrix_Classes::Matrix &vec, CH_Matrix_Classes::Integer startindex, CH_Matrix_Classes::Real a=1., bool add=false) |
| on vec[startindex+0,+1 ...,+(vecdim-1)] put or add a * z into vec for a real number a | |
| virtual int | get_mu_info (CH_Matrix_Classes::Integer &mudim, CH_Matrix_Classes::Real &tr_xz, CH_Matrix_Classes::Real &tr_xdzpdxz, CH_Matrix_Classes::Real &tr_dxdz, CH_Matrix_Classes::Real &min_xz, CH_Matrix_Classes::Real &max_xz) const |
| add dimensions of the primal-dual pairs to mudim and add the "trace" (the inner product with center) of the respective primal-dual pair products for the current step; update the min and max values of x_i*z_i | |
| virtual int | get_nbh_info (CH_Matrix_Classes::Integer mudim, CH_Matrix_Classes::Real tr_xz, CH_Matrix_Classes::Real tr_xdzpdxz, CH_Matrix_Classes::Real tr_dxdz, CH_Matrix_Classes::Real nbh_ubnd, CH_Matrix_Classes::Real &alpha, CH_Matrix_Classes::Real &max_nbh, CH_Matrix_Classes::Real &nrmsqr_xz, CH_Matrix_Classes::Real &nrmsqr_xdzpdxz, CH_Matrix_Classes::Real &nrmsqr_dxdz, CH_Matrix_Classes::Real &ip_xz_xdzpdxz, CH_Matrix_Classes::Real &ip_xz_dxdz, CH_Matrix_Classes::Real &ip_dxdz_xdzpdxz) const |
| for limiting the stepsize with respect to the neighborhood this information about norms and inner products of x(.)*z-tr_xz-tr_xz/mudim(.*)1, x.()*dz+dx(.)*z-tr_xdzpdxz/mudim(.*)1, and dx(.)*dz-tr_dxdz/mudim(.)*1 is required, each block adds its contribution to the numbers | |
| virtual int | linesearch (CH_Matrix_Classes::Real &alpha) const |
| if necessary, reduce alpha to the biggest value so that feasibility is maintained with this step size | |
| virtual int | add_muxinv (CH_Matrix_Classes::Matrix &rhs, CH_Matrix_Classes::Integer startindex, CH_Matrix_Classes::Real rhsmu, CH_Matrix_Classes::Real rhscorr, bool minus=false) |
| compute the complementarity_rhs=rhsmu*xi-rhscorr*xi*dx*dz (wihtout "-z") for mu=rhsmu and for corrector for factor rhscorr>0., store this and add it to rhs | |
| virtual int | set_dx (const CH_Matrix_Classes::Matrix &rhs, CH_Matrix_Classes::Integer startindex) |
| extract dx from rhs at startindex and compute at the same time dz (=-sys dx-z +complentarity_rhs); | |
| virtual int | set_dx_xizsolverhs (const CH_Matrix_Classes::Matrix &rhs, CH_Matrix_Classes::Integer startindex) |
| compute dx=sysinv*rhs and at the same time dz (=-rhs -z +complentarity_rhs); | |
| virtual int | apply_xizinv (CH_Matrix_Classes::Matrix &rhs, CH_Matrix_Classes::Integer startindex, bool minus=false) |
| compute sysinv*rhs into rhs, possibly with a negative sign | |
| virtual int | apply_xiz (CH_Matrix_Classes::Matrix &rhs, CH_Matrix_Classes::Integer startindex, bool minus=false) |
| compute sys*rhs into rhs, possibly with a negative sign | |
| virtual int | do_step (CH_Matrix_Classes::Real alpha) |
| move to (x+alpha*dx, z+alpha*dz) | |
| virtual int | add_AxizinvAt (const CH_Matrix_Classes::Matrix &A, CH_Matrix_Classes::Symmatrix &globalsys, bool minus=false, bool Atrans=false) |
| add the Schur complement to a big system matrix | |
| virtual int | add_xiz (CH_Matrix_Classes::Symmatrix &globalsys, CH_Matrix_Classes::Integer startindex, bool minus=false) |
| add (or subract if minus==true) the system matrix to a big system matrix starting at startindex | |
| virtual int | get_vecx (CH_Matrix_Classes::Matrix &vecx, CH_Matrix_Classes::Integer startindex) |
| return the vector form of x | |
| virtual int | get_vecz (CH_Matrix_Classes::Matrix &vecz, CH_Matrix_Classes::Integer startindex) |
| return the vector form of z | |
| virtual int | get_vecdx (CH_Matrix_Classes::Matrix &vecdx, CH_Matrix_Classes::Integer startindex) |
| return the vector form of dx, 1 if not available | |
| virtual int | get_vecdz (CH_Matrix_Classes::Matrix &vecdz, CH_Matrix_Classes::Integer startindex) |
| return the vector form of dz, 1 if not available | |
 Public Member Functions inherited from ConicBundle::InteriorPointBlock | |
| InteriorPointBlock (CBout *cb=0, int cbinc=-1) | |
| default constructor | |
| virtual | ~InteriorPointBlock () |
| virtual destructor (implemented in InteriorPointBundleBlock.cxx) | |
| 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 | |
| void | point_changed () |
| clear variables that are no longer valid for the current point | |
| int | compute_NTscaling (void) |
| here this just computes xiz=z/x in a separate routine in order to have uniform appearance in the other subroutines | |
| Protected Member Functions inherited from ConicBundle::InteriorPointBlock | |
| int | pol_le_zero_step (CH_Matrix_Classes::Real &stepsize, CH_Matrix_Classes::Real q0, CH_Matrix_Classes::Real q1, CH_Matrix_Classes::Real q2, CH_Matrix_Classes::Real q3, CH_Matrix_Classes::Real q4, CH_Matrix_Classes::Real abseps=1e-10) const |
| for a polynomial q0+alpha*(q1+alpha*(q2+alpha*(q3+alpha*q4))) with q0<=0 find the maximum alpha <= stepsize, that keeps its value <=0. and put stepsize=min(stepsize,alpha) | |
| int | minimize_pol_step (CH_Matrix_Classes::Real &stepsize, CH_Matrix_Classes::Real q0, CH_Matrix_Classes::Real q1, CH_Matrix_Classes::Real q2, CH_Matrix_Classes::Real q3, CH_Matrix_Classes::Real q4, CH_Matrix_Classes::Real abseps=1e-10) const |
| find the minimizing alpha of a polynomial q0+alpha*(q1+alpha*(q2+alpha*(q3+alpha*q4))) within 0<=alpha<=stepsize and put stepsize=alpha, where q1 is assumed to be <0 or be ==0 becoming negative for small alpa>=0. | |
| int | control_nbh_step (CH_Matrix_Classes::Real &stepsize, CH_Matrix_Classes::Real &max_nbh, CH_Matrix_Classes::Real nbh_ubnd, CH_Matrix_Classes::Real mu_xz, CH_Matrix_Classes::Real mu_xdzpdxz, CH_Matrix_Classes::Real mu_dxdz, CH_Matrix_Classes::Real nrmsqr_xz, CH_Matrix_Classes::Real nrmsqr_xdzpdxz, CH_Matrix_Classes::Real nrmsqr_dxdz, CH_Matrix_Classes::Real ip_xz_xdzpdxz, CH_Matrix_Classes::Real ip_xz_dxdz, CH_Matrix_Classes::Real ip_dxdz_xdzpdxz) const |
| find a stepsize so that outside the nbh_ubnd some progress is made towards it and inside the upper bound the step size is chosen as large as possible while staying within | |
Protected Attributes | |
| CH_Matrix_Classes::Integer | vecdim |
| the dimension of the cone | |
| CH_Matrix_Classes::Matrix | x |
| "primal" point x | |
| CH_Matrix_Classes::Matrix | z |
| "dual" point z | |
| CH_Matrix_Classes::Matrix | dx |
| current step for x | |
| CH_Matrix_Classes::Matrix | dz |
| current step for z | |
| CH_Matrix_Classes::Matrix | xiz |
| z(i)/x(i) | |
| CH_Matrix_Classes::Matrix | compl_rhs |
| rhs used in solving the complementarity line | |
| CH_Matrix_Classes::Real | last_rhs_mu |
| the last mu used in rhs computations | |
| CH_Matrix_Classes::Real | mu |
| in a step mu gets the value of last_rhs_mu | |
| CH_Matrix_Classes::Real | old_mu |
| in a step old_mu gets the value of mu before this gets last_rhs_mu | |
| CH_Matrix_Classes::Real | last_alpha |
| last alpha used in do_step() | |
| CH_Matrix_Classes::Matrix | oldx |
| point before x | |
| CH_Matrix_Classes::Matrix | oldz |
| point before z | |
| CH_Matrix_Classes::Matrix | tmpvec |
| temporary vector to reduce reallocations | |
| CH_Matrix_Classes::Matrix | tmpmat |
| temporary matrix to reduce reallocatoins | |
Detailed Description
interface for the interior point variable vector and routines specific to the primal dual complementarity conditions of the nonnegative cone
The documentation for this class was generated from the following file:
