declares the interface that a BundelModel needs to provide for contributing to VariableMetric information More...
#include <VariableMetric.hxx>
Public Member Functions | |
| VariableMetricModel (CBout *cb=0, int cbincr=-1) | |
| constructor for passing on ouptut information | |
| virtual | ~VariableMetricModel () |
| virtual destructor | |
| virtual 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) |
| add to the variable metric information H some model dependent "second order" information of the function modelled More... | |
| virtual VariableMetricModel * | variable_metric_transform () |
| Overload this in order apply transformations in between. More... | |
 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 | |
Detailed Description
declares the interface that a BundelModel needs to provide for contributing to VariableMetric information
Member Function Documentation
◆ add_variable_metric()
|
virtual |
add to the variable metric information H some model dependent "second order" information of the function modelled
The routine may add nothing if there is not sufficient information. Otherwise see the functions in VariableMetric for how to enter information depending on how H supports dynamic scaling.
- Parameters
-
[in,out] H BundleScaling H holds the current scaling matrix, provides the information needed to add to it. [in] y_id the point id of the point supplied [in] y the scaling should be relevant around this point, e.g. in the smooth case the (nonnegative) diagonal or low rank representation of its Hessian [in] descent_step true if and only if the solver just performed a descent step; if not true, the dynamic scaling routine may only add further semidefintie matrices but may not make the term smaller in the semidefinite sense. [in] weightu the positive scalar value currently used for weighting the quadratic (trust region) term [in] model_maxviol for nonsmooth functions the aggregate together with the quadratic term should aim at keeping the value above the value of the minorant minus this model_maxviol (where all minorants are assumed or shifted to cut below the aggregate by at least .1 this value) [in] indices if not NULL, the effect of the changes of the quadratic term must be restricted to these indices
- Returns
- 0 ... on success or if not supported (= adds nothing),
- 1 ... on failure,
Reimplemented in ConicBundle::SumModel, ConicBundle::SumBlockModel, ConicBundle::LPGroundset, and ConicBundle::AFTModel.
◆ variable_metric_transform()
|
inlinevirtual |
Overload this in order apply transformations in between.
VariableMetric never calls the above routines directly but always via a call to transform. This allows to insert affine function transformations, if so desired.
Reimplemented in ConicBundle::BundleModel.
The documentation for this class was generated from the following file:
