Public Member Functions | |
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) |
~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) |
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 |
Definition at line 40 of file qpbsvmlib.h.
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 85 of file qpbsvmlib.cpp.
float64_t* CQPBSVMLib::get_col | ( | int32_t | col | ) | [protected] |
get col
col | col to get |
Definition at line 74 of file qpbsvmlib.h.
int32_t CQPBSVMLib::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 572 of file qpbsvmlib.cpp.
int32_t CQPBSVMLib::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 604 of file qpbsvmlib.cpp.
int32_t CQPBSVMLib::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 536 of file qpbsvmlib.cpp.
int32_t CQPBSVMLib::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 154 of file qpbsvmlib.cpp.
int32_t CQPBSVMLib::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 449 of file qpbsvmlib.cpp.
int32_t CQPBSVMLib::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 295 of file qpbsvmlib.cpp.
void CQPBSVMLib::set_solver | ( | E_QPB_SOLVER | solver | ) |
int32_t CQPBSVMLib::solve_qp | ( | float64_t * | result, | |
int32_t | len | |||
) |
float64_t* CQPBSVMLib::m_diag_H [protected] |
diagonal of H
Definition at line 121 of file qpbsvmlib.h.
int32_t CQPBSVMLib::m_dim [protected] |
dim
Definition at line 123 of file qpbsvmlib.h.
float64_t* CQPBSVMLib::m_f [protected] |
vector f
Definition at line 126 of file qpbsvmlib.h.
float64_t* CQPBSVMLib::m_H [protected] |
matrix H
Definition at line 119 of file qpbsvmlib.h.
E_QPB_SOLVER CQPBSVMLib::m_solver [protected] |
solver
Definition at line 140 of file qpbsvmlib.h.
int32_t CQPBSVMLib::m_tmax [protected] |
tmax
Definition at line 132 of file qpbsvmlib.h.
float64_t CQPBSVMLib::m_tolabs [protected] |
tolabs
Definition at line 134 of file qpbsvmlib.h.
float64_t CQPBSVMLib::m_tolKKT [protected] |
tolKKT
Definition at line 138 of file qpbsvmlib.h.
float64_t CQPBSVMLib::m_tolrel [protected] |
tolrel
Definition at line 136 of file qpbsvmlib.h.
float64_t CQPBSVMLib::m_UB [protected] |
UB
Definition at line 129 of file qpbsvmlib.h.