Bundle parameters for PSCModel, we recommend no to modify them. More...
#include <PSCOracle.hxx>
Public Member Functions | |
| virtual int | init (const BundleParameters &bp) |
| initialize to given values | |
| PSCBundleParameters () | |
| default constructor | |
| PSCBundleParameters (const BundleParameters &bp) | |
| "copy" constructor | |
 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 | |
| virtual BundleParameters * | clone_BundleParameters () const |
| return a new clone object of this on the heap (caller needs to delete the result) | |
Public Attributes | |
| int | psc_model_size |
| int | psc_bundle_size |
| int | psc_new_subgradients |
| gives an upper bound on the number of new Ritz-vectors added in each bundle update | |
| int | psc_keep |
| int | psc_aggregates |
| maximum number of aggregate matrices allowed (currently the choice is at most one) | |
| double | psc_tolerance |
| int | psc_update_rule |
| selection parameter in case several update rules are available for the semidefinite model | |
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
Bundle parameters for PSCModel, we recommend no to modify them.
The current bundle update routine implemented in PSCModel may be controlled to some extent by passing PSCBundleParameters, but the update is well tuned already and the parameters are used in a quite different meaning than for the usual polyhedral model, so it seems better not to meddle with them.
The inherited BundleParameters are potentially used as parameters for a SumBundle representation (if employed)
Member Data Documentation
◆ psc_bundle_size
| int ConicBundle::PSCBundleParameters::psc_bundle_size |
gives an upper bound on the number of old Ritz-vectors that may stored for generating second order information
◆ psc_keep
| int ConicBundle::PSCBundleParameters::psc_keep |
minimum size of the "next best subspace" in addition to the bundle that is kept for generating good scaling information
◆ psc_model_size
| int ConicBundle::PSCBundleParameters::psc_model_size |
gives a lower bound on the subspace dimension that is added to the active subspace identified by Tapia indicators for the bundle subspace used in the model
◆ psc_tolerance
| double ConicBundle::PSCBundleParameters::psc_tolerance |
relative precision tolerance for including Ritz vectors in the active dimension if their value does not differ by more than this relative precision
The documentation for this class was generated from the following file:
