AugmentedLagrangian.cpp File Reference

#include <sgpp/globaldef.hpp>
#include <sgpp/optimization/tools/Printer.hpp>
#include <sgpp/optimization/optimizer/constrained/AugmentedLagrangian.hpp>
#include <sgpp/optimization/optimizer/unconstrained/AdaptiveGradientDescent.hpp>
#include <sgpp/optimization/function/vector/EmptyVectorFunction.hpp>
#include <sgpp/optimization/function/vector/EmptyVectorFunctionGradient.hpp>
#include <algorithm>
#include <vector>

Namespaces
	sgpp
	This header contains some utility functions.
	sgpp::optimization
	sgpp::optimization::optimizer

Variable Documentation

f

ScalarFunction& f

protected

fGradient

ScalarFunctionGradient& fGradient

protected

g

VectorFunction& g

protected

Referenced by sgpp::datadriven::Harmonica::calculateConstrainedSpace(), sgpp::base::HashGenerator::cliques_iter(), sgpp::base::HashGenerator::createFullGridIterative(), sgpp::base::HashGenerator::createFullGridTruncatedIterative(), sgpp::optimization::IterativeGridGeneratorRitterNovak::generate(), sgpp::datadriven::LearnerVectorizedPerformanceCalculator::getGFlopAndGByte(), sgpp::combigrid::MixedOptimizer::minimize(), sgpp::combigrid::NewtonOptimizer::minimize(), sgpp::combigrid::TrisectionOptimizer::minimize(), sgpp::datadriven::LearnerSGDE::predict(), sgpp::base::HashGenerator::regular_boundary_truncated_iter(), sgpp::base::HashGenerator::regular_inter_iter(), sgpp::base::HashGenerator::regular_iter(), sgpp::base::HashGenerator::regular_periodic_boundary_iter(), sgpp::datadriven::LearnerSGDE::storeResults(), and sgpp::datadriven::LearnerSGDE::trainOnline().

gGradient

VectorFunctionGradient& gGradient

protected

h

VectorFunction& h

protected

Referenced by sgpp::base::BsplineClenshawCurtisBasis< unsigned int, unsigned int >::constructKnots(), sgpp::datadriven::OperationRosenblattTransformation1DBspline::doTransformation1D(), sgpp::datadriven::OperationRosenblattTransformation1DBsplineBoundary::doTransformation1D(), sgpp::datadriven::OperationRosenblattTransformation1DBsplineClenshawCurtis::doTransformation1D(), sgpp::datadriven::OperationRosenblattTransformation1DModBspline::doTransformation1D(), sgpp::datadriven::OperationRosenblattTransformation1DModPoly::doTransformation1D(), sgpp::datadriven::OperationRosenblattTransformation1DModPolyClenshawCurtis::doTransformation1D(), sgpp::datadriven::OperationRosenblattTransformation1DPoly::doTransformation1D(), sgpp::datadriven::OperationRosenblattTransformation1DPolyBoundary::doTransformation1D(), sgpp::datadriven::OperationRosenblattTransformation1DPolyClenshawCurtis::doTransformation1D(), sgpp::datadriven::OperationRosenblattTransformation1DModBsplineClenshawCurtis::doTransformation1D(), sgpp::datadriven::OperationRosenblattTransformation1DPolyClenshawCurtisBoundary::doTransformation1D(), sgpp::base::WaveletModifiedBasis< unsigned int, unsigned int >::eval(), sgpp::base::PolyModifiedBasis< unsigned int, unsigned int >::eval(), sgpp::combigrid::FullGridLinearSummationStrategy< V >::eval(), sgpp::combigrid::FullGridQuadraticSummationStrategy< V >::eval(), sgpp::base::PolyBasis< unsigned int, unsigned int >::eval(), sgpp::base::WaveletModifiedBasis< unsigned int, unsigned int >::evalDx(), sgpp::base::PolyBasis< unsigned int, unsigned int >::evalDx(), sgpp::base::WaveletModifiedBasis< unsigned int, unsigned int >::evalDxDx(), sgpp::datadriven::LearnerVectorizedPerformanceCalculator::getGFlopAndGByte(), sgpp::base::BsplineModifiedClenshawCurtisBasis< unsigned int, unsigned int >::getIntegral(), sgpp::base::PolyBasis< unsigned int, unsigned int >::getIntegral(), sgpp::base::PolyClenshawCurtisBasis< unsigned int, unsigned int >::getIntegral(), sgpp::base::BsplineClenshawCurtisBasis< unsigned int, unsigned int >::getIntegral(), sgpp::base::FundamentalSplineBasis< unsigned int, unsigned int >::getIntegral(), sgpp::base::FundamentalSplineModifiedBasis< unsigned int, unsigned int >::getIntegral(), main(), sgpp::combigrid::NewtonOptimizer::minimize(), sgpp::combigrid::TreeStorageGuidedIterator< T >::moveToNext(), sgpp::combigrid::TreeStorageStoredDataIterator< T >::moveToNext(), sgpp::combigrid::NewtonOptimizer::NewtonOptimizer(), sgpp::combigrid::DataVectorHash::operator()(), sgpp::pde::LaplaceUpPrewavelet::operator()(), sgpp::pde::LaplaceUpGradientPrewavelet::operator()(), sgpp::base::ImpurityRefinementIndicator::operator()(), sgpp::pde::LaplaceDownGradientPrewavelet::operator()(), sgpp::pde::PhiPhiDownModLinear::rec(), sgpp::pde::PhiPhiUpModLinear::rec(), sgpp::pde::PhiPhiDownBBLinear::rec(), sgpp::pde::LaplaceEnhancedDownBBLinear::rec(), sgpp::base::GetAffectedBasisFunctions< LinearBoundaryBasis< unsigned int, unsigned int > >::rec(), sgpp::base::GetAffectedBasisFunctions< LinearPeriodicBasis< unsigned int, unsigned int > >::rec(), sgpp::base::GetAffectedBasisFunctions< PolyBoundaryBasis< unsigned int, unsigned int > >::rec(), sgpp::base::GetAffectedBasisFunctions< PolyClenshawCurtisBoundaryBasis< unsigned int, unsigned int > >::rec(), sgpp::base::GetAffectedBasisFunctions< LinearClenshawCurtisBoundaryBasis< unsigned int, unsigned int > >::rec(), sgpp::pde::LaplaceEnhancedDownBBLinear::rec_GL(), sgpp::pde::LaplaceEnhancedDownBBLinear::rec_LG(), sgpp::pde::LaplaceEnhancedUpBBLinear::rec_LL(), sgpp::pde::LaplaceEnhancedDownBBLinear::rec_LL(), sgpp::pde::PhiPhiDownBBLinear::recBB(), sgpp::pde::LaplaceEnhancedDownBBLinear::recBB(), sgpp::base::GetAffectedBasisFunctions< LinearBoundaryBasis< unsigned int, unsigned int > >::recBB(), sgpp::base::GetAffectedBasisFunctions< PolyBoundaryBasis< unsigned int, unsigned int > >::recBB(), sgpp::base::GetAffectedBasisFunctions< PolyClenshawCurtisBoundaryBasis< unsigned int, unsigned int > >::recBB(), sgpp::base::GetAffectedBasisFunctions< LinearClenshawCurtisBoundaryBasis< unsigned int, unsigned int > >::recBB(), sgpp::pde::LaplaceEnhancedDownBBLinear::recBB_GL(), sgpp::pde::LaplaceEnhancedDownBBLinear::recBB_LG(), sgpp::pde::LaplaceEnhancedDownBBLinear::recBB_LL(), sgpp::combigrid::CubicSplineInterpolationEvaluator::setGridPoints(), sgpp::datadriven::OperationInverseRosenblattTransformation1DBspline::~OperationInverseRosenblattTransformation1DBspline(), sgpp::datadriven::OperationInverseRosenblattTransformation1DBsplineBoundary::~OperationInverseRosenblattTransformation1DBsplineBoundary(), sgpp::datadriven::OperationInverseRosenblattTransformation1DBsplineClenshawCurtis::~OperationInverseRosenblattTransformation1DBsplineClenshawCurtis(), sgpp::datadriven::OperationInverseRosenblattTransformation1DModBspline::~OperationInverseRosenblattTransformation1DModBspline(), sgpp::datadriven::OperationInverseRosenblattTransformation1DModBsplineClenshawCurtis::~OperationInverseRosenblattTransformation1DModBsplineClenshawCurtis(), sgpp::datadriven::OperationInverseRosenblattTransformation1DModPoly::~OperationInverseRosenblattTransformation1DModPoly(), sgpp::datadriven::OperationInverseRosenblattTransformation1DModPolyClenshawCurtis::~OperationInverseRosenblattTransformation1DModPolyClenshawCurtis(), sgpp::datadriven::OperationInverseRosenblattTransformation1DPoly::~OperationInverseRosenblattTransformation1DPoly(), sgpp::datadriven::OperationInverseRosenblattTransformation1DPolyBoundary::~OperationInverseRosenblattTransformation1DPolyBoundary(), sgpp::datadriven::OperationInverseRosenblattTransformation1DPolyClenshawCurtis::~OperationInverseRosenblattTransformation1DPolyClenshawCurtis(), and sgpp::datadriven::OperationInverseRosenblattTransformation1DPolyClenshawCurtisBoundary::~OperationInverseRosenblattTransformation1DPolyClenshawCurtisBoundary().

hGradient

VectorFunctionGradient& hGradient

protected

lambda

base::DataVector& lambda

protected

Referenced by sgpp::datadriven::AlgorithmAdaBoostBase::AlgorithmAdaBoostBase(), sgpp::datadriven::DBMatOfflineDenseIChol::choleskyModification(), sgpp::datadriven::DBMatOfflineChol::choleskyModification(), sgpp::datadriven::createDensityOCLMultiPlatformConfigured(), sgpp::datadriven::Learner::createDMSystem(), sgpp::datadriven::DBMatDMSDenseIChol::DBMatDMSDenseIChol(), sgpp::datadriven::DMWeightMatrix::DMWeightMatrix(), main(), sgpp::datadriven::OperationMultiEvalCuda::multTransposeFMA(), sgpp::optimization::optimizer::CMAES::optimize(), sgpp::optimization::optimizer::AugmentedLagrangian::optimize(), sgpp::optimization::optimizer::AdaptiveNewton::optimize(), sgpp::datadriven::DBMatDatabase::putDataMatrix(), sgpp::optimization::math::schurDecomposition(), sgpp::datadriven::RegressionLearner::setWeights(), and sgpp::datadriven::ModelFittingLeastSquares::update().

mG

size_t mG

protected

Referenced by sgpp::optimization::optimizer::AugmentedLagrangian::findFeasiblePoint(), and sgpp::optimization::optimizer::AugmentedLagrangian::optimize().

mH

size_t mH

protected

Referenced by sgpp::optimization::optimizer::AugmentedLagrangian::findFeasiblePoint(), and sgpp::optimization::optimizer::AugmentedLagrangian::optimize().

mu

double mu

protected

Referenced by sgpp::base::StdNormalDistribution::getDensity(), sgpp::base::StdNormalDistribution::getNormedDensity(), sgpp::pde::PoissonEquationSolver::initGridWithSmoothHeat(), sgpp::pde::HeatEquationSolver::initGridWithSmoothHeat(), sgpp::pde::HeatEquationSolverWithStretching::initGridWithSmoothHeat(), sgpp::pde::PoissonEquationSolver::initGridWithSmoothHeatFullDomain(), sgpp::optimization::optimizer::CMAES::optimize(), sgpp::optimization::optimizer::AugmentedLagrangian::optimize(), sgpp::optimization::optimizer::LevenbergMarquardt::optimize(), sgpp::combigrid::CubicSplineInterpolationEvaluator::setGridPoints(), sgpp::datadriven::LearnerSGD::train(), and sgpp::datadriven::KernelDensityEstimator::variance().

sMax

double sMax

protected

Referenced by sgpp::optimization::optimizer::AugmentedLagrangian::findFeasiblePoint().

sMin

double sMin

protected

Referenced by sgpp::optimization::optimizer::AugmentedLagrangian::findFeasiblePoint().