Classes
class	ConicBundle::BundleModel
	abstract interface for BundleSolver giving access to all objective function specific bundle routines and model descriptions. In particular it hides the cutting model and the oracle. More...

class	ConicBundle::BundleData
	base class for use with SumBlockModel for storing and managing essential data of evaluations and the bundle describing the model More...

class	ConicBundle::SumModelParametersObject
	abstract interface for SumModel for the models selection routine when using SumBundle and SumBundleHandler More...

class	ConicBundle::SumModelParameters
	specifies the suggestion procedure for including models in a joint SumBundle model of SumModel More...

class	ConicBundle::AFTData
	specialized BundleData class for use with AFTModel for storing and managing essential data of evaluations and the bundle describing the model More...

class	ConicBundle::AFTModel
	mimicks the model of a function with an AffineFunctionTransformation (AFT) applied to it. It does so by the chain rule and calling the original model of the function. More...

class	ConicBundle::ConeModel
	provides a general abstract base class for conic cutting models with SumBundle capabilities (as a derived class of SumBlockModel) More...

class	ConicBundle::NNCData
	extends BundleData for use with FunctionModel by adding information on subgradients and the cutting plane model More...

class	ConicBundle::NNCModel
	implements (as a derived class of SumBlockModel) a standard cutting plane model for a MatrixFunctionOracle More...

class	ConicBundle::NNCModelParameters
	default model selection routines for NNCModel More...

class	ConicBundle::NNCModelParametersObject
	abstract interface for NNCModel for the model selection routine select_model() More...

class	ConicBundle::BoxData
	extends BundleData for use with BoxModel by adding information on subgradients and the cutting plane model More...

class	ConicBundle::BoxModel
	implements (as a derived class of ConeModel) a standard cutting plane model for a MatrixBoxOracle More...

class	ConicBundle::BoxModelParameters
	abstract interface for BoxModel for the model selection routine More...

class	ConicBundle::BoxModelParametersObject
	abstract interface for BoxModel for the model selection routine select_model() More...

class	ConicBundle::SumBundleParametersObject
	abstract interface for SumBundleHandler for the model selection and variable metric seletcion routines More...

class	ConicBundle::SumBundleParameters
	implements two versions of select_model() (update_rule in {0,1}) More...

class	ConicBundle::SOCData
	extends BundleData for use with SOCModel (see there for the description of the function) by adding information on SOC_vectors generating the subgradients and the cutting model More...

class	ConicBundle::SOCModel
	implements (as a derived class of ConeModel) a cutting model for a SOCOracle More...

class	ConicBundle::SOCModelParameters
	default model selection routine for SOCModel More...

class	ConicBundle::SOCModelParametersObject
	abstract interface for SOCModel for the model selection routine select_model() More...

class	ConicBundle::PSCData
	extends BundleData for use with PSCModel (see there for the description of the function) by adding information on Ritz_vectors generating the subgradients and the cutting model More...

class	ConicBundle::PSCModel
	implements (as a derived class of ConeModel) a cutting model for a PSCOracle More...

class	ConicBundle::PSCModelParameters
	default model selection routine for PSCModel More...

class	ConicBundle::PSCModelParametersObject
	abstract interface for PSCModel for the model selection routine select_model() More...

Detailed Description

The minimal requirements on a cutting model for BundleSolver are laid down in the abstract base class BundleModel. Derived from this is the abstract base class SumBlockModel. The latter provides the actual foundation for all implemented cutting models, it also feeds the common quadratic solver with model data for the quadratic bundle subproblem. Any implemented SumBlockModel can either be used directly as a separate single model for BundleSolver or it can be added to a SumModel. A SumModel represents and manages the sum over several models of convex functions (each must be an implemented SumBlockModel). For each implemented SumBlockModel the actual model data is kept in a class (derived from) BundleData. For the following types of convex functions there exist the following pairs of model and data

NNCModel and NNCData (a ConeModel for non negative cones; it implements a polyhedral model for a general MatrixFunctionOracle / FunctionOracle)
SOCModel and SOCData (a ConeModel for the second order cone; it implements a second order cone model for a SOCOracle)
PSCModel and PSCData (a ConeModel for the positve semidefinite cone; it implements a spectral bundle model for a maximum eigenvalue oracle PSCOracle)
BoxModel and BoxData (a ConeModel implementing a special purpose polyhedral model for a support function over a box given via a BoxOracle)
SumModel and BundleData (implementing the sum over instances of SumBlockModel)
AFTModel and AFTData (implementing an Affine Function or an Affine Function Transformation of some associated SumBlockModel)

Each SumBlockModel may be thought of as offering the choice between two models. In the first the function is represented by its actual local model implemented in this particulay model class. In the second the local minorant information is used to build a general polyhedral SumBundle that may itself either be used as a local model or may contribute to a parent SumBundle, so that the minorant information of several functions is collected and added up in one common polyhedral model. The SumBundle is organized by a SumBundleHandler that is set in SumBlockModel::start_sumaugmodel() after calling SumBlockModel::sumbundle_mode().

Classes

Detailed Description