Ellipsoid Search Space (shared base) More...

#include <ell_base.hpp>

Collaboration diagram for EllBase< Arr, Stable >:

Public Types
using	Vec = std::valarray< double >

using	ArrayType = Arr

Public Member Functions
	EllBase (const Vec &val, Arr x)
	Construct a new EllBase object from a vector and an array.

	EllBase (const double alpha, Arr x)
	Construct a new EllBase object from an alpha value and an array.

	EllBase (EllBase &&E) noexcept=default
	Construct a new EllBase object (move constructor)

auto	operator= (EllBase &&E) noexcept -> EllBase &=default
	Move assignment operator.

	~EllBase ()=default
	Destroy the EllBase object.

	EllBase (const EllBase &E)=default
	Construct a new EllBase object (explicit copy)

auto	xc () const -> Arr
	Get the center of the ellipsoid.

void	set_xc (const Arr &xc)
	Set the center of the ellipsoid.

constexpr auto	tsq () const -> double
	Get the squared radius of the ellipsoid.

void	set_use_parallel_cut (bool value)
	Set whether to use parallel cut.

template<typename T >
auto	update_bias_cut (const std::pair< Arr, T > &cut) -> CutStatus
	Update ellipsoid using a deep cut.

template<typename T >
auto	update_central_cut (const std::pair< Arr, T > &cut) -> CutStatus
	Update ellipsoid using a central cut.

template<typename T >
auto	update_q (const std::pair< Arr, T > &cut) -> CutStatus
	Update ellipsoid using a cut with a specific Q matrix.

Protected Member Functions
auto	operator= (const EllBase &E) -> EllBase &=delete
	Deleted copy assignment operator (non-copyable).

template<typename T , typename Fn >
auto	_update_core (const std::pair< Arr, T > &cut, Fn &&cut_strategy) -> CutStatus
	Update ellipsoid core function using the cut(s).

Protected Attributes
size_t	_n

Arr	_xc

EllCore	_mgr

Detailed Description

template<typename Arr, bool Stable>
class EllBase< Arr, Stable >

Ellipsoid Search Space (shared base)

The EllBase class represents an ellipsoid search space:

\[ \mathcal{E} = \{x \mid (x - x_c)^T Q^{-1} (x - x_c) \le \kappa\} \]

This version keeps $Q$ symmetric but no promise of positive definite.

Note: Strategy pattern: the non-type template parameter Stable selects the ellipsoid-update strategy at compile time. When Stable == true the numerically-stable LDL^T update path is used (EllCore::update_stable_*); otherwise the classic direct Q-update is used (EllCore::update_*). Ell and EllStable are thin subclasses pinning this strategy while exposing identical public APIs.

   n-dimensional space
        ┌─┐
      ┌─┘ └─┐
    ┌─┘     └─┐
  ┌─┘         └─┐  ←─ ellipsoid boundary
  │   ● xc      │      center point
  └─┐         ┌─┘
    └─┐     ┌─┘
      └─┐ ┌─┘
        └─┘

Template Parameters

Arr	Array type of the center point
Stable	Compile-time strategy selector (true = LDL^T stable updates)

Member Typedef Documentation

◆ ArrayType

template<typename Arr , bool Stable>

using EllBase< Arr, Stable >::ArrayType = Arr

◆ Vec

template<typename Arr , bool Stable>

using EllBase< Arr, Stable >::Vec = std::valarray<double>

Constructor & Destructor Documentation

◆ EllBase() [1/4]

template<typename Arr , bool Stable>

EllBase< Arr, Stable >::EllBase	(	const Vec &	val,
		Arr	x
	)

inline

Construct a new EllBase object from a vector and an array.

Parameters

[in]	val	A vector of double values.
[in]	x	An array of type Arr. This parameter is moved.

◆ EllBase() [2/4]

template<typename Arr , bool Stable>

EllBase< Arr, Stable >::EllBase	(	const double	alpha,
		Arr	x
	)

inline

Construct a new EllBase object from an alpha value and an array.

Parameters

[in]	alpha	A double value representing the scaling factor.
[in]	x	An array of type Arr. This parameter is moved.

◆ EllBase() [3/4]

template<typename Arr , bool Stable>

EllBase< Arr, Stable >::EllBase ( EllBase< Arr, Stable > && E )

defaultnoexcept

Construct a new EllBase object (move constructor)

Parameters

[in] E The parameter "E" is an rvalue reference to an object of type "EllBase".

◆ ~EllBase()

template<typename Arr , bool Stable>

EllBase< Arr, Stable >::~EllBase ( )

default

Destroy the EllBase object.

◆ EllBase() [4/4]

template<typename Arr , bool Stable>

EllBase< Arr, Stable >::EllBase ( const EllBase< Arr, Stable > & E )

explicitdefault

Construct a new EllBase object (explicit copy)

Parameters

[in] E The parameter "E" is a reference to an object of type "EllBase".

Member Function Documentation

◆ _update_core()

template<typename Arr , bool Stable>

template<typename T , typename Fn >

auto EllBase< Arr, Stable >::_update_core	(	const std::pair< Arr, T > &	cut,
		Fn &&	cut_strategy
	)		-> CutStatus

inlineprotected

Update ellipsoid core function using the cut(s).

Template Parameters

T	Type of the beta parameter.
Fn	Type of the cut strategy function.

Parameters

[in]	cut	A pair containing the gradient and beta value.
[in]	cut_strategy	The strategy function to apply the cut.

Returns: CutStatus The status of the cut.

◆ operator=() [1/2]

template<typename Arr , bool Stable>

auto EllBase< Arr, Stable >::operator= ( const EllBase< Arr, Stable > & E ) -> EllBase &=delete

protecteddelete

Deleted copy assignment operator (non-copyable).

◆ operator=() [2/2]

template<typename Arr , bool Stable>

auto EllBase< Arr, Stable >::operator= ( EllBase< Arr, Stable > && E ) -> EllBase &=default

defaultnoexcept

Move assignment operator.

Parameters

[in] E The parameter "E" is an rvalue reference to an object of type "EllBase".

Returns: EllBase& Reference to this object.

◆ set_use_parallel_cut()

template<typename Arr , bool Stable>

void EllBase< Arr, Stable >::set_use_parallel_cut ( bool value )

inline

Set whether to use parallel cut.

Parameters

[in] value True to use parallel cut, false otherwise.

◆ set_xc()

template<typename Arr , bool Stable>

void EllBase< Arr, Stable >::set_xc ( const Arr & xc )

inline

Set the center of the ellipsoid.

Parameters

[in] xc The new center of the ellipsoid.

◆ tsq()

template<typename Arr , bool Stable>

constexpr auto EllBase< Arr, Stable >::tsq ( ) const -> double

inlineconstexpr

Get the squared radius of the ellipsoid.

Returns: double The squared radius.

◆ update_bias_cut()

template<typename Arr , bool Stable>

template<typename T >

auto EllBase< Arr, Stable >::update_bias_cut ( const std::pair< Arr, T > & cut ) -> CutStatus

inline

Update ellipsoid using a deep cut.

\[ g^T (x - x_c) + \beta \le 0 \]

Template Parameters

T	Type of the beta parameter.

Parameters

[in] cut A pair containing the gradient and beta value.

Returns: CutStatus The status of the cut.

◆ update_central_cut()

template<typename Arr , bool Stable>

template<typename T >

auto EllBase< Arr, Stable >::update_central_cut ( const std::pair< Arr, T > & cut ) -> CutStatus

inline

Update ellipsoid using a central cut.

\[ g^T (x - x_c) \le 0 \]

Template Parameters

T	Type of the beta parameter.

Parameters

[in] cut A pair containing the gradient and beta value.

Returns: CutStatus The status of the cut.

◆ update_q()

template<typename Arr , bool Stable>

template<typename T >

auto EllBase< Arr, Stable >::update_q ( const std::pair< Arr, T > & cut ) -> CutStatus

inline

Update ellipsoid using a cut with a specific Q matrix.

\[ Q^+ = Q - \frac{\sigma}{\omega} Q g g^T Q, \qquad \kappa^+ = \kappa \cdot \delta \]

Template Parameters

T	Type of the beta parameter.

Parameters

[in] cut A pair containing the gradient and beta value.

Returns: CutStatus The status of the cut.

◆ xc()

template<typename Arr , bool Stable>

auto EllBase< Arr, Stable >::xc ( ) const -> Arr

inline

Get the center of the ellipsoid.

Returns: Arr The center of the ellipsoid.

Member Data Documentation

◆ _mgr

template<typename Arr , bool Stable>

EllCore EllBase< Arr, Stable >::_mgr

protected

◆ _n

template<typename Arr , bool Stable>

size_t EllBase< Arr, Stable >::_n

protected

◆ _xc

template<typename Arr , bool Stable>

Arr EllBase< Arr, Stable >::_xc

protected

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

ellalgo/ell_base.hpp

Public Types

Public Member Functions

Protected Member Functions

Protected Attributes

Detailed Description

Member Typedef Documentation

◆ ArrayType

◆ Vec

Constructor & Destructor Documentation

◆ EllBase() [1/4]

◆ EllBase() [2/4]

◆ EllBase() [3/4]

◆ ~EllBase()

◆ EllBase() [4/4]

Member Function Documentation

◆ _update_core()

◆ operator=() [1/2]

◆ operator=() [2/2]

◆ set_use_parallel_cut()

◆ set_xc()

◆ tsq()

◆ update_bias_cut()

◆ update_central_cut()

◆ update_q()

◆ xc()

Member Data Documentation

◆ _mgr

◆ _n

◆ _xc