class QPBSVMLib
Definition at line 43 of file QPBSVMLib.h.
Public Member Functions | |
CQPBSVMLib (void) | |
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 () |
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 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 |
CQPBSVMLib | ( | void | ) |
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
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.
float64_t* get_col | ( | int32_t | col | ) | [protected] |
get col
col | col to get |
Definition at line 80 of file QPBSVMLib.h.
virtual const char* get_name | ( | void | ) | const [protected, virtual] |
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 | ) |
int32_t solve_qp | ( | float64_t * | result, | |
int32_t | len | |||
) |
result has to be allocated & zeroed
Definition at line 107 of file QPBSVMLib.cpp.
diagonal of H
Definition at line 130 of file QPBSVMLib.h.
int32_t m_dim [protected] |
dim
Definition at line 132 of file QPBSVMLib.h.
vector f
Definition at line 135 of file QPBSVMLib.h.
matrix H
Definition at line 128 of file QPBSVMLib.h.
E_QPB_SOLVER m_solver [protected] |
solver
Definition at line 149 of file QPBSVMLib.h.
int32_t m_tmax [protected] |
tmax
Definition at line 141 of file QPBSVMLib.h.
tolabs
Definition at line 143 of file QPBSVMLib.h.
tolKKT
Definition at line 147 of file QPBSVMLib.h.
tolrel
Definition at line 145 of file QPBSVMLib.h.
UB
Definition at line 138 of file QPBSVMLib.h.