SubGrad.h File Reference

#include "NDOSlver.h"
#include "Deflection.h"
#include "Stepsize.h"
#include "math.h"
#include <vector>
#include <random>

Go to the source code of this file.

Classes
class	SubGrad

Namespaces
namespace	NDO_di_unipi_it

Macros
#define	__SubGrad   /* self-identification: #endif at the end of the file */
#define	SubGrad_HANDLES_CONSTRAINTS   0

Detailed Description

Definition of the SubGrad class, which implements the NDOSolver interface for NonDifferentiable Optimization Solvers, as described in NDOSlver.h, using a (deflected, projected, incremental) subgradient-type algorithm.

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

A. Frangioni, E. Gorgone, B. Gendron. "On the Computational Efficiency of Subgradient Methods: a Case Study with Lagrangian Bounds" Mathematical Programming Computation 9(4), 573-604, 2017

Author

Antonio Frangioni
Department of Informatics
University of Pisa

Enrico Gorgone
Department of Mathematics and Informatics
University of Cagliari
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 both stepsize and direction used: it just relies over the objects of classes Stepsize and Deflection.

Copyright

© by Antonio Frangioni, Enrico Gorgone