本文整理汇总了C++中DiagonalMatrix::inplacePseudoInverse方法的典型用法代码示例。如果您正苦于以下问题：C++ DiagonalMatrix::inplacePseudoInverse方法的具体用法？C++ DiagonalMatrix::inplacePseudoInverse怎么用？C++ DiagonalMatrix::inplacePseudoInverse使用的例子？那么, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在类DiagonalMatrix的用法示例。
在下文中一共展示了DiagonalMatrix::inplacePseudoInverse方法的1个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于系统推荐出更棒的C++代码示例。
示例1: Solve
LP_InteriorPointSolver::Result LP_InteriorPointSolver::Solve()
{
if (verbose>=1) cout << "Solving LP_InteriorPoint:" << endl;
if (x0.n == 0) {
if (! FindFeasiblePoint()) {
if(verbose>=1) cout << "Couldn't find an initial feasible point in LP_InteriorPointSolver::solve()" << endl;
return Infeasible;
}
}
if (verbose>=2) { cout << "x0 = "<<VectorPrinter(x0)<<endl; }
// Make sure starting xopt is always set to x0 when we begin to solve.
xopt = x0;
// Already checked that the initial point is feasible.
//
// Algorithm parameters
//
// t - indicates how far the search is along the "central path"; basically,
// it just trades off how much we weight the goal vs. the inequality barriers.
double t=0.01;
// mu - multiple by which we increase t at each outer iteration.
double mu=15;
// alpha - ? - in backtracking line search, I think this indicates a goal decrement or something.
// beta - in backtracking line search, how much we back off at each iteration
double alpha=0.2;
double beta=0.5;
//
// Outer Loop
//
DiagonalMatrix d;
Matrix Hsub,H;
Vector g;
Vector dx;
Vector xcur;
//cout<<"A is "<<endl<<MatrixPrinter(A)<<endl;
//cout<<"b is "<<VectorPrinter(b)<<endl;
//getchar();
double gap=1.0;
int iter_outer=0;
while (gap>tol_outer) {
if(verbose >= 2) { cout << "Current xopt = "<<VectorPrinter(xopt)<<endl; }
++iter_outer;
if (iter_outer > kMaxIters_Outer) {
cout << "WARNING: LP_InteriorPoint outer loop did not converge within max iters" << endl;
return MaxItersReached;
}
// Update position along the central path
t *= mu;
if (verbose>=2) cout << " Outer iter " << iter_outer << ", t=" << t << endl;
//
// Inner Loop
//
double dec=1.0;
int iter_inner=0;
while ((fabs(dec)>tol_inner) && (iter_inner <= kMaxIters_Inner)) {
++iter_inner;
/*
if (iter_inner > kMaxIters_Inner) {
cout << "WARNING: LP_InteriorPoint inner loop did not converge within max iters" << endl;
return MaxItersReached;
}
*/
if (verbose>=3) cout << " Inner iter " << iter_inner << ", dec=" << dec << endl;
// (1) Compute the direction to descend
// - Newton direction is dx = -(Hessian^-1)*(gradient)
// - H = (Aineq'*(diag(d.^2))*Aineq)
// - g = (t*f) + (Aineq'*d)
//cout << "Size of Aineq is " << A.m << " x " << A.n << endl;
//d = (bineq-Aineq*xopt)^-1 component-wise
A.mul(xopt,d); d.inplaceNegative(); d += p;
d.inplacePseudoInverse();
//Hsub = diag(d)*Aineq
d.preMultiply(A,Hsub);
//H = Hsub'*Hsub
H.mulTransposeA(Hsub,Hsub);
//g = Aineq'*d+t*c
A.mulTranspose(d,g);
g.madd(c,t);
Matrix Htemp=H;
Vector gtemp=g;
// Solve the system to find Newton direction
// Try using a better numerically conditioned matrix
//.........这里部分代码省略.........