ColorTV Class Reference

#include <ColorTV.h>

Inheritance diagram for ColorTV:

Public Types
Public types
The ColorTV defines one main public types:
enum	condition { green , yellow , red }

Public Member Functions
	ColorTV (SubGrad *slvr, std::istream *iStrm=0)
void	SetSTPLog (ostream *outs=0, const char lvl=0)
void	Format (void)
void	NewStep (void)
bool	NeedsdkM1Gk (void)
Public Member Functions inherited from Stepsize
	Stepsize (SubGrad *slvr, istream *iStrm=0)
virtual void	SetSTPLog (std::ostream *outs=0, const char lvl=0)
virtual HpNum	GetStepsize (bool StepIsIncr=false)
virtual HpNum	GetLev (void)
virtual HpNum	GetBeta (void)
virtual void	SetMaxBeta (const HpNum alpha)

Protected Member Functions
bool	UpdateTargetLevel (void)
Protected Member Functions inherited from Stepsize
HpNum	GetCoeffDefl (void)
FiOracle *	GetOracle (void)
HpNum	GetGiNorm (void)
HpNum	GetDNorm (void)
HpNum	GetdGk (void)
HpNum	GetdkM1Gk (void)
Index	GetNItIcr (void)
HpNum	ReadFkVal (void)
HpNum	ReadFiBar (void)

Private Member Functions
condition	coloring (void)

Private Attributes
Index	greentestinvl
	maximum number of consecutive green iteration
Index	yellowtestinvl
	maximum number of consecutive yellow iteration
Index	redtestinvl
	maximum number of consecutive red iteration
Index	lastgreeniter
	the last green iteration
Index	lastyellowiter
	the last yellow iteration
Index	lastrediter
	the last red iteration
HpNum	BetaZero
HpNum	LwrBnd
	lower bound
HpNum	lastvalue
	the previous function value
HpNum	FiLmbd
	current FiLambda
Index	NrIter

Additional Inherited Members
Protected Attributes inherited from Stepsize
SubGrad *	Solver
	(pointer to) the SubGrad solver
std::ostream *	STPLog
	the output stream object
char	STPLLvl
	the "level of verbosity"
HpNum	FiLev
	the target level \( f^{lev}_i \)
HpNum	Beta
	beta factor \( \beta_i \)
HpNum	MaxBeta
	maximum value for beta factor
HpNum	LpsFct
	scaling factor

Detailed Description

Definition of the class ColorTV. This class implements the target stepsize used in the original Volume algorithm. The method is based on classifying the iterations based on the obtained improvement of the function Fi().

Member Enumeration Documentation

condition

enum condition

Enumerator
green	good step
yellow	not bad, not good step
red	bad step

Constructor & Destructor Documentation

ColorTV()

ColorTV ( SubGrad * slvr, std::istream * iStrm = 0 )

inline

Constructor of the class. Since the constructor of ColorTV is executed after the one of Stepsize, the following parameters specific for ColorTV have to be found in the stream after those of the base class [see the comments to the constructor of Stepsize]:

1. HpNum BetaZero [1] initial value of beta
2. Index greentestinvl [1] how many consecutive green iterations are allowed before increasing beta
3. Index yellowtestinvl [400] how many consecutive yellow iterations are allowed before decreasing beta
4. Index redtestinvl [10] how many consecutive red iterations are allowed before decreasing beta

Member Function Documentation

Format()

void Format ( void )

inlinevirtual

The method initializes the stepsize rule.

Reimplemented from Stepsize.

NeedsdkM1Gk()

bool NeedsdkM1Gk ( void )

inlinevirtual

Returns true if the stepsize requires the scalar product \( d_{i-1}^{\top} g_i\). The default implementation don't require this value.

Reimplemented from Stepsize.

NewStep()

void NewStep ( void )

inlinevirtual

This method must be called before GetStepsize() [see below]. This is indeed the core of every derived class, producing a new step.

If the derived class implements a target value stepsize rule, the method must compute both the scalar \( \beta_i \) and the level \( f^{lev}_i \).

Typically, the previous step will be unavailable after the call to NewStep() [see GetStepsize()].

Implements Stepsize.

UpdateTargetLevel()

bool UpdateTargetLevel ( void )

inlineprotectedvirtual

It tries to provide a new target level \( f^{lev}_i \). It true is returned, the level has been changed. By default, it returns false.

Reimplemented from Stepsize.

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

• SubGrad/Stepsize/ColorTV.h