SubGradOpt Class Reference

Subgradient algorithm. More...

#include <subgradopt.h>

Inheritance diagram for SubGradOpt:

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Collaboration diagram for SubGradOpt:

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List of all members.

Public Member Functions
	SubGradOpt (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, the lower bounds and parameters.
int	solve (dvector &z)
	Solves the problem for a starting point.
int	solve ()
	Solves the problem.
Private Attributes
int	LineSearch
	The type of the line search.
double	start_beta
double	elasticity
dvector	d_old
	Old direction.
bool	ConjGrad
	Indicates, whether to use the conjugate gradient method, or not.

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Detailed Description

Subgradient algorithm.

Definition at line 17 of file subgradopt.h.

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Constructor & Destructor Documentation

SubGradOpt::SubGradOpt	(	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, the lower bounds and parameters.

Parameters:

	f	The function, to optimize.
	lower_bound_	The lower bounds of the variables.
	param	Some parameters.
	out_solver_p_	A Pointer to an ostream to print solver relevant output to.
	out_solver_log_p	A Pointer to an ostream to print solver relevant logging output to.

Definition at line 41 of file subgradopt.h.

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Member Function Documentation

int SubGradOpt::solve

(

dvector &

x

)

[inline, virtual]

Solves the problem for a starting point.

Sets sol_point to x. Calls solve().

Parameters:

x

The dvector to start the solver with.

See also:

solve()

Reimplemented from Solver.

Definition at line 52 of file subgradopt.h.

int SubGradOpt::solve

(

)

[virtual]

Solves the problem.

Abstract.

Returns:

A status code: 0, if all went right.

See also:

solve(dvector&)

Implements Solver.

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Member Data Documentation

int SubGradOpt::LineSearch [private]

The type of the line search.

Definition at line 21 of file subgradopt.h.

double SubGradOpt::start_beta [private]

Definition at line 23 of file subgradopt.h.

double SubGradOpt::elasticity [private]

Definition at line 24 of file subgradopt.h.

dvector SubGradOpt::d_old [private]

Old direction.

Definition at line 28 of file subgradopt.h.

bool SubGradOpt::ConjGrad [private]

Indicates, whether to use the conjugate gradient method, or not.

Definition at line 31 of file subgradopt.h.

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

• subgradopt.h