limbo::solvers::LagMultiplierUpdater< T > Class Template Reference

A base helper function object to update lagrangian multipliers using subgradient descent. All other schemes can be derived from this class. More...

#include <MultiKnapsackLagRelax.h>

Inheritance diagram for limbo::solvers::LagMultiplierUpdater< T >:

Public Types
typedef T	value_type
	value type

Public Member Functions
	LagMultiplierUpdater ()
	constructor
virtual	~LagMultiplierUpdater ()
	destructor
virtual value_type	operator() (unsigned int iter, value_type multiplier, value_type slackness)=0
	API to update lagrangian multiplier.
virtual void	operator() (unsigned int iter, unsigned int n, value_type const *vSlackness, value_type const *vLagMultiplier, value_type *vNewLagMultiplier)=0
	API to update lagrangian multiplier using subgradient descent.

Detailed Description

template<typename T>
class limbo::solvers::LagMultiplierUpdater< T >

A base helper function object to update lagrangian multipliers using subgradient descent. All other schemes can be derived from this class.

Template Parameters

T	coefficient value type

Definition at line 933 of file MultiKnapsackLagRelax.h.

Member Typedef Documentation

value_type

template<typename T>

typedef T limbo::solvers::LagMultiplierUpdater< T >::value_type

value type

Definition at line 937 of file MultiKnapsackLagRelax.h.

Constructor & Destructor Documentation

LagMultiplierUpdater()

template<typename T>

limbo::solvers::LagMultiplierUpdater< T >::LagMultiplierUpdater ( )

inline

constructor

Definition at line 940 of file MultiKnapsackLagRelax.h.

~LagMultiplierUpdater()

template<typename T>

virtual limbo::solvers::LagMultiplierUpdater< T >::~LagMultiplierUpdater ( )

inlinevirtual

destructor

Definition at line 942 of file MultiKnapsackLagRelax.h.

Member Function Documentation

operator()() [1/2]

template<typename T>

virtual void limbo::solvers::LagMultiplierUpdater< T >::operator() ( unsigned int iter, unsigned int n, value_type const * vSlackness, value_type const * vLagMultiplier, value_type * vNewLagMultiplier )

pure virtual

API to update lagrangian multiplier using subgradient descent.

Parameters

iter	current iteration
n	dimension
vSlackness	array of slackness
vLagMultiplier	array of lagrangian multipliers which will be updated
vNewLagMultiplier	array of new lagrangian multipliers

Implemented in limbo::solvers::SubGradientDescent< T >.

operator()() [2/2]

template<typename T>

virtual value_type limbo::solvers::LagMultiplierUpdater< T >::operator() ( unsigned int iter, value_type multiplier, value_type slackness )

pure virtual

API to update lagrangian multiplier.

Parameters

iter	current iteration
multiplier	current multiplier value
slackness	current slackness value assuming the constraint is in \( Ax \le b \) and compute \( b-Ax \)

Returns

updated multiplier value

Implemented in limbo::solvers::SubGradientDescent< T >.

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

• /home/abuild/rpmbuild/BUILD/limbo-3.5.4-build/limbo-3.5.4/limbo/solvers/MultiKnapsackLagRelax.h