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

Inheritance diagram for shark::BoxConstrainedShrinkingProblem< Problem >:

Public Types
typedef base_type::QpFloatType	QpFloatType

typedef base_type::MatrixType	MatrixType

typedef base_type::PreferedSelectionStrategy	PreferedSelectionStrategy

Public Types inherited from shark::BoxConstrainedProblem< Problem >
typedef Problem ::QpFloatType	QpFloatType

typedef Problem ::MatrixType	MatrixType

typedef MaximumGainCriterion	PreferedSelectionStrategy

Public Member Functions
	BoxConstrainedShrinkingProblem (Problem &problem, bool shrink=true)

virtual void	updateSMO (std::size_t i, std::size_t j)
	Does an update of SMO given a working set with indices i and j. More...

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

Public Member Functions inherited from shark::BoxConstrainedProblem< Problem >
	BoxConstrainedProblem (Problem &problem)

std::size_t	dimensions () const

std::size_t	active () const

double	boxMin (std::size_t i) const

double	boxMax (std::size_t i) const

bool	isLowerBound (std::size_t i) const

bool	isUpperBound (std::size_t i) const

bool	isDeactivated (std::size_t i) const

MatrixType &	quadratic ()
	representation of the quadratic part of the objective function More...

double	linear (std::size_t i) const

double	alpha (std::size_t i) const

double	diagonal (std::size_t i) const

double	gradient (std::size_t i) const

std::size_t	permutation (std::size_t i) const

RealVector	getUnpermutedAlpha () const

double	functionValue () const
	Returns the current function value of the problem. More...

bool	shrink (double)

void	reshrink ()

void	unshrink ()

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

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

void	activateVariable (std::size_t i)
	Reactivate an previously deactivated variable. More...

void	flipCoordinates (std::size_t i, std::size_t j)
	exchange two variables via the permutation More...

double	checkKKT () const

Protected Member Functions
void	updateGradientEdge (std::size_t i, double oldAlpha, double newAlpha)
	Updates the edge-part of the gradient when an alpha valu was changed. More...

Protected Member Functions inherited from shark::BoxConstrainedProblem< Problem >
void	updateAlphaStatus (std::size_t i)

Additional Inherited Members
Protected Attributes inherited from shark::BoxConstrainedProblem< Problem >
Problem &	m_problem

RealVector	m_gradient
	gradient of the objective function at the current alpha More...

std::size_t	m_active

std::vector< char >	m_alphaStatus

Detailed Description

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

Definition at line 391 of file BoxConstrainedProblems.h.

Member Typedef Documentation

◆ MatrixType

template<class Problem >

typedef base_type::MatrixType shark::BoxConstrainedShrinkingProblem< Problem >::MatrixType

Definition at line 396 of file BoxConstrainedProblems.h.

◆ PreferedSelectionStrategy

template<class Problem >

typedef base_type::PreferedSelectionStrategy shark::BoxConstrainedShrinkingProblem< Problem >::PreferedSelectionStrategy

Definition at line 397 of file BoxConstrainedProblems.h.

◆ QpFloatType

template<class Problem >

typedef base_type::QpFloatType shark::BoxConstrainedShrinkingProblem< Problem >::QpFloatType

Definition at line 395 of file BoxConstrainedProblems.h.

Constructor & Destructor Documentation

◆ BoxConstrainedShrinkingProblem()

template<class Problem >

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

inline

Definition at line 399 of file BoxConstrainedProblems.h.

Member Function Documentation

◆ deactivateVariable()

template<class Problem >

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

inlinevirtual

Remove the i-th example from the problem.

Reimplemented from shark::BoxConstrainedProblem< Problem >.

Definition at line 556 of file BoxConstrainedProblems.h.

References SIZE_CHECK.

◆ flipCoordinates()

template<class Problem >

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

inline

swap indizes (i,j)

Definition at line 571 of file BoxConstrainedProblems.h.

References shark::swap().

◆ scaleBoxConstraints()

template<class Problem >

void shark::BoxConstrainedShrinkingProblem< 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 540 of file BoxConstrainedProblems.h.

◆ setInitialSolution() [1/2]

template<class Problem >

void shark::BoxConstrainedShrinkingProblem< 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 496 of file BoxConstrainedProblems.h.

References SHARK_ASSERT, and SIZE_CHECK.

◆ setInitialSolution() [2/2]

template<class Problem >

void shark::BoxConstrainedShrinkingProblem< 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 518 of file BoxConstrainedProblems.h.

References remora::noalias(), remora::vector< T >::raw_storage(), and SIZE_CHECK.

◆ setLinear()

template<class Problem >

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

inlinevirtual

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

Reimplemented from shark::BoxConstrainedProblem< Problem >.

Definition at line 564 of file BoxConstrainedProblems.h.

◆ setShrinking()

template<class Problem >

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

inline

Definition at line 485 of file BoxConstrainedProblems.h.

◆ shrink()

template<class Problem >

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

inline

Definition at line 431 of file BoxConstrainedProblems.h.

References remora::max(), and remora::min().

◆ unshrink()

template<class Problem >

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

inline

Unshrink the problem.

Definition at line 458 of file BoxConstrainedProblems.h.

◆ updateGradientEdge()

template<class Problem >

void shark::BoxConstrainedShrinkingProblem< Problem >::updateGradientEdge	(	std::size_t	i,
		double	oldAlpha,
		double	newAlpha
	)

inlineprotected

Updates the edge-part of the gradient when an alpha valu was changed.

This function overwite the base class method and is called, whenever the base class changes an alpha value.

Definition at line 580 of file BoxConstrainedProblems.h.

References remora::max(), remora::min(), and SIZE_CHECK.

◆ updateSMO()

template<class Problem >

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

inlinevirtual

Does an update of SMO given a working set with indices i and j.

Reimplemented from shark::BoxConstrainedProblem< Problem >.

Definition at line 418 of file BoxConstrainedProblems.h.

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

include/shark/Algorithms/QP/BoxConstrainedProblems.h

Public Types

Public Member Functions

Protected Member Functions

Additional Inherited Members

Detailed Description

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

Member Typedef Documentation

◆ MatrixType

◆ PreferedSelectionStrategy

◆ QpFloatType

Constructor & Destructor Documentation

◆ BoxConstrainedShrinkingProblem()

Member Function Documentation

◆ deactivateVariable()

◆ flipCoordinates()

◆ scaleBoxConstraints()

◆ setInitialSolution() [1/2]

◆ setInitialSolution() [2/2]

◆ setLinear()

◆ setShrinking()

◆ shrink()

◆ unshrink()

◆ updateGradientEdge()

◆ updateSMO()

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