FumeroTV Class Reference

#include <FumeroTV.h>

Inheritance diagram for FumeroTV:

Public Member Functions
	FumeroTV (SubGrad *slvr, std::istream *iStrm=NULL)
void	SetSTPLog (ostream *outs=0, const char lvl=0)
void	Format (void)
void	NewStep (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 bool	NeedsdkM1Gk (void)
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
HpNum	ExpFun (Index ri)

Private Attributes
HpNum	FiLambda
	FiLambda.
HpNum	LwrBnd
	lower bound
HpNum	FiRef
	the best solution found so far
HpNum	sigma
	current value of
HpNum	sigmaMin
	minimum threshold of \( \sigma(r) \)
HpNum	BetaZero
Index	rc
	current value of r
Index	r1
Index	r2
Index	etac
	last improvement of FiLev
Index	eta1
	thresholds for max number of failures
Index	eta2

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 FumeroTV. This class implements a target value stepsize. At the beginning \( f^{lev} \) is set to the given lower bound and exponentially goes towards \( f^{rec} \). The method works in two phases. In the first one \( \beta_i \) is decremented, while in the second one \( \beta_i \) is still decremented but also incremented after a pre-set number of consecutive improving iterations.

Constructor & Destructor Documentation

FumeroTV()

FumeroTV ( SubGrad * slvr, std::istream * iStrm = NULL )

inline

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

1. HpNum sigmaMin [ 1e-4 ] tolerance of the function \( sigma_r \)
2. Index r1 [ 2 ] sigma_{r1} = 1/2
3. HpNum beta0 [ 1 ] initial value of beta
4. Index eta1 [ 10 ] threshold on number of failures (phase I)
5. index eta2 [ 10 ] threshold on number of failures (phase II)

Member Function Documentation

Format()

void Format ( void )

inlinevirtual

The method initializes the stepsize rule.

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/FumeroTV.h