Definition of the class FumeroTV. More...

#include <FumeroTV.h>

Inheritance diagram for FumeroTV:

Public Member Functions
Constructor
	FumeroTV (SubGrad slvr, istream iStrm=NULL)
	Constructor of the class. More...

Other initializations
void	SetSTPLog (ostream *outs=0, const char lvl=0)

void	Format (void)

Computing the stepsize
void	NewStep (void)

Public Member Functions inherited from Stepsize
	Stepsize (SubGrad slvr, istream iStrm=0)
	Constructor of the class. More...

	Stepsize (SubGrad slvr, istream iStrm=0)
	Constructor of the class. More...

virtual bool	NeedsdkM1Gk (void)
	Returns true if the stepsize requires the scalar product $d_{i-1}^{\top} g_i$ . More...

virtual bool	NeedsdkM1Gk (void)
	Returns true if the stepsize requires the scalar product $d_{i-1}^{\top} g_i$ . More...

virtual HpNum	GetStepsize (bool StepIsIncr=false)
	This function must be called after NewStep() [see above]. More...

virtual HpNum	GetLev (void)
	This function must be called after NewStep() [see above]. More...

virtual HpNum	GetBeta (void)
	This function must be called after NewStep() [see above]. More...

virtual HpNum	GetStepsize (bool StepIsIncr=false)
	This function must be called after NewStep() [see above]. More...

virtual HpNum	GetLev (void)
	This function must be called after NewStep() [see above]. More...

virtual HpNum	GetBeta (void)
	This function must be called after NewStep() [see above]. More...

virtual void	SetMaxBeta (const HpNum alpha)
	Changes the maximum value of $\beta_i$ for a target value stepsize rule. More...

virtual void	SetMaxBeta (const HpNum alpha)
	Changes the maximum value of $\beta_i$ for a target value stepsize rule. More...

virtual	~Stepsize ()

virtual	~Stepsize ()

Additional Inherited Members
Protected Member Functions inherited from Stepsize
HpNum	GetCoeffDefl (void)
	Returns the deflection coefficient $\alpha_i$ . More...

FiOracle *	GetOracle (void)
	Returns the pointer to FiOracle. More...

cHpNum	GetGiNorm (void)
	Returns the norm of the subgradient . More...

cHpNum	GetDNorm (void)
	Returns the norm of the direction . More...

cHpNum	GetdGk (void)
	Returns the scalar product $g_i^{\top} d_i$ . More...

HpNum	GetdkM1Gk (void)
	Returns the scalar product $g_i^{\top} d_{i-1}$ . More...

Index	GetNItIcr (void)
	Returns NItIncr, the parameter for incremental iterations [see SubGrad.h].

cHpNum	ReadFkVal (void)
	Returns FiLambda [ see SubGrad.h ]. More...

cHpNum	ReadFiBar (void)
	Returns FiBar [ see SubGrad.h ]. More...

HpNum	GetCoeffDefl (void)
	Returns the deflection coefficient $\alpha_i$ . More...

FiOracle *	GetOracle (void)
	Returns the pointer to FiOracle. More...

cHpNum	GetGiNorm (void)
	Returns the norm of the subgradient . More...

cHpNum	GetDNorm (void)
	Returns the norm of the direction . More...

cHpNum	GetdGk (void)
	Returns the scalar product $g_i^{\top} d_i$ . More...

HpNum	GetdkM1Gk (void)
	Returns the scalar product $g_i^{\top} d_{i-1}$ . More...

Index	GetNItIcr (void)
	Returns NItIncr, the parameter for incremental iterations [see SubGrad.h].

cHpNum	ReadFkVal (void)
	Returns FiLambda [ see SubGrad.h ]. More...

cHpNum	ReadFiBar (void)
	Returns FiBar [ see SubGrad.h ]. More...

Protected Attributes inherited from Stepsize
SubGrad *	Solver
	(pointer to) the SubGrad solver

ostream *	STPLog
	the output stream object

char	STPLLvl
	the "level of verbosity"

HpNum	FiLev
	the target level $f^{lev}_i$

HpNum	Beta
	beta factor $\beta_i$

HpNum	MaxBeta
	maximum value for beta factor

HpNum	LpsFct
	scaling factor

Detailed Description

Definition of the class FumeroTV.

This class implements a target value stepsize. At the beginning $f^{lev}$ is set to the given lower bound and exponentially goes towards $f^{rec}$ . The method works in two phases. In the first one $\beta_i$ is decremented, while in the second one $\beta_i$ is still decremented but also incremented after a pre-set number of consecutive improving iterations.

Constructor & Destructor Documentation

FumeroTV	(	SubGrad *	slvr,
		istream *	iStrm = `NULL`
	)

inline

Constructor of the class.

Since the constructor of FumeroTV is executed after the one of Stepsize, the following parameters specific for the FumeroTV have to be found in the stream after those of the base class [see the comments to the constructor of Stepsize]:

HpNum sigmaMin [ 1e-4 ] tolerance of the function
Index r1 [ 2 ] sigma_{r1} = 1/2
HpNum beta0 [ 1 ] initial value of beta
Index eta1 [ 10 ] threshold on number of failures (phase I)
index eta2 [ 10 ] threshold on number of failures (phase II)

References Stepsize::Beta, Stepsize::FiLev, Stepsize::Format(), FiOracle::GetLowerBound(), Stepsize::GetOracle(), Stepsize::ReadFkVal(), Stepsize::SetSTPLog(), Stepsize::STPLLvl, and Stepsize::STPLog.

Public Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation