Template Struct Info4EM

Template Parameter Order

  1. class Vec

Struct Documentation

template<class Vec>
struct Info4EM

&#8212; (Generalized) bisection method for solving convex minimization problem P:

minimize     fct_0(x)
subject to   fct_j(x) <= 0
  where fct_0(x) and fct_j(x)'s are convex

Input: E(x) initial enclosing region max_it maximum number of iterations tol error tolerance P Representation of convex minimization problem

Requirement of P: void P.assess(x) assessment of x bool P.is_feasible() return true if x is feasible double P.f_value() returns fct_j(x) if x is infeasible for some j fct::Vec P.subgradient() returns subgradient of fct_0 if x is feasible subgradient of fct_j if x is infeasible for some j Requirement of E:

output x optimal solution status FOUND = solution found to tolerance EXCEEDMAXITER = no convergence given max_it NOTFOUND = no feasible sol’n

Public Members

bool _is_feasible
Vec _g

if x is feasible

double _f

subgradient at x

Vec _x

function value at x