OPTPP::NLF1 Class Reference

#include <NLF.h>

Inheritance diagram for OPTPP::NLF1:

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

Public Member Functions

 NLF1 ()
 NLF1 (int ndim)
 NLF1 (int ndim, USERFCN1 f, INITFCN i, CompoundConstraint *constraint=0)
 NLF1 (int ndim, USERFCN1 f, INITFCN i, INITCONFCN c)
 NLF1 (int ndim, int nlncons, USERNLNCON1 f, INITFCN i)
 NLF1 (int ndim, USERFCN1V f, INITFCN i, CompoundConstraint *constraint=0, void *v=0)
 Alternate function pointers with user-supplied void function pointer.
 NLF1 (int ndim, USERFCN1V f, INITFCN i, void *v)
 NLF1 (int ndim, USERFCN1V f, INITFCN i, INITCONFCN c, void *v)
virtual ~NLF1 ()
virtual void reset ()
 Reset parameter values.
virtual void initFcn ()
 Initialize selected function.
virtual void eval ()
 Evaluate objective function, gradient, and Hessian.
virtual real evalF ()
 Evaluate the objective function.
virtual real evalF (const NEWMAT::ColumnVector &x)
 Evaluate the objective function at x.
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.
virtual NEWMAT::SymmetricMatrix evalH (NEWMAT::ColumnVector &x)
 Evaluate the Hessian of the objective function at x.
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.
virtual NEWMAT::SymmetricMatrix evalCH (NEWMAT::ColumnVector &x)
 Evaluate the Hessian of the nonlinear constraints at x.
virtual OptppArray< NEWMAT::SymmetricMatrix > evalCH (NEWMAT::ColumnVector &x, int darg)
 Evaluate the constraint Hessian at x.
virtual void evalC (const NEWMAT::ColumnVector &x)

Static Protected Member Functions

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

Protected Attributes

USERFCN1 fcn
 User-defined objective function.
USERFCN1V fcn_v
 User-defined objective function w/ void ptr.
USERNLNCON1 confcn
 User-defined constraints.
INITFCN init_fcn
 Initializes the objective function.
INITCONFCN init_confcn
 Initializes of the constraints.
bool init_flag
 Has the function been initialized?
void * vptr
 Void pointer.

Detailed Description

NLF1 is a derived class of NLP1, a nonlinear problem with analytic first derivatives. The NLF1 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
Examples:

tstcg.C, and tstLBFGS.C.


Constructor & Destructor Documentation

OPTPP::NLF1::NLF1 (  )  [inline]

OPTPP::NLF1::NLF1 ( int  ndim  )  [inline]

OPTPP::NLF1::NLF1 ( int  ndim,
USERFCN1  f,
INITFCN  i,
CompoundConstraint constraint = 0 
) [inline]

OPTPP::NLF1::NLF1 ( int  ndim,
USERFCN1  f,
INITFCN  i,
INITCONFCN  c 
) [inline]

OPTPP::NLF1::NLF1 ( int  ndim,
int  nlncons,
USERNLNCON1  f,
INITFCN  i 
) [inline]

OPTPP::NLF1::NLF1 ( int  ndim,
USERFCN1V  f,
INITFCN  i,
CompoundConstraint constraint = 0,
void *  v = 0 
) [inline]

Alternate function pointers with user-supplied void function pointer.

OPTPP::NLF1::NLF1 ( int  ndim,
USERFCN1V  f,
INITFCN  i,
void *  v 
) [inline]

OPTPP::NLF1::NLF1 ( int  ndim,
USERFCN1V  f,
INITFCN  i,
INITCONFCN  c,
void *  v 
) [inline]

virtual OPTPP::NLF1::~NLF1 (  )  [inline, virtual]


Member Function Documentation

void OPTPP::NLF1::eval (  )  [virtual]

Evaluate objective function, gradient, and Hessian.

Implements OPTPP::NLP1.

virtual void OPTPP::NLF1::evalC ( const NEWMAT::ColumnVector &  x  )  [virtual]

Implements OPTPP::NLP1.

virtual NEWMAT::ColumnVector OPTPP::NLF1::evalCF ( const NEWMAT::ColumnVector &  x  )  [virtual]

Evaluate the nonlinear constraints at x.

Implements OPTPP::NLP1.

virtual NEWMAT::Matrix OPTPP::NLF1::evalCG ( const NEWMAT::ColumnVector &  x  )  [virtual]

Evaluate the gradient of the nonlinear constraints at x.

Implements OPTPP::NLP1.

virtual OptppArray<NEWMAT::SymmetricMatrix> OPTPP::NLF1::evalCH ( NEWMAT::ColumnVector &  x,
int  darg 
) [virtual]

Evaluate the constraint Hessian at x.

Implements OPTPP::NLP1.

virtual NEWMAT::SymmetricMatrix OPTPP::NLF1::evalCH ( NEWMAT::ColumnVector &  x  )  [virtual]

Evaluate the Hessian of the nonlinear constraints at x.

Implements OPTPP::NLP1.

virtual real OPTPP::NLF1::evalF ( const NEWMAT::ColumnVector &  x  )  [virtual]

Evaluate the objective function at x.

Implements OPTPP::NLP1.

double OPTPP::NLF1::evalF (  )  [virtual]

Evaluate the objective function.

Implements OPTPP::NLP1.

virtual NEWMAT::ColumnVector OPTPP::NLF1::evalG ( const NEWMAT::ColumnVector &  x  )  [virtual]

Evaluate the gradient of the objective function at x.

Implements OPTPP::NLP1.

ColumnVector OPTPP::NLF1::evalG (  )  [virtual]

Evaluate the gradient of the objective function.

Implements OPTPP::NLP1.

virtual NEWMAT::SymmetricMatrix OPTPP::NLF1::evalH ( NEWMAT::ColumnVector &  x  )  [virtual]

Evaluate the Hessian of the objective function at x.

Implements OPTPP::NLP1.

SymmetricMatrix OPTPP::NLF1::evalH (  )  [virtual]

Evaluate the Hessian of the objective function.

Implements OPTPP::NLP1.

virtual real OPTPP::NLF1::evalLagrangian ( const NEWMAT::ColumnVector &  x,
NEWMAT::ColumnVector &  mult,
const NEWMAT::ColumnVector &  type 
) [virtual]

Evaluate the Lagrangian at x.

Implements OPTPP::NLP1.

virtual NEWMAT::ColumnVector OPTPP::NLF1::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.

static void OPTPP::NLF1::f_helper ( int  m,
int  n,
const NEWMAT::ColumnVector &  xc,
real f,
NEWMAT::ColumnVector &  g,
int &  result,
void *  v 
) [inline, static, protected]

void OPTPP::NLF1::initFcn (  )  [virtual]

Initialize selected function.

Implements OPTPP::NLP1.

void OPTPP::NLF1::reset (  )  [virtual]

Reset parameter values.

Implements OPTPP::NLP1.


Member Data Documentation

USERNLNCON1 OPTPP::NLF1::confcn [protected]

User-defined constraints.

USERFCN1 OPTPP::NLF1::fcn [protected]

User-defined objective function.

USERFCN1V OPTPP::NLF1::fcn_v [protected]

User-defined objective function w/ void ptr.

INITCONFCN OPTPP::NLF1::init_confcn [protected]

Initializes of the constraints.

INITFCN OPTPP::NLF1::init_fcn [protected]

Initializes the objective function.

bool OPTPP::NLF1::init_flag [protected]

Has the function been initialized?

void* OPTPP::NLF1::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.