ConicBundle

conic bundle method solver for sum of convex functions. See the ConicBundle_Manual for a quick introduction. More...
Classes  
class  AffineFunctionTransformation 
transform a function f(z) to fun_coeff*f(arg_offset+arg_trafo*y)+linear_cost*y+fun_offset (scales the value, substitutes argument z=c+Ay, and adds an affine term b'y+d) More...  
class  AFTData 
specialized BundleData class for use with AFTModel for storing and managing essential data of evaluations and the bundle describing the model More...  
class  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  AFTModification 
collects modifications for an AffineFunctionTransformation for the scaling and offset constants as well as for appending, deleting or reassigning columns and rows of the transformation data More...  
class  Bigmatrix 
AffineMatrixFunction needs to compute the maximum eigenvalue of an affine matrix function . This class prepares in useful form for iterative eigenvalue solvers. More...  
class  BlockPSCPrimal 
implements a block diagonal PSCPrimal consisting of several PSCPrimal blocks More...  
class  BoxData 
extends BundleData for use with BoxModel by adding information on subgradients and the cutting plane model More...  
class  BoxIPBundleBlock 
QPBundleBlock interface for the interior point routines specific to the primal dual complementarity conditions of a scaled, fulldimensional box given by vectors lb < ub. It resolves the scaling internally. There is no pure QPBlock version of this. More...  
class  BoxModel 
implements (as a derived class of ConeModel) a standard cutting plane model for a MatrixBoxOracle More...  
class  BoxModelParameters 
abstract interface for BoxModel for the model selection routine More...  
class  BoxModelParametersObject 
abstract interface for BoxModel for the model selection routine select_model() More...  
class  BoxOracle 
Oracle interface providing the lower and upper bounds for the internally implemented support function over this box for an affine function given by an AffineFucntionTransfomation or, equivalently, Lagrangian relaxation of linear programs over box domains. No modifications of the box groundset are supported so far. More...  
class  BoxPrimalExtender 
Interface for extending PrimalData, e.g., in Lagrangian relaxation of column generation approaches. More...  
class  BundleData 
base class for use with SumBlockModel for storing and managing essential data of evaluations and the bundle describing the model More...  
class  BundleDenseTrustRegionProx 
implements the abstract interface ConicBundle::BundleProxObject for for general symmetric H+weight*I (H is assumed to be positive semidefinite without checking) giving rise to an augmented model with dense variable metric More...  
class  BundleDiagonalTrustRegionProx 
implements the abstract interface ConicBundle::BundleProxObject for with H=D+weight*I, where D is a diagonal matrix, giving rise to an augmented model with diagonal scaling More...  
class  BundleDLRTrustRegionProx 
implements the abstract interface ConicBundle::BundleProxObject for with , i.e., a low rank representation of a symmetric positive definite matrix with a diagonal and the weight times identity added as regularization More...  
class  BundleHKWeight 
Routine for selecting the weight of the quadratic/proximal term withing BundleSolver implementing BundleWeight along the paper by Helmberg and Kiwiel. More...  
class  BundleIdProx 
implements the abstract interface ConicBundle::BundleProxObject for with H=weight*I, giving rise to a pure augmented model without scaling More...  
class  BundleLowRankTrustRegionProx 
implements the abstract interface BundleProxObject for with , i.e., a low rank representation of a symmetric positive definite matrix with the weight times identity added as regularization More...  
class  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  BundleParameters 
Serves for specifying parameters regarding the construction of cutting models. More...  
class  BundleProxObject 
abstract interface that allows to use different norms with a positive definite matrix in the proximal term of the augmented model of ConicBundle::BundleSolver. More...  
class  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) 393410. Implemented obeserving details of the email communication with Claudia Sagastizabal. More...  
class  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  BundleTerminator 
basic class implementing termination criteria for BundleSolver, may also serve as base class for other termination criteria More...  
class  BundleTerminatorData 
abstract interface for BundleTerminator providing the data needed for deciding on termination More...  
class  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  CBout 
base class for uniform use of WARNINGS and ERRORS (at some point in time) More...  
class  CBSolver 
Bundle method solver. More...  
class  CFunction 
for the "C" interface this maps c oracles to the standard function oracle with matrix classes More...  
class  CFunctionMinorantExtender 
MinorantExtender for CFunction. More...  
class  CMgramdense 
implements a Gram matrix as Coeffmat for a dense rectangular CH_Matrix_Classes::Matrix (for use with MatrixSDPfunction, see implemention of a PSCOracle (PSCAffineFunction)). More...  
class  CMgramsparse 
implements a Gram matrix as Coeffmat for a sparse rectangular CH_Matrix_Classes::Sparsemat (for use with MatrixSDPfunction, see implemention of a PSCOracle (PSCAffineFunction)). More...  
class  CMgramsparse_withoutdiag 
implements a Gram matrix with zero diagonal as Coeffmat for a sparse rectangular CH_Matrix_Classes::Sparsemat (for use with MatrixSDPfunction, see implemention of a PSCOracle (PSCAffineFunction)). More...  
class  CMIName 
extends CoeffmatInfo to store a name (e.g. of the constraint it represents) More...  
class  CMlowrankdd 
implements a low rank matrix as Coeffmat with each a dense rectangular CH_Matrix_Classes::Matrix (for use with MatrixSDPfunction, see implemention of a PSCOracle (PSCAffineFunction)). More...  
class  CMlowranksd 
implements a low rank matrix as Coeffmat with a sparse rectangular CH_Matrix_Classes::Sparsemat and a dense rectangular CH_Matrix_Classes::Matrix (for use with MatrixSDPfunction, see implemention of a PSCOracle (PSCAffineFunction)). More...  
class  CMlowrankss 
implements a low rank matrix as Coeffmat with each a sparse rectangular CH_Matrix_Classes::Sparsemat (for use with MatrixSDPfunction, see implemention of a PSCOracle (PSCAffineFunction)). More...  
class  CMsingleton 
implements a Coeffmat having just one nonzero element (or two by symmetry) for use with MatrixSDPfunction, see implemention of a PSCOracle (PSCAffineFunction). More...  
class  CMsymdense 
implements a general dense symmetric Coeffmat based on CH_Matrix_Classes::Symmatrix (for use with MatrixSDPfunction, see implemention of a PSCOracle (PSCAffineFunction)). More...  
class  CMsymsparse 
implements a general sparse symmetric Coeffmat based on CH_Matrix_Classes::Sparsesym (for use with MatrixSDPfunction, see implemention of a PSCOracle (PSCAffineFunction)). More...  
class  Coeffmat 
defines a base class for coefficient matrices in semidefinite programming, in particular for use with MatrixSDPfunction, see implemention of a PSCOracle (PSCAffineFunction). More...  
class  CoeffmatInfo 
allows to memorize the scalings applied to a Coeffmat and offers the basis for storing further user defined informations on a Coeffmat More...  
class  CoeffmatPointer 
pointer class for Coeffmat for deleting objects on the heap if Coefmat::use_cnt is reduced to zero and deletion is allowed. More...  
class  ConeModel 
provides a general abstract base class for conic cutting models with SumBundle capabilities (as a derived class of SumBlockModel) More...  
class  DensePSCPrimal 
implements a general purpose dense symmetric PSCPrimal based on CH_Matrix_Classes::Symmatrix More...  
class  FunctionObject 
basic function object (abstract class). It serves for using the same interface on distinct oracle types, but is not yet needed in the standard C++ interface. More...  
class  FunctionObjectModification 
abstract interface for informing the bundle model routines about changes in the oracle function and, possibly, for modifying the affine transformation of the oracle function's arguments. More...  
class  FunctionOracle 
oracle interface (abstract class). For each of your functions, provide a derived class. More...  
class  GramSparsePSCPrimal 
represents an PSCPrimal as the sum of a Gram matrix and a sparse symmetric matrix More...  
class  Groundset 
abstract representation of the feasible convex ground set to be optimized over, provides the QP solver for the bundle subproblem as well as routines for computing feasible points and ground set aggregates More...  
class  GroundsetModification 
Collects modifications for the unconstrained Groundset for appending, deleting or reassigning variables. More...  
class  InteriorPointBlock 
abstract interface for interior point vector/matrix variables and routines specific to primal dual complementarity conditions of symmetric cones More...  
class  InteriorPointBundleBlock 
abstract interface for interior point routines specific to primal dual complementarity conditions of a symmetric cone with special routines for handling the bundle and the trace constraint More...  
class  LPGroundset 
represents a polyhedral feasible ground set by affine constraints as in Linear Programming with special support for simple box constraints More...  
class  LPGroundsetModification 
Collects modifications for the linearly constrained LPGroundset for appending, deleting or reassigning variables (with bounds and starting values) and constraints (with bounds) More...  
class  MatrixCBSolver 
The Full Conic Bundle method solver invoked by ConicBundle::MatrixCBSolver(), it uses a separate cutting model for each function. More...  
class  MatrixFunctionOracle 
Oracle interface (abstract class). For each of your functions, provide an instance of a derived class. More...  
class  MatrixMinorant 
Minorant interface supporting Matrix classes; simple constructros for subgradients given by column vectors in form of a CH_Matrix_Classes::Matrix or a CH_Matrix_Classes::Sparsemat. More...  
class  Minorant 
this is used to describe affine minorants of convex functions that will be used for generating cutting models of these functions. More...  
class  MinorantExtender 
Interface for extending a Minorant, e.g., in Lagrangian Relaxation of cutting plane approaches. More...  
class  MinorantPointer 
points to MinorantUseData that may be shared by many and allows computations with Minorants More...  
class  MinorantUseData 
stores use information for the model that the minorant is generated for or to the data the model refers to More...  
class  ModifiableOracleObject 
ModifiableOracle provides all oracles with a uniform interface for a modification routine and an on/off switch for internal correctness checks. More...  
class  Modification 
base class for collecting and organizing a sequence of changes to linear data so that it can be carried out in one step later on; this class comprises all features, derived ones are specializations with partial reinterpretations. More...  
class  ModificationBase 
basic routines for the base classes for reorganizing maps More...  
class  ModificationTreeData 
Represents a tree node of the tree within MatrixCBSolver that describes the problem with its interacting functions and that allows to collect modifications before executing them on the respective models. More...  
class  NNCBoxSupportFunction 
general purpose implementation of MatrixFunctionOracle as explained in implemention of MatrixFunctionOracle (NNCBoxSupportFunction) (see, however, the likely better choice of a BoxOracle) More...  
class  NNCBoxSupportMinorantExtender 
Implementation of MinorantExtender for NNCBoxSupportFunction. More...  
class  NNCBoxSupportModification 
Collects modifications for NNCBoxSupport for appending, deleting or reassigning variables and respective upper and lower bounds. More...  
class  NNCData 
extends BundleData for use with FunctionModel by adding information on subgradients and the cutting plane model More...  
class  NNCIPBlock 
interface for the interior point variable vector and routines specific to the primal dual complementarity conditions of the nonnegative cone More...  
class  NNCIPBundleBlock 
interior point variables and routines specific to primal dual complementarity conditions of a nonnegative cone with special routines for handling the bundle and the trace constraint More...  
class  NNCModel 
implements (as a derived class of SumBlockModel) a standard cutting plane model for a MatrixFunctionOracle More...  
class  NNCModelParameters 
default model selection routines for NNCModel More...  
class  NNCModelParametersObject 
abstract interface for NNCModel for the model selection routine select_model() More...  
class  OracleModification 
Base class for informing oracles (or the solver) about dynamic changes in the number and sorting of the variables, if such changes occur at all. More...  
class  PrimalData 
In Lagrangean relaxation an approximate primal solution can be generated by supplying primal information derived from this abstract class for each epsilon subgradient within ConicBundle::FunctionOracle::evaluate(). More...  
class  PrimalDVector 
If in Lagrangean relaxation primal solutions are in the form of a ConicBundle::DVector, then an approximate primal solution can be generated by supplying primal information of this form for each epsilon subgradient within ConicBundle::FunctionOracle::evaluate(). More...  
class  PrimalExtender 
Interface for extending PrimalData, e.g., in Lagrangian relaxation of column generation approaches. More...  
class  PrimalMatrix 
If in Lagrangean relaxation primal solutions are in the form of a real vector or, more generally a matrix, then an approximate primal solution can be generated by supplying primal information of this form for each epsilon subgradient within ConicBundle::MatrixFunctionOracle::evaluate(). More...  
class  PSCAffineFunction 
general purpose implementation of PSCOracle as explained in implemention of a PSCOracle (PSCAffineFunction) More...  
class  PSCAffineMinorantExtender 
Implementation of MinorantExtender for PSCAffineFunction. More...  
class  PSCAffineModification 
class for collecting and organizing a sequence of changes to block diagonal symmetric affine matrix functions so that it can be carried out in one step later on; More...  
class  PSCBundleParameters 
Bundle parameters for PSCModel, we recommend no to modify them. More...  
class  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  PSCIPBlock 
interface for interior point variable and routines specific to primal dual complementarity conditions of a positive semidefinite cone More...  
class  PSCIPBundleBlock 
interior point variables and routines specific to the primal dual complementarity conditions of a positive semidefinite cone with special routines for handling the bundle and the trace constraint More...  
class  PSCModel 
implements (as a derived class of ConeModel) a cutting model for a PSCOracle More...  
class  PSCModelParameters 
default model selection routine for PSCModel More...  
class  PSCModelParametersObject 
abstract interface for PSCModel for the model selection routine select_model() More...  
class  PSCOracle 
Oracle interface for minimization of the maximum eigenvalue of an affine matrix function or, equivalently, Lagrangian relaxation of semidefinite programs. More...  
class  PSCPrimal 
PSCPrimal is the corresponding positive semidefinite object for PSCOracle like PrimalMatrix for a MatrixFunctionOracle. More...  
class  PSCPrimalExtender 
Interface for extending PrimalData, e.g., in Lagrangian relaxation of column generation approaches. More...  
class  PSCVariableMetricSelection 
iplementation of a VariableMetricSelection routine for PSCModel for forming and adding variable metric information to a BundleProxObject More...  
class  QPCentralPathPoint 
currently not in use, storing the points of the central path might help to restart faster if only the cost terms are modified slightly; an instance of this class stores one such point More...  
class  QPConeModelBlock 
implements a QPModelBlock for conic cutting models in QPSolver More...  
class  QPConeModelDataObject 
abstract interface extension of QPModelDataObject to allow uniform generation of tuned quadratic solver model blocks in model forming routines for specializd oracles More...  
class  QPDirectKKTSolver 
implements a direct KKT Solver variant of QPKKTSolverObject More...  
class  QPIterativeKKTHAeqSolver 
Iterative solver for the reduced symmetric, in general indefinite primal dual KKT System within QPSolverBasicStructures, where only the block H and the equality rows of A remain, the inequalities of A as well as B and C are removed by Schur complements. If there are no equalities in A, PCG may used, but MinRes seems to be more stable. More...  
class  QPIterativeKKTHASolver 
Iterative solver for the reduced symmetric, in general indefinite primal dual KKT System within QPSolverBasicStructures, where only H and A blocks remain, B and C are removed by Schur complements. If there is no A, PCG may used. More...  
class  QPIterativeKKTSolver 
Iterative solver for the full symmetric, in general indefinite primal dual KKT System within QPSolverBasicStructures. More...  
class  QPKKT_KKTStats 
Used for collecting statics in QPKKTSolverComparison: For each bundle subproblem there is a block QPKKT_ProbStats, which holds for each KKT system a block of QPKKT_KKTStats (this), which holds for each solver a block QPKKT_SolverStats. More...  
class  QPKKT_ProbStats 
Used for collecting statics in QPKKTSolverComparison: For each bundle subproblem there is a block QPKKT_ProbStats (this), which holds for each KKT system a block of QPKKT_KKTStats, which holds for each solver a block QPKKT_SolverStats. More...  
class  QPKKT_SolverStats 
Used for collecting statics in QPKKTSolverComparison: For each bundle subproblem there is a block QPKKT_ProbStats, which holds for each KKT system a block of QPKKT_KKTStats, which holds for each solver a block QPKKT_SolverStats (this). More...  
class  QPKKTPrecondObject 
Abstract Interface for preconditioners to be used with a QPIterativeKKTSolver and a CH_Matrix_Classes::IterativeSolverObject, see Interfaces and Classes for Iterative Solvers like PCG, MINRES and PSQMR. It will depend on the system setup and the solver method which preconditioning routines are called and what requirements the preconditioners have to fulfill. Feasible combinations lie in the responsibility of the caller and are not checked for correctness. More...  
class  QPKKTSolverComparison 
This is a pseudosolver designed for producing comparative statistics on the performance of mainly iterative solvers for the interior point KKT systems of QPSolver. More...  
class  QPKKTSolverObject 
abstract class for setting up and solving the primal dual KKT System within QPSolverBasicStructures More...  
class  QPKKTSubspaceHPrecond 
Subspace projection preconditioner for the Hblock of the KKTSystem assuming that B and C have been Schur complemented into the Hblock. For the ABlock, if it is there, the identity is used. If there is no Ablock, PCG may be used. More...  
class  QPModelBlock 
combines and provides basic functionalities of QPModelDataObject and QPModelBlockObject, but is still abstract More...  
class  QPModelBlockObject 
abstract interface for model blocks in the constrained QPSolver More...  
class  QPModelDataObject 
abstract interface declaring the uniform outer appearance of general cutting models produced by the various models for use in generating the model data so that QP Solvers can provide their own tuned data blocks More...  
class  QPModelDataPointer 
abstract interface for automatically generating and retrieving the qp blocks with the model data that are needed for specific implementations of the qp solver. More...  
class  QPModelOracleDataObject 
abstract base class for passing additional oracle information to the QP More...  
class  QPModelPointer 
Implementation of the QPModelDataPointer Interface for BundelModel for generating the correct type of blocks for QPSolver and for setting the final block in the solver. More...  
class  QPPSCOracleDataObject 
defines an interface for passing on oracle information to PSCIPBundleBlock More...  
class  QPSolver 
QPSolver is the access point for ConicBundle to the internal constrained QP Solver, see Internal QP Solver for linearly constrained groundsets. More...  
class  QPSolverBasicInterface 
defines the abstract interface for QPSolverBasicStructures that the basic routines there need to access the cost and constraint data; it also defines the interface to QPSolverBasicStructures, how to call those routines and how to retrieve the results. More...  
class  QPSolverBasicStructures 
provides the basic variables and implements basic routines for the primal dual interior point solver interface of QPSolverBasicInterface (see there for the problem description and the switched roles of x and y) except for setting up and solving the primal dual KKT system, which is left to a specialized QPKKTSolverObject provided in QPSolverParameters to allow the exploitation of structural properties in the data. The basic problem description must also still be provided in a derived class that implements the remaining abstract data retrieval functions. The bundle data is made available by deriving this class from QPModelPointer, see Interface for qp solver dependent model descriptions. More...  
class  QPSolverObject 
abstract interface for a QPSolver More...  
class  QPSolverParameters 
parameters for steering the termination criteria and solution method of the solver More...  
class  QPSolverParametersObject 
in order to pass parameters to a customized QPSolverObject, derive the parameters from this object; no other requirements More...  
class  QPSolverProxObject 
in order to pass a ConicBundle::BundleProxObject, see Quadratic Proximal Terms, to a custzomized QPSolverObject, the prox classes are also derived from this object More...  
class  QPSumModelBlock 
implements a (virtual) cutting model being built of a (possibly recursive) sum of QPModelBlock cutting model instances for QPSolver More...  
class  QPSumModelDataObject 
abstract interface extension of QPModelDataObject for use in SumModel where several blocks are concatenated for a common bundle More...  
class  SOCBundleParameters 
Bundle parameters for SOCModel. More...  
class  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  SOCIPBlock 
interface for interior point variable and routines specific to primal dual complementarity conditions of a second order cone More...  
class  SOCIPBundleBlock 
interior point variables and routines specific to primal dual complementarity conditions of a second order cone with special routines for handling the bundle and the trace constraint More...  
class  SOCModel 
implements (as a derived class of ConeModel) a cutting model for a SOCOracle More...  
class  SOCModelParameters 
default model selection routine for SOCModel More...  
class  SOCModelParametersObject 
abstract interface for SOCModel for the model selection routine select_model() More...  
class  SOCOracle 
Oracle interface for minimization of the support function over the seoncd order cone with for an affine cost function or, equivalently, Lagrangian relaxation of second order cone programs. More...  
class  SOCPrimalExtender 
Interface for extending PrimalData, e.g., in Lagrangian relaxation of column generation approaches. More...  
class  SOCSupportFunction 
general purpose implementation of SOCOracle as explained in implemention of a SOCOracle (SOCSupportFunction) More...  
class  SOCSupportMinorantExtender 
Implementation of MinorantExtender for SOCSupportFunction. More...  
class  SOCSupportModification 
Collects modifications for SOCSupportFunction for appending, deleting or reassigning variables. More...  
class  SparseCoeffmatMatrix 
stores/organizes the CoeffmatPointer pointers to Coeffmat matrices with the purpose of describing the block diagonal symmetric matrices used in PSCAffineFunction More...  
class  SparsePSCPrimal 
implements a sparse symmetric PSCPrimal collecting data only on a sparse, prespecified support; it is based on CH_Matrix_Classes::Sparsesym More...  
class  SumBlockModel 
abstract interface extending BundleModel so that any such model can be used alone or within SumModel and so that it supports AffineFunctionTransformation as well as switching to a SumBundle with some SumBundleHandler More...  
class  SumBundle 
class for use with SumBlockModel and BundlData for storing and managing a common bundle describing (part of) the model More...  
class  SumBundleHandler 
routines for updating and handling SumBundle components, possibly by cooperating over several recursive levels More...  
class  SumBundleParameters 
implements two versions of select_model() (update_rule in {0,1}) More...  
class  SumBundleParametersObject 
abstract interface for SumBundleHandler for the model selection and variable metric seletcion routines More...  
class  SumModel 
gives a SumBlockModel interface to a sum of (possibly AffineFunctionTransformation transformed) SumBlockModels. This allows e.g. to optimize over a nonnegative combination of convex functions, possibly each with its own cutting model. More...  
class  SumModelParameters 
specifies the suggestion procedure for including models in a joint SumBundle model of SumModel More...  
class  SumModelParametersObject 
abstract interface for SumModel for the models selection routine when using SumBundle and SumBundleHandler More...  
class  UnconstrainedGroundset 
implements an unconstrained groundset More...  
class  UQPConeModelBlock 
implements a UQPModelBlock for conic cutting models in UQPSolver More...  
class  UQPModelBlock 
combines and provides basic functionalities of QPModelDataObject and UQPModelBlockObject, but is still abstract More...  
class  UQPModelBlockObject 
abstract interface for model blocks in the unconstrained UQPSolver More...  
class  UQPModelPointer 
Interface in BundelSolver for generating the correct type of blocks for UQPSolver and for setting the final block in the solver. More...  
class  UQPSolver 
unconstrained QP solver combining the properties of a QPModelDataPointer and QPSolverObject More...  
class  UQPSumModelBlock 
implements a (virtual) cutting model being built of a (possibly recursive) sum of UQPModelBlock cutting model instances for UQPSolver More...  
class  VariableMetric 
interface class that allows a VariableMetricModel to contribute information to a VariableMetric object for use in a BundleProxObject More...  
class  VariableMetricBundleData 
abstract interface providing the bundle data that is typically needed in VariableMetricSelection classes. More...  
class  VariableMetricModel 
declares the interface that a BundelModel needs to provide for contributing to VariableMetric information More...  
class  VariableMetricSelection 
abstract interface, that allows to specify a routine for providing or computing a suitable variable metric for specific models. Per current default, no such information is generated. More...  
class  VariableMetricSVDSelection 
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...  
Typedefs  
typedef std::vector< double >  DVector 
A dense vector of double, arguments and subgradients are specified like this.  
typedef std::vector< int >  IVector 
A dense vector of int, index vectors for deleting/reorganizing variables are specified like this.  
typedef std::vector< MinorantPointer >  MinorantBundle 
a bundle is a vector with MinorantPointer entries  
typedef std::map< const FunctionObject *, ModificationTreeData * >  FunctionMap 
this serves either as searchable storage for nodes on the heap or as an adjacency list of adjacent nodes  
typedef std::map< const FunctionObject *, FunctionObjectModification >  FunObjModMap 
In order to pass on problem modifications, FunObjModMap allows to specify a FunctionObjectModification for each FunctionObject whose changes are not fully described by the default changes induced by those on the Groundset. More...  
typedef std::vector< CoeffmatPointer >  CoeffmatVector 
convenient for initializing SparseCoeffmatMatrix via the sparse (block_i,column_i,Coeffmat_i), i=1,...,nz (nonzeros) format with Indexmatrix,Indexmatrix,CoeffmatVector  
typedef std::map< CH_Matrix_Classes::Integer, CoeffmatPointer >  SparseCoeffmatVector 
this is used to extract a row/block or a column from a SparseCoeffmatMatrix  
Enumerations  
enum  FunctionTask { ObjectiveFunction =0, ConstantPenaltyFunction =1, AdaptivePenaltyFunction =2 } 
Each function represented by a FunctionModel is equipped with a function_factor (it defaults to 1.) and may be declared as a usual objective function (default) or as a penalty function with either a constant penalty factor or an adaptive penalty factor . More...  
enum  Coeffmattype { CM_unspec =0, CM_symdense =1, CM_symsparse =2, CM_lowrankdd =3, CM_lowranksd =4, CM_lowrankss =5, CM_gramdense =6, CM_gramsparse =7, CM_singleton =8, CM_gramsparsewd =9 } 
for recognizing the type when writing and reading the problem More...  
Functions  
CH_Matrix_Classes::Matrix &  genmult (const MinorantBundle &A, const CH_Matrix_Classes::Matrix &B, CH_Matrix_Classes::Matrix &C, CH_Matrix_Classes::Real alpha=1., CH_Matrix_Classes::Real beta=0., int Atrans=0, int Btrans=0, CH_Matrix_Classes::Matrix *Coffset=0) 
computes and returns C=alpha*A*B+beta*C where A and B may be transposed and A is considered to have the gradients of the minorants of the bundle as columns. Because the bundle has no fixed row dimension, the dimension of C has to be compatible at input to serve as size in the untranposed case. If Coffset is given and A is not transposed, the offsets are treated as an extra row to be computed into Coffset, if A is transposed, the vector of offsets is added to Coffset with the same alpha and beta interpretation but without multiplication  
CH_Matrix_Classes::Matrix &  genmult (const CH_Matrix_Classes::Matrix &A, const MinorantBundle &B, CH_Matrix_Classes::Matrix &C, CH_Matrix_Classes::Real alpha=1., CH_Matrix_Classes::Real beta=0., int Atrans=0, int Btrans=0, CH_Matrix_Classes::Matrix *Coffset=0) 
computes and returns C=alpha*A*B+beta*C where A and B may be transposed and B is considered to have the gradients of the minorants of the bundle as columns. Because the bundle has no fixed row dimension, the dimension of C has to be compatible at input to serve as size in the tranposed case. If Coffset is given and A is transposed, the offsets are treated as an extra column to be computed into Coffset, if A is not transposed, the row vector of offsets is added to the presized row vector Coffset with the same alpha and beta interpretation but without multiplication  
std::ostream &  operator<< (std::ostream &out, const QPKKT_SolverStats &s) 
output QPKKT_SolverStats (for files) More...  
std::istream &  operator>> (std::ostream &in, QPKKT_SolverStats &s) 
input QPKKT_SolverStats (for files) More...  
std::ostream &  operator<< (std::ostream &out, const QPKKT_KKTStats &k) 
output QPKKT_KKZStats (for files) More...  
std::istream &  operator>> (std::istream &in, QPKKT_KKTStats &k) 
input QPKKT_KKZStats (for files)  
std::ostream &  operator<< (std::ostream &out, const QPKKT_ProbStats &p) 
output QPKKT_ProbStats (for files) More...  
std::istream &  operator>> (std::istream &in, QPKKT_ProbStats &p) 
input QPKKT_ProbStats (for files) More...  
std::ostream &  operator<< (std::ostream &out, const QPKKTSolverComparison &q) 
output the collected statistical data for this QPKKTSolverComparison (for files) More...  
std::istream &  operator>> (std::istream &in, QPKKTSolverComparison &q) 
input the stored statistical data of this QPKKTSolverComparison (for files) More...  
void  NNC_nbh_stepsize (CH_Matrix_Classes::Real x, CH_Matrix_Classes::Real z, CH_Matrix_Classes::Real dx, CH_Matrix_Classes::Real dz, CH_Matrix_Classes::Real mu_xz, CH_Matrix_Classes::Real mu_xdzpdxz, CH_Matrix_Classes::Real mu_dxdz, CH_Matrix_Classes::Real mu_at_one, CH_Matrix_Classes::Real nbh_ubnd, CH_Matrix_Classes::Real &alpha, CH_Matrix_Classes::Real &max_nbh, CH_Matrix_Classes::Real &nrmsqr_xz, CH_Matrix_Classes::Real &nrmsqr_xdzpdxz, CH_Matrix_Classes::Real &nrmsqr_dxdz, CH_Matrix_Classes::Real &ip_xz_xdzpdxz, CH_Matrix_Classes::Real &ip_xz_dxdz, CH_Matrix_Classes::Real &ip_dxdz_xdzpdxz) 
computes values for a neighborhood line search for a primal nonnegative cone pair  
CoeffmatInfo *  clone (const CoeffmatInfo *cip) 
if cip is not zero, it calls and returns cip>clone() and 0 otherwise  
Coeffmat *  coeffmat_read (std::istream &in) 
reads the next Coeffmat from in into an object on the heap and returns a pointer to it. The caller has to destruct the object.  
Variables  
const double  CB_plus_infinity 
serves as the value "minus infinity", i.e., all bounds <= this value are set to this value and are regarded as minus infinity  
const double  CB_minus_infinity 
serves as the value "plus infinity", i.e., all bounds >= this value are set to this value and are regarded as plus infinity  
const double  CB_minorant_zero_tolerance 
serves as the default tolerance for considering minorant entries as zero  
const double  CB_minorant_sparsity_ratio 
serves as the default ratio of nonzeros to dimension for using a sparse representatio of a minorant  
conic bundle method solver for sum of convex functions. See the ConicBundle_Manual for a quick introduction.
typedef std::map<const FunctionObject*,FunctionObjectModification> ConicBundle::FunObjModMap 
In order to pass on problem modifications, FunObjModMap allows to specify a FunctionObjectModification for each FunctionObject whose changes are not fully described by the default changes induced by those on the Groundset.
In BundleModel::apply_modification each BundleModel will check whether the FunctionObject representing its oracle is present in the map. If so, it carries out the modifications described here, or it resorts to the defaul actions based on the GroundsetModifications of the Groundset.
std::ostream& ConicBundle::operator<<  (  std::ostream &  out, 
const QPKKT_SolverStats &  s  
) 
output QPKKT_SolverStats (for files)
(file)output
std::ostream& ConicBundle::operator<<  (  std::ostream &  out, 
const QPKKT_KKTStats &  k  
) 
output QPKKT_KKZStats (for files)
(file)output
std::ostream& ConicBundle::operator<<  (  std::ostream &  out, 
const QPKKT_ProbStats &  p  
) 
output QPKKT_ProbStats (for files)
(file)output
std::ostream& ConicBundle::operator<<  (  std::ostream &  out, 
const QPKKTSolverComparison &  q  
) 
output the collected statistical data for this QPKKTSolverComparison (for files)
(file) output
std::istream& ConicBundle::operator>>  (  std::ostream &  in, 
QPKKT_SolverStats &  s  
) 
input QPKKT_SolverStats (for files)
(file)input
std::istream& ConicBundle::operator>>  (  std::istream &  in, 
QPKKT_ProbStats &  p  
) 
input QPKKT_ProbStats (for files)
(file)input
std::istream& ConicBundle::operator>>  (  std::istream &  in, 
QPKKTSolverComparison &  q  
) 
input the stored statistical data of this QPKKTSolverComparison (for files)
(file) input