Bundle.h File Reference

#include "NDOSlver.h"
#include "MPSolver.h"
#include <algorithm>

Go to the source code of this file.

Classes
class	Bundle

Namespaces
namespace	NDO_di_unipi_it

Macros
#define	_Bundle   /* self-identification: #endif at the end of the file */
#define	LOG_BND   1

Detailed Description

Definition of the Bundle class, which implements the NDOSolver interface for NonDifferentiable Optimization Solvers, as described NDOSlver.h, using a "Generalized Bundle" algorithm.

The user is assumed to be familiar with the algorithm: refer to

A. Frangioni "Generalized Bundle Methods" SIAM Journal on Optimization 13(1), p. 117 - 156, 2002

available at http://www.di.unipi.it/~frangio/abstracts.html#SIOPT02

The class requires that the function to be minimized be available under the form of a FiOracle object, as described in FiOracle.h.

The class is parametric over the type of Master Problem used: it just relies over an object of class MPSolver to solve it, see MPSolver.h.

Author

Antonio Frangioni
Dipartimento di Informatica
Universita' di Pisa

Copyright

© by Antonio Frangioni