EllCalc Class Reference

Ellipsoid Search Space. More...

#include <ell_calc.hpp>

Collaboration diagram for EllCalc:

Public Member Functions
	EllCalc (const size_t ndim)
	Construct a new EllCalcobject.
	EllCalc (EllCalc &&E)=default
	Construct a new EllCalcobject.
EllCalc &	operator= (const EllCalc &other)=default
	Copy assignment operator.
EllCalc &	operator= (EllCalc &&other)=default
	Move assignment operator.
	~EllCalc ()=default
	Destroy the EllCalcobject.
	EllCalc (const EllCalc &E)=default
	Construct a new EllCalcobject.
auto	calc_parallel_bias_cut (double beta0, double beta1, double tsq) const -> CutResult
	Parallel deep cut.
auto	calc_parallel_central_cut (double beta1, double tsq) const -> CutResult
	Parallel central cut.
auto	calc_bias_cut (double beta, double tsq) const -> CutResult
	Deep (bias) cut.
auto	calc_central_cut (double tsq) const -> CutResult
	Central cut.
auto	calc_parallel_bias_cut_q (double beta0, double beta1, double tsq) const -> CutResult
	Parallel deep cut (Q-version for discrete optimization)
auto	calc_bias_cut_q (double beta, double tsq) const -> CutResult
	Deep cut (Q-version for discrete optimization)

Public Attributes
bool	use_parallel_cut = true

Protected Attributes
double	_n_f
EllCalcCore	_helper

Detailed Description

Ellipsoid Search Space.

EllCalc= {x | (x - xc)' mq^-1 (x - xc) \(\le\kappa\)}

Keep $Q$ symmetric but no promise of positive definite

Constructor & Destructor Documentation

EllCalc() [1/3]

EllCalc::EllCalc ( const size_t  ndim )

inlineexplicit

Construct a new EllCalcobject.

Parameters

[in]

ndim

EllCalc() [2/3]

EllCalc::EllCalc ( EllCalc &&  E )

default

Construct a new EllCalcobject.

Parameters

[in]

E

(move)

~EllCalc()

EllCalc::~EllCalc ( )

default

Destroy the EllCalcobject.

EllCalc() [3/3]

EllCalc::EllCalc ( const EllCalc &  E )

default

Construct a new EllCalcobject.

To avoid accidentally copying, only explicit copy is allowed

Parameters

[in]

E

Member Function Documentation

calc_bias_cut()

auto EllCalc::calc_bias_cut	(	double	beta,
		double	tsq
	)		const -> CutResult

Deep (bias) cut.

Single constraint:

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

Parameters

[in]	beta	Bias term (≥ 0)
[in]	tsq	Squared ellipsoid radius (τ²)

Returns

CutResult with rho, sigma, delta

calc_bias_cut_q()

auto EllCalc::calc_bias_cut_q	(	double	beta,
		double	tsq
	)		const -> CutResult

Deep cut (Q-version for discrete optimization)

Single constraint:

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

Returns NoEffect instead of NoSoln when the cut is ineffective. Used by cutting_plane_optim_q for discrete convex problems.

Parameters

[in]	beta	Bias term
[in]	tsq	Squared ellipsoid radius (τ²)

Returns

CutResult with rho, sigma, delta

calc_central_cut()

auto EllCalc::calc_central_cut

(

double

tsq

)

const -> CutResult

Central cut.

Single constraint passing through center:

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

Parameters

[in]

tsq

Squared ellipsoid radius (τ²)

Returns

CutResult with rho, sigma, delta

calc_parallel_bias_cut()

auto EllCalc::calc_parallel_bias_cut	(	double	beta0,
		double	beta1,
		double	tsq
	)		const -> CutResult

Parallel deep cut.

Two parallel constraints:

\[ \beta_0 \le g^T (x - x_c) \le \beta_1 \]

Falls back to calc_bias_cut when parallel cut is ineffective.

Parameters

[in]	beta0	Lower bound
[in]	beta1	Upper bound
[in]	tsq	Squared ellipsoid radius (τ²)

Returns

CutResult with rho, sigma, delta

calc_parallel_bias_cut_q()

auto EllCalc::calc_parallel_bias_cut_q	(	double	beta0,
		double	beta1,
		double	tsq
	)		const -> CutResult

Parallel deep cut (Q-version for discrete optimization)

Two parallel constraints:

\[ \beta_0 \le g^T (x - x_c) \le \beta_1 \]

Returns NoEffect instead of NoSoln when the cut is ineffective. Used by cutting_plane_optim_q for discrete convex problems.

Parameters

[in]	beta0	Lower bound
[in]	beta1	Upper bound
[in]	tsq	Squared ellipsoid radius (τ²)

Returns

CutResult with rho, sigma, delta

calc_parallel_central_cut()

auto EllCalc::calc_parallel_central_cut	(	double	beta1,
		double	tsq
	)		const -> CutResult

Parallel central cut.

One central + one parallel:

\[ 0 \le g^T (x - x_c) \le \beta_1 \]

Falls back to calc_central_cut when parallel cut is ineffective.

Parameters

[in]	beta1	Upper bound
[in]	tsq	Squared ellipsoid radius (τ²)

Returns

CutResult with rho, sigma, delta

operator=() [1/2]

EllCalc & EllCalc::operator= ( const EllCalc &  other )

default

Copy assignment operator.

operator=() [2/2]

EllCalc & EllCalc::operator= ( EllCalc &&  other )

default

Move assignment operator.

Member Data Documentation

_helper

EllCalcCore EllCalc::_helper

protected

_n_f

double EllCalc::_n_f

protected

use_parallel_cut

bool EllCalc::use_parallel_cut = true

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

• ellalgo/ell_calc.hpp