implements two versions of select_model() (update_rule in {0,1}) More...
#include <SumBundleParameters.hxx>
Inheritance diagram for ConicBundle::SumBundleParameters:
Public Member Functions | |
| SumBundleParameters (const CBout *cb=0, int incr=-1) | |
| default constructor with the possibility to set the output | |
| SumBundleParameters (int modelsize, int bundlesize=10, int updaterule=0, const CBout *cb=0, int incr=-1) | |
| constructor for customized parameters | |
| SumBundleParameters (const SumBundleParameters &sbp) | |
| copy constructor | |
| virtual BundleParameters * | clone_BundleParameters () const |
| clone | |
| virtual int | select_model (CH_Matrix_Classes::Indexmatrix &model_indices, CH_Matrix_Classes::Integer cand_id, const CH_Matrix_Classes::Matrix &cand_y, const MinorantBundle &minorants, CH_Matrix_Classes::Integer aggr_index, CH_Matrix_Classes::Real model_maxviol, BundleProxObject &H, BundleModel::ModelUpdate model_update) |
| FunctionModel and SumBundleHandler call this for selecting the next minorants for a polyhedral model. More... | |
 Public Member Functions inherited from ConicBundle::SumBundleParametersObject | |
| virtual int | init (const BundleParameters &bp) |
| copies the values of BundleParameters, leaving vm_selection unchanged, unless bp is a SumBundleParametersObject, then it clones the VariableMetricSelection pointed to by bp vm_selection (or also sets it to 0). | |
| SumBundleParametersObject (const CBout *cb=0, int incr=-1) | |
| default constructor with the possibility to set the output | |
| SumBundleParametersObject (const BundleParameters &bp, const CBout *cb=0, int incr=-1) | |
| copy constructor for BundleParameters | |
| SumBundleParametersObject (const SumBundleParametersObject &bp) | |
| copy constructor | |
| virtual SumBundle::Mode | get_acceptable_mode () const |
| see set_acceptable_mode() for possible settings and their meaning | |
| virtual int | set_acceptable_mode (SumBundle::Mode mode) |
| specifies the sumbundle modes the model accepts More... | |
| int | set_variable_metric_selection (VariableMetricSelection *vms=0) |
| delete old selector and set a new one (0 is allowed resulting in no local selector) | |
| VariableMetricSelection * | get_variable_metric_selection () const |
| return pointer to an installed VariableMetricSelection object or NULL | |
| 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_model0 (CH_Matrix_Classes::Indexmatrix &model_indices, CH_Matrix_Classes::Integer cand_id, const CH_Matrix_Classes::Matrix &cand_y, const MinorantBundle &minorants, CH_Matrix_Classes::Integer aggr_index, CH_Matrix_Classes::Real model_maxviol, BundleProxObject &H, BundleModel::ModelUpdate model_update) |
| default heuristic by curvatuer guess; selected by update_rule 0 More... | |
| int | select_model1 (CH_Matrix_Classes::Indexmatrix &model_indices, CH_Matrix_Classes::Integer cand_id, const CH_Matrix_Classes::Matrix &cand_y, const MinorantBundle &minorants, CH_Matrix_Classes::Integer aggr_index, CH_Matrix_Classes::Real model_maxviol, BundleProxObject &H, BundleModel::ModelUpdate model_update) |
| simple heuristic by function value; selected by update_rule 1 More... | |
Additional Inherited Members | |
| Protected Attributes inherited from ConicBundle::SumBundleParametersObject | |
| VariableMetricSelection * | vm_selection |
| points to a VariableMetricSelection object owned by *this, may be NULL | |
| 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
implements two versions of select_model() (update_rule in {0,1})
See the general description of SumBundleParametersObject regarding design issues for select_model() routines.
Member Function Documentation
◆ select_model()
|
virtual |
FunctionModel and SumBundleHandler call this for selecting the next minorants for a polyhedral model.
- Parameters
-
[out] model_indices the indices of minorants selected for the model; index 0 is always the aggregate indicated by the input index aggr_index [in] cand_id the identifier of the candidate point supplied next [in] cand_y the candidate (differnte from the center), close to it the model should be good [in] minorants the vector of MinorantPointer gives the minorants out of which the model should be selected. [in] aggr_index the index of the aggregate within the minorants [in] model_maxviol a minorant violated by this would have caused a null step [in] H the proximal term used for determining the given cand_y [in] model_update informs about whether cand_y is the result of a null_step or descent_step or aomw other a new set up.
- Returns
- 0 on success
- 1 on failure
Implements ConicBundle::SumBundleParametersObject.
Referenced by clone_BundleParameters().
◆ select_model0()
|
private |
default heuristic by curvatuer guess; selected by update_rule 0
first it includes the aggregate and the minorant with highest value in the candidate (if there is one that beats the aggregate).
After that it includes those minorants in sequence that incur the largest curvature (a rough estiamte of it) that the quadratic model would need in order to avoid a violation of more thant model_maxviol of this minorant.
◆ select_model1()
|
private |
simple heuristic by function value; selected by update_rule 1
Include the aggragte.
Sort the others by their value in candidate, and include them in this order (if not a duplicate) until the model_size is reached.
The documentation for this class was generated from the following file:
