Takes q boxx constrained QP-type problem and implements shrinking on it. More...

#include <shark/Algorithms/QP/BoxBasedShrinkingStrategy.h>

Inheritance diagram for shark::BoxBasedShrinkingStrategy< Problem >:

Public Types
typedef Problem::QpFloatType	QpFloatType

typedef Problem::MatrixType	MatrixType

typedef Problem::PreferedSelectionStrategy	PreferedSelectionStrategy

Public Member Functions
template<class ProblemT >
	BoxBasedShrinkingStrategy (ProblemT &problem, bool shrink=true)

virtual void	updateSMO (std::size_t i, std::size_t j)

bool	shrink (double epsilon)

void	unshrink ()
	Unshrink the problem. More...

void	setShrinking (bool shrinking)

void	setInitialSolution (RealVector const &alpha, RealVector const &gradient, RealVector const &gradientEdge)
	Define the initial solution for the iterative solver. More...

void	setInitialSolution (RealVector const &alpha)
	Define the initial solution for the iterative solver. More...

void	deactivateVariable (std::size_t i)
	Remove the i-th example from the problem. More...

void	scaleBoxConstraints (double factor, double variableScalingFactor)
	Scales all box constraints by a constant factor and adapts the solution by scaling it by the same factor. More...

virtual void	setLinear (std::size_t i, double newValue)
	adapts the linear part of the problem and updates the internal data structures accordingly. More...

void	flipCoordinates (std::size_t i, std::size_t j)
	swap indizes (i,j) More...

Detailed Description

template<class Problem>
struct shark::BoxBasedShrinkingStrategy< Problem >

Takes q boxx constrained QP-type problem and implements shrinking on it.

Given a QP-type-Problem, implements a strategy which allows to efficiently shrink and unshrink the problem. If a value of the QP has an active box constraint, it is shrinked from the problem when currently there is no possible step using that variable that leads to a gain. This is problem dependent as this might involve consideration of additional constraints. Therefore, every Problem must implement the method testShrinkVariable.

Definition at line 47 of file BoxBasedShrinkingStrategy.h.

Member Typedef Documentation

◆ MatrixType

template<class Problem>

typedef Problem::MatrixType shark::BoxBasedShrinkingStrategy< Problem >::MatrixType

Definition at line 50 of file BoxBasedShrinkingStrategy.h.

◆ PreferedSelectionStrategy

template<class Problem>

typedef Problem::PreferedSelectionStrategy shark::BoxBasedShrinkingStrategy< Problem >::PreferedSelectionStrategy

Definition at line 51 of file BoxBasedShrinkingStrategy.h.

◆ QpFloatType

template<class Problem>

typedef Problem::QpFloatType shark::BoxBasedShrinkingStrategy< Problem >::QpFloatType

Definition at line 49 of file BoxBasedShrinkingStrategy.h.

Constructor & Destructor Documentation

◆ BoxBasedShrinkingStrategy()

template<class Problem>

template<class ProblemT >

shark::BoxBasedShrinkingStrategy< Problem >::BoxBasedShrinkingStrategy	(	ProblemT &	problem,
		bool	shrink = `true`
	)

inline

Definition at line 54 of file BoxBasedShrinkingStrategy.h.

Member Function Documentation

◆ deactivateVariable()

template<class Problem>

void shark::BoxBasedShrinkingStrategy< Problem >::deactivateVariable ( std::size_t i )

inline

Remove the i-th example from the problem.

Definition at line 189 of file BoxBasedShrinkingStrategy.h.

◆ flipCoordinates()

template<class Problem>

void shark::BoxBasedShrinkingStrategy< Problem >::flipCoordinates	(	std::size_t	i,
		std::size_t	j
	)

inline

swap indizes (i,j)

Definition at line 222 of file BoxBasedShrinkingStrategy.h.

◆ scaleBoxConstraints()

template<class Problem>

void shark::BoxBasedShrinkingStrategy< Problem >::scaleBoxConstraints	(	double	factor,
		double	variableScalingFactor
	)

inline

Scales all box constraints by a constant factor and adapts the solution by scaling it by the same factor.

Definition at line 198 of file BoxBasedShrinkingStrategy.h.

◆ setInitialSolution() [1/2]

template<class Problem>

void shark::BoxBasedShrinkingStrategy< Problem >::setInitialSolution	(	RealVector const &	alpha,
		RealVector const &	gradient,
		RealVector const &	gradientEdge
	)

inline

Define the initial solution for the iterative solver.

This method can be used to warm-start the solver. It requires a feasible solution (alpha) and the corresponding gradient of the dual objective function.

Definition at line 151 of file BoxBasedShrinkingStrategy.h.

◆ setInitialSolution() [2/2]

template<class Problem>

void shark::BoxBasedShrinkingStrategy< Problem >::setInitialSolution ( RealVector const & alpha )

inline

Define the initial solution for the iterative solver.

This method can be used to warm-start the solver. It requires a feasible solution (alpha), for which it computes the gradient of the dual objective function. Note that this is a quadratic time operation in the number of non-zero coefficients.

Definition at line 167 of file BoxBasedShrinkingStrategy.h.

◆ setLinear()

template<class Problem>

virtual void shark::BoxBasedShrinkingStrategy< Problem >::setLinear	(	std::size_t	i,
		double	newValue
	)

inlinevirtual

adapts the linear part of the problem and updates the internal data structures accordingly.

Definition at line 215 of file BoxBasedShrinkingStrategy.h.

◆ setShrinking()

template<class Problem>

void shark::BoxBasedShrinkingStrategy< Problem >::setShrinking ( bool shrinking )

inline

Definition at line 140 of file BoxBasedShrinkingStrategy.h.

◆ shrink()

template<class Problem>

bool shark::BoxBasedShrinkingStrategy< Problem >::shrink ( double epsilon )

inline

Definition at line 86 of file BoxBasedShrinkingStrategy.h.

◆ unshrink()

template<class Problem>

void shark::BoxBasedShrinkingStrategy< Problem >::unshrink ( )

inline

Unshrink the problem.

Definition at line 114 of file BoxBasedShrinkingStrategy.h.

Referenced by shark::BoxBasedShrinkingStrategy< BoxConstrainedProblem< Problem > >::setShrinking(), and shark::BoxBasedShrinkingStrategy< BoxConstrainedProblem< Problem > >::shrink().

◆ updateSMO()

template<class Problem>

virtual void shark::BoxBasedShrinkingStrategy< Problem >::updateSMO	(	std::size_t	i,
		std::size_t	j
	)

inlinevirtual

Definition at line 73 of file BoxBasedShrinkingStrategy.h.

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

include/shark/Algorithms/QP/BoxBasedShrinkingStrategy.h

Public Types

Public Member Functions

Detailed Description

template<class Problem> struct shark::BoxBasedShrinkingStrategy< Problem >

Member Typedef Documentation

◆ MatrixType

◆ PreferedSelectionStrategy

◆ QpFloatType

Constructor & Destructor Documentation

◆ BoxBasedShrinkingStrategy()

Member Function Documentation

◆ deactivateVariable()

◆ flipCoordinates()

◆ scaleBoxConstraints()

◆ setInitialSolution() [1/2]

◆ setInitialSolution() [2/2]

◆ setLinear()

◆ setShrinking()

◆ shrink()

◆ unshrink()

◆ updateSMO()

template<class Problem>
struct shark::BoxBasedShrinkingStrategy< Problem >