PrimalDual.h File Reference

#include "Deflection.h"
#include "Stepsize.h"
#include <cmath>

Go to the source code of this file.

Classes
class	PrimalDual

Namespaces
namespace	NDO_di_unipi_it

Macros
#define	__PrimalDual   /* self-identification: #endif at the end of the file */
#define	LOG_VOL   0
#define	VOLLOG(l, x)
#define	VOLLOG2(l, c, x)

Detailed Description

The class PrimalDual implements two variants of the Primal-Dual subgradient method (PDSM): the simple and weighted averages. These boils down to the simultaneous choice of a deflection coefficient and a stepsize in a SM. For more details we refer to:

Y. Nesterov Primal-dual subgradient methods for convex optimization. Math. Prog. 120, 221-259, 2009

Because this class chooses both</rm> the deflection coefficient and the stepsize, it conforms to both the interfaces defined by the class Deflection [see Deflection.h] and Stepsize [see Stepsize.h].

Author

Antonio Frangioni
Department of Informatics
University of Pisa

Enrico Gorgone
Department of Informatics
Free University of Brussels

Copyright

© by Antonio Frangioni, Enrico Gorgone