SHOGUN
v1.1.0
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class QPBSVMLib
Definition at line 45 of file QPBSVMLib.h.
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 () |
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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) |
SGIO * | get_global_io () |
void | set_global_parallel (Parallel *parallel) |
Parallel * | get_global_parallel () |
void | set_global_version (Version *version) |
Version * | get_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_t * | get_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 |
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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_t * | m_H |
float64_t * | m_diag_H |
int32_t | m_dim |
float64_t * | m_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 | |
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SGIO * | io |
Parallel * | parallel |
Version * | version |
Parameter * | m_parameters |
Parameter * | m_model_selection_parameters |
CQPBSVMLib | ( | ) |
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 |
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) |
constructor
H | symmetric matrix of size n x n |
n | size of H's matrix |
f | is vector of size m |
m | size of vector f |
UB | UB |
Definition at line 84 of file QPBSVMLib.cpp.
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Definition at line 102 of file QPBSVMLib.cpp.
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get col
col | col to get |
Definition at line 82 of file QPBSVMLib.h.
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Usage: exitflag = qpbsvm_cplex(UB, dim, tmax,
tolabs, tolrel, tolKKT, x, Nabla, &t, &History, verb )
Definition at line 657 of file QPBSVMLib.cpp.
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Usage: exitflag = qpbsvm_gauss_seidel(UB, dim, tmax,
tolabs, tolrel, tolKKT, x, Nabla, &t, &History, verb )
Definition at line 589 of file QPBSVMLib.cpp.
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Usage: exitflag = qpbsvm_gradient_descent(UB, dim, tmax,
tolabs, tolrel, tolKKT, x, Nabla, &t, &History, verb )
Definition at line 620 of file QPBSVMLib.cpp.
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Usage: exitflag = qpbsvm_prloqo(UB, dim, tmax,
tolabs, tolrel, tolKKT, x, Nabla, &t, &History, verb )
Definition at line 553 of file QPBSVMLib.cpp.
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Usage: exitflag = qpbsvm_sca(UB, dim, tmax,
tolabs, tolrel, tolKKT, x, Nabla, &t, &History, verb )
Definition at line 171 of file QPBSVMLib.cpp.
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Usage: exitflag = qpbsvm_scamv(UB, dim, tmax,
tolabs, tolrel, tolKKT, x, Nabla, &t, &History, verb )
Definition at line 466 of file QPBSVMLib.cpp.
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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 | ) |
int32_t solve_qp | ( | float64_t * | result, |
int32_t | len | ||
) |
result has to be allocated & zeroed
Definition at line 107 of file QPBSVMLib.cpp.
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diagonal of H
Definition at line 132 of file QPBSVMLib.h.
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dim
Definition at line 134 of file QPBSVMLib.h.
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vector f
Definition at line 137 of file QPBSVMLib.h.
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matrix H
Definition at line 130 of file QPBSVMLib.h.
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solver
Definition at line 151 of file QPBSVMLib.h.
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tmax
Definition at line 143 of file QPBSVMLib.h.
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tolabs
Definition at line 145 of file QPBSVMLib.h.
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tolKKT
Definition at line 149 of file QPBSVMLib.h.
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tolrel
Definition at line 147 of file QPBSVMLib.h.
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UB
Definition at line 140 of file QPBSVMLib.h.