DualSolver Class Reference

Abstract base class for an optimizer for solving a dual problem of the form: max { obj(x) | x_i>=lower_bound_i }. More...

#include <opt.h>

Inheritance diagram for DualSolver:

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Collaboration diagram for DualSolver:

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List of all members.

Public Member Functions
	DualSolver (DualFunc &f, vector< double > lower_bound_, Param &param_, Pointer< ostream > out_solver_p_=out_out_p, Pointer< ostream > out_solver_log_p_=out_log_p)
	Constructor for a function and lower bounds.
virtual	~DualSolver ()
double	rel_improvement1 ()
double	rel_improvement2 ()
double	rel_improvement_max ()
int	serious_steps ()
Public Attributes
double	last_rel_improvement
	Last relative improvement, if conv_rate_cntrl is enabled.
double	threshold
	Threshold for the dual value.
dvector	lower_bound
	Lower bounds of the dual points.
Pointer< vector< double > >	dual_vals
	To log the values of the dual function.
Pointer< vector< dvector > >	dual_points
	To log the points of the dual problem.
Pointer< vector< vector < dvector > > >	orig_points
	To log the points of the original problem.
int	log_frequency
	The log frequency.
bool	store_primals
	Should we add the primal points to the sample set.
Protected Member Functions
void	do_log ()
	Logs the present points.
int	check (double val)
	Checks the actual iteration.
Protected Attributes
Param &	param
	Parameters.
DualFunc &	obj
	Dual function.
Private Attributes
bool	threshold_cntrl
	Is the threshold control enabled ?
bool	conv_rate_cntrl
	Is the convergence rate control enabled ?
double	stopping_rho
	If conv_rate_cntrl is set and improvement in last minor_iter iterations is less than stopping_rho * rel_imp1, check() breakes the solving process.
int	minor_iter
	The number of minor iterations for the convergence rate control.
double	last_major_val
	The value in the last major iteration.
double	last_val
	The value in the last iteration.
double	first_major_val
	The value in the first iteration.
double	max_rel_improvement
	First relative improvement.
int	improve_iter
	Counter for the number of iterations with improvements (serious steps).

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Detailed Description

Abstract base class for an optimizer for solving a dual problem of the form: max { obj(x) | x_i>=lower_bound_i }.

Definition at line 148 of file opt.h.

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Constructor & Destructor Documentation

DualSolver::DualSolver	(	DualFunc &	f,
		vector< double >	lower_bound_,
		Param &	param_,
		Pointer< ostream >	out_solver_p_ = out_out_p,
		Pointer< ostream >	out_solver_log_p_ = out_log_p
	)			[inline]

Constructor for a function and lower bounds.

Sets threshold to INFINITY.

Parameters:

	f	The function to maximize.
	lower_bound_	The lower bounds of the dual points.
	threshold_	Threshold.
	out_solver_p_	A Pointer to an ostream to print solver-relevant information to.
	out_solver_log_p_	A Pointer to an ostream to print solver-relevant logging-information to.

Definition at line 247 of file opt.h.

virtual DualSolver::~DualSolver

(

)

[inline, virtual]

Definition at line 258 of file opt.h.

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Member Function Documentation

void DualSolver::do_log

(

)

[protected]

Logs the present points.

If it's time for a log entry, the dual_value, dual_point and the points from the original problem are stored.

See also:

log_frequency

dual_vals

dual_points

orig_points

int DualSolver::check

(

double

val

)

[protected]

Checks the actual iteration.

Calls do_log().

Parameters:

val

The last value of the dual function.

Returns:

0, if the solver should continue

100, if threshold is reached

10, if convergence rate is too low

See also:

do_log()

double DualSolver::rel_improvement1

(

)

[inline]

Definition at line 260 of file opt.h.

double DualSolver::rel_improvement2

(

)

[inline]

Definition at line 264 of file opt.h.

double DualSolver::rel_improvement_max

(

)

[inline]

Definition at line 268 of file opt.h.

int DualSolver::serious_steps

(

)

[inline]

Definition at line 272 of file opt.h.

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Member Data Documentation

bool DualSolver::threshold_cntrl [private]

Is the threshold control enabled ?

Definition at line 152 of file opt.h.

bool DualSolver::conv_rate_cntrl [private]

Is the convergence rate control enabled ?

Definition at line 156 of file opt.h.

double DualSolver::stopping_rho [private]

If conv_rate_cntrl is set and improvement in last minor_iter iterations is less than stopping_rho * rel_imp1, check() breakes the solving process.

Definition at line 159 of file opt.h.

int DualSolver::minor_iter [private]

The number of minor iterations for the convergence rate control.

Definition at line 162 of file opt.h.

double DualSolver::last_major_val [private]

The value in the last major iteration.

Definition at line 165 of file opt.h.

double DualSolver::last_val [private]

The value in the last iteration.

Definition at line 168 of file opt.h.

double DualSolver::first_major_val [private]

The value in the first iteration.

Definition at line 171 of file opt.h.

double DualSolver::max_rel_improvement [private]

First relative improvement.

Definition at line 174 of file opt.h.

int DualSolver::improve_iter [private]

Counter for the number of iterations with improvements (serious steps).

Definition at line 177 of file opt.h.

Param& DualSolver::param [protected]

Parameters.

Definition at line 182 of file opt.h.

DualFunc& DualSolver::obj [protected]

Dual function.

Definition at line 186 of file opt.h.

double DualSolver::last_rel_improvement

Last relative improvement, if conv_rate_cntrl is enabled.

Definition at line 210 of file opt.h.

double DualSolver::threshold

Threshold for the dual value.

Definition at line 214 of file opt.h.

dvector DualSolver::lower_bound

Lower bounds of the dual points.

Definition at line 218 of file opt.h.

Pointer<vector<double> > DualSolver::dual_vals

To log the values of the dual function.

Definition at line 222 of file opt.h.

Pointer<vector<dvector> > DualSolver::dual_points

To log the points of the dual problem.

Definition at line 225 of file opt.h.

Pointer<vector<vector<dvector> > > DualSolver::orig_points

To log the points of the original problem.

Definition at line 228 of file opt.h.

int DualSolver::log_frequency

The log frequency.

Indicates, that every log_frequency'th point should be stored. 0 (default) for no logging.

Definition at line 233 of file opt.h.

bool DualSolver::store_primals

Should we add the primal points to the sample set.

Default is true.

Definition at line 237 of file opt.h.

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The documentation for this class was generated from the following file:

• opt.h