Solve $min_{y\in\mathbf{R}^m} f(y)$ for a convex function f given in the form of a ConicBundle::BundleModel. The Problem and the Solver are set up and called from one of the solver interfaces, e.g., ConicBundle::CBSolver or ConicBundle::MatrixCBSolver and are typically not accessed directly. More...

Classes
class	ConicBundle::BundleSolver
	This is the internal bundle solver managing descent/null steps with inner updates for approximating the proximal point by alternatingly adapting the groundset aggregate and the model aggregate. More...

class	ConicBundle::BundleWeight
	Abstract interface for BundleSolver providing routines that determine the weight of the quadratic term in the augmented model. It also allows the user to specify bounds on the weights by setting minweight and maxweight or to choose the weight to be used in the next iteration. More...

class	ConicBundle::BundleHKWeight
	Routine for selecting the weight of the quadratic/proximal term withing BundleSolver implementing BundleWeight along the paper by Helmberg and Kiwiel. More...

class	ConicBundle::BundleRQBWeight
	Routine for selecting the weight of the quadratic/proximal term within BundleSolver implementing BundleWeight roughly along the paper C. Lemarechal, C. Sagastizabal, Variable metric bundle methods: From conceptual to implementable forms, Mathematical Programming 76 (1997) 393-410. Implemented obeserving details of the email communication with Claudia Sagastizabal. More...

class	ConicBundle::BundleTerminatorData
	abstract interface for BundleTerminator providing the data needed for deciding on termination More...

class	ConicBundle::BundleTerminator
	basic class implementing termination criteria for BundleSolver, may also serve as base class for other termination criteria More...

class	ConicBundle::MinorantUseData
	stores use information for the model that the minorant is generated for or to the data the model refers to More...

Detailed Description

Solve $min_{y\in\mathbf{R}^m} f(y)$ for a convex function f given in the form of a ConicBundle::BundleModel. The Problem and the Solver are set up and called from one of the solver interfaces, e.g., ConicBundle::CBSolver or ConicBundle::MatrixCBSolver and are typically not accessed directly.

Classes

Detailed Description