NDOSolver / FiOracle: Polyak Class Reference

#include <Polyak.h>

Inheritance diagram for Polyak:

Public Member Functions
	Polyak (SubGrad slvr, std::istream iStrm)

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)

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 Polyak. This class implements a target value stepsize rule, whereby $\beta_i$ and $f^{lev}_i$ are constant (they do not depend on $i$).

Constructor & Destructor Documentation

◆ Polyak()

Polyak	(	SubGrad *	slvr,
		std::istream *	iStrm )

inline

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

HpNum Beta [ 1e-2 ] beta value.

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.

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

SubGrad/Stepsize/Polyak.h

Public Member Functions

Protected Member Functions