This is a pseudosolver designed for producing comparative statistics on the performance of mainly iterative solvers for the interior point KKT systems of QPSolver. More...

#include <QPKKTSolverComparison.hxx>

Inheritance diagram for ConicBundle::QPKKTSolverComparison:

Public Member Functions
virtual void	clear ()
	reset data to empty

	QPKKTSolverComparison (CBout *cb=0, int cbinc=-1)
	default constructor

virtual	~QPKKTSolverComparison ()
	virtual destructor

virtual int	add_solver (QPKKTSolverObject solver, const char name)
	the first solver added is the reference solver

virtual int	QPinit_KKTdata (QPSolverProxObject Hp, QPModelBlockObject model, const CH_Matrix_Classes::Sparsemat A, const CH_Matrix_Classes::Indexmatrix eq_indices)
	returns 1 if this class is not applicable in the current data situation, otherwise it stores the data pointers and these need to stay valid throught the use of the other routines but are not deleted here More...

virtual int	QPinit_KKTsystem (const CH_Matrix_Classes::Matrix &KKTdiagx, const CH_Matrix_Classes::Matrix &KKTdiagy, CH_Matrix_Classes::Real Hfactor, CH_Matrix_Classes::Real prec, QPSolverParameters *params)
	set up the primal dual KKT system for being solved for predictor and corrector rhs in QPsolve_KKTsystem

virtual int	QPsolve_KKTsystem (CH_Matrix_Classes::Matrix &solx, CH_Matrix_Classes::Matrix &soly, const CH_Matrix_Classes::Matrix &primalrhs, const CH_Matrix_Classes::Matrix &dualrhs, CH_Matrix_Classes::Real rhsmu, CH_Matrix_Classes::Real rhscorr, CH_Matrix_Classes::Real prec, QPSolverParameters *params)
	solve the KKTsystem to precision prec for the given right hand sides that have been computed for the value rhsmu of the barrier parameter and in which a rhscorr fraction (out of [0,1] of the corrector term have been included; in iterative solvers solx and soly may be used as starting points

virtual CH_Matrix_Classes::Real	QPget_blockH_norm ()
	for judging violation this returns (an estimate of) the norm of the H-row in the latest system

virtual CH_Matrix_Classes::Real	QPget_blockA_norm ()
	for judging violation this returns (an estimate of) the norm of the A-row in the latest system

std::vector< std::string > &	get_solvernames ()
	returns the names of the solvers

std::vector< QPKKT_ProbStats > &	get_probdata ()
	returns the stored statistical data

int	get_mu_stats (CH_Matrix_Classes::Real lbmu, CH_Matrix_Classes::Real ubmu, CH_Matrix_Classes::Indexmatrix &dims, CH_Matrix_Classes::Matrix &mu, CH_Matrix_Classes::Matrix &prepsecs, CH_Matrix_Classes::Matrix &predsecs, CH_Matrix_Classes::Matrix &corrsecs, CH_Matrix_Classes::Indexmatrix &predcalls, CH_Matrix_Classes::Indexmatrix &corrcalls, CH_Matrix_Classes::Matrix &cond, CH_Matrix_Classes::Indexmatrix &pccols, CH_Matrix_Classes::Matrix &sysviol)
	return those data columns (each a KKT system; columns are more efficient to append than lines) that fall into the given lower and upper bounds on mu More...

int	get_prob_stats (CH_Matrix_Classes::Indexmatrix &dims, CH_Matrix_Classes::Indexmatrix &iterations, CH_Matrix_Classes::Matrix &lastmu, CH_Matrix_Classes::Matrix &prepsecs, CH_Matrix_Classes::Matrix &predsecs, CH_Matrix_Classes::Matrix &corrsecs, CH_Matrix_Classes::Indexmatrix &predcalls, CH_Matrix_Classes::Indexmatrix &corrcalls)
	return one data column per subproblem (more efficient to append than lines) with the sum of the time/calls/etc. More...

Public Member Functions inherited from ConicBundle::QPKKTSolverObject
	QPKKTSolverObject (CBout *cb=0, int cbinc=-1)
	default constructor

virtual	~QPKKTSolverObject ()
	virtual destructor

virtual CH_Matrix_Classes::Integer	QPget_nmult () const
	for evaluation purposes with iterative solvers, return the number of matrix vector multiplications since the latest call to QPinit_KKTsystem (returns 0 for direct solvers)

virtual CH_Matrix_Classes::Real	QPget_condition_number ()
	for evaluation purposes with iterative solvers, return an estimate of the condition number (returns -1. for direct solvers or if not supplied)

virtual CH_Matrix_Classes::Integer	QPget_precond_rank ()
	for evaluation purposes with iterative solvers, return the rank of the precondiontioner used (or the number of n-vector multiplications per call)

virtual CH_Matrix_Classes::Integer	QPget_system_size ()
	for evaluation purposes with iterative solvers, return the size of the system matrix

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 Member Functions
int	violation (CH_Matrix_Classes::Matrix &violvec, const CH_Matrix_Classes::Matrix &solx, const CH_Matrix_Classes::Matrix &soly, QPModelBlockObject *inmodel, QPKKT_SolverStats &stats)
	computes and stores the norms of the residualy of the KKT system

Private Attributes
std::vector< QPKKTSolverObject * >	solver
	solvers add via add_solver()

std::vector< std::string >	solvername
	name of the solver for output

std::vector< QPKKT_ProbStats >	probdata
	for each bundle subproblem there is a block QPKKT_ProbStats (stored here), which holds for each KKT system a block of QPKKT_KKTStats, which holds for each solver a block QPKKT_SolverStats.

std::vector< QPModelBlockObject * >	model
	a seperate clone of the model for each solver in order to avoid side effects

QPSolverProxObject *	testHp
	the proximal term/quadratic cost matrix; this points to external object

const CH_Matrix_Classes::Sparsemat *	testA
	the constraint matrix; this points to external object

CH_Matrix_Classes::Matrix	testKKTdiagx
	stores the input diagonal for the H block

CH_Matrix_Classes::Matrix	testKKTdiagy
	stores the input diagonal for the A block

CH_Matrix_Classes::Real	testHfactor
	stores a factor for testHp, usually ==1. unless a second order cone variant is used

CH_Matrix_Classes::Matrix	testprimalrhs
	stores the input rhs for the A block

CH_Matrix_Classes::Matrix	testdualrhs
	stores the input rhs for the H block

CH_Tools::Clock	clock
	for taking the time

CH_Matrix_Classes::Matrix	insolx
	stores the input solution of the H block (e.g. of predictor)

CH_Matrix_Classes::Matrix	insoly
	stores the input solution of the A block (e.g. of predictor)

CH_Matrix_Classes::Matrix	outsolx
	stores the output solution of the H block (first solver)

CH_Matrix_Classes::Matrix	outsoly
	stores the output solution of the A block (first solver)

Friends
std::ostream &	operator<< (std::ostream &out, const QPKKTSolverComparison &q)
	(file-) output

std::istream &	operator>> (std::istream &in, QPKKTSolverComparison &q)
	(file-) input

Additional Inherited Members
Protected Attributes inherited from ConicBundle::QPKKTSolverObject
QPSolverProxObject *	Hp
	points to the quadratic cost representation, may NOT be NULL afer init

QPModelBlockObject *	model
	points to the cutting model information, may be NULL

const CH_Matrix_Classes::Sparsemat *	A
	points to a possibly present constraint matrix, may be NULL

const CH_Matrix_Classes::Indexmatrix *	eq_indices
	if not NULL, these rows of A correspond to equations; needed for checking applicability of this Object

CH_Matrix_Classes::Real	blockH_norm
	for judging violation: (an estimate of) the norm of the H-row in the system

CH_Matrix_Classes::Real	blockA_norm
	for judging violation: (an estimate of) the norm of the A-row in the system

Detailed Description

This is a pseudosolver designed for producing comparative statistics on the performance of mainly iterative solvers for the interior point KKT systems of QPSolver.

Use add_solver() to enter the solvers that are to be compared. The first solver entered is used for actually returning the computations as if this first solver would be the true solver. The others work on exactly the same KKT system and model data via cloning.

The statistics are stored as follows: for each bundle subproblem there is a block QPKKT_ProbStats, which holds for each KKT system a block of QPKKT_KKTStats, which holds for each solver a block QPKKT_SolverStats.

Member Function Documentation

◆ get_mu_stats()

int ConicBundle::QPKKTSolverComparison::get_mu_stats	(	CH_Matrix_Classes::Real	lbmu,
		CH_Matrix_Classes::Real	ubmu,
		CH_Matrix_Classes::Indexmatrix &	dims,
		CH_Matrix_Classes::Matrix &	mu,
		CH_Matrix_Classes::Matrix &	prepsecs,
		CH_Matrix_Classes::Matrix &	predsecs,
		CH_Matrix_Classes::Matrix &	corrsecs,
		CH_Matrix_Classes::Indexmatrix &	predcalls,
		CH_Matrix_Classes::Indexmatrix &	corrcalls,
		CH_Matrix_Classes::Matrix &	cond,
		CH_Matrix_Classes::Indexmatrix &	pccols,
		CH_Matrix_Classes::Matrix &	sysviol
	)

return those data columns (each a KKT system; columns are more efficient to append than lines) that fall into the given lower and upper bounds on mu

Parameters

lbmu	get KKT systems with last barrier paremeter at least this lower bound
ubmu	get KKT systems with last barrier paremeter at most this upper bound
dims	order of H, lowrank of H, # rows of A, # equalities in A, # rows of B, # rows of C
mu	value of the barrier parameter
prepsecs	time spent in setting up the subproblem and systems (one row per solver)
predsecs	time spent in solving the predictors (one row per solver)
corrsecs	time spent in solving the correctors (one row per solver)
predcalls	number of matrix vector multiplications in the predictors (one row per solver)
corrcalls	number of matrix vector multiplications in the correctors (one row per solver)
cond	condition number of the system (one row per solver)
pccols	number of columns in the low rank preconditioners
sysviol	norm of the (corrector) residual of the entire KKT system

◆ get_prob_stats()

int ConicBundle::QPKKTSolverComparison::get_prob_stats	(	CH_Matrix_Classes::Indexmatrix &	dims,
		CH_Matrix_Classes::Indexmatrix &	iterations,
		CH_Matrix_Classes::Matrix &	lastmu,
		CH_Matrix_Classes::Matrix &	prepsecs,
		CH_Matrix_Classes::Matrix &	predsecs,
		CH_Matrix_Classes::Matrix &	corrsecs,
		CH_Matrix_Classes::Indexmatrix &	predcalls,
		CH_Matrix_Classes::Indexmatrix &	corrcalls
	)

return one data column per subproblem (more efficient to append than lines) with the sum of the time/calls/etc.

Parameters

dims	per column/subproblem: order of H, lowrank of H, # rows of A, # equalities in A, # rows of B, # rows of C
iterations	number of KKTsystem of each subproblem
lastmu	value of the barrier parameter in the last KKT system of the subproblem
prepsecs	cummulative time spent in setting up the subproblem and systems (one row per solver)
predsecs	cummulative time spent in solving the predictors (one row per solver)
corrsecs	cummulative time spent in solving the correctors (one row per solver)
predcalls	cummulative number of matrix vector multiplications in the predictors (one row per solver)
corrcalls	cummulative number of matrix vector multiplications in the correctors (one row per solver)

◆ QPinit_KKTdata()

virtual int ConicBundle::QPKKTSolverComparison::QPinit_KKTdata	(	QPSolverProxObject *	Hp,
		QPModelBlockObject *	model,
		const CH_Matrix_Classes::Sparsemat *	A,
		const CH_Matrix_Classes::Indexmatrix *	eq_indices
	)

virtual

returns 1 if this class is not applicable in the current data situation, otherwise it stores the data pointers and these need to stay valid throught the use of the other routines but are not deleted here

Parameters

Hp	may not be be NULL
model	may be NULL
A	may be NULL
eq_indices	if not NULL these rows of A correspond to equations

Implements ConicBundle::QPKKTSolverObject.

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

QPKKTSolverComparison.hxx

Public Member Functions

Private Member Functions

Private Attributes

Friends

Additional Inherited Members

Detailed Description

Member Function Documentation

◆ get_mu_stats()

◆ get_prob_stats()

◆ QPinit_KKTdata()