Definition of the class Polyak. More...

#include <Polyak.h>

Inheritance diagram for Polyak:

Public Member Functions
Constructor
	Polyak (SubGrad slvr, istream iStrm)
	< 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 Polyak.

This class implements a target value stepsize rule, whereby $\beta_i$ and $f^{lev}_i$ are constant (they do not depend on $i$).

Constructor & Destructor Documentation

Polyak	(	SubGrad *	slvr,
		istream *	iStrm
	)

inline

< Constructor of the class.

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

HpNum Beta [ 1e-2 ] beta value.

References Stepsize::SetSTPLog().

Public Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation