gives a SumBlockModel interface to a sum of (possibly AffineFunctionTransformation transformed) SumBlockModels. This allows e.g. to optimize over a nonnegative combination of convex functions, possibly each with its own cutting model. More...
#include <SumModel.hxx>
Inheritance diagram for ConicBundle::SumModel:
Classes | |
| class | ModelData |
| For each model added to the sum, there is an object ModelData that stores required information. More... | |
Public Types | |
| typedef std::map< const FunctionObject *, ModelData * > | ModelMap |
| a ModelMap maps FunctionObject pointers (these must be unique) to their ModelData | |
 Public Types inherited from ConicBundle::BundleModel | |
| enum | ModelUpdate { new_subgradient, descent_step, null_step } |
| for informing update_model() at what stage it is called to update the bundle so that the amount of information available is clear More... | |
Public Member Functions | |
| void | clear () |
| resets the SumModel to its initial state, in particular it removes but does not delete any Models added in add_model() (their AFTs are deleted if not explicitly denied) | |
| SumModel (CBout *cb=0) | |
| constructor | |
| ~SumModel () | |
| calls clear() | |
| const SumBlockModel * | model (const FunctionObject *fo) const |
| returns the submodel for FunctionObject fo if it in this model, otherwise 0 | |
| CH_Matrix_Classes::Integer | nsubmodels () const |
| returns the number of submodels in this model | |
| int | add_model (SumBlockModel *model) |
| adds the model as submodel to this model (if this model may have submodels); if any error occurs the model is not added | |
| SumBlockModel * | remove_model (const FunctionObject *fo) |
| remove the submodel identified by fo from this model, this does NOT destruct the model. It returns the pointer to the model if there is one, otherwise 0 | |
implementations of abstract class BundleModel (maybe overloading some of SumBlockModel) | |
| int | eval_function (CH_Matrix_Classes::Integer &ub_fid, CH_Matrix_Classes::Real &ub, CH_Matrix_Classes::Integer y_id, const CH_Matrix_Classes::Matrix &y, CH_Matrix_Classes::Real nullstep_bound, CH_Matrix_Classes::Real relprec) |
| see BundleModel::eval_function | |
| int | eval_model (CH_Matrix_Classes::Real &lb, CH_Matrix_Classes::Integer y_id, const CH_Matrix_Classes::Matrix &y, CH_Matrix_Classes::Real relprec) |
| see BundleModel::eval_model | |
| int | update_model (ModelUpdate model_update, CH_Matrix_Classes::Integer center_id, const CH_Matrix_Classes::Matrix ¢er_y, CH_Matrix_Classes::Integer cand_id, const CH_Matrix_Classes::Matrix &cand_y, CH_Matrix_Classes::Real model_maxviol, BundleProxObject &H) |
| see BundleModel::update_model | |
| int | synchronize_ids (CH_Matrix_Classes::Integer &new_center_ub_fid, CH_Matrix_Classes::Integer new_center_id, CH_Matrix_Classes::Integer old_center_id, CH_Matrix_Classes::Integer &new_cand_ub_fid, CH_Matrix_Classes::Integer new_cand_id, CH_Matrix_Classes::Integer old_cand_id, CH_Matrix_Classes::Integer &new_aggregate_id) |
| see BundleModel::synchronize_ids | |
| bool | center_modified (CH_Matrix_Classes::Integer &function_modification_id, CH_Matrix_Classes::Integer center_id) |
| see BundleModel::center_modified | |
| int | recompute_center (CH_Matrix_Classes::Integer &new_center_ub_fid, CH_Matrix_Classes::Real &new_center_ub, CH_Matrix_Classes::Integer center_id, const CH_Matrix_Classes::Matrix &y, bool accept_only_higher_values=false, CH_Matrix_Classes::Real relprec=-1.) |
| see BundleModel::recompute_center | |
| bool | model_aggregate_modified (CH_Matrix_Classes::Integer old_model_aggregate_id) |
| see BundleModel::model_aggregate_modified | |
| int | provide_model_aggregate (CH_Matrix_Classes::Integer y_id, const CH_Matrix_Classes::Matrix &y) |
| see BundleModel::provide_model_aggregate | |
| int | apply_modification (bool &no_changes, const GroundsetModification &gsmdf, const FunObjModMap &funmdfmap, CH_Matrix_Classes::Integer new_center_id, const CH_Matrix_Classes::Matrix &new_center, CH_Matrix_Classes::Integer old_center_id, const CH_Matrix_Classes::Matrix &old_center) |
| see BundleModel::apply_modfication() | |
| int | add_variable_metric (VariableMetric &H, CH_Matrix_Classes::Integer y_id, const CH_Matrix_Classes::Matrix &y, bool descent_step, CH_Matrix_Classes::Real weightu, CH_Matrix_Classes::Real model_maxviol, const CH_Matrix_Classes::Indexmatrix *indices=0) |
| see BundleModel::add_dynamic_scaling | |
| int | check_center_validity_by_candidate (bool &cand_minorant_is_below, CH_Matrix_Classes::Integer center_id, const CH_Matrix_Classes::Matrix ¢er_y) |
| see BundleModel::check_center_validity_by_candidate | |
implemented/overloaded routines of SumBlockModel | |
| ModifiableOracleObject * | get_oracle_object () |
| as AFTModel has no oracle of its own, this returns the dummy oracle | |
| int | make_model_aggregate (bool &penalty_parameter_increased, bool keep_penalty_fixed) |
| see SumBlockModel::make_model_aggregate | |
| CH_Matrix_Classes::Real | lb_function (CH_Matrix_Classes::Integer y_id, const CH_Matrix_Classes::Matrix &y) |
| see SumBlockModel::lb_function() | |
| int | get_function_minorant (MinorantPointer &minorant, const AffineFunctionTransformation *aft=0) |
| see SumBlockModel::get_function_minorant() | |
| int | get_center_minorant (MinorantPointer &minorant, const AffineFunctionTransformation *aft=0) |
| see SumBlockModel::get_center_minorant() | |
| int | adjust_multiplier (bool &values_may_have_changed) |
| see SumBlockModel::adjust_multiplier() | |
| int | sumbundle_mode (SumBundle::Mode &mode, SumBundleHandler *bh=0, AffineFunctionTransformation *aft=0) |
| see SumBlockModel::sumbundle_mode | |
| virtual int | start_sumaugmodel (QPModelDataPointer &blockp, CH_Matrix_Classes::Integer cand_id, const CH_Matrix_Classes::Matrix &cand_y, const CH_Matrix_Classes::Indexmatrix *indices=0, SumBundleHandler *bh=0, SumBundle::Mode mode=SumBundle::inactive, AffineFunctionTransformation *aft=0) |
| see BundleModel::start_augmodel() for the first four parameters; for the others see sumbundle_contribution() | |
| int | update_model (ModelUpdate model_update, CH_Matrix_Classes::Integer center_id, const CH_Matrix_Classes::Matrix ¢er_y, CH_Matrix_Classes::Integer cand_id, const CH_Matrix_Classes::Matrix &cand_y, CH_Matrix_Classes::Real null_step_factor, BundleProxObject &H, CH_Matrix_Classes::Real &model_deviation, CH_Matrix_Classes::Real &model_curvature) |
| see SumBlockModle::update_model(ModelUpdate,CH_Matrix_Classes::Integer,const CH_Matrix_Classes::Matrix&,CH_Matrix_Classes::Integer,const CH_Matrix_Classes::Matrix&,BundleProxObject&,CH_Matrix_Classes::Real&,CH_Matrix_Classes::Real&) | |
| BundleData * | get_data () |
| see SumBlockModel::get_data() | |
| const BundleData * | get_data () const |
| see SumBlockModel::get_data() | |
| int | set_data (BundleData *bd) |
| see SumBlockModel::set_data() | |
overloaded SumBlockModel messages for direct get/set requests | |
| const PrimalData * | get_approximate_primal () const |
| this has no primals, so it returns 1, see SumBlockModel::get_approximate_primal | |
| const PrimalData * | get_center_primal () const |
| this has no primals, so it returns 1, see SumBlockModel::get_center_primal | |
| const PrimalData * | get_candidate_primal () const |
| this has no primals, so it returns 1, see SumBlockModel::get_candidate_primal | |
| virtual int | call_primal_extender (PrimalExtender &) |
| this has no primals, so it returns 1, see SumBlockModel::call_primal_extender | |
| int | set_bundle_parameters (const BundleParameters &bp) |
| if bp is a SumBundleParametersObject, it is cloned, otherwise the paraemters are copied | |
| const BundleParameters * | get_bundle_parameters () const |
| see SumBlockModel::get_bundle_parameters() | |
| void | clear_model (bool discard_minorants_only=false) |
| see SumBlockModel::clear_model | |
| void | clear_aggregates () |
| see SumBlockModel::clear_aggregates | |
overloaded routines of SumBlockModel for output and statistics on solution times | |
| void | set_out (std::ostream *o=0, int pril=1) |
| set output and outputlevel of warnings and errors recursively, see CBout | |
| virtual CH_Tools::Microseconds | get_preeval_time () const |
| see SumBlockModel::get_preeval_time() | |
| virtual CH_Tools::Microseconds | get_eval_time () const |
| see SumBlockModel::get_eval_time() | |
| virtual CH_Tools::Microseconds | get_posteval_time () const |
| see SumBlockModel::get_posteval_time() | |
| Public Member Functions inherited from ConicBundle::SumBlockModel | |
| virtual | ~SumBlockModel () |
| destructor | |
| int | initialize_aft (AffineFunctionTransformation *aft=0) |
| first it discards an old affine function transformation if there is one, then it sets the new one, if there ins one. | |
| virtual int | set_variable_metric_selection (VariableMetricSelection *vms=0) |
| delete old selector and set a new one (0 is allowed resulting in no local selector) | |
| virtual VariableMetricSelection * | get_variable_metric_selection () const |
| delete old selector and set a new one (0 is allowed resulting in no local selector) | |
| bool | call_aftmodel_first (const FunObjModMap &funmdfmap) |
| in apply_modification this routine is needed to check whether the aftmodel is modified already More... | |
| SumBlockModel (CBout *cb=0, int cbinc=-1) | |
| calls clear | |
| virtual SumBlockModel * | remove_model (SumBlockModel *model) |
| remove the submodel identified by the given models FunctionObject from this model, this does NOT destruct the model. It returns the pointer to the model if there is one, otherwise 0 | |
| virtual int | start_augmodel (QPModelDataPointer &blockp, CH_Matrix_Classes::Integer cand_id, const CH_Matrix_Classes::Matrix &cand_y, const CH_Matrix_Classes::Indexmatrix *indices=0) |
| see BundleModel::start_augmodel, here it just moves on to start_sumaugmodel | |
| virtual int | get_model_aggregate (CH_Matrix_Classes::Integer &model_aggregate_id, MinorantPointer &model_aggregate) |
| see BundleModel::get_model_aggregate | |
| int | get_function_minorant (CH_Matrix_Classes::Integer &function_modification_id, MinorantPointer &minorant) |
| see BundleModel::get_function_minorant() | |
| int | get_center_minorant (CH_Matrix_Classes::Integer &function_modification_id, MinorantPointer &minorant) |
| see BundleModel::get_center_minorant() | |
| BundleModel * | transform () |
| if an affine function transformation is defined for this model, return it, otherwise use this | |
| SumBlockModel * | sbm_transform () |
| like BundleModel::transform() this allows SumBlockModel routines to use a given transformation automatically | |
| virtual int | get_model_aggregate (CH_Matrix_Classes::Integer &model_aggregate_id, MinorantPointer &model_aggregate, bool all_parts, const AffineFunctionTransformation *aft=0) |
| returns the model aggregate if available. More... | |
| AFTModel * | get_aftmodel () |
| returns aftmodel | |
| const AFTModel * | get_aftmodel () const |
| returns aftmodel (as a const variant) | |
| virtual int | set_sumbundle_parameters (const BundleParameters &) |
| set max_bundle_size and max_model_size (this may differ if the parameter is a derived class, in particular a SumBunldeParametersObject); model blocks without bundle return 1. | |
| virtual const SumBundleParametersObject * | get_sumbundle_parameters () const |
| returns the current parameter settings; model blocks without bundle parameters return NULL. | |
| virtual int | get_ret_code () const |
| for functions given by an oracle: return the return value that was produced by the last call to the function evaluation routine; model blocks without oracle return 0. | |
| CH_Tools::Microseconds | get_evalmodel_time () const |
| return time spent in total for evaluating the model in eval_model() | |
| CH_Tools::Microseconds | get_updatemodel_time () const |
| return time spent in total for updating the model in update_model() | |
| CH_Tools::Microseconds | get_metric_time () const |
| return time spent in total for the add_variable_metric routine | |
| std::ostream & | print_statistics (std::ostream &out) const |
| output the timing statistics | |
| void | set_cbout (const CBout *cb, int incr) |
| set output and outputlevel of warnings and errors recursively with CBout | |
| Public Member Functions inherited from ConicBundle::BundleModel | |
| BundleModel (CBout *cb=0, int cbinc=-1) | |
| constructor (cb allows to set output options) | |
| virtual | ~BundleModel () |
| virtual destructor | |
| VariableMetricModel * | variable_metric_transform () |
| replaces variable_metric_transform by transform | |
| Public Member Functions inherited from ConicBundle::VariableMetricModel | |
| VariableMetricModel (CBout *cb=0, int cbincr=-1) | |
| constructor for passing on ouptut information | |
| virtual | ~VariableMetricModel () |
| virtual destructor | |
| Public Member Functions inherited from ConicBundle::CBout | |
| 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 Attributes | |
| ModifiableOracleObject | dummy_oracle |
| the oracle object of this model | |
| BundleData | data |
| the relevant data for running BundleSolver consistently | |
| ModelMap | modelmap |
| this holds the ModelData indexed by the (unique) FunctionObject pointer | |
| std::list< const ModelData * > | local_augmodel |
| if the sumbundle is active, this collects all models that have a separate augmented model part and need to be called there | |
| CH_Matrix_Classes::Integer | ncalls |
| number of (recursive) calls to eval_function or recompute_center | |
| MinorantPointer | cand_minorant |
| the minorant in the candidate (if collected explicitly) | |
| MinorantPointer | center_minorant |
| the minorant in the center (if collected explicitly) | |
| QPSumModelDataObject * | block |
| collects the blocks of the submodels | |
| SumModelParametersObject * | model_selection |
| parameters and routines for choosing the models for SumBundle | |
Additional Inherited Members | |
| Protected Attributes inherited from ConicBundle::SumBlockModel | |
| CH_Tools::Clock | clock |
| for collecting time statistics | |
| CH_Tools::Microseconds | evalmodel_time |
| total time spent in evaluating the model in eval_model() | |
| CH_Tools::Microseconds | updatemodel_time |
| total time spent in updating the bundle in update_model() | |
| CH_Tools::Microseconds | eval_time |
| total time spent in the oracle in eval_function() or calls to eval_function of children | |
| CH_Tools::Microseconds | preeval_time |
| total time spent in eval_function() before the oracle call | |
| CH_Tools::Microseconds | posteval_time |
| total time spent in eval_function() after the oracle call | |
| CH_Tools::Microseconds | metric_time |
| total time spent in add_variable_metric() | |
| AFTModel * | aftmodel |
| if not NULL this points to an AFTModel describing an AffineFunctionTransformation | |
| VariableMetricSelection * | vm_selection |
| if not NULL this points to the selection routine for computing the local contribution to the metric | |
| SumBundleHandler * | bundlehandler |
| if the sumbundle is used, this points to the handler that operates it | |
| SumBundleParametersObject * | sumbundle_parameters |
| this holds the default settings whether and how to start or contribute to a SumBundle | |
| MinorantPointer | old_model_aggregate |
| for testing purposes | |
Detailed Description
gives a SumBlockModel interface to a sum of (possibly AffineFunctionTransformation transformed) SumBlockModels. This allows e.g. to optimize over a nonnegative combination of convex functions, possibly each with its own cutting model.
Here the modification_id of BundleData is increased whenever a model is added or deleted from the sum.
If SumModel contains many separate functions, having a separate model for each of the functions may be unnecessary and inefficient. Thus SumModel contains a heuristic (may be disabled) that decides which of the functions may keep its separate model and which is simply providing its subgradient information to feed a common polyhedral model for the remaining functions. The heuristic decides on the fly, whether it is worth to switch for a certain function to a local model or to the common polyhedral model. Thus each function needs to keep track of the subgradients and the aggregate in the global polyhedral model once it is told do so, so that switching back and forth does not endanger convergence. This requires some communication and SumBlockModel provides the interface for this, see the routines
- SumBlockModel::sumbundle_contribution()
- SumBlockModel::remove_contributions()
Due to the different types of functions (cost and penalty) SumModle has to use of a different global model for each type appearing. For keeping consistent with the recursive structure it also needs to assume that each of its functions has these three different types of models. This makes the whole business a bit clumsy ...
The documentation for this class was generated from the following file:
