A base helper function object to update lagrangian multipliers using subgradient descent. All other schemes can be derived from this class. More...

Inheritance diagram for limbo::solvers::LagMultiplierUpdater< T >:

Public Member Functions
	LagMultiplierUpdater ()
	constructor

virtual	~LagMultiplierUpdater ()
	destructor

virtual value_type	operator() (unsigned int iter, value_type multiplier, value_type slackness)=0
	API to update lagrangian multiplier. More...

virtual void	operator() (unsigned int iter, unsigned int n, value_type const vSlackness, value_type const vLagMultiplier, value_type *vNewLagMultiplier)=0
	API to update lagrangian multiplier using subgradient descent. More...

Detailed Description

A base helper function object to update lagrangian multipliers using subgradient descent. All other schemes can be derived from this class.

Template Parameters

T	coefficient value type

Definition at line 23 of file MultiKnapsackLagRelax.h.

Member Function Documentation

template<typename T >

virtual value_type limbo::solvers::LagMultiplierUpdater< T >::operator()	(	unsigned int	iter,
		value_type	multiplier,
		value_type	slackness
	)

pure virtual

API to update lagrangian multiplier.

Parameters

iter	current iteration
multiplier	current multiplier value
slackness	current slackness value assuming the constraint is in \( Ax \le b \) and compute \( b-Ax \)

template<typename T >

virtual void limbo::solvers::LagMultiplierUpdater< T >::operator()	(	unsigned int	iter,
		unsigned int	n,
		value_type const *	vSlackness,
		value_type const *	vLagMultiplier,
		value_type *	vNewLagMultiplier
	)

pure virtual

API to update lagrangian multiplier using subgradient descent.

Parameters

iter	current iteration
n	dimension
vSlackness	array of slackness
vLagMultiplier	array of lagrangian multipliers which will be updated
vNewLagMultiplier	array of new lagrangian multipliers

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