default model selection routines for NNCModel More...
#include <NNCModelParameters.hxx>
Inheritance diagram for ConicBundle::NNCModelParameters:
Public Member Functions | |
| NNCModelParameters (const CBout *cb=0, int incr=-1) | |
| default constructor with the possibility to set the output | |
| NNCModelParameters (int modelsize, int bundlesize=10, int updaterule=0, const CBout *cb=0, int incr=-1) | |
| constructor for size parameters | |
| NNCModelParameters (const BundleParameters &bp, const CBout *cb=0, int incr=-1) | |
| copy constructor for BundleParameters | |
| NNCModelParameters (const NNCModelParameters &sms) | |
| copy constructor | |
| virtual | ~NNCModelParameters () |
| destructor | |
| BundleParameters * | clone_BundleParameters () const |
| clone | |
| virtual int | select_model (MinorantBundle &model, CH_Matrix_Classes::Matrix &coefficients, CH_Matrix_Classes::Matrix &activity_indicators, const MinorantPointer &aggregate, const MinorantPointer ¢er_minorant, const MinorantBundle &cand_minorants, const MinorantBundle &old_minorants, MatrixFunctionOracle *oracle, FunctionTask function_task, CH_Matrix_Classes::Real function_factor, BundleModel::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) |
| NNCModel calls this for selecting the next minorants for a polyhedral model. More... | |
 Public Member Functions inherited from ConicBundle::NNCModelParametersObject | |
| int | init (const BundleParameters &bp) |
| initialize BundleParameters to given values, if bp is a SumModleParametersObject alos set n_local_models to its values, otherwise leave it unchanged | |
| NNCModelParametersObject (const CBout *cb=0, int cbinc=-1) | |
| default constructor | |
| NNCModelParametersObject (const BundleParameters &bp, const CBout *cb=0, int cbinc=-1) | |
| copy constructor for BundleParameters | |
| NNCModelParametersObject (const NNCModelParametersObject &sms) | |
| copy constructor | |
| virtual | ~NNCModelParametersObject () |
| virtual destructor, implemented in NNCModelParameters.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 | |
| Public Member Functions inherited from ConicBundle::BundleParameters | |
| virtual int | get_max_model_size () const |
| returns the value of the variable | |
| virtual int | get_max_bundle_size () const |
| returns the value of the variable | |
| virtual int | get_update_rule () const |
| returns the value of the variable | |
| virtual int | set_max_model_size (int mms) |
| sets the value of the variable | |
| virtual int | set_max_bundle_size (int mbs) |
| sets the value of the variable | |
| virtual int | set_update_rule (int ur) |
| sets the value of the variable | |
| BundleParameters (const BundleParameters &bp) | |
| often works well: small model of size 2 and some history in bundle size for use in scaling | |
| BundleParameters (int modelsize=-1, int bundlesize=-1, int updaterule=-1) | |
| often works well for fast initial progress: small model of size 2 and some history in bundle size for use in scaling; default values give no preference at all | |
| virtual | ~BundleParameters () |
| virtual destructor | |
Private Member Functions | |
| int | select_active_model (MinorantBundle &bundle, CH_Matrix_Classes::Matrix &coefficients, CH_Matrix_Classes::Matrix &indicators, CH_Matrix_Classes::Integer cand_id, const CH_Matrix_Classes::Matrix &cand_y, const MinorantBundle &minorants, bool grow) |
| this implements update_rule 0 and 1: Add maximizing minorant, keep positive indicators if possible. Udate rule 1 grows up to maximum size during null steps before aggregating again. More... | |
| int | select_model_heuristic (MinorantBundle &bundle, CH_Matrix_Classes::Matrix &coefficients, CH_Matrix_Classes::Matrix &activity_indicators, CH_Matrix_Classes::Integer cand_id, const CH_Matrix_Classes::Matrix &cand_y, const MinorantBundle &cand_minorants, const MinorantPointer &aggregate, FunctionTask function_task, CH_Matrix_Classes::Real function_factor) |
| heuristic for updating the model grown over some time (update_rule==2); do not expect any documentation | |
Additional Inherited Members | |
| Protected Attributes inherited from ConicBundle::BundleParameters | |
| int | max_model_size |
| maximum number of minorants to be selected for the cutting model (numbers<=1 for no limit, numbers >=2 impose a strict limit) | |
| int | max_bundle_size |
| suggested maximum number of latest minorants stored for use in a model, for constructing variable metric information etc. (negative numbers give no preference; the size may be increased internally in case of confliciting requirements, eg. in n_model_size or by variable metric routines) | |
| int | update_rule |
| in case several update rules are available | |
Detailed Description
default model selection routines for NNCModel
It is always made sure that the aggregate and the minorant with maximum value are contained in the model. If max_model_size==2 this is all there is. If max_model_size<2, there is no limit on the model size, otherwise max_model_size is strictly observed.
update_rule in {0,1} are implemented by select_active_model() and are minimal fuss methods for keeping those non aggregate minorants that indicators show as active and aggregating the rest in either all steps (udate_rule 0) or just in descent steps or when the size limit is reached (update_rule 1).
uldate_rule 2 is an older heuristic that is still present if someone happens to miss it, but it won't ever be documented.
Member Function Documentation
◆ select_active_model()
|
private |
this implements update_rule 0 and 1: Add maximizing minorant, keep positive indicators if possible. Udate rule 1 grows up to maximum size during null steps before aggregating again.
- update_rule==0 (grow=false): add the maximizing minorant, keep all non aggregated minorants that are selected by indicators and aggregate the rest; if these are too many, include them by largest coefficient values. Note: here aggregates are always combined to a single aggregate, even when active.
- update_rule==1: identical to update_rule==0 during descent steps and whenever the maximum size is exceeded with the next minorant (put grow=false). Otherwise (put grow=true) the minorant with maximum value is added without eliminating other minorants. Thus the model grows during null steps, maybe collapsing again when the size limit is reached.
◆ select_model()
|
virtual |
NNCModel calls this for selecting the next minorants for a polyhedral model.
- Parameters
-
[in,out] model contains the model of the previous subproblem or a minimal starting choice [in,out] coefficients contains the coefficients resulting from the last bundel subproblem (on input and on output they should generate the aggregate, if the aggregate is valid) [in,out] activity_indicators contains activity_indicators resulting from the last bundel subproblem (currently 1 if considered active and 0 otherwise). Those indicated active in the bundle on input will also be indicated active [in] aggregate if valid, it holds the current aggregate. It arises as nonnegative combinations of the model by the coefficients (so it inculde the current function_factor). This property of model and coefficients should be maintained on output [in] center_minorant if valid, it holds the current aggregate. It arises as nonnegative combinations of the model by the coefficients, and that should be maintained on output [in] cand_minorants holds the vector of minorants returned by evaluation in the candidate point [in] old_minorants the vector of MinorantPointer gives additional minorants collected over time (some may be duplicates, some are most certainly already contained in the bundle on input) [in] oracle gives access to the evaluation oracle [in] function_task see FunctionTask [in] function_factor interpreted according to function_task and the coefficients sum up to at most this value [in] model_update informs about whether cand_y is the result of a null_step or descent_step or a new set up. [in] center_id the identifier of the center point [in] center_y the center point [in] cand_id the identifier of the candidate point [in] cand_y the candidate (mostly differnt from the center), close to it the model should be good [in] model_maxviol a minorant violated by this would have caused a null step [in] H the variable metric used in the proximal term (function_factor is already removed in this)
- Returns
- 0 on success
- 1 on failure
Implements ConicBundle::NNCModelParametersObject.
Referenced by clone_BundleParameters().
The documentation for this class was generated from the following file:
