OPTPP::FDNLF1 Class Reference

#include <NLF.h>

Inheritance diagram for OPTPP::FDNLF1:

OPTPP::NLP1 OPTPP::NLP0 OPTPP::NLPBase OPTPP::FDNLF1APP List of all members.

Public Member Functions

 FDNLF1 ()
 FDNLF1 (int ndim)
 FDNLF1 (int ndim, USERFCN0 f, INITFCN i, CompoundConstraint *constraint=0)
 FDNLF1 (int ndim, USERFCN0 f, INITFCN i, INITCONFCN c)
 FDNLF1 (int ndim, int nlncons, USERNLNCON0 f, INITFCN i)
 FDNLF1 (int ndim, USERFCN0V f, INITFCN i, CompoundConstraint *constraint=0, void *v=0)
 Alternate function pointers with user-supplied void function pointer.
 FDNLF1 (int ndim, USERFCN0V f, INITFCN i, void *v)
 FDNLF1 (int ndim, USERFCN0V f, INITFCN i, INITCONFCN c, void *v)
virtual ~FDNLF1 ()
virtual void reset ()
 Reset parameter values.
virtual void initFcn ()
 Initialize function.
virtual void eval ()
 Evaluate the objective function, gradient, and Hessian.
virtual real evalF ()
 Evaluate the objective function.
virtual real evalF (const NEWMAT::ColumnVector &x)
 Evaluate the objective function at.
virtual NEWMAT::ColumnVector evalG ()
 Evaluate the gradient of the objective function.
virtual NEWMAT::ColumnVector evalG (const NEWMAT::ColumnVector &x)
 Evaluate the gradient of the objective function at x.
virtual NEWMAT::SymmetricMatrix evalH ()
 Evaluate the Hessian of the objective function.
NEWMAT::SymmetricMatrix FDHessian (NEWMAT::ColumnVector &x)
 Hessian of the objective function.
virtual void printState (char *)
 x, gradient, and function value to the screen
virtual void fPrintState (ostream *, char *)
 x, gradient, and function value to a file
virtual real evalLagrangian (const NEWMAT::ColumnVector &x, NEWMAT::ColumnVector &mult, const NEWMAT::ColumnVector &type)
 Evaluate the Lagrangian at x.
virtual NEWMAT::ColumnVector evalLagrangianGradient (const NEWMAT::ColumnVector &x, const NEWMAT::ColumnVector &mult, const NEWMAT::ColumnVector &type)
 Evaluate the gradient of the Lagrangian at x.
virtual NEWMAT::ColumnVector evalCF (const NEWMAT::ColumnVector &x)
 Evaluate the nonlinear constraints at x.
virtual NEWMAT::Matrix evalCG (const NEWMAT::ColumnVector &x)
 Evaluate the gradient of the nonlinear constraints at x.

Static Protected Member Functions

static void f_helper (int n, const NEWMAT::ColumnVector &xc, real &f, int &result, void *v)

Protected Attributes

USERFCN0 fcn
 User-defined objective function.
USERFCN0V fcn_v
 User-defined objective function w/ void ptr.
USERNLNCON0 confcn
 User-defined nonlinear constraints.
INITFCN init_fcn
 Initializes the objective function.
INITCONFCN init_confcn
 Initializes the constraints.
bool init_flag
 Has the function been initialized?
void * vptr
 Void pointer.

Private Member Functions

virtual NEWMAT::SymmetricMatrix evalH (NEWMAT::ColumnVector &x)
 Evaluate hessian at x.
virtual NEWMAT::SymmetricMatrix evalCH (NEWMAT::ColumnVector &x)
 Evaluate constraint hessian at x.
virtual OptppArray< NEWMAT::SymmetricMatrix > evalCH (NEWMAT::ColumnVector &x, int darg)
 Evaluate constraint hessian at x.
virtual void evalC (const NEWMAT::ColumnVector &x)

Detailed Description

FDNLF1 is a derived class of NLP1. The FDNLF1 class implements function, gradient, and Hessian evaluators.

Author:
J. C. Meza, Sandia National Laboratories, meza@ca.sandia.gov
Note:
Modified by P.J. Williams, Sandia National Laboratories, pwillia@sandia.gov
Date:
Last modified 03/2007


Constructor & Destructor Documentation

OPTPP::FDNLF1::FDNLF1 (  )  [inline]

OPTPP::FDNLF1::FDNLF1 ( int  ndim  )  [inline]

OPTPP::FDNLF1::FDNLF1 ( int  ndim,
USERFCN0  f,
INITFCN  i,
CompoundConstraint constraint = 0 
) [inline]

OPTPP::FDNLF1::FDNLF1 ( int  ndim,
USERFCN0  f,
INITFCN  i,
INITCONFCN  c 
) [inline]

OPTPP::FDNLF1::FDNLF1 ( int  ndim,
int  nlncons,
USERNLNCON0  f,
INITFCN  i 
) [inline]

OPTPP::FDNLF1::FDNLF1 ( int  ndim,
USERFCN0V  f,
INITFCN  i,
CompoundConstraint constraint = 0,
void *  v = 0 
) [inline]

Alternate function pointers with user-supplied void function pointer.

OPTPP::FDNLF1::FDNLF1 ( int  ndim,
USERFCN0V  f,
INITFCN  i,
void *  v 
) [inline]

OPTPP::FDNLF1::FDNLF1 ( int  ndim,
USERFCN0V  f,
INITFCN  i,
INITCONFCN  c,
void *  v 
) [inline]

virtual OPTPP::FDNLF1::~FDNLF1 (  )  [inline, virtual]


Member Function Documentation

void OPTPP::FDNLF1::eval (  )  [virtual]

Evaluate the objective function, gradient, and Hessian.

Implements OPTPP::NLP1.

Reimplemented in OPTPP::FDNLF1APP.

virtual void OPTPP::FDNLF1::evalC ( const NEWMAT::ColumnVector &  x  )  [private, virtual]

Implements OPTPP::NLP1.

Reimplemented in OPTPP::FDNLF1APP.

virtual NEWMAT::ColumnVector OPTPP::FDNLF1::evalCF ( const NEWMAT::ColumnVector &  x  )  [virtual]

Evaluate the nonlinear constraints at x.

Implements OPTPP::NLP1.

Reimplemented in OPTPP::FDNLF1APP.

virtual NEWMAT::Matrix OPTPP::FDNLF1::evalCG ( const NEWMAT::ColumnVector &  x  )  [virtual]

Evaluate the gradient of the nonlinear constraints at x.

Implements OPTPP::NLP1.

Reimplemented in OPTPP::FDNLF1APP.

virtual OptppArray<NEWMAT::SymmetricMatrix> OPTPP::FDNLF1::evalCH ( NEWMAT::ColumnVector &  x,
int  darg 
) [private, virtual]

Evaluate constraint hessian at x.

Implements OPTPP::NLP1.

Reimplemented in OPTPP::FDNLF1APP.

virtual NEWMAT::SymmetricMatrix OPTPP::FDNLF1::evalCH ( NEWMAT::ColumnVector &  x  )  [private, virtual]

Evaluate constraint hessian at x.

Implements OPTPP::NLP1.

Reimplemented in OPTPP::FDNLF1APP.

virtual real OPTPP::FDNLF1::evalF ( const NEWMAT::ColumnVector &  x  )  [virtual]

Evaluate the objective function at.

Implements OPTPP::NLP1.

Reimplemented in OPTPP::FDNLF1APP.

double OPTPP::FDNLF1::evalF (  )  [virtual]

Evaluate the objective function.

Implements OPTPP::NLP1.

Reimplemented in OPTPP::FDNLF1APP.

virtual NEWMAT::ColumnVector OPTPP::FDNLF1::evalG ( const NEWMAT::ColumnVector &  x  )  [virtual]

Evaluate the gradient of the objective function at x.

Implements OPTPP::NLP1.

Reimplemented in OPTPP::FDNLF1APP.

ColumnVector OPTPP::FDNLF1::evalG (  )  [virtual]

Evaluate the gradient of the objective function.

Implements OPTPP::NLP1.

Reimplemented in OPTPP::FDNLF1APP.

virtual NEWMAT::SymmetricMatrix OPTPP::FDNLF1::evalH ( NEWMAT::ColumnVector &  x  )  [private, virtual]

Evaluate hessian at x.

Implements OPTPP::NLP1.

Reimplemented in OPTPP::FDNLF1APP.

SymmetricMatrix OPTPP::FDNLF1::evalH (  )  [virtual]

Evaluate the Hessian of the objective function.

Implements OPTPP::NLP1.

Reimplemented in OPTPP::FDNLF1APP.

virtual real OPTPP::FDNLF1::evalLagrangian ( const NEWMAT::ColumnVector &  x,
NEWMAT::ColumnVector &  mult,
const NEWMAT::ColumnVector &  type 
) [virtual]

Evaluate the Lagrangian at x.

Implements OPTPP::NLP1.

Reimplemented in OPTPP::FDNLF1APP.

virtual NEWMAT::ColumnVector OPTPP::FDNLF1::evalLagrangianGradient ( const NEWMAT::ColumnVector &  x,
const NEWMAT::ColumnVector &  mult,
const NEWMAT::ColumnVector &  type 
) [virtual]

Evaluate the gradient of the Lagrangian at x.

Implements OPTPP::NLP1.

Reimplemented in OPTPP::FDNLF1APP.

static void OPTPP::FDNLF1::f_helper ( int  n,
const NEWMAT::ColumnVector &  xc,
real f,
int &  result,
void *  v 
) [inline, static, protected]

NEWMAT::SymmetricMatrix OPTPP::FDNLF1::FDHessian ( NEWMAT::ColumnVector &  x  )  [virtual]

Hessian of the objective function.

Reimplemented from OPTPP::NLP1.

Reimplemented in OPTPP::FDNLF1APP.

void OPTPP::FDNLF1::fPrintState ( ostream *  ,
char *   
) [virtual]

x, gradient, and function value to a file

Reimplemented from OPTPP::NLP1.

Reimplemented in OPTPP::FDNLF1APP.

void OPTPP::FDNLF1::initFcn (  )  [virtual]

Initialize function.

Implements OPTPP::NLP1.

Reimplemented in OPTPP::FDNLF1APP.

void OPTPP::FDNLF1::printState ( char *   )  [virtual]

x, gradient, and function value to the screen

Reimplemented from OPTPP::NLP1.

Reimplemented in OPTPP::FDNLF1APP.

void OPTPP::FDNLF1::reset (  )  [virtual]

Reset parameter values.

Implements OPTPP::NLP1.

Reimplemented in OPTPP::FDNLF1APP.


Member Data Documentation

USERNLNCON0 OPTPP::FDNLF1::confcn [protected]

User-defined nonlinear constraints.

Reimplemented in OPTPP::FDNLF1APP.

USERFCN0 OPTPP::FDNLF1::fcn [protected]

User-defined objective function.

Reimplemented in OPTPP::FDNLF1APP.

USERFCN0V OPTPP::FDNLF1::fcn_v [protected]

User-defined objective function w/ void ptr.

INITCONFCN OPTPP::FDNLF1::init_confcn [protected]

Initializes the constraints.

Reimplemented in OPTPP::FDNLF1APP.

INITFCN OPTPP::FDNLF1::init_fcn [protected]

Initializes the objective function.

Reimplemented in OPTPP::FDNLF1APP.

bool OPTPP::FDNLF1::init_flag [protected]

Has the function been initialized?

Reimplemented in OPTPP::FDNLF1APP.

void* OPTPP::FDNLF1::vptr [protected]

Void pointer.


The documentation for this class was generated from the following files:
Bug Reports    OPT++ Developers    Copyright Information    GNU Lesser General Public License
Documentation, generated by , last revised August 30, 2006.