ConicBundle::QPKKT_ProbStats Class Reference

Used for collecting statics in QPKKTSolverComparison: For each bundle subproblem there is a block QPKKT_ProbStats (this), which holds for each KKT system a block of QPKKT_KKTStats, which holds for each solver a block QPKKT_SolverStats. More...

#include <QPKKTSolverComparison.hxx>

Public Member Functions
	QPKKT_ProbStats ()
	constructor
	~QPKKT_ProbStats ()
	destructor
CH_Matrix_Classes::Integer	cnt_mu_cols (CH_Matrix_Classes::Real lbmu, CH_Matrix_Classes::Real ubmu)
	for collecting the statistics for an interval of barrier parameter values, this first determines the number of KKT systems stored with barrier parameter in this range
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)
	collects the statistics for an interval of barrier parameter values by appending a column for each KKT system (the rows then correspond the solvers)
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)
	collects the cummulative values for each quadratic (bundle) subproblem. For each problem a new column is appended; in dims the rows give the dimensions stored in QPKKT_ProbStats; iterations gives the number of KKT systems in each subproblem; lastmu gives the value of the barrier parameter used in the last KKT system of the subproblem; for the other parameters the rows correspond to the cummulative values for each solvers More...

Public Attributes
CH_Matrix_Classes::Integer	Qdim
	the order of the H block (the quadratic/proximal term)
CH_Matrix_Classes::Integer	Vdim
	the low-rank rank of the H matrix
CH_Matrix_Classes::Integer	Arowdim
	rowdim of the constraints
CH_Matrix_Classes::Integer	Aeqdim
	with this number of equations
CH_Matrix_Classes::Integer	Bdim
	number of vectors in the bundle
CH_Matrix_Classes::Integer	Cdim
	number of constraints in the model
std::vector< CH_Tools::Microseconds >	inittime
	time spent in initializing the solver for a subproblem
std::vector< QPKKT_KKTStats >	kktdata
	one entry per KKT system

Friends
std::ostream &	operator<< (std::ostream &out, const QPKKT_ProbStats &p)
	(file-)output
std::istream &	operator>> (std::istream &in, QPKKT_ProbStats &p)
	(file-)input

Detailed Description

Used for collecting statics in QPKKTSolverComparison: For each bundle subproblem there is a block QPKKT_ProbStats (this), which holds for each KKT system a block of QPKKT_KKTStats, which holds for each solver a block QPKKT_SolverStats.

Member Function Documentation

get_prob_stats()

int ConicBundle::QPKKT_ProbStats::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  )

inline

collects the cummulative values for each quadratic (bundle) subproblem. For each problem a new column is appended; in dims the rows give the dimensions stored in QPKKT_ProbStats; iterations gives the number of KKT systems in each subproblem; lastmu gives the value of the barrier parameter used in the last KKT system of the subproblem; for the other parameters the rows correspond to the cummulative values for each solvers

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)

References CH_Matrix_Classes::Matrix::coldim(), CH_Matrix_Classes::Indexmatrix::coldim(), CH_Matrix_Classes::Matrix::concat_right(), CH_Matrix_Classes::Indexmatrix::concat_right(), CH_Matrix_Classes::Matrix::enlarge_right(), CH_Matrix_Classes::Indexmatrix::enlarge_right(), CH_Matrix_Classes::Indexmatrix::init(), ConicBundle::QPKKT_SolverStats::operator<<, ConicBundle::QPKKT_SolverStats::operator>>, CH_Matrix_Classes::Matrix::rowdim(), and CH_Matrix_Classes::Indexmatrix::rowdim().

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

• QPKKTSolverComparison.hxx