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/*
* Copyright (c) 2016 Frank Fischer <frank-fischer@shadow-soft.de>
*
* This program is free software: you can redistribute it and/or
* modify it under the terms of the GNU General Public License as
* published by the Free Software Foundation, either version 3 of the
* License, or (at your option) any later version.
*
* This program is distributed in the hope that it will be useful, but
* WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program. If not, see <http://www.gnu.org/licenses/>
*/
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// Copyright (c) 2016 Frank Fischer <frank-fischer@shadow-soft.de>
//
// This program is free software: you can redistribute it and/or
// modify it under the terms of the GNU General Public License as
// published by the Free Software Foundation, either version 3 of the
// License, or (at your option) any later version.
//
// This program is distributed in the hope that it will be useful, but
// WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
// General Public License for more details.
//
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>
//
use {Real, DVector, Minorant};
use std::error;
use std::result;
quick_error! {
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/// Result type for master problems.
pub type Result<T> = result::Result<T, Error>;
pub trait MasterProblem {
/// Unique index for a minorant.
type MinorantIndex : Copy + Eq;
/// Set the number of subproblems.
fn set_num_subproblems(&mut self, n : usize) -> Result<()>;
/// Set the lower and upper bounds of the variables.
fn set_vars(&mut self, nvars: usize, lb : Option<DVector>, ub: Option<DVector>);
/// Return the current number of minorants of subproblem `fidx`.
fn num_minorants(&self, fidx : usize) -> usize;
/// Return the current weight of the quadratic term.
fn weight(&self) -> Real;
/// Set the weight of the quadratic term, must be > 0.
fn set_weight(&mut self, weight: Real);
/// Set the maximal number of inner iterations.
fn set_max_updates(&mut self, max_updates: usize);
/// Return the current number of inner iterations.
fn cnt_updates(&self) -> usize;
/// Add some variables with bounds.
fn add_vars(&mut self, bounds: &[(Real,Real)], extend_subgradient: &mut FnMut(usize, Self::MinorantIndex, &[usize]) -> DVector);
/// Add a new minorant to the model.
///
/// The function returns a unique (among all minorants of all
/// subproblems) index of the minorant. This index must remain
/// valid until the minorant is aggregated.
fn add_minorant(&mut self, fidx: usize, minorant: Minorant) -> Result<Self::MinorantIndex>;
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/// Result type for master problems.
pub type Result<T> = result::Result<T, Error>;
pub trait MasterProblem {
/// Unique index for a minorant.
type MinorantIndex: Copy + Eq;
/// Set the number of subproblems.
fn set_num_subproblems(&mut self, n: usize) -> Result<()>;
/// Set the lower and upper bounds of the variables.
fn set_vars(&mut self, nvars: usize, lb: Option<DVector>, ub: Option<DVector>);
/// Return the current number of minorants of subproblem `fidx`.
fn num_minorants(&self, fidx: usize) -> usize;
/// Return the current weight of the quadratic term.
fn weight(&self) -> Real;
/// Set the weight of the quadratic term, must be > 0.
fn set_weight(&mut self, weight: Real);
/// Set the maximal number of inner iterations.
fn set_max_updates(&mut self, max_updates: usize);
/// Return the current number of inner iterations.
fn cnt_updates(&self) -> usize;
/// Add some variables with bounds.
fn add_vars(&mut self, bounds: &[(Real, Real)], extend_subgradient: &mut FnMut(usize, Self::MinorantIndex, &[usize]) -> DVector);
/// Add a new minorant to the model.
///
/// The function returns a unique (among all minorants of all
/// subproblems) index of the minorant. This index must remain
/// valid until the minorant is aggregated.
fn add_minorant(&mut self, fidx: usize, minorant: Minorant) -> Result<Self::MinorantIndex>;
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/// Return $\\|g^\*\\|_2\^2$.
///
/// $g\^*$ is the optimal aggregated subgradient.
fn get_dualoptnorm2(&self) -> Real;
/// Return the multiplier associated with a minorant.
fn multiplier(&self, min : Self::MinorantIndex) -> Real;
/// Move the center of the master problem to $\alpha \cdot d$.
fn move_center(&mut self, alpha: Real, d: &DVector);
}
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/// Return $\\|g^\*\\|_2\^2$.
///
/// $g\^*$ is the optimal aggregated subgradient.
fn get_dualoptnorm2(&self) -> Real;
/// Return the multiplier associated with a minorant.
fn multiplier(&self, min: Self::MinorantIndex) -> Real;
/// Move the center of the master problem to $\alpha \cdot d$.
fn move_center(&mut self, alpha: Real, d: &DVector);
}
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