Public Types | Public Member Functions | Public Attributes | List of all members
shark::BoxedSVMProblem< MatrixT > Class Template Reference

Boxed problem for alpha in [lower,upper]^n and equality constraints. More...

#include <shark/Algorithms/QP/QpSolver.h>

Public Types

typedef MatrixT MatrixType
 
typedef MatrixType::QpFloatType QpFloatType
 

Public Member Functions

 BoxedSVMProblem (MatrixType &quadratic, RealVector const &linear, double lower, double upper)
 
std::size_t dimensions () const
 
double boxMin (std::size_t i) const
 
double boxMax (std::size_t i) const
 
void flipCoordinates (std::size_t i, std::size_t j)
 exchange two variables via the permutation More...
 
void scaleBoxConstraints (double factor)
 Scales all box constraints by a constant factor and adapts the solution by scaling it by the same factor. More...
 

Public Attributes

MatrixType & quadratic
 representation of the quadratic part of the objective function More...
 
RealVector linear
 Linear part of the problem. More...
 
RealVector alpha
 Solution candidate. More...
 
RealVector diagonal
 
std::vector< std::size_t > permutation
 permutation of the variables alpha, gradient, etc. More...
 

Detailed Description

template<class MatrixT>
class shark::BoxedSVMProblem< MatrixT >

Boxed problem for alpha in [lower,upper]^n and equality constraints.

It is assumed for the initial alpha value that there exists a sum to one constraint and lower <= 1/n <= upper

Definition at line 157 of file QpSolver.h.

Member Typedef Documentation

◆ MatrixType

template<class MatrixT >
typedef MatrixT shark::BoxedSVMProblem< MatrixT >::MatrixType

Definition at line 159 of file QpSolver.h.

◆ QpFloatType

template<class MatrixT >
typedef MatrixType::QpFloatType shark::BoxedSVMProblem< MatrixT >::QpFloatType

Definition at line 160 of file QpSolver.h.

Constructor & Destructor Documentation

◆ BoxedSVMProblem()

template<class MatrixT >
shark::BoxedSVMProblem< MatrixT >::BoxedSVMProblem ( MatrixType &  quadratic,
RealVector const &  linear,
double  lower,
double  upper 
)
inline

Definition at line 163 of file QpSolver.h.

References shark::GeneralQuadraticProblem< MatrixT >::diagonal, shark::GeneralQuadraticProblem< MatrixT >::dimensions(), shark::GeneralQuadraticProblem< MatrixT >::permutation, and SIZE_CHECK.

Member Function Documentation

◆ boxMax()

template<class MatrixT >
double shark::BoxedSVMProblem< MatrixT >::boxMax ( std::size_t  i) const
inline

Definition at line 188 of file QpSolver.h.

◆ boxMin()

template<class MatrixT >
double shark::BoxedSVMProblem< MatrixT >::boxMin ( std::size_t  i) const
inline

Definition at line 185 of file QpSolver.h.

◆ dimensions()

template<class MatrixT >
std::size_t shark::BoxedSVMProblem< MatrixT >::dimensions ( ) const
inline

Definition at line 181 of file QpSolver.h.

References shark::GeneralQuadraticProblem< MatrixT >::quadratic.

◆ flipCoordinates()

template<class MatrixT >
void shark::BoxedSVMProblem< MatrixT >::flipCoordinates ( std::size_t  i,
std::size_t  j 
)
inline

exchange two variables via the permutation

Definition at line 206 of file QpSolver.h.

References shark::GeneralQuadraticProblem< MatrixT >::permutation, and shark::swap().

◆ scaleBoxConstraints()

template<class MatrixT >
void shark::BoxedSVMProblem< MatrixT >::scaleBoxConstraints ( double  factor)
inline

Scales all box constraints by a constant factor and adapts the solution by scaling it by the same factor.

Definition at line 219 of file QpSolver.h.

Member Data Documentation

◆ alpha

template<class MatrixT >
RealVector shark::BoxedSVMProblem< MatrixT >::alpha

Solution candidate.

Definition at line 199 of file QpSolver.h.

◆ diagonal

template<class MatrixT >
RealVector shark::BoxedSVMProblem< MatrixT >::diagonal

diagonal matrix entries The diagonal array is of fixed size and not subject to shrinking.

Definition at line 203 of file QpSolver.h.

◆ linear

template<class MatrixT >
RealVector shark::BoxedSVMProblem< MatrixT >::linear

Linear part of the problem.

Definition at line 196 of file QpSolver.h.

◆ permutation

template<class MatrixT >
std::vector<std::size_t> shark::BoxedSVMProblem< MatrixT >::permutation

permutation of the variables alpha, gradient, etc.

Definition at line 226 of file QpSolver.h.

◆ quadratic

template<class MatrixT >
MatrixType& shark::BoxedSVMProblem< MatrixT >::quadratic

representation of the quadratic part of the objective function

Definition at line 193 of file QpSolver.h.

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