default model selection routine for SOCModel More...

#include <SOCModelParameters.hxx>

Inheritance diagram for ConicBundle::SOCModelParameters:

Public Member Functions
	SOCModelParameters (const CBout *cb=0, int incr=-1)
	default constructor with the possibility to set the output

	SOCModelParameters (int modelsize, int bundlesize=10, int updaterule=0, const CBout *cb=0, int incr=-1)
	constructor for size parameters

	SOCModelParameters (const BundleParameters &bp, const CBout *cb=0, int incr=-1)
	copy constructor for BundleParameters

	SOCModelParameters (const SOCModelParameters &sms)
	copy constructor

virtual	~SOCModelParameters ()
	destructor

BundleParameters *	clone_BundleParameters () const
	clone

virtual int	select_model (CH_Matrix_Classes::Matrix &modelvecs, const CH_Matrix_Classes::Matrix &aggrvec, CH_Matrix_Classes::Real cand_SOCval, const CH_Matrix_Classes::Matrix &cand_SOCvec, CH_Matrix_Classes::Real center_SOCval, const CH_Matrix_Classes::Matrix &center_SOCvec, const CH_Matrix_Classes::Matrix &SOCvecs, SOCOracle *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 &center_y, CH_Matrix_Classes::Integer cand_id, const CH_Matrix_Classes::Matrix &cand_y, CH_Matrix_Classes::Real model_maxviol, BundleProxObject &H)
	SOCModel calls this for selecting the next minorants for a polyhedral model. More...

Public Member Functions inherited from ConicBundle::SOCModelParametersObject
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

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

	SOCModelParametersObject (const BundleParameters &bp, const CBout *cb=0, int cbinc=-1)
	copy constructor for BundleParameters

	SOCModelParametersObject (const SOCModelParametersObject &sms)
	copy constructor

virtual	~SOCModelParametersObject ()
	virtual destructor, implemented in SOCModelParameters.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

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 routine for SOCModel

There is not yet much experience with this and it is certainly worth to try to improve this.

Member Function Documentation

◆ select_model()

virtual int ConicBundle::SOCModelParameters::select_model	(	CH_Matrix_Classes::Matrix &	modelvecs,
		const CH_Matrix_Classes::Matrix &	aggrvec,
		CH_Matrix_Classes::Real	cand_SOCval,
		const CH_Matrix_Classes::Matrix &	cand_SOCvec,
		CH_Matrix_Classes::Real	center_SOCval,
		const CH_Matrix_Classes::Matrix &	center_SOCvec,
		const CH_Matrix_Classes::Matrix &	SOCvecs,
		SOCOracle *	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 &	center_y,
		CH_Matrix_Classes::Integer	cand_id,
		const CH_Matrix_Classes::Matrix &	cand_y,
		CH_Matrix_Classes::Real	model_maxviol,
		BundleProxObject &	H
	)

virtual

SOCModel calls this for selecting the next minorants for a polyhedral model.

Parameters

[in,out]	modelvecs	the columns span the barx subspace of the SOC face (the model is initialized if modelvecs.coldim()>0). On output it has to span at least the subspace spanned by aggrvec and cand_SOCvec
[in,out]	aggrvec	current aggregate soc vector (includes all coordinates and function_factor according to function_task); if not valid it has coldim==0.
[in]	cand_SOCval	lower bound on the candidate value
[in]	cand_SOCvec	the SOCvector generating cand_SOCval (includes all coordinates but no function_factor)
[in]	center_SOCval	lower bound on the center value
[in]	center_SOCvec	the SOCvector generating center_SOCval (includes all coordinates but no function_factor)
[in]	SOCvecs	collects the barx parts of the old SOCvecs
[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::SOCModelParametersObject.

Referenced by clone_BundleParameters().

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

SOCModelParameters.hxx

Public Member Functions

Additional Inherited Members

Detailed Description

Member Function Documentation

◆ select_model()