PrimalMosekSOSVM.h

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/*
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 3 of the License, or
 * (at your option) any later version.
 *
 * Written (W) 2012 Fernando José Iglesias García
 * Copyright (C) 2012 Fernando José Iglesias García
 */

#ifndef _PRIMAL_MOSEK_SOSVM__H__
#define _PRIMAL_MOSEK_SOSVM__H__

#ifdef USE_MOSEK

#include <shogun/loss/LossFunction.h>
#include <shogun/machine/LinearStructuredOutputMachine.h>
#include <shogun/mathematics/Mosek.h>

namespace shogun
{

class CPrimalMosekSOSVM : public CLinearStructuredOutputMachine
{
    public:
        CPrimalMosekSOSVM();

        CPrimalMosekSOSVM(CStructuredModel* model, CLossFunction* loss, CStructuredLabels* labs);

        ~CPrimalMosekSOSVM();

        inline SGVector< float64_t > get_slacks() const { return m_slacks; }

        virtual float64_t compute_primal_objective() const;

        virtual const char* get_name() const { return "PrimalMosekSOSVM"; }

    protected:
        virtual bool train_machine(CFeatures* data = NULL);

    private:
        void init();

        float64_t compute_loss_arg(CResultSet* result) const;

        bool insert_result(CList* result_list, CResultSet* result) const;

        bool add_constraint(CMosek* mosek, CResultSet* result, index_t con_idx, index_t train_idx) const;

    private:
        SGVector< float64_t > m_slacks;

        float64_t po_value;

}; /* class CPrimalMosekSOSVM */

} /* namespace shogun */

#endif /* USE_MOSEK */
#endif /* _PRIMAL_MOSEK_SOSVM__H__ */