ConicBundle Namespace Reference

conic bundle method solver for sum of convex functions. See the ConicBundle_Manual for a quick introduction. More...


Classes

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  PrimalExtender
 Interface for extending PrimalData, e.g., in column generation approaches. 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  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  FunctionOracle
 oracle interface (abstract class). For each of your functions, provide a derived class. More...
class  BundleParameters
 Serves for specifying parameters regarding the construction of the cutting model. More...
class  CBSolver
 Bundle method solver. 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  MatrixFunctionOracle
 Oracle interface (abstract class). For each of your functions, provide an instance of a derived class. More...
class  MatrixCBSolver
 Bundle method solver. More...
class  MatrixBSolver
 This is the common abstract Matrix Class interface to the two real solvers ConicBundle::MatrixFCBSolver and ConicBundle::MatrixNBSolver. More...
class  MatrixFCBSolver
 The Full Conic Bundle method solver invoked by ConicBundle::MatrixCBSolver(), it uses a separate cutting model for each function. More...
class  MatrixNBSolver
 The minimal bundle method solver invoked by ConicBundle::MatrixCBSolver(true), it uses no bundle but only one aggregate and one new subgradient. 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.

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


Detailed Description

conic bundle method solver for sum of convex functions. See the ConicBundle_Manual for a quick introduction.

Author:
C. Helmberg

Generated on Mon Nov 8 19:36:41 2010 for ConicBundle by  doxygen 1.5.6