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CCplex Class Reference

Detailed Description

Class CCplex to encapsulate access to the commercial cplex general purpose optimizer.

This class takes care of obtaining and releasing cplex licenses and sets up a number of optimization problems that are used in shogun, like for Multiple Kernel Learning, Linear Programming Machines and Linear Programming Boosting.

Definition at line 42 of file Cplex.h.

Inheritance diagram for CCplex:
Inheritance graph
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Public Member Functions

 CCplex ()
 
virtual ~CCplex ()
 
bool init (E_PROB_TYPE t, int32_t timeout=60)
 init cplex with problem type t and retry timeout 60 seconds More...
 
bool cleanup ()
 
bool setup_subgradientlpm_QP (float64_t C, CBinaryLabels *labels, CSparseFeatures< float64_t > *features, int32_t *idx_bound, int32_t num_bound, int32_t *w_zero, int32_t num_zero, float64_t *vee, int32_t num_dim, bool use_bias)
 
bool setup_lpboost (float64_t C, int32_t num_cols)
 
bool add_lpboost_constraint (float64_t factor, SGSparseVectorEntry< float64_t > *h, int32_t len, int32_t ulen, CBinaryLabels *label)
 
bool setup_lpm (float64_t C, CSparseFeatures< float64_t > *x, CBinaryLabels *y, bool use_bias)
 
bool setup_lp (float64_t *objective, float64_t *constraints_mat, int32_t rows, int32_t cols, float64_t *rhs, float64_t *lb, float64_t *ub)
 
bool setup_qp (float64_t *H, int32_t dim)
 
bool optimize (float64_t *sol, float64_t *lambda=NULL)
 
bool dense_to_cplex_sparse (float64_t *H, int32_t rows, int32_t cols, int *&qmatbeg, int *&qmatcnt, int *&qmatind, double *&qmatval)
 
bool set_time_limit (float64_t seconds)
 
bool write_problem (char *filename)
 
bool write_Q (char *filename)
 
virtual const char * get_name () const
 
virtual CSGObjectshallow_copy () const
 
virtual CSGObjectdeep_copy () const
 
virtual bool is_generic (EPrimitiveType *generic) const
 
template<class T >
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
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)
 
SGIOget_global_io ()
 
void set_global_parallel (Parallel *parallel)
 
Parallelget_global_parallel ()
 
void set_global_version (Version *version)
 
Versionget_global_version ()
 
SGStringList< char > get_modelsel_names ()
 
void print_modsel_params ()
 
char * get_modsel_param_descr (const char *param_name)
 
index_t get_modsel_param_index (const char *param_name)
 
void build_gradient_parameter_dictionary (CMap< TParameter *, CSGObject * > *dict)
 
virtual void update_parameter_hash ()
 
virtual bool parameter_hash_changed ()
 
virtual bool equals (CSGObject *other, float64_t accuracy=0.0, bool tolerant=false)
 
virtual CSGObjectclone ()
 

Public Attributes

SGIOio
 
Parallelparallel
 
Versionversion
 
Parameterm_parameters
 
Parameterm_model_selection_parameters
 
Parameterm_gradient_parameters
 
uint32_t m_hash
 

Protected Member Functions

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

CPXENVptr env
 
CPXLPptr lp
 
bool lp_initialized
 
E_PROB_TYPE problem_type
 

Constructor & Destructor Documentation

CCplex ( )

Definition at line 23 of file Cplex.cpp.

~CCplex ( )
virtual

Definition at line 28 of file Cplex.cpp.

Member Function Documentation

bool add_lpboost_constraint ( float64_t  factor,
SGSparseVectorEntry< float64_t > *  h,
int32_t  len,
int32_t  ulen,
CBinaryLabels label 
)

Definition at line 292 of file Cplex.cpp.

void build_gradient_parameter_dictionary ( CMap< TParameter *, CSGObject * > *  dict)
inherited

Builds a dictionary of all parameters in SGObject as well of those of SGObjects that are parameters of this object. Dictionary maps parameters to the objects that own them.

Parameters
dictdictionary of parameters to be built.

Definition at line 597 of file SGObject.cpp.

bool cleanup ( )

Definition at line 469 of file Cplex.cpp.

CSGObject * clone ( )
virtualinherited

Creates a clone of the current object. This is done via recursively traversing all parameters, which corresponds to a deep copy. Calling equals on the cloned object always returns true although none of the memory of both objects overlaps.

Returns
an identical copy of the given object, which is disjoint in memory. NULL if the clone fails. Note that the returned object is SG_REF'ed

Definition at line 714 of file SGObject.cpp.

CSGObject * deep_copy ( ) const
virtualinherited

A deep copy. All the instance variables will also be copied.

Definition at line 198 of file SGObject.cpp.

bool dense_to_cplex_sparse ( float64_t H,
int32_t  rows,
int32_t  cols,
int *&  qmatbeg,
int *&  qmatcnt,
int *&  qmatind,
double *&  qmatval 
)

Definition at line 503 of file Cplex.cpp.

bool equals ( CSGObject other,
float64_t  accuracy = 0.0,
bool  tolerant = false 
)
virtualinherited

Recursively compares the current SGObject to another one. Compares all registered numerical parameters, recursion upon complex (SGObject) parameters. Does not compare pointers!

May be overwritten but please do with care! Should not be necessary in most cases.

Parameters
otherobject to compare with
accuracyaccuracy to use for comparison (optional)
tolerantallows linient check on float equality (within accuracy)
Returns
true if all parameters were equal, false if not

Definition at line 618 of file SGObject.cpp.

SGIO * get_global_io ( )
inherited

get the io object

Returns
io object

Definition at line 235 of file SGObject.cpp.

Parallel * get_global_parallel ( )
inherited

get the parallel object

Returns
parallel object

Definition at line 277 of file SGObject.cpp.

Version * get_global_version ( )
inherited

get the version object

Returns
version object

Definition at line 290 of file SGObject.cpp.

SGStringList< char > get_modelsel_names ( )
inherited
Returns
vector of names of all parameters which are registered for model selection

Definition at line 498 of file SGObject.cpp.

char * get_modsel_param_descr ( const char *  param_name)
inherited

Returns description of a given parameter string, if it exists. SG_ERROR otherwise

Parameters
param_namename of the parameter
Returns
description of the parameter

Definition at line 522 of file SGObject.cpp.

index_t get_modsel_param_index ( const char *  param_name)
inherited

Returns index of model selection parameter with provided index

Parameters
param_namename of model selection parameter
Returns
index of model selection parameter with provided name, -1 if there is no such

Definition at line 535 of file SGObject.cpp.

virtual const char* get_name ( ) const
virtual
Returns
object name

Implements CSGObject.

Definition at line 145 of file Cplex.h.

bool init ( E_PROB_TYPE  t,
int32_t  timeout = 60 
)

init cplex with problem type t and retry timeout 60 seconds

Definition at line 33 of file Cplex.cpp.

bool is_generic ( EPrimitiveType *  generic) const
virtualinherited

If the SGSerializable is a class template then TRUE will be returned and GENERIC is set to the type of the generic.

Parameters
genericset to the type of the generic if returning TRUE
Returns
TRUE if a class template.

Definition at line 296 of file SGObject.cpp.

bool load_serializable ( CSerializableFile file,
const char *  prefix = "" 
)
virtualinherited

Load this object from file. If it will fail (returning FALSE) then this object will contain inconsistent data and should not be used!

Parameters
filewhere to load from
prefixprefix for members
Returns
TRUE if done, otherwise FALSE

Definition at line 369 of file SGObject.cpp.

void load_serializable_post ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_POST is called.

Exceptions
ShogunExceptionwill be thrown if an error occurs.

Reimplemented in CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel, and CExponentialKernel.

Definition at line 426 of file SGObject.cpp.

void load_serializable_pre ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_PRE is called.

Exceptions
ShogunExceptionwill be thrown if an error occurs.

Reimplemented in CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.

Definition at line 421 of file SGObject.cpp.

bool optimize ( float64_t sol,
float64_t lambda = NULL 
)

Definition at line 601 of file Cplex.cpp.

bool parameter_hash_changed ( )
virtualinherited
Returns
whether parameter combination has changed since last update

Definition at line 262 of file SGObject.cpp.

void print_modsel_params ( )
inherited

prints all parameter registered for model selection and their type

Definition at line 474 of file SGObject.cpp.

void print_serializable ( const char *  prefix = "")
virtualinherited

prints registered parameters out

Parameters
prefixprefix for members

Definition at line 308 of file SGObject.cpp.

bool save_serializable ( CSerializableFile file,
const char *  prefix = "" 
)
virtualinherited

Save this object to file.

Parameters
filewhere to save the object; will be closed during returning if PREFIX is an empty string.
prefixprefix for members
Returns
TRUE if done, otherwise FALSE

Definition at line 314 of file SGObject.cpp.

void save_serializable_post ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_POST is called.

Exceptions
ShogunExceptionwill be thrown if an error occurs.

Reimplemented in CKernel.

Definition at line 436 of file SGObject.cpp.

void save_serializable_pre ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_PRE is called.

Exceptions
ShogunExceptionwill be thrown if an error occurs.

Reimplemented in CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.

Definition at line 431 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 41 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 46 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 51 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 56 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 61 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 66 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 71 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 76 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 81 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 86 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 91 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 96 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 101 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 106 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 111 of file SGObject.cpp.

void set_generic ( )
inherited

set generic type to T

void set_global_io ( SGIO io)
inherited

set the io object

Parameters
ioio object to use

Definition at line 228 of file SGObject.cpp.

void set_global_parallel ( Parallel parallel)
inherited

set the parallel object

Parameters
parallelparallel object to use

Definition at line 241 of file SGObject.cpp.

void set_global_version ( Version version)
inherited

set the version object

Parameters
versionversion object to use

Definition at line 283 of file SGObject.cpp.

bool set_time_limit ( float64_t  seconds)

Definition at line 126 of file Cplex.h.

bool setup_lp ( float64_t objective,
float64_t constraints_mat,
int32_t  rows,
int32_t  cols,
float64_t rhs,
float64_t lb,
float64_t ub 
)

Definition at line 531 of file Cplex.cpp.

bool setup_lpboost ( float64_t  C,
int32_t  num_cols 
)

Definition at line 261 of file Cplex.cpp.

bool setup_lpm ( float64_t  C,
CSparseFeatures< float64_t > *  x,
CBinaryLabels y,
bool  use_bias 
)

Definition at line 322 of file Cplex.cpp.

bool setup_qp ( float64_t H,
int32_t  dim 
)

Definition at line 581 of file Cplex.cpp.

bool setup_subgradientlpm_QP ( float64_t  C,
CBinaryLabels labels,
CSparseFeatures< float64_t > *  features,
int32_t *  idx_bound,
int32_t  num_bound,
int32_t *  w_zero,
int32_t  num_zero,
float64_t vee,
int32_t  num_dim,
bool  use_bias 
)

Definition at line 87 of file Cplex.cpp.

CSGObject * shallow_copy ( ) const
virtualinherited

A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.

Reimplemented in CGaussianKernel.

Definition at line 192 of file SGObject.cpp.

void unset_generic ( )
inherited

unset generic type

this has to be called in classes specializing a template class

Definition at line 303 of file SGObject.cpp.

void update_parameter_hash ( )
virtualinherited

Updates the hash of current parameter combination

Definition at line 248 of file SGObject.cpp.

bool write_problem ( char *  filename)

Definition at line 130 of file Cplex.h.

bool write_Q ( char *  filename)

Definition at line 135 of file Cplex.h.

Member Data Documentation

CPXENVptr env
protected

Definition at line 148 of file Cplex.h.

SGIO* io
inherited

io

Definition at line 369 of file SGObject.h.

CPXLPptr lp
protected

Definition at line 149 of file Cplex.h.

bool lp_initialized
protected

Definition at line 150 of file Cplex.h.

Parameter* m_gradient_parameters
inherited

parameters wrt which we can compute gradients

Definition at line 384 of file SGObject.h.

uint32_t m_hash
inherited

Hash of parameter values

Definition at line 387 of file SGObject.h.

Parameter* m_model_selection_parameters
inherited

model selection parameters

Definition at line 381 of file SGObject.h.

Parameter* m_parameters
inherited

parameters

Definition at line 378 of file SGObject.h.

Parallel* parallel
inherited

parallel

Definition at line 372 of file SGObject.h.

E_PROB_TYPE problem_type
protected

Definition at line 152 of file Cplex.h.

Version* version
inherited

version

Definition at line 375 of file SGObject.h.


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

SHOGUN Machine Learning Toolbox - Documentation