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CQPBSVMLib Class Reference

Detailed Description

class QPBSVMLib

Definition at line 45 of file QPBSVMLib.h.

Inheritance diagram for CQPBSVMLib:
Inheritance graph
[legend]

Public Member Functions

 CQPBSVMLib ()
 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 ()
- Public Member Functions inherited from CSGObject
 CSGObject ()
 CSGObject (const CSGObject &orig)
virtual ~CSGObject ()
virtual bool is_generic (EPrimitiveType *generic) const
template<class T >
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 ()
SGVector< char * > get_modelsel_names ()
char * get_modsel_param_descr (const char *param_name)
index_t get_modsel_param_index (const char *param_name)

Protected Member Functions

float64_tget_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 Member Functions inherited from CSGObject
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

float64_tm_H
float64_tm_diag_H
int32_t m_dim
float64_tm_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

Additional Inherited Members

- Public Attributes inherited from CSGObject
SGIOio
Parallelparallel
Versionversion
Parameterm_parameters
Parameterm_model_selection_parameters

Constructor & Destructor Documentation

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

Parameters
Hsymmetric matrix of size n x n
nsize of H's matrix
fis vector of size m
msize of vector f
UBUB

Definition at line 84 of file QPBSVMLib.cpp.

~CQPBSVMLib ( )
virtual

Definition at line 102 of file QPBSVMLib.cpp.

Member Function Documentation

float64_t* get_col ( int32_t  col)
protected

get col

Parameters
colcol to get
Returns
col indexed by col

Definition at line 82 of file QPBSVMLib.h.

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

Implements CSGObject.

Definition at line 126 of file QPBSVMLib.h.

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)

set solver

Parameters
solvernew solver

Definition at line 69 of file QPBSVMLib.h.

int32_t solve_qp ( float64_t result,
int32_t  len 
)

result has to be allocated & zeroed

Definition at line 107 of file QPBSVMLib.cpp.

Member Data Documentation

float64_t* m_diag_H
protected

diagonal of H

Definition at line 132 of file QPBSVMLib.h.

int32_t m_dim
protected

dim

Definition at line 134 of file QPBSVMLib.h.

float64_t* m_f
protected

vector f

Definition at line 137 of file QPBSVMLib.h.

float64_t* m_H
protected

matrix H

Definition at line 130 of file QPBSVMLib.h.

E_QPB_SOLVER m_solver
protected

solver

Definition at line 151 of file QPBSVMLib.h.

int32_t m_tmax
protected

tmax

Definition at line 143 of file QPBSVMLib.h.

float64_t m_tolabs
protected

tolabs

Definition at line 145 of file QPBSVMLib.h.

float64_t m_tolKKT
protected

tolKKT

Definition at line 149 of file QPBSVMLib.h.

float64_t m_tolrel
protected

tolrel

Definition at line 147 of file QPBSVMLib.h.

float64_t m_UB
protected

UB

Definition at line 140 of file QPBSVMLib.h.


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

SHOGUN Machine Learning Toolbox - Documentation