NDOSolver / FiOracle
Interfaces and Solvers for NonDifferentiable Optimization
|
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 |
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.