Detailed Description

Class CCplex to encapsulate access to the commercial cplex general purpose optimizer.

This class takes care of obtaining and releasing cplex licenses and sets up a number of optimization problems that are used in shogun, like for Multiple Kernel Learning, Linear Programming Machines and Linear Programming Boosting.

Definition at line 42 of file Cplex.h.

Inheritance diagram for CCplex:

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Public Member Functions
	CCplex ()

virtual	~CCplex ()

bool	init (E_PROB_TYPE t, int32_t timeout=60)
	init cplex with problem type t and retry timeout 60 seconds More...

bool	cleanup ()

bool	setup_subgradientlpm_QP (float64_t C, CLabels labels, CSparseFeatures< float64_t > features, int32_t idx_bound, int32_t num_bound, int32_t w_zero, int32_t num_zero, float64_t *vee, int32_t num_dim, bool use_bias)

bool	setup_lpboost (float64_t C, int32_t num_cols)

bool	add_lpboost_constraint (float64_t factor, SGSparseVectorEntry< float64_t > h, int32_t len, int32_t ulen, CLabels label)

bool	setup_lpm (float64_t C, CSparseFeatures< float64_t > x, CLabels y, bool use_bias)

bool	setup_lp (float64_t objective, float64_t constraints_mat, int32_t rows, int32_t cols, float64_t rhs, float64_t lb, float64_t *ub)

bool	setup_qp (float64_t *H, int32_t dim)

bool	optimize (float64_t sol, float64_t lambda=NULL)

bool	dense_to_cplex_sparse (float64_t H, int32_t rows, int32_t cols, int &qmatbeg, int &qmatcnt, int &qmatind, double *&qmatval)

bool	set_time_limit (float64_t seconds)

bool	write_problem (char *filename)

bool	write_Q (char *filename)

virtual const char *	get_name () const

Public Member Functions inherited from CSGObject
	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)

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

Protected Attributes
CPXENVptr	env

CPXLPptr	lp

bool	lp_initialized

E_PROB_TYPE	problem_type

Additional Inherited Members
Public Attributes inherited from CSGObject
SGIO *	io

Parallel *	parallel

Version *	version

Parameter *	m_parameters

Parameter *	m_model_selection_parameters

Protected Member Functions inherited from CSGObject
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)

Constructor & Destructor Documentation

CCplex ( )

Definition at line 23 of file Cplex.cpp.

~CCplex ( )

virtual

Definition at line 28 of file Cplex.cpp.

Member Function Documentation

bool add_lpboost_constraint	(	float64_t	factor,
		SGSparseVectorEntry< float64_t > *	h,
		int32_t	len,
		int32_t	ulen,
		CLabels *	label
	)

Definition at line 292 of file Cplex.cpp.

bool cleanup ( )

Definition at line 469 of file Cplex.cpp.

bool dense_to_cplex_sparse	(	float64_t *	H,
		int32_t	rows,
		int32_t	cols,
		int *&	qmatbeg,
		int *&	qmatcnt,
		int *&	qmatind,
		double *&	qmatval
	)

Definition at line 503 of file Cplex.cpp.

virtual const char* get_name ( ) const

virtual

Returns: object name

Implements CSGObject.

Definition at line 145 of file Cplex.h.

bool init	(	E_PROB_TYPE	t,
		int32_t	timeout = `60`
	)

init cplex with problem type t and retry timeout 60 seconds

Definition at line 33 of file Cplex.cpp.

bool optimize	(	float64_t *	sol,
		float64_t *	lambda = `NULL`
	)

Definition at line 601 of file Cplex.cpp.

bool set_time_limit ( float64_t seconds )

Definition at line 126 of file Cplex.h.

bool setup_lp	(	float64_t *	objective,
		float64_t *	constraints_mat,
		int32_t	rows,
		int32_t	cols,
		float64_t *	rhs,
		float64_t *	lb,
		float64_t *	ub
	)

Definition at line 531 of file Cplex.cpp.

bool setup_lpboost	(	float64_t	C,
		int32_t	num_cols
	)

Definition at line 261 of file Cplex.cpp.

bool setup_lpm	(	float64_t	C,
		CSparseFeatures< float64_t > *	x,
		CLabels *	y,
		bool	use_bias
	)

Definition at line 322 of file Cplex.cpp.

bool setup_qp	(	float64_t *	H,
		int32_t	dim
	)

Definition at line 581 of file Cplex.cpp.

bool setup_subgradientlpm_QP	(	float64_t	C,
		CLabels *	labels,
		CSparseFeatures< float64_t > *	features,
		int32_t *	idx_bound,
		int32_t	num_bound,
		int32_t *	w_zero,
		int32_t	num_zero,
		float64_t *	vee,
		int32_t	num_dim,
		bool	use_bias
	)

Definition at line 87 of file Cplex.cpp.

bool write_problem ( char * filename )

Definition at line 130 of file Cplex.h.

bool write_Q ( char * filename )

Definition at line 135 of file Cplex.h.

Member Data Documentation

CPXENVptr env

protected

Definition at line 148 of file Cplex.h.

CPXLPptr lp

protected

Definition at line 149 of file Cplex.h.

bool lp_initialized

protected

Definition at line 150 of file Cplex.h.

E_PROB_TYPE problem_type

protected

Definition at line 152 of file Cplex.h.

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

Detailed Description

Public Member Functions

Protected Attributes

Additional Inherited Members

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation