Provides the interface for and implements a bundle. The semidefinite quadratic subproblem is solved using TT algorithm by Antonio Frangioni (1996). More...

#include <ROL_Bundle_U_TT.hpp>

Inheritance diagram for Bundle_U_TT:

Public Member Functions
	Bundle_U_TT (const unsigned maxSize=10, const Real coeff=0.0, const Real omega=2.0, const unsigned remSize=2)

unsigned	solveDual (const Real t, const unsigned maxit=1000, const Real tol=1.e-8)

Public Member Functions inherited from Bundle_U< Real >
virtual	~Bundle_U (void)

	Bundle_U (const unsigned maxSize=10, const Real coeff=0.0, const Real omega=2.0, const unsigned remSize=2)

virtual void	initialize (const Vector< Real > &g)

const Real	linearizationError (const unsigned i) const

const Real	distanceMeasure (const unsigned i) const

const Vector< Real > &	subgradient (const unsigned i) const

const Real	getDualVariable (const unsigned i) const

void	setDualVariable (const unsigned i, const Real val)

void	resetDualVariables (void)

const Real	computeAlpha (const Real dm, const Real le) const

const Real	alpha (const unsigned i) const

unsigned	size (void) const

void	aggregate (Vector< Real > &aggSubGrad, Real &aggLinErr, Real &aggDistMeas) const

void	reset (const Vector< Real > &g, const Real le, const Real dm)

void	update (const bool flag, const Real linErr, const Real distMeas, const Vector< Real > &g, const Vector< Real > &s)

Private Member Functions
Real	sgn (const Real x) const

void	swapRowsL (unsigned ind1, unsigned ind2, bool trans=false)

void	updateK (void)

void	addSubgradToBase (unsigned ind, Real delta)

void	deleteSubgradFromBase (unsigned ind, Real tol)

void	solveSystem (int size, char tran, LA::Matrix< Real > &L, LA::Vector< Real > &v)

bool	isFeasible (LA::Vector< Real > &v, const Real &tol)

unsigned	solveDual_TT (const Real t, const unsigned maxit=1000, const Real tol=1.e-8)

unsigned	solveDual_arbitrary (const Real t, const unsigned maxit=1000, const Real tol=1.e-8)

Private Attributes
LAPACK< int, Real >	lapack_

int	QPStatus_

int	maxind_

int	entering_

int	LiMax_

int	LiMin_

unsigned	maxSize_

unsigned	dependent_

unsigned	currSize_

bool	isInitialized_

bool	optimal_

Real	rho_

Real	lhNorm

Real	ljNorm

Real	lhz1_

Real	lhz2_

Real	ljz1_

Real	kappa_

Real	objval_

Real	minobjval_

Real	deltaLh_

Real	deltaLj_

std::vector< int >	taboo_

std::vector< int >	base_

LA::Matrix< Real >	L_

LA::Matrix< Real >	Id_

LA::Vector< Real >	tempv_

LA::Vector< Real >	tempw1_

LA::Vector< Real >	tempw2_

LA::Vector< Real >	lh_

LA::Vector< Real >	lj_

LA::Vector< Real >	z1_

LA::Vector< Real >	z2_

Additional Inherited Members
Protected Member Functions inherited from Bundle_U< Real >
const Real	GiGj (const unsigned i, const unsigned j) const

const Real	dotGi (const unsigned i, const Vector< Real > &x) const

void	addGi (const unsigned i, const Real a, Vector< Real > &x) const

Real	evaluateObjective (std::vector< Real > &g, const std::vector< Real > &x, const Real t) const

unsigned	solveDual_dim1 (const Real t, const unsigned maxit=1000, const Real tol=1.e-8)

unsigned	solveDual_dim2 (const Real t, const unsigned maxit=1000, const Real tol=1.e-8)

Detailed Description

Provides the interface for and implements a bundle. The semidefinite quadratic subproblem is solved using TT algorithm by Antonio Frangioni (1996).

Constructor & Destructor Documentation

◆ Bundle_U_TT()

Bundle_U_TT::Bundle_U_TT	(	const unsigned	maxSize = 10,
		const Real	coeff = 0.0,
		const Real	omega = 2.0,
		const unsigned	remSize = 2 )

Member Function Documentation

◆ solveDual()

unsigned Bundle_U_TT::solveDual	(	const Real	t,
		const unsigned	maxit = 1000,
		const Real	tol = 1.e-8 )

virtual

Implements Bundle_U< Real >.

◆ sgn()

Real Bundle_U_TT::sgn ( const Real x ) const

private

◆ swapRowsL()

void Bundle_U_TT::swapRowsL	(	unsigned	ind1,
		unsigned	ind2,
		bool	trans = false )

private

◆ updateK()

void Bundle_U_TT::updateK ( void )

private

◆ addSubgradToBase()

void Bundle_U_TT::addSubgradToBase	(	unsigned	ind,
		Real	delta )

private

◆ deleteSubgradFromBase()

void Bundle_U_TT::deleteSubgradFromBase	(	unsigned	ind,
		Real	tol )

private

◆ solveSystem()

void Bundle_U_TT::solveSystem	(	int	size,
		char	tran,
		LA::Matrix< Real > &	L,
		LA::Vector< Real > &	v )

private

◆ isFeasible()

bool Bundle_U_TT::isFeasible	(	LA::Vector< Real > &	v,
		const Real &	tol )

private

◆ solveDual_TT()

unsigned Bundle_U_TT::solveDual_TT	(	const Real	t,
		const unsigned	maxit = 1000,
		const Real	tol = 1.e-8 )

private

◆ solveDual_arbitrary()

unsigned Bundle_U_TT::solveDual_arbitrary	(	const Real	t,
		const unsigned	maxit = 1000,
		const Real	tol = 1.e-8 )

private

Member Data Documentation

◆ lapack_

LAPACK<int, Real> Bundle_U_TT::lapack_

private

Definition at line 63 of file ROL_Bundle_U_TT.hpp.

◆ QPStatus_

int Bundle_U_TT::QPStatus_

private

Definition at line 65 of file ROL_Bundle_U_TT.hpp.

◆ maxind_

int Bundle_U_TT::maxind_

private

Definition at line 66 of file ROL_Bundle_U_TT.hpp.

◆ entering_

int Bundle_U_TT::entering_

private

Definition at line 67 of file ROL_Bundle_U_TT.hpp.

◆ LiMax_

int Bundle_U_TT::LiMax_

private

Definition at line 68 of file ROL_Bundle_U_TT.hpp.

◆ LiMin_

int Bundle_U_TT::LiMin_

private

Definition at line 69 of file ROL_Bundle_U_TT.hpp.

◆ maxSize_

unsigned Bundle_U_TT::maxSize_

private

Definition at line 71 of file ROL_Bundle_U_TT.hpp.

◆ dependent_

unsigned Bundle_U_TT::dependent_

private

Definition at line 72 of file ROL_Bundle_U_TT.hpp.

◆ currSize_

unsigned Bundle_U_TT::currSize_

private

Definition at line 73 of file ROL_Bundle_U_TT.hpp.

◆ isInitialized_

bool Bundle_U_TT::isInitialized_

private

Definition at line 75 of file ROL_Bundle_U_TT.hpp.

◆ optimal_

bool Bundle_U_TT::optimal_

private

Definition at line 76 of file ROL_Bundle_U_TT.hpp.

◆ rho_

Real Bundle_U_TT::rho_

private

Definition at line 78 of file ROL_Bundle_U_TT.hpp.

◆ lhNorm

Real Bundle_U_TT::lhNorm

private

Definition at line 79 of file ROL_Bundle_U_TT.hpp.

◆ ljNorm

Real Bundle_U_TT::ljNorm

private

Definition at line 80 of file ROL_Bundle_U_TT.hpp.

◆ lhz1_

Real Bundle_U_TT::lhz1_

private

Definition at line 81 of file ROL_Bundle_U_TT.hpp.

◆ lhz2_

Real Bundle_U_TT::lhz2_

private

Definition at line 82 of file ROL_Bundle_U_TT.hpp.

◆ ljz1_

Real Bundle_U_TT::ljz1_

private

Definition at line 83 of file ROL_Bundle_U_TT.hpp.

◆ kappa_

Real Bundle_U_TT::kappa_

private

Definition at line 84 of file ROL_Bundle_U_TT.hpp.

◆ objval_

Real Bundle_U_TT::objval_

private

Definition at line 85 of file ROL_Bundle_U_TT.hpp.

◆ minobjval_

Real Bundle_U_TT::minobjval_

private

Definition at line 86 of file ROL_Bundle_U_TT.hpp.

◆ deltaLh_

Real Bundle_U_TT::deltaLh_

private

Definition at line 87 of file ROL_Bundle_U_TT.hpp.

◆ deltaLj_

Real Bundle_U_TT::deltaLj_

private

Definition at line 88 of file ROL_Bundle_U_TT.hpp.

◆ taboo_

std::vector<int> Bundle_U_TT::taboo_

private

Definition at line 90 of file ROL_Bundle_U_TT.hpp.

◆ base_

std::vector<int> Bundle_U_TT::base_

private

Definition at line 91 of file ROL_Bundle_U_TT.hpp.

◆ L_

LA::Matrix<Real> Bundle_U_TT::L_

private

Definition at line 93 of file ROL_Bundle_U_TT.hpp.

◆ Id_

LA::Matrix<Real> Bundle_U_TT::Id_

private

Definition at line 94 of file ROL_Bundle_U_TT.hpp.

◆ tempv_

LA::Vector<Real> Bundle_U_TT::tempv_

private

Definition at line 95 of file ROL_Bundle_U_TT.hpp.

◆ tempw1_

LA::Vector<Real> Bundle_U_TT::tempw1_

private

Definition at line 96 of file ROL_Bundle_U_TT.hpp.

◆ tempw2_

LA::Vector<Real> Bundle_U_TT::tempw2_

private

Definition at line 97 of file ROL_Bundle_U_TT.hpp.

◆ lh_

LA::Vector<Real> Bundle_U_TT::lh_

private

Definition at line 98 of file ROL_Bundle_U_TT.hpp.

◆ lj_

LA::Vector<Real> Bundle_U_TT::lj_

private

Definition at line 99 of file ROL_Bundle_U_TT.hpp.

◆ z1_

LA::Vector<Real> Bundle_U_TT::z1_

private

Definition at line 100 of file ROL_Bundle_U_TT.hpp.

◆ z2_

LA::Vector<Real> Bundle_U_TT::z2_

private

Definition at line 101 of file ROL_Bundle_U_TT.hpp.

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

ROL_Bundle_U_TT.hpp

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ Bundle_U_TT()

Member Function Documentation

◆ solveDual()

◆ sgn()

◆ swapRowsL()

◆ updateK()

◆ addSubgradToBase()

◆ deleteSubgradFromBase()

◆ solveSystem()

◆ isFeasible()

◆ solveDual_TT()

◆ solveDual_arbitrary()

Member Data Documentation

◆ lapack_

◆ QPStatus_

◆ maxind_

◆ entering_

◆ LiMax_

◆ LiMin_

◆ maxSize_

◆ dependent_

◆ currSize_

◆ isInitialized_

◆ optimal_

◆ rho_

◆ lhNorm

◆ ljNorm

◆ lhz1_

◆ lhz2_

◆ ljz1_

◆ kappa_

◆ objval_

◆ minobjval_

◆ deltaLh_

◆ deltaLj_

◆ taboo_

◆ base_

◆ L_

◆ Id_

◆ tempv_

◆ tempw1_

◆ tempw2_

◆ lh_

◆ lj_

◆ z1_

◆ z2_