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SvmResiduals Class Reference
[Svm]

#include <SvmResiduals.h>

Inheritance diagram for SvmResiduals:

List of all members.

Public Methods
	SvmResiduals (int hyperplanedim_in, int nobservations_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)
virtual void	asMfile (ostream &os)
Public Attributes
SimpleVectorHandle	wRes
SimpleVectorHandle	sRes
SimpleVectorHandle	zRes
SimpleVectorHandle	rSV
SimpleVectorHandle	rUZ
int	hyperplanedim
int	nobservations

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Detailed Description

Residuals class for Svm.

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Constructor & Destructor Documentation

SvmResiduals::SvmResiduals (  int    hyperplanedim_in, int    nobservations_in )

construct Svm object with specified dimensions

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Member Function Documentation

virtual void SvmResiduals::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 SvmResiduals::asMfile (  ostream &    os )  [virtual]

print residuals to a specified output stream

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

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

virtual void SvmResiduals::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 SvmResiduals::clear_r3 (    )  [virtual]

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

virtual void SvmResiduals::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 SvmResiduals::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

int SvmResiduals::hyperplanedim

dimension of Euclidean space in which each observation resides

int SvmResiduals::nobservations

number of observations

SimpleVectorHandle SvmResiduals::rSV

storage for the various residual components

SimpleVectorHandle SvmResiduals::rUZ

storage for the various residual components

SimpleVectorHandle SvmResiduals::sRes

storage for the various residual components

SimpleVectorHandle SvmResiduals::wRes

storage for the various residual components

SimpleVectorHandle SvmResiduals::zRes

storage for the various residual components

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

• SvmResiduals.h

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