Boxed problem for alpha in [lower,upper]^n and equality constraints. More...
#include <shark/Algorithms/QP/QpSolver.h>
Public Types | |
typedef MatrixT | MatrixType |
typedef MatrixType::QpFloatType | QpFloatType |
Public Member Functions | |
BoxedSVMProblem (MatrixType &quadratic, RealVector const &linear, double lower, double upper) | |
std::size_t | dimensions () const |
double | boxMin (std::size_t i) const |
double | boxMax (std::size_t i) const |
void | flipCoordinates (std::size_t i, std::size_t j) |
exchange two variables via the permutation More... | |
void | scaleBoxConstraints (double factor) |
Scales all box constraints by a constant factor and adapts the solution by scaling it by the same factor. More... | |
Public Attributes | |
MatrixType & | quadratic |
representation of the quadratic part of the objective function More... | |
RealVector | linear |
Linear part of the problem. More... | |
RealVector | alpha |
Solution candidate. More... | |
RealVector | diagonal |
std::vector< std::size_t > | permutation |
permutation of the variables alpha, gradient, etc. More... | |
Boxed problem for alpha in [lower,upper]^n and equality constraints.
It is assumed for the initial alpha value that there exists a sum to one constraint and lower <= 1/n <= upper
Definition at line 163 of file QpSolver.h.
typedef MatrixT shark::BoxedSVMProblem< MatrixT >::MatrixType |
Definition at line 165 of file QpSolver.h.
typedef MatrixType::QpFloatType shark::BoxedSVMProblem< MatrixT >::QpFloatType |
Definition at line 166 of file QpSolver.h.
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inline |
Definition at line 169 of file QpSolver.h.
References shark::GeneralQuadraticProblem< MatrixT >::diagonal, shark::GeneralQuadraticProblem< MatrixT >::dimensions(), shark::GeneralQuadraticProblem< MatrixT >::permutation, and SIZE_CHECK.
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inline |
Definition at line 194 of file QpSolver.h.
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inline |
Definition at line 191 of file QpSolver.h.
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inline |
Definition at line 187 of file QpSolver.h.
References shark::GeneralQuadraticProblem< MatrixT >::quadratic.
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inline |
exchange two variables via the permutation
Definition at line 212 of file QpSolver.h.
References shark::GeneralQuadraticProblem< MatrixT >::permutation, and shark::swap().
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inline |
Scales all box constraints by a constant factor and adapts the solution by scaling it by the same factor.
Definition at line 225 of file QpSolver.h.
RealVector shark::BoxedSVMProblem< MatrixT >::alpha |
Solution candidate.
Definition at line 205 of file QpSolver.h.
RealVector shark::BoxedSVMProblem< MatrixT >::diagonal |
diagonal matrix entries The diagonal array is of fixed size and not subject to shrinking.
Definition at line 209 of file QpSolver.h.
RealVector shark::BoxedSVMProblem< MatrixT >::linear |
Linear part of the problem.
Definition at line 202 of file QpSolver.h.
std::vector<std::size_t> shark::BoxedSVMProblem< MatrixT >::permutation |
permutation of the variables alpha, gradient, etc.
Definition at line 232 of file QpSolver.h.
MatrixType& shark::BoxedSVMProblem< MatrixT >::quadratic |
representation of the quadratic part of the objective function
Definition at line 199 of file QpSolver.h.