interface class that allows a VariableMetricModel to contribute information to a VariableMetric object for use in a BundleProxObject More...
#include <VariableMetric.hxx>
Public Member Functions | |
| virtual | ~VariableMetric () |
| virtual destructor | |
| VariableMetric (VariableMetricSelection *vp=0, bool use_loc_metric=false, bool use_bnds_scaling=false, CBout *cbo=0, int cbinc=-1) | |
| default constructor; if vp is not zero, ownership of *vp is passed over to *this and *this will delete vp | |
| VariableMetricSelection * | get_variable_metric_selection () const |
| returns 0 or an available VariableMetricSelection object, that may be employed for computing a variable metric term in accordance with the value of use_local_metric | |
| void | set_variable_metric_selection (VariableMetricSelection *vp=0) |
| sets use_variable_metric; the object passed is then owned by this | |
| virtual bool | supports_dense_variable_metric () const |
| returns true if add_dense_variable_metric() is supported | |
| virtual bool | supports_lowrank_variable_metric () const |
| returns true if add_variable_metric() does not ignore the low rank argument vecH | |
| virtual bool | supports_diagonal_variable_metric () const |
| returns true if add_variable_metric() does not ignore the diagonal argument diagH | |
| bool | employ_variable_metric () const |
| returns true if some dynamic scaling is supported and switched on | |
| virtual int | apply_variable_metric (VariableMetricModel *, VariableMetricModel *, const CH_Matrix_Classes::Matrix &, CH_Matrix_Classes::Integer, const CH_Matrix_Classes::Matrix &, bool, CH_Matrix_Classes::Real &, CH_Matrix_Classes::Real, const CH_Matrix_Classes::Indexmatrix *=0) |
| the BundleSolver starts an update of this by dynamic scaling by calling this in every step; negative parameters give no preferences, but the global aggregate (groundset+model) has to be provided and if descent_step==false the scaling may only increase | |
| virtual int | add_variable_metric (CH_Matrix_Classes::Symmatrix &) |
| adds a suitable modification of symH (symH may be modified in this) to the scaling matrix H More... | |
| virtual int | add_variable_metric (CH_Matrix_Classes::Matrix &, CH_Matrix_Classes::Matrix &) |
| adds (a suitable modification of) Diag(diagH)+vecH*transpose(vecH) to the scaling matrix H (either matrix may be modified in this) More... | |
| virtual int | push_aft (const AffineFunctionTransformation *) |
| this AffineFunctionTransformation has to be used before applying Hinv in | |
| virtual int | pop_aft () |
| removes the top most aft (without deleting it!) | |
| bool | get_use_bounds_scaling () const |
| returns use_bounds_scaling | |
| void | set_use_bounds_scaling (bool bounds_scaling) |
| sets use_bounds_scaling | |
| virtual bool | supports_diagonal_bounds_scaling () const |
| if the respective implementation supports a diagonal bounds scaling heuristic, the following routine has to return true; see also diagonal_scaling_heuristic_update() | |
| bool | employ_diagonal_bounds_scaling () const |
| if the respective implementation supports a diagonal bounds scaling heuristic, the following routine has to return true; see also diagonal_bounds_scaling_update() | |
| virtual int | diagonal_bounds_scaling_update (const CH_Matrix_Classes::Matrix &) |
| if supported, D_update has to contain nonnegative numbers that are permanently added to the diagonal here. More... | |
| bool | get_use_local_metric () const |
| returns use_local_metric | |
| void | set_use_local_metric (bool local_metric) |
| sets use_local_metric | |
 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 | |
Private Attributes | |
| VariableMetricSelection * | vm_selection |
| NULL also signals not to call dynamic VariableMetric routines; if a corresponding object has been transferred to here, variable metric should be used. The object serves as a default routine for contributing variable metric information derived from the latest minorants. | |
| bool | use_local_metric |
| flag for whether the scaling information should be collected from active local models; if false, only the root model may provide the scaling information for all | |
| bool | use_bounds_scaling |
| flag for whether LPGroundset may use its diagonal update heuristic for bounds | |
Detailed Description
interface class that allows a VariableMetricModel to contribute information to a VariableMetric object for use in a BundleProxObject
Member Function Documentation
◆ add_variable_metric() [1/2]
|
inlinevirtual |
adds a suitable modification of symH (symH may be modified in this) to the scaling matrix H
The suitable modification depends on the on the affine transformations applied to the model or to the form supported by this class. The latter may, e.g., be only a diagonal matrix, a low rank matrix or a dense one.
Reimplemented in ConicBundle::BundleDenseTrustRegionProx.
◆ add_variable_metric() [2/2]
|
inlinevirtual |
adds (a suitable modification of) Diag(diagH)+vecH*transpose(vecH) to the scaling matrix H (either matrix may be modified in this)
The suitable modification depends on the on the affine transformations applied to the model or to the form supported by this class. The latter may, e.g., be only a diagonal matrix, a low rank matrix or a dense one.
Any of the two arguments may be an empty matrix (0x0)and this part is then ignored.
Reimplemented in ConicBundle::BundleDenseTrustRegionProx, ConicBundle::BundleDiagonalTrustRegionProx, ConicBundle::BundleLowRankTrustRegionProx, and ConicBundle::BundleDLRTrustRegionProx.
◆ diagonal_bounds_scaling_update()
|
inlinevirtual |
if supported, D_update has to contain nonnegative numbers that are permanently added to the diagonal here.
It is important to keep track of this change only if afterwards update_QP_costs is called before compute_QP_costs. In this case the nonzero entries in D_update must be a subset of the indices in delta_index
Reimplemented in ConicBundle::BundleDenseTrustRegionProx, ConicBundle::BundleDiagonalTrustRegionProx, and ConicBundle::BundleDLRTrustRegionProx.
The documentation for this class was generated from the following file:
