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HuberResiduals Class Reference
[Huber]

#include <HuberResiduals.h>

Inheritance diagram for HuberResiduals:

List of all members.

Public Methods
	HuberResiduals (int nobservations_in, int npredictors_in)
virtual void	calcresids (Data *prob, Variables *vars)
virtual void	add_r3_xz_alpha (Variables *vars, double alpha)
virtual void	set_r3_xz_alpha (Variables *vars, double alpha)
virtual void	clear_r1r2 ()
virtual void	clear_r3 ()
virtual void	project_r3 (double rmin, double rmax)
Public Attributes
SimpleVectorHandle	Xtimest
SimpleVectorHandle	Yresid
SimpleVectorHandle	gam1
SimpleVectorHandle	gam2
SimpleVectorHandle	lamgam1
SimpleVectorHandle	lamgam2
int	nobservations
int	npredictors

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Detailed Description

Residuals class for Huber

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Constructor & Destructor Documentation

HuberResiduals::HuberResiduals (  int    nobservations_in, int    npredictors_in )

construct residuals object with specified dimensions

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Member Function Documentation

virtual void HuberResiduals::add_r3_xz_alpha (  Variables *    vars, double    alpha )  [virtual]

Modify the "complementarity" component of the residuals, by adding the pairwise products of the complementary variables plus a constant alpha to this term. Implements Residuals.

virtual void HuberResiduals::calcresids (  Data *    prob, Variables *    vars )  [virtual]

calculate residuals, their norms, and duality/complementarity gap, given a problem and variable set. Implements Residuals.

virtual void HuberResiduals::clear_r1r2 (    )  [virtual]

set the noncomplementarity components of the residual (the terms arising from the linear equalities in the KKT conditions) to 0. Reimplemented from Residuals.

virtual void HuberResiduals::clear_r3 (    )  [virtual]

set the complementarity component of the residuals to 0. Implements Residuals.

virtual void HuberResiduals::project_r3 (  double    rmin, double    rmax )  [virtual]

perform the projection operation required by Gondzio algorithm: replace each component r3_i of the complementarity component of the residuals by r3p_i - r3_i, where r3p_i is the projection of r3_i onto the box [rmin, rmax]. Then if the resulting value is less than -rmax, replace it by -rmax. See also: SimpleVector::gondzioProjection Implements Residuals.

virtual void HuberResiduals::set_r3_xz_alpha (  Variables *    vars, double    alpha )  [virtual]

Set the "complementarity" component of the residuals to the pairwise products of the complementary variables plus a constant alpha Implements Residuals.

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Member Data Documentation

SimpleVectorHandle HuberResiduals::gam1

storage for various residual components

SimpleVectorHandle HuberResiduals::gam2

storage for various residual components

SimpleVectorHandle HuberResiduals::lamgam1

storage for various residual components

SimpleVectorHandle HuberResiduals::lamgam2

storage for various residual components

int HuberResiduals::nobservations

number of observations

int HuberResiduals::npredictors

number of predictors

SimpleVectorHandle HuberResiduals::Xtimest

storage for various residual components

SimpleVectorHandle HuberResiduals::Yresid

storage for various residual components

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

• HuberResiduals.h

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