CQPBSVMLib Class Reference

Detailed Description

class QPBSVMLib

Definition at line 45 of file QPBSVMLib.h.

Inheritance diagram for CQPBSVMLib:

Public Member Functions
	CQPBSVMLib ()
	CQPBSVMLib (float64_t *H, int32_t n, float64_t *f, int32_t m, float64_t UB=1.0)
int32_t	solve_qp (float64_t *result, int32_t len)
	result has to be allocated & zeroed
void	set_solver (E_QPB_SOLVER solver)
virtual	~CQPBSVMLib ()
Public Member Functions inherited from CSGObject
	CSGObject ()
	CSGObject (const CSGObject &orig)
virtual	~CSGObject ()
virtual bool	is_generic (EPrimitiveType *generic) const
template<class T >
void	set_generic ()
void	unset_generic ()
virtual void	print_serializable (const char *prefix="")
virtual bool	save_serializable (CSerializableFile *file, const char *prefix="")
virtual bool	load_serializable (CSerializableFile *file, const char *prefix="")
void	set_global_io (SGIO *io)
SGIO *	get_global_io ()
void	set_global_parallel (Parallel *parallel)
Parallel *	get_global_parallel ()
void	set_global_version (Version *version)
Version *	get_global_version ()
SGVector< char * >	get_modelsel_names ()
char *	get_modsel_param_descr (const char *param_name)
index_t	get_modsel_param_index (const char *param_name)

Protected Member Functions
float64_t *	get_col (int32_t col)
int32_t	qpbsvm_sca (float64_t *x, float64_t *Nabla, int32_t *ptr_t, float64_t **ptr_History, int32_t verb)
int32_t	qpbsvm_scas (float64_t *x, float64_t *Nabla, int32_t *ptr_t, float64_t **ptr_History, int32_t verb)
int32_t	qpbsvm_scamv (float64_t *x, float64_t *Nabla, int32_t *ptr_t, float64_t **ptr_History, int32_t verb)
int32_t	qpbsvm_prloqo (float64_t *x, float64_t *Nabla, int32_t *ptr_t, float64_t **ptr_History, int32_t verb)
int32_t	qpbsvm_gauss_seidel (float64_t *x, float64_t *Nabla, int32_t *ptr_t, float64_t **ptr_History, int32_t verb)
int32_t	qpbsvm_gradient_descent (float64_t *x, float64_t *Nabla, int32_t *ptr_t, float64_t **ptr_History, int32_t verb)
int32_t	qpbsvm_cplex (float64_t *x, float64_t *Nabla, int32_t *ptr_t, float64_t **ptr_History, int32_t verb)
virtual const char *	get_name () const
Protected Member Functions inherited from CSGObject
virtual void	load_serializable_pre () throw (ShogunException)
virtual void	load_serializable_post () throw (ShogunException)
virtual void	save_serializable_pre () throw (ShogunException)
virtual void	save_serializable_post () throw (ShogunException)

Protected Attributes
float64_t *	m_H
float64_t *	m_diag_H
int32_t	m_dim
float64_t *	m_f
float64_t	m_UB
int32_t	m_tmax
float64_t	m_tolabs
float64_t	m_tolrel
float64_t	m_tolKKT
E_QPB_SOLVER	m_solver

Additional Inherited Members
Public Attributes inherited from CSGObject
SGIO *	io
Parallel *	parallel
Version *	version
Parameter *	m_parameters
Parameter *	m_model_selection_parameters

Constructor & Destructor Documentation

CQPBSVMLib

(

)

default constructor

Definition at line 67 of file QPBSVMLib.cpp.

CQPBSVMLib	(	float64_t *	H,
		int32_t	n,
		float64_t *	f,
		int32_t	m,
		float64_t	UB = 1.0
	)

constructor

Parameters

H	symmetric matrix of size n x n
n	size of H's matrix
f	is vector of size m
m	size of vector f
UB	UB

Definition at line 84 of file QPBSVMLib.cpp.

~CQPBSVMLib ( )

virtual

Definition at line 102 of file QPBSVMLib.cpp.

Member Function Documentation

float64_t* get_col ( int32_t  col )

protected

get col

Parameters

col	col to get

Returns

col indexed by col

Definition at line 82 of file QPBSVMLib.h.

virtual const char* get_name ( ) const

protectedvirtual

Returns

object name

Implements CSGObject.

Definition at line 126 of file QPBSVMLib.h.

int32_t qpbsvm_cplex ( float64_t *  x, float64_t *  Nabla, int32_t *  ptr_t, float64_t **  ptr_History, int32_t  verb  )

protected

Usage: exitflag = qpbsvm_cplex(UB, dim, tmax,

tolabs, tolrel, tolKKT, x, Nabla, &t, &History, verb )

Definition at line 657 of file QPBSVMLib.cpp.

int32_t qpbsvm_gauss_seidel ( float64_t *  x, float64_t *  Nabla, int32_t *  ptr_t, float64_t **  ptr_History, int32_t  verb  )

protected

Usage: exitflag = qpbsvm_gauss_seidel(UB, dim, tmax,

tolabs, tolrel, tolKKT, x, Nabla, &t, &History, verb )

Definition at line 589 of file QPBSVMLib.cpp.

int32_t qpbsvm_gradient_descent ( float64_t *  x, float64_t *  Nabla, int32_t *  ptr_t, float64_t **  ptr_History, int32_t  verb  )

protected

Usage: exitflag = qpbsvm_gradient_descent(UB, dim, tmax,

tolabs, tolrel, tolKKT, x, Nabla, &t, &History, verb )

Definition at line 620 of file QPBSVMLib.cpp.

int32_t qpbsvm_prloqo ( float64_t *  x, float64_t *  Nabla, int32_t *  ptr_t, float64_t **  ptr_History, int32_t  verb  )

protected

Usage: exitflag = qpbsvm_prloqo(UB, dim, tmax,

tolabs, tolrel, tolKKT, x, Nabla, &t, &History, verb )

Definition at line 553 of file QPBSVMLib.cpp.

int32_t qpbsvm_sca ( float64_t *  x, float64_t *  Nabla, int32_t *  ptr_t, float64_t **  ptr_History, int32_t  verb  )

protected

Usage: exitflag = qpbsvm_sca(UB, dim, tmax,

tolabs, tolrel, tolKKT, x, Nabla, &t, &History, verb )

Definition at line 171 of file QPBSVMLib.cpp.

int32_t qpbsvm_scamv ( float64_t *  x, float64_t *  Nabla, int32_t *  ptr_t, float64_t **  ptr_History, int32_t  verb  )

protected

Usage: exitflag = qpbsvm_scamv(UB, dim, tmax,

tolabs, tolrel, tolKKT, x, Nabla, &t, &History, verb )

Definition at line 466 of file QPBSVMLib.cpp.

int32_t qpbsvm_scas ( float64_t *  x, float64_t *  Nabla, int32_t *  ptr_t, float64_t **  ptr_History, int32_t  verb  )

protected

Usage: exitflag = qpbsvm_scas(UB, dim, tmax,

tolabs, tolrel, tolKKT, x, Nabla, &t, &History, verb )

Definition at line 312 of file QPBSVMLib.cpp.

void set_solver

(

E_QPB_SOLVER

solver

)

set solver

Parameters

solver

new solver

Definition at line 69 of file QPBSVMLib.h.

int32_t solve_qp	(	float64_t *	result,
		int32_t	len
	)

result has to be allocated & zeroed

Definition at line 107 of file QPBSVMLib.cpp.

Member Data Documentation

float64_t* m_diag_H

protected

diagonal of H

Definition at line 132 of file QPBSVMLib.h.

int32_t m_dim

protected

dim

Definition at line 134 of file QPBSVMLib.h.

float64_t* m_f

protected

vector f

Definition at line 137 of file QPBSVMLib.h.

float64_t* m_H

protected

matrix H

Definition at line 130 of file QPBSVMLib.h.

E_QPB_SOLVER m_solver

protected

solver

Definition at line 151 of file QPBSVMLib.h.

int32_t m_tmax

protected

tmax

Definition at line 143 of file QPBSVMLib.h.

float64_t m_tolabs

protected

tolabs

Definition at line 145 of file QPBSVMLib.h.

float64_t m_tolKKT

protected

tolKKT

Definition at line 149 of file QPBSVMLib.h.

float64_t m_tolrel

protected

tolrel

Definition at line 147 of file QPBSVMLib.h.

float64_t m_UB

protected

UB

Definition at line 140 of file QPBSVMLib.h.

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

• QPBSVMLib.h
• QPBSVMLib.cpp