QuadraticUnderestimator Class Reference

Class to compute a quadratic underestimators of nonconvex functions. More...

#include <quaduest.h>

Collaboration diagram for QuadraticUnderestimator:

Public Member Functions
	QuadraticUnderestimator (Pointer< Param > param_=NULL)
void	quadratic_underestimator (MinlpProblem &prob, MINLPData &minlpdata, ivector &ineq_index, SparseVector< double > &obj_c_add, vector< SparseVector< double > > &con_c_add)
Pointer< SepQcFunc >	quadratic_underestimator (Pointer< SepQcFunc > f, bool eq, dvector &lower, dvector &upper, dvector &primal)
Public Attributes
SparseVector< double >	c_add1
SparseVector< double >	c_add2
double	U3_time
double	locopt_time
double	max_abscoeff
int	max_locmin
Private Member Functions
void	new_multiindices (const SparsityInfo &si, int n)
void	new_sampleset (const dvector &lower, const dvector &upper)
void	check_for_nan (const Func &f)
multimap< double, dvector > ::iterator	add_point_to_sampleset (const dvector &point)
multimap< double, dvector > ::iterator	add_minimizer_to_sample (Pointer< Func > f, const dvector &lower, const dvector &upper, dvector &start)
void	quadratic_underestimator (SparseMatrix2 &A, SparseVector< double > &b, double &c, const Pointer< Func > &f, ivector &indices, const Pointer< dvector > &lower, const Pointer< dvector > &upper)
	new quadratic underestimator, based on A.
bool	do_locmin (BoxLocOpt &locminsolver, const Pointer< Func > &f, dvector &start, double &f_val, double &viol1, double &viol2, double &scale2, dvector &b1)
Private Attributes
Pointer< Param >	param
double	eps
int	iter_max
double	time_max
Sampling	sampling
Sampling_Vertices	sampling_vertices
Sampling_Minimizer	sampling_minimizer
int	sampling_initial
multimap< double, dvector >	sample_set
multimap< double, dvector > ::iterator	enforce_tightness
list< MultiIndex >	multiindices
list< Monom >	monoms
Decomposition	decomp

Detailed Description

Class to compute a quadratic underestimators of nonconvex functions.

Parameters:

	Quadratic	Underestimator iteration limit options >0 default 10 level 1 How often (at most) we should refit the underestimator of a function.
	Quadratic	Underestimator time limit options >=0 default 0 level 1 How long (at most) we should refit the underestimator of a function. 0 means no timelimit.
	Quadratic	Underestimator epsilon options >=0 default 0.0001 level 0 How big should the buffer in the underestimator for newly computed sample points be.
	Quadratic	Underestimator sample set Monte Carlo options integer >= 0 default 20 level 1
	Quadratic	Underestimator sample set mid point options 0, 1 default 0 level 1
	Quadratic	Underestimator sample set box ends options 0, 1 default 0 level 1
	Quadratic	Underestimator sample set vertices2 options integer >= 0 default 200 level 1
	Quadratic	Underestimator sample set minimizer options 0, 1 default 1 level 1
	Quadratic	Underestimator sample set initial options 0, 1 default 1 level 1

Definition at line 59 of file quaduest.h.

Constructor & Destructor Documentation

QuadraticUnderestimator::QuadraticUnderestimator ( Pointer< Param > param_ = NULL )

Member Function Documentation

void QuadraticUnderestimator::new_multiindices	(	const SparsityInfo &	si,
		int	n
	)			`[private]`

void QuadraticUnderestimator::new_sampleset	(	const dvector &	lower,
		const dvector &	upper
	)			`[private]`

void QuadraticUnderestimator::check_for_nan ( const Func & f ) [private]

multimap<double, dvector>::iterator QuadraticUnderestimator::add_point_to_sampleset ( const dvector & point ) [private]

multimap<double, dvector>::iterator QuadraticUnderestimator::add_minimizer_to_sample	(	Pointer< Func >	f,
		const dvector &	lower,
		const dvector &	upper,
		dvector &	start
	)			`[private]`

void QuadraticUnderestimator::quadratic_underestimator	(	SparseMatrix2 &	A,
		SparseVector< double > &	b,
		double &	c,
		const Pointer< Func > &	f,
		ivector &	indices,
		const Pointer< dvector > &	lower,
		const Pointer< dvector > &	upper
	)			`[private]`

new quadratic underestimator, based on A.

Neumaiers idea

bool QuadraticUnderestimator::do_locmin	(	BoxLocOpt &	locminsolver,
		const Pointer< Func > &	f,
		dvector &	start,
		double &	f_val,
		double &	viol1,
		double &	viol2,
		double &	scale2,
		dvector &	b1
	)			`[private]`

void QuadraticUnderestimator::quadratic_underestimator	(	MinlpProblem &	prob,
		MINLPData &	minlpdata,
		ivector &	ineq_index,
		SparseVector< double > &	obj_c_add,
		vector< SparseVector< double > > &	con_c_add
	)

Pointer<SepQcFunc> QuadraticUnderestimator::quadratic_underestimator	(	Pointer< SepQcFunc >	f,
		bool	eq,
		dvector &	lower,
		dvector &	upper,
		dvector &	primal
	)