ConicBundle
Classes
Internal Bundle Solver of ConicBundle

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.