NDOSolver / FiOracle
Interfaces and Solvers for NonDifferentiable Optimization
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NDO_di_unipi_it Namespace Reference

Classes

class  Bundle
 
class  ColorTV
 
class  CutPlane
 
class  Deflection
 
class  FiOracle
 
class  FumeroTV
 
class  LukFiOrcl
 
class  MPSolver
 
class  MPTester
 
class  NDOException
 
class  NDOSolver
 
class  OSIMPSolver
 
class  Polyak
 
class  PrimalDual
 
class  QPPenaltyMP
 
class  Stepsize
 
class  SubGrad
 
class  TestFi
 
class  Volume
 

Detailed Description

The namespace NDO_di_unipi_it is defined to hold the NDOSolver and FiOracle classes and all the relative stuff. It comprises the namespace OPTtypes_di_unipi_it.

If SubGrad_HANDLES_CONSTRAINTS != 0, the SubGrad solver can handle "a few well-structured" constraints on the space of input variables; in particular, it can handle them as soon as the subsets of variables appearing in each constraint are disjoint. This means that the feasible region looks somewhat like a Cartesian product of simplices (assuming non-negativity constraints are also there). To do that, subgradients and points need be projected over (the tangent cone of) the feasible region. This requires the solution of Convex Quadratic Separable Continuous Knapsack Problems, for which an object of CQKnPClass is required. Setting this macro to 0 disables the feature, thereby allowing to avoid the dependency with the CQKnPClass library.