heuristics for randomized cutting plane method for LP #30
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
…std::vector. Made required code updates in polytopes.h, rounding.h,ballintersectconvex.h and updated CMakeLists.txt to include the directory with Eigen.
…plane method, in file "cutting_plane.h". I also added the new test "opt_cutting_plane.cpp"
…n interior_point.h, created lp_generator.h and generate_lp.cpp to create tests. In eigen unsupported changed Macros.h so instead of assert it throws exceptions.
Most of the code is refactored. Remove from external libraries unwanted dependencies and make necessary changes so that efficiency is maximized and avoid duplicate operations. In particular: - minimal inclusion for Eigen Unsupported: keep only what is required for square root of matrix - /include/generators/lp_generator.h creates lp tests - /include/optimization/lp_problem.h is the class that handles linear problems - /include/optimization/cutting_plane.h holds the two randomized cutting plane algorithms (with and without implicit isotropization) - /include/samplers/samplers.h deleted some functions - /test/opt_cutting_plane.cpp make appropriate changes when calling new functions
- /include/convex_bodies/polytopes.h add a new function that does ray shooting and also returns the facets the ray hits - /include/optimization/cutting_plane.h implemented the following heuristics: at each phase sample 1 point and cut the polytope, as an escape step try to move to the center of the Chebyshev ball or use the billiard walk
vissarion
requested review from
TolisChal and
vissarion
and removed request for
TolisChal
vissarion
changed the title
vissarion
force-pushed
the
develop
branch
11 times, most recently
from
e4ac563 to
ca784f5
Compare
|
A more efficient algorithm is implemented here #42 making this PR redundant. |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Heuristics and different implementation of the randomized cutting plane method for linear programming, from "F. Dabbene, P. S. Shcherbakov, and B. T. Polyak. 2010. A Randomized Cutting Plane Method with Probabilistic Geometric Convergence. SIAM J. on Optimization 20, 6 (October 2010), 3185-3207. DOI=http://dx.doi.org/10.1137/080742506".
You can find test results and further information here.