implements a (virtual) cutting model being built of a (possibly recursive) sum of UQPModelBlock cutting model instances for UQPSolver More...
#include <UQPSumModelBlock.hxx>
Inheritance diagram for ConicBundle::UQPSumModelBlock:
Public Member Functions | |
| void | clear () |
| reset to "empty/no" model | |
| UQPSumModelBlock (CBout *cb=0, int incr=-1) | |
| default constructor | |
| ~UQPSumModelBlock () | |
| virtual destructor | |
| int | append (QPModelDataObject *inblock) |
| add another model at the end of the list | |
| CH_Matrix_Classes::Integer | xdim () const |
| sum of all xdim of the sublocks | |
| CH_Matrix_Classes::Integer | ydim () const |
| sum of all ydim of the sublocks | |
| int | set_qp_xstart (CH_Matrix_Classes::Integer x_start_index) |
| set the starting index of x also for all subblocks | |
| int | set_qp_ystart (CH_Matrix_Classes::Integer y_start_index) |
| set the starting index of y also for all subblocks | |
| int | starting_x (CH_Matrix_Classes::Matrix &qp_x) |
| get the starting x of all subblocks | |
| int | starting_y (CH_Matrix_Classes::Matrix &qp_y, const CH_Matrix_Classes::Matrix &qp_Qx, const CH_Matrix_Classes::Matrix &qp_c) |
| get the starting y information of all subblocks | |
| CH_Matrix_Classes::Real | get_local_primalcost () const |
| get joint primalcost of all subblocks | |
| CH_Matrix_Classes::Real | get_local_dualcost () const |
| get joint dualcost of all subblocks | |
| int | get_Ab (CH_Matrix_Classes::Matrix &qp_A, CH_Matrix_Classes::Matrix &qp_b) const |
| get the A matrix of all subblocks and store it consistently | |
| int | restart_x (CH_Matrix_Classes::Matrix &qp_x, const CH_Matrix_Classes::Matrix &qp_c, const CH_Matrix_Classes::Matrix &qp_dc) |
| get a good restarting x of all subblocks for this change in costs | |
| int | restart_y (CH_Matrix_Classes::Matrix &qp_y, const CH_Matrix_Classes::Matrix &qp_Qx, const CH_Matrix_Classes::Matrix &qp_c, const CH_Matrix_Classes::Matrix &qp_dc) |
| get a good restarting y of all subblocks for this change in costs | |
| int | add_xinv_kron_z (CH_Matrix_Classes::Symmatrix &barQ) |
| add this for all subblocks | |
| int | add_local_sys (CH_Matrix_Classes::Symmatrix &sysdy, CH_Matrix_Classes::Matrix &rhs) |
| add this for all subblocks | |
| int | suggest_mu (CH_Matrix_Classes::Real &ip_xz, CH_Matrix_Classes::Integer &mu_dim, CH_Matrix_Classes::Real &sigma, const CH_Matrix_Classes::Matrix &qp_dx, const CH_Matrix_Classes::Matrix &qp_dy, const CH_Matrix_Classes::Matrix &rhs_residual) |
| get this from all subblocks | |
| int | get_corr (CH_Matrix_Classes::Matrix &xcorr, CH_Matrix_Classes::Matrix &rhs, CH_Matrix_Classes::Real mu) |
| get this from all subblocks | |
| int | line_search (CH_Matrix_Classes::Real &alpha, const CH_Matrix_Classes::Matrix &qp_dx, const CH_Matrix_Classes::Matrix &qp_dy, const CH_Matrix_Classes::Matrix &rhs_residual) |
| get/do this from/for all subblocks | |
| int | set_point (const CH_Matrix_Classes::Matrix &qp_x, const CH_Matrix_Classes::Matrix &qp_y, CH_Matrix_Classes::Real alpha) |
| do this for all subblocks | |
| int | add_modelx_aggregate (CH_Matrix_Classes::Real &offset, CH_Matrix_Classes::Matrix &gradient) |
| do this for all subblocks | |
| void | set_out (std::ostream *o=0, int pril=1) |
| do this for all subblocks | |
| void | set_cbout (const CBout *cb, int incr=-1) |
| do this for all subblocks | |
| CH_Matrix_Classes::Matrix & | add_Bs (CH_Matrix_Classes::Matrix &qp_vec) const |
| do this for all subblocks | |
| CH_Matrix_Classes::Matrix & | subtract_z (CH_Matrix_Classes::Matrix &dual_residual, bool with_step=false) const |
| do this for all subblocks | |
 Public Member Functions inherited from ConicBundle::QPSumModelDataObject | |
| QPSumModelDataObject (CBout *cb=0, int cbinc=-1) | |
| default constructor | |
| virtual | ~QPSumModelDataObject () |
| virtual destructor | |
| Public Member Functions inherited from ConicBundle::QPModelDataObject | |
| QPModelDataObject (CBout *cb=0, int cbinc=-1) | |
| default constructor | |
| virtual | ~QPModelDataObject () |
| 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 | |
| Public Member Functions inherited from ConicBundle::UQPModelBlock | |
| UQPModelBlock (CBout *cb=0, int cbinc=-1) | |
| default constructor | |
| virtual | ~UQPModelBlock () |
| vritual destructor | |
| virtual const MinorantPointer & | get_constant_minorant () const |
| gives reading access to a constant offset minorant | |
| virtual const MinorantBundle & | get_bundle () const |
| gives reading access to the bundle minorants of the cutting model | |
| virtual MinorantPointer & | get_constant_minorant () |
| gives access to a constant offset minorant | |
| virtual MinorantBundle & | get_bundle () |
| gives access to the bundle minorants of the cutting model | |
| virtual int | push_aft (const AffineFunctionTransformation *inaft, const CH_Matrix_Classes::Indexmatrix *global_indices, const CH_Matrix_Classes::Indexmatrix *local_indices, std::map< MinorantPointer, MinorantPointer > *precomputed=0) |
| applies the AffineFunctionTransformation to constant_minorant and bundle, where (if given) only the global_indices of the transformed subgradients are required which need the local_indices only. If precomputed is given, it may contain some or contains afterwards a map from original minorant to transformed minorant; retunrs 0 on success | |
| virtual int | pop_aft () |
| undo the last push_aft | |
| Public Member Functions inherited from ConicBundle::UQPModelBlockObject | |
| virtual | ~UQPModelBlockObject () |
| virtual destructor | |
Private Attributes | |
| std::vector< UQPModelBlock * > | blocks |
| the container pointing to the UQPModelBlock instances comprised in the sum | |
| CH_Matrix_Classes::Integer | xstart |
| starting index of the x variables subsumed here within the globale vector x | |
| CH_Matrix_Classes::Integer | xend |
| ending index of local x | |
| CH_Matrix_Classes::Integer | ystart |
| starting index of the y variables subsumed here within the globale vector y | |
| CH_Matrix_Classes::Integer | yend |
| ending index of local y | |
Additional Inherited Members | |
| Protected Attributes inherited from ConicBundle::UQPModelBlock | |
| std::vector< MinorantPointer > | constant_minorant |
| constant offset minorant (fixed affine function to be added to the model) | |
| std::vector< MinorantBundle > | bundle |
| the minorants forming the cutting model; how to combine them is described in derived classes | |
Detailed Description
implements a (virtual) cutting model being built of a (possibly recursive) sum of UQPModelBlock cutting model instances for UQPSolver
Note, the bundle at the final level might not be the same as the one in the recursive calls, because it might have undergone an AffineFunctionTransformation.
Not much is happening here besides passing on the calls to the various submodels with information on where to find its own (possibly transformed) bundle information and where to store the requested information in respective global objects
The documentation for this class was generated from the following file:
