general implementation of a VariableMetricSelection routine to form and add variable metric information to a BundleProxObject generically mainly from the aggregate and a collection of minorants given by a MinorantBundle More...
#include <VariableMetricSVDSelection.hxx>
Inheritance diagram for ConicBundle::VariableMetricSVDSelection:
Public Member Functions | |
| ~VariableMetricSVDSelection () | |
| destructor | |
| VariableMetricSVDSelection (CBout *cb=0, int cbincr=-1) | |
| default constructor | |
| VariableMetricSVDSelection (CH_Matrix_Classes::Integer in_n_latest_minorants, CH_Matrix_Classes::Integer in_selection_method, CH_Matrix_Classes::Real in_oldfactor=0., CBout *cb=0, int cbincr=-1) | |
| constructor for specifying values for n_latest_minorants and selection_method | |
| void | get_UVlambda (CH_Matrix_Classes::Matrix &U, CH_Matrix_Classes::Matrix &V, CH_Matrix_Classes::Matrix &lam, CH_Matrix_Classes::Matrix &cand) |
| for current ongoing experiments with variable metric routines | |
| CH_Matrix_Classes::Integer | get_n_latest_minorants () const |
| returns n_latest_minorants | |
| void | set_n_latest_minorants (CH_Matrix_Classes::Integer nlm) |
| sets n_latest_minorants | |
| CH_Matrix_Classes::Integer | get_selection_method () const |
| returns selection_method | |
| void | set_selection_method (CH_Matrix_Classes::Integer sm) |
| sets selection_method | |
| 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, VariableMetricBundleData &bundle_data) |
| see ConicBundle::VariableMetricSelection::add_variable_metric() | |
| VariableMetricSelection * | clone_VariableMetricSelection () |
| clone: the values are only preserved for those contained in the constructor: n_latest_minorants, selection_method and oldfactor | |
 Public Member Functions inherited from ConicBundle::VariableMetricSelection | |
| VariableMetricSelection (CBout *cb=0, int cbincr=-1) | |
| constructor for passing on ouptut information | |
| virtual | ~VariableMetricSelection () |
| virtual destructor | |
| 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 Member Functions | |
| int | vecH_by_aggregate (CH_Matrix_Classes::Matrix &vecH, CH_Matrix_Classes::Real &relprec, const MinorantBundle &bundle, const MinorantPointer &aggregate, CH_Matrix_Classes::Real function_factor, CH_Matrix_Classes::Integer y_id, const CH_Matrix_Classes::Matrix &y, CH_Matrix_Classes::Real weightu, CH_Matrix_Classes::Real violation_eps) |
| scaling heuristic based on collected minorants relative to the aggregate alone | |
| int | vecH_by_model (CH_Matrix_Classes::Matrix &vecH, CH_Matrix_Classes::Real &relprec, const MinorantBundle &bundle, const MinorantBundle &model, const MinorantPointer &aggregate, CH_Matrix_Classes::Real function_factor, CH_Matrix_Classes::Integer y_id, const CH_Matrix_Classes::Matrix &y, CH_Matrix_Classes::Real weightu, CH_Matrix_Classes::Real violation_eps) |
| scaling heuristic based on collected minorants relative to aggregate and model | |
| int | vecH_orthogonal_to_model (CH_Matrix_Classes::Matrix &vecH, CH_Matrix_Classes::Real &relprec, const MinorantBundle &bundle, const MinorantBundle &model, const CH_Matrix_Classes::Matrix &modelcoeff, const MinorantPointer &aggregate, CH_Matrix_Classes::Real function_factor, CH_Matrix_Classes::Integer y_id, const CH_Matrix_Classes::Matrix &y, CH_Matrix_Classes::Real weightu, CH_Matrix_Classes::Real violation_eps) |
| scaling heuristic based on collected minorants relative to aggregate and orthogonalized to model | |
| int | vecH_orthogonal_to_modelSVD (CH_Matrix_Classes::Matrix &vecH, CH_Matrix_Classes::Real &relprec, const MinorantBundle &bundle, const MinorantBundle &model, const CH_Matrix_Classes::Matrix &modelcoeff, const MinorantPointer &aggregate, CH_Matrix_Classes::Real function_factor, CH_Matrix_Classes::Integer y_id, const CH_Matrix_Classes::Matrix &y, CH_Matrix_Classes::Real weightu, CH_Matrix_Classes::Real violation_eps) |
| scaling heuristic based on collected minorants relative to aggregate and orthogonalized to model | |
| int | vecH_weighted_SVD (CH_Matrix_Classes::Matrix &vecH, CH_Matrix_Classes::Real &relprec, const MinorantBundle &bundle, const MinorantBundle &model, const CH_Matrix_Classes::Matrix &modelcoeff, const MinorantPointer &aggregate, CH_Matrix_Classes::Real function_factor, CH_Matrix_Classes::Integer y_id, const CH_Matrix_Classes::Matrix &y, CH_Matrix_Classes::Real weightu, CH_Matrix_Classes::Real violation_eps) |
| scaling heuristic based weighted sum of collected minorants relative to active subgradients and orthogonalized to model | |
| int | vecH_weighted_SVDs (CH_Matrix_Classes::Matrix &vecH, CH_Matrix_Classes::Real &relprec, const MinorantBundle &bundle, const MinorantBundle &model, const CH_Matrix_Classes::Matrix &modelcoeff, const MinorantPointer &aggregate, CH_Matrix_Classes::Real function_factor, CH_Matrix_Classes::Integer y_id, const CH_Matrix_Classes::Matrix &y, CH_Matrix_Classes::Real weightu, CH_Matrix_Classes::Real violation_eps) |
| scaling heuristic based weighted sum of SVD Hessians collected via minorants relative to active subgradients | |
Private Attributes | |
| CH_Matrix_Classes::Integer | n_latest_minorants |
| a positive number means dynamic scaling should be used and suggests to store and use this number of the most recent minorants for this; if <=0, no metric information will be added | |
| CH_Matrix_Classes::Integer | selection_method |
| specifies which of the current experimental routines should be used for computing the metric | |
| CH_Matrix_Classes::Real | oldfactor |
| for values of oldfactor between 0. and 1. the SVD is taken of (1-oldfactor)*vecH*vecH'+oldfactor*oldvecH*oldvcH'; for values <=0 there is no old contribution, for values >=1 oldvecH is reused | |
| CH_Matrix_Classes::Matrix | Vspace |
| experimental data that tries to collect the current Vspace by an orthonormal basis (only some routines attempt this) | |
| CH_Matrix_Classes::Matrix | Uspace |
| experimental data that tries to collect the current Uspace information by an orthonormal basis (only some routines attempt this) | |
| CH_Matrix_Classes::Matrix | lambda |
| experimental data that tries to identify the curvature (Hessian eigenvalues) in Uspace directions (only some routines attempt this) | |
| CH_Matrix_Classes::Matrix | candNewton |
| experimental candidate that results from an approximate Newton step computaiton based on Vspace, Uspace and lambda (only some routines compute this) | |
Detailed Description
general implementation of a VariableMetricSelection routine to form and add variable metric information to a BundleProxObject generically mainly from the aggregate and a collection of minorants given by a MinorantBundle
the class currently also includes a number of experimental routines for computing suitable low rank metric information from the latest minorant data
The documentation for this class was generated from the following file:
