Definition at line 40 of file qpbsvmlib.h.
Public Member Functions | |
CQPBSVMLib (DREAL *H, INT n, DREAL *f, INT m, DREAL UB=1.0) | |
INT | solve_qp (DREAL *result, INT len) |
result has to be allocated & zeroed | |
void | set_solver (E_QPB_SOLVER solver) |
~CQPBSVMLib () | |
Static Public Attributes | |
static CParallel | parallel |
static CIO | io |
static CVersion | version |
Protected Member Functions | |
DREAL * | get_col (INT col) |
INT | qpbsvm_sca (DREAL *x, DREAL *Nabla, INT *ptr_t, DREAL **ptr_History, INT verb) |
INT | qpbsvm_scas (DREAL *x, DREAL *Nabla, INT *ptr_t, DREAL **ptr_History, INT verb) |
INT | qpbsvm_scamv (DREAL *x, DREAL *Nabla, INT *ptr_t, DREAL **ptr_History, INT verb) |
INT | qpbsvm_prloqo (DREAL *x, DREAL *Nabla, INT *ptr_t, DREAL **ptr_History, INT verb) |
INT | qpbsvm_gauss_seidel (DREAL *x, DREAL *Nabla, INT *ptr_t, DREAL **ptr_History, INT verb) |
INT | qpbsvm_gradient_descent (DREAL *x, DREAL *Nabla, INT *ptr_t, DREAL **ptr_History, INT verb) |
Protected Attributes | |
DREAL * | m_H |
DREAL * | m_diag_H |
INT | m_dim |
DREAL * | m_f |
DREAL | m_UB |
INT | m_tmax |
DREAL | m_tolabs |
DREAL | m_tolrel |
DREAL | m_tolKKT |
E_QPB_SOLVER | m_solver |
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 67 of file qpbsvmlib.cpp.
CQPBSVMLib::~CQPBSVMLib | ( | ) |
Definition at line 84 of file qpbsvmlib.cpp.
void CQPBSVMLib::set_solver | ( | E_QPB_SOLVER | solver | ) |
get col
col | col to get |
Definition at line 73 of file qpbsvmlib.h.
INT CQPBSVMLib::qpbsvm_sca | ( | DREAL * | x, | |
DREAL * | Nabla, | |||
INT * | ptr_t, | |||
DREAL ** | ptr_History, | |||
INT | verb | |||
) | [protected] |
Usage: exitflag = qpbsvm_sca(UB, dim, tmax, tolabs, tolrel, tolKKT, x, Nabla, &t, &History, verb )
Definition at line 153 of file qpbsvmlib.cpp.
INT CQPBSVMLib::qpbsvm_scas | ( | DREAL * | x, | |
DREAL * | Nabla, | |||
INT * | ptr_t, | |||
DREAL ** | ptr_History, | |||
INT | verb | |||
) | [protected] |
Usage: exitflag = qpbsvm_scas(UB, dim, tmax, tolabs, tolrel, tolKKT, x, Nabla, &t, &History, verb )
Definition at line 294 of file qpbsvmlib.cpp.
INT CQPBSVMLib::qpbsvm_scamv | ( | DREAL * | x, | |
DREAL * | Nabla, | |||
INT * | ptr_t, | |||
DREAL ** | ptr_History, | |||
INT | verb | |||
) | [protected] |
Usage: exitflag = qpbsvm_scamv(UB, dim, tmax, tolabs, tolrel, tolKKT, x, Nabla, &t, &History, verb )
Definition at line 448 of file qpbsvmlib.cpp.
INT CQPBSVMLib::qpbsvm_prloqo | ( | DREAL * | x, | |
DREAL * | Nabla, | |||
INT * | ptr_t, | |||
DREAL ** | ptr_History, | |||
INT | verb | |||
) | [protected] |
Usage: exitflag = qpbsvm_prloqo(UB, dim, tmax, tolabs, tolrel, tolKKT, x, Nabla, &t, &History, verb )
Definition at line 535 of file qpbsvmlib.cpp.
INT CQPBSVMLib::qpbsvm_gauss_seidel | ( | DREAL * | x, | |
DREAL * | Nabla, | |||
INT * | ptr_t, | |||
DREAL ** | ptr_History, | |||
INT | verb | |||
) | [protected] |
Usage: exitflag = qpbsvm_gauss_seidel(UB, dim, tmax, tolabs, tolrel, tolKKT, x, Nabla, &t, &History, verb )
Definition at line 571 of file qpbsvmlib.cpp.
INT CQPBSVMLib::qpbsvm_gradient_descent | ( | DREAL * | x, | |
DREAL * | Nabla, | |||
INT * | ptr_t, | |||
DREAL ** | ptr_History, | |||
INT | verb | |||
) | [protected] |
Usage: exitflag = qpbsvm_gradient_descent(UB, dim, tmax, tolabs, tolrel, tolKKT, x, Nabla, &t, &History, verb )
Definition at line 603 of file qpbsvmlib.cpp.
DREAL* CQPBSVMLib::m_H [protected] |
matrix H
Definition at line 104 of file qpbsvmlib.h.
DREAL* CQPBSVMLib::m_diag_H [protected] |
diagonal of H
Definition at line 106 of file qpbsvmlib.h.
INT CQPBSVMLib::m_dim [protected] |
dim
Definition at line 108 of file qpbsvmlib.h.
DREAL* CQPBSVMLib::m_f [protected] |
vector f
Definition at line 111 of file qpbsvmlib.h.
DREAL CQPBSVMLib::m_UB [protected] |
UB
Definition at line 114 of file qpbsvmlib.h.
INT CQPBSVMLib::m_tmax [protected] |
tmax
Definition at line 117 of file qpbsvmlib.h.
DREAL CQPBSVMLib::m_tolabs [protected] |
tolabs
Definition at line 119 of file qpbsvmlib.h.
DREAL CQPBSVMLib::m_tolrel [protected] |
tolrel
Definition at line 121 of file qpbsvmlib.h.
DREAL CQPBSVMLib::m_tolKKT [protected] |
tolKKT
Definition at line 123 of file qpbsvmlib.h.
E_QPB_SOLVER CQPBSVMLib::m_solver [protected] |
solver
Definition at line 125 of file qpbsvmlib.h.
CParallel CSGObject::parallel [static, inherited] |
Definition at line 105 of file SGObject.h.
CIO CSGObject::io [static, inherited] |
Definition at line 106 of file SGObject.h.
CVersion CSGObject::version [static, inherited] |
Definition at line 107 of file SGObject.h.