lmi_oracle.hpp

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// -*- coding: utf-8 -*-
#pragma once
 
#include <utility>  // for move
#include <vector>
 
#include "lmi_oracle_base.hpp"
 
template <typename Arr036, typename Mat = Arr036> class LmiOracle
    : public LmiOracleBase<Arr036, Mat> {
    using Base = LmiOracleBase<Arr036, Mat>;
    using Cut = std::pair<Arr036, double>;
 
    LDLTMgr _mgr;
    const std::vector<Mat>& m_F;
    Mat m_F0;
 
  public:
    LmiOracle(size_t ndim, const std::vector<Mat>& F, Mat B)
        : _mgr{ndim}, m_F{F}, m_F0{std::move(B)} {}
 
    auto assess_feas(const Arr036& x) -> Cut* {
        const auto n = x.size();
 
        auto getA = [&n, &x, this](size_t i, size_t j) -> double {
            auto a = this->m_F0(i, j);
            for (auto k = 0U; k != n; ++k) {
                a -= this->m_F[k](i, j) * x[k];
            }
            return a;
        };
 
        return this->assess_impl(this->_mgr, this->m_F, +1, x, getA);
    }
 
    auto operator()(const Arr036& x) -> Cut* { return assess_feas(x); }
};