OPTPP::NLP0

OPTPP::NLP0 Class Reference

#include <NLP0.h>

Inheritance diagram for OPTPP::NLP0:

OPTPP::NLPBase OPTPP::NLF0 OPTPP::NLP1 OPTPP::NLF0APP OPTPP::FDNLF1 OPTPP::NLF1 OPTPP::NLP2 OPTPP::FDNLF1APP OPTPP::LSQNLF OPTPP::NLF2 List of all members.

Public Member Functions

 NLP0 ()
 NLP0 (int ndim)
 NLP0 (int ndim, int nlncons)
 NLP0 (int ndim, CompoundConstraint *constraint)
 NLP0 ()
 NLP0 (int ndim)
 NLP0 (int ndim, int nlncons)
 NLP0 (int ndim, CompoundConstraint *constraint)
virtual void setX (const int i, const real &x)
 Functions for setting various properties of this NLP problem.
virtual void setX (const NEWMAT::ColumnVector &x)
virtual void setF (const real &fx)
virtual void setIsExpensive (const int e)
virtual void setFcnAccrcy (const int i, const real &accrcy)
virtual void setFcnAccrcy (const NEWMAT::ColumnVector &accrcy)
virtual int getDim () const
virtual int getFevals () const
virtual int getIsExpensive () const
virtual void setModeOverride (bool override_mode)
virtual bool getModeOverride () const
virtual real getF () const
virtual NEWMAT::ColumnVector getFcnAccrcy () const
virtual NEWMAT::ColumnVector getXc () const
virtual real getFcnTime () const
virtual void setDebug ()
virtual bool getDebug () const
void setDerivOption (DerivOption d)
DerivOption getDerivOption () const
void setSpecOption (SpecOption SpecEval)
SpecOption getSpecOption () const
virtual void reset ()=0
virtual void initFcn ()=0
virtual void eval ()=0
virtual real evalF ()=0
virtual real evalF (const NEWMAT::ColumnVector &x)=0
int getNumOfCons () const
int getNumOfNLCons () const
NEWMAT::ColumnVector getConstraintValue () const
void setConstraintValue (const NEWMAT::ColumnVector &cfx)
 Set the constraint value.
bool hasConstraints ()
void printConstraints ()
CompoundConstraint * getConstraints ()
void setConstraints (CompoundConstraint *constraintSet)
 Set a pointer to a CompoundConstraint object.
virtual ~NLP0 ()
 Destructor.
NEWMAT::ColumnVector FDGrad (const NEWMAT::ColumnVector &, const NEWMAT::ColumnVector &, double &, NEWMAT::ColumnVector &)
 Finite-difference gradient and Hessian.
NEWMAT::ColumnVector BDGrad (const NEWMAT::ColumnVector &, const NEWMAT::ColumnVector &, double &, NEWMAT::ColumnVector &)
NEWMAT::ColumnVector CDGrad (const NEWMAT::ColumnVector &, const NEWMAT::ColumnVector &, double &, NEWMAT::ColumnVector &)
NEWMAT::SymmetricMatrix FD2Hessian (NEWMAT::ColumnVector &)
NEWMAT::Matrix CONFDGrad (const NEWMAT::ColumnVector &)
 Finite-difference gradient and Hessian of nonlinear constraints.
NEWMAT::Matrix CONBDGrad (const NEWMAT::ColumnVector &)
NEWMAT::Matrix CONCDGrad (const NEWMAT::ColumnVector &)
virtual NEWMAT::ColumnVector evalG ()=0
 Evaluate a finite-difference gradient and Hessian.
virtual NEWMAT::ColumnVector evalG (const NEWMAT::ColumnVector &x)=0
virtual NEWMAT::SymmetricMatrix evalH ()=0
virtual NEWMAT::SymmetricMatrix evalH (NEWMAT::ColumnVector &x)=0
virtual real evalLagrangian (const NEWMAT::ColumnVector &x, NEWMAT::ColumnVector &mult, const NEWMAT::ColumnVector &type)=0
 Evaluate the Lagrangian.
virtual NEWMAT::ColumnVector evalLagrangianGradient (const NEWMAT::ColumnVector &x, const NEWMAT::ColumnVector &mult, const NEWMAT::ColumnVector &type)=0
 Evaluate the Lagrangian gradient.
virtual NEWMAT::ColumnVector evalCF (const NEWMAT::ColumnVector &x)=0
 Evaluate the constraint at x.
virtual NEWMAT::Matrix evalCG (const NEWMAT::ColumnVector &x)=0
 Evaluate the constraint gradient at x.
virtual NEWMAT::SymmetricMatrix evalCH (NEWMAT::ColumnVector &x)=0
virtual OptppArray< NEWMAT::SymmetricMatrix > evalCH (NEWMAT::ColumnVector &x, int darg)=0
 Evaluate the constraint Hessian at x.
virtual void evalC (const NEWMAT::ColumnVector &x)=0
virtual void printState (char *)
 Print the function.
virtual void fPrintState (ostream *, char *)
 Print state of the function to a file.
void saveState ()
 Save current state of the function.

Protected Attributes

int dim
 Dimension of the problem.
NEWMAT::ColumnVector mem_xc
 Current point.
real fvalue
 Objective function value at mem_xc.
char nlp_name [80]
 Optional identifying name.
NEWMAT::ColumnVector mem_fcn_accrcy
 Accuracy available from function.
int nfevals
 Number of function evaluations.
int is_expensive
 Is this an expensive function?
bool debug_
 Print debug statements.
bool modeOverride
double function_time
 Function compute time.
CompoundConstraint * constraint_
 Pointer to constraints.
NEWMAT::ColumnVector constraint_value
 Constraint residual.
int ncnln
 Number of nonlinear constraints.
Appl_Data application
DerivOption finitediff
 User-specified derivative option.
SpecOption SpecFlag
 Speculative gradient information.
NEWMAT::ColumnVector partial_grad
double specF

Detailed Description

Base Class for NonLinear Programming Problem For NLP0 the only assumption on the objective function is that it be continuous. No derivative information is available. Note that NLP0-2 are abstract data types

Author:
J.C. Meza, Sandia National Laboratories, meza@ca.sandia.gov

Constructor & Destructor Documentation

OPTPP::NLP0::NLP0 (  )  [inline]

Default Constructor

See also:
NLP0(int dim)

NLP0(int dim, int nlncons)

NLP0(int dim, CompoundConstraint* constraint)

OPTPP::NLP0::NLP0 ( int  ndim  )  [inline]

Parameters:
ndim an int
See also:
NLP0()

NLP0(int dim, int nlncons)

NLP0(int dim, CompoundConstraint* constraint)

OPTPP::NLP0::NLP0 ( int  ndim,
int  nlncons 
) [inline]

Parameters:
ndim an int
nlncons an int
See also:
NLP0()

NLP0(int dim)

NLP0(int dim, CompoundConstraint* constraint)

OPTPP::NLP0::NLP0 ( int  ndim,
CompoundConstraint *  constraint 
) [inline]

Parameters:
ndim an int
constraint pointer to a CompoundConstraint
See also:
NLP0()

NLP0(int dim)

NLP0(int dim, int nlncons)

OPTPP::NLP0::NLP0 (  )  [inline]

Default Constructor

See also:
NLP0(int dim)

NLP0(int dim, int nlncons)

NLP0(int dim, CompoundConstraint* constraint)

OPTPP::NLP0::NLP0 ( int  ndim  )  [inline]

Parameters:
ndim an int
See also:
NLP0()

NLP0(int dim, int nlncons)

NLP0(int dim, CompoundConstraint* constraint)

OPTPP::NLP0::NLP0 ( int  ndim,
int  nlncons 
) [inline]

Parameters:
ndim an int
nlncons an int
See also:
NLP0()

NLP0(int dim)

NLP0(int dim, CompoundConstraint* constraint)

OPTPP::NLP0::NLP0 ( int  ndim,
CompoundConstraint *  constraint 
) [inline]

Parameters:
ndim an int
constraint pointer to a CompoundConstraint
See also:
NLP0()

NLP0(int dim)

NLP0(int dim, int nlncons)

virtual OPTPP::NLP0::~NLP0 (  )  [inline, virtual]

Destructor.

Member Function Documentation

NEWMAT::ColumnVector OPTPP::NLP0::BDGrad ( const NEWMAT::ColumnVector &  ,
const NEWMAT::ColumnVector &  ,
double &  ,
NEWMAT::ColumnVector &   
)

NEWMAT::ColumnVector OPTPP::NLP0::CDGrad ( const NEWMAT::ColumnVector &  ,
const NEWMAT::ColumnVector &  ,
double &  ,
NEWMAT::ColumnVector &   
)

NEWMAT::Matrix OPTPP::NLP0::CONBDGrad ( const NEWMAT::ColumnVector &   ) 

NEWMAT::Matrix OPTPP::NLP0::CONCDGrad ( const NEWMAT::ColumnVector &   ) 

NEWMAT::Matrix OPTPP::NLP0::CONFDGrad ( const NEWMAT::ColumnVector &   ) 

Finite-difference gradient and Hessian of nonlinear constraints.

virtual void OPTPP::NLP0::eval (  )  [pure virtual]

Implements OPTPP::NLPBase.

Implemented in OPTPP::LSQNLF, OPTPP::NLF0, OPTPP::NLF1, OPTPP::NLF2, OPTPP::FDNLF1, OPTPP::NLF0APP, OPTPP::FDNLF1APP, OPTPP::NLP1, and OPTPP::NLP2.

virtual void OPTPP::NLP0::evalC ( const NEWMAT::ColumnVector &  x  )  [pure virtual]

Implements OPTPP::NLPBase.

Implemented in OPTPP::LSQNLF, OPTPP::NLF0, OPTPP::NLF1, OPTPP::NLF2, OPTPP::FDNLF1, OPTPP::NLF0APP, OPTPP::FDNLF1APP, OPTPP::NLP1, and OPTPP::NLP2.

virtual NEWMAT::ColumnVector OPTPP::NLP0::evalCF ( const NEWMAT::ColumnVector &  x  )  [pure virtual]

Evaluate the constraint at x.

Implements OPTPP::NLPBase.

Implemented in OPTPP::LSQNLF, OPTPP::NLF0, OPTPP::NLF1, OPTPP::NLF2, OPTPP::FDNLF1, OPTPP::NLF0APP, OPTPP::FDNLF1APP, OPTPP::NLP1, and OPTPP::NLP2.

virtual NEWMAT::Matrix OPTPP::NLP0::evalCG ( const NEWMAT::ColumnVector &  x  )  [pure virtual]

Evaluate the constraint gradient at x.

Implements OPTPP::NLPBase.

Implemented in OPTPP::LSQNLF, OPTPP::NLF0, OPTPP::NLF1, OPTPP::NLF2, OPTPP::FDNLF1, OPTPP::NLF0APP, OPTPP::FDNLF1APP, OPTPP::NLP1, and OPTPP::NLP2.

virtual OptppArray<NEWMAT::SymmetricMatrix> OPTPP::NLP0::evalCH ( NEWMAT::ColumnVector &  x,
int  darg 
) [pure virtual]

Evaluate the constraint Hessian at x.

Implements OPTPP::NLPBase.

Implemented in OPTPP::LSQNLF, OPTPP::NLF0, OPTPP::NLF1, OPTPP::NLF2, OPTPP::FDNLF1, OPTPP::NLF0APP, OPTPP::FDNLF1APP, OPTPP::NLP1, and OPTPP::NLP2.

virtual NEWMAT::SymmetricMatrix OPTPP::NLP0::evalCH ( NEWMAT::ColumnVector &  x  )  [pure virtual]

Implements OPTPP::NLPBase.

Implemented in OPTPP::LSQNLF, OPTPP::NLF0, OPTPP::NLF1, OPTPP::NLF2, OPTPP::FDNLF1, OPTPP::NLF0APP, OPTPP::FDNLF1APP, OPTPP::NLP1, and OPTPP::NLP2.

virtual real OPTPP::NLP0::evalF ( const NEWMAT::ColumnVector &  x  )  [pure virtual]

Implements OPTPP::NLPBase.

Implemented in OPTPP::LSQNLF, OPTPP::NLF0, OPTPP::NLF1, OPTPP::NLF2, OPTPP::FDNLF1, OPTPP::NLF0APP, OPTPP::FDNLF1APP, OPTPP::NLP1, and OPTPP::NLP2.

virtual real OPTPP::NLP0::evalF (  )  [pure virtual]

Implements OPTPP::NLPBase.

Implemented in OPTPP::LSQNLF, OPTPP::NLF0, OPTPP::NLF1, OPTPP::NLF2, OPTPP::FDNLF1, OPTPP::NLF0APP, OPTPP::FDNLF1APP, OPTPP::NLP1, and OPTPP::NLP2.

virtual NEWMAT::ColumnVector OPTPP::NLP0::evalG ( const NEWMAT::ColumnVector &  x  )  [pure virtual]

Implements OPTPP::NLPBase.

Implemented in OPTPP::LSQNLF, OPTPP::NLF0, OPTPP::NLF1, OPTPP::NLF2, OPTPP::FDNLF1, OPTPP::NLF0APP, OPTPP::FDNLF1APP, OPTPP::NLP1, and OPTPP::NLP2.

virtual NEWMAT::ColumnVector OPTPP::NLP0::evalG (  )  [pure virtual]

Evaluate a finite-difference gradient and Hessian.

Implements OPTPP::NLPBase.

Implemented in OPTPP::LSQNLF, OPTPP::NLF0, OPTPP::NLF1, OPTPP::NLF2, OPTPP::FDNLF1, OPTPP::NLF0APP, OPTPP::FDNLF1APP, OPTPP::NLP1, and OPTPP::NLP2.

virtual NEWMAT::SymmetricMatrix OPTPP::NLP0::evalH ( NEWMAT::ColumnVector &  x  )  [pure virtual]

Implements OPTPP::NLPBase.

Implemented in OPTPP::LSQNLF, OPTPP::NLF0, OPTPP::NLF1, OPTPP::NLF2, OPTPP::FDNLF1, OPTPP::NLF0APP, OPTPP::FDNLF1APP, OPTPP::NLP1, and OPTPP::NLP2.

virtual NEWMAT::SymmetricMatrix OPTPP::NLP0::evalH (  )  [pure virtual]

Implements OPTPP::NLPBase.

Implemented in OPTPP::LSQNLF, OPTPP::NLF0, OPTPP::NLF1, OPTPP::NLF2, OPTPP::FDNLF1, OPTPP::NLF0APP, OPTPP::FDNLF1APP, OPTPP::NLP1, and OPTPP::NLP2.

virtual real OPTPP::NLP0::evalLagrangian ( const NEWMAT::ColumnVector &  x,
NEWMAT::ColumnVector &  mult,
const NEWMAT::ColumnVector &  type 
) [pure virtual]

Evaluate the Lagrangian.

Implemented in OPTPP::LSQNLF, OPTPP::NLF0, OPTPP::NLF1, OPTPP::NLF2, OPTPP::FDNLF1, OPTPP::NLF0APP, OPTPP::FDNLF1APP, OPTPP::NLP1, and OPTPP::NLP2.

virtual NEWMAT::ColumnVector OPTPP::NLP0::evalLagrangianGradient ( const NEWMAT::ColumnVector &  x,
const NEWMAT::ColumnVector &  mult,
const NEWMAT::ColumnVector &  type 
) [pure virtual]

Evaluate the Lagrangian gradient.

Implemented in OPTPP::LSQNLF, OPTPP::NLF0, OPTPP::NLF1, OPTPP::NLF2, OPTPP::FDNLF1, OPTPP::NLF0APP, OPTPP::FDNLF1APP, OPTPP::NLP1, and OPTPP::NLP2.

NEWMAT::SymmetricMatrix OPTPP::NLP0::FD2Hessian ( NEWMAT::ColumnVector &   ) 

NEWMAT::ColumnVector OPTPP::NLP0::FDGrad ( const NEWMAT::ColumnVector &  ,
const NEWMAT::ColumnVector &  ,
double &  ,
NEWMAT::ColumnVector &   
)

Finite-difference gradient and Hessian.

void OPTPP::NLP0::fPrintState ( ostream *  ,
char *   
) [virtual]

Print state of the function to a file.

Implements OPTPP::NLPBase.

Reimplemented in OPTPP::FDNLF1, OPTPP::FDNLF1APP, OPTPP::NLP1, and OPTPP::NLP2.

CompoundConstraint* OPTPP::NLP0::getConstraints (  )  [inline]

Returns:
Pointer to a CompoundConstraint object

NEWMAT::ColumnVector OPTPP::NLP0::getConstraintValue (  )  const [inline]

Returns:
Constraint value

virtual bool OPTPP::NLP0::getDebug (  )  const [inline, virtual]

Implements OPTPP::NLPBase.

DerivOption OPTPP::NLP0::getDerivOption (  )  const [inline]

virtual int OPTPP::NLP0::getDim (  )  const [inline, virtual]

Returns:
Problem Dimension

Implements OPTPP::NLPBase.

virtual real OPTPP::NLP0::getF (  )  const [inline, virtual]

Returns:
The function value

Implements OPTPP::NLPBase.

virtual NEWMAT::ColumnVector OPTPP::NLP0::getFcnAccrcy (  )  const [inline, virtual]

Returns:
NEWMAT::ColumnVector of the function accuracy with respect to each variable

Implements OPTPP::NLPBase.

virtual real OPTPP::NLP0::getFcnTime (  )  const [inline, virtual]

Returns:
Function compute time

Implements OPTPP::NLPBase.

virtual int OPTPP::NLP0::getFevals (  )  const [inline, virtual]

Returns:
Number of Function Evaluations

Implements OPTPP::NLPBase.

virtual int OPTPP::NLP0::getIsExpensive (  )  const [inline, virtual]

Returns:
Is the function expensive?

Implements OPTPP::NLPBase.

virtual bool OPTPP::NLP0::getModeOverride (  )  const [inline, virtual]

int OPTPP::NLP0::getNumOfCons (  )  const [inline, virtual]

Returns:
Total number of constraints

Implements OPTPP::NLPBase.

int OPTPP::NLP0::getNumOfNLCons (  )  const [inline, virtual]

Returns:
Number of nonlinear constraints

Implements OPTPP::NLPBase.

SpecOption OPTPP::NLP0::getSpecOption (  )  const [inline]

virtual NEWMAT::ColumnVector OPTPP::NLP0::getXc (  )  const [inline, virtual]

Returns:
Current point

Implements OPTPP::NLPBase.

bool OPTPP::NLP0::hasConstraints (  )  [virtual]

Returns:
1 - if problem has constraints, 0 - otherwise

Implements OPTPP::NLPBase.

virtual void OPTPP::NLP0::initFcn (  )  [pure virtual]

Implements OPTPP::NLPBase.

Implemented in OPTPP::LSQNLF, OPTPP::NLF0, OPTPP::NLF1, OPTPP::NLF2, OPTPP::FDNLF1, OPTPP::NLF0APP, OPTPP::FDNLF1APP, OPTPP::NLP1, and OPTPP::NLP2.

void OPTPP::NLP0::printConstraints (  )  [virtual]

Print constraints to standard output

Implements OPTPP::NLPBase.

void OPTPP::NLP0::printState ( char *   )  [virtual]

Print the function.

Implements OPTPP::NLPBase.

Reimplemented in OPTPP::FDNLF1, OPTPP::FDNLF1APP, OPTPP::NLP1, and OPTPP::NLP2.

virtual void OPTPP::NLP0::reset (  )  [pure virtual]

Implements OPTPP::NLPBase.

Implemented in OPTPP::LSQNLF, OPTPP::NLF0, OPTPP::NLF1, OPTPP::NLF2, OPTPP::FDNLF1, OPTPP::NLF0APP, OPTPP::FDNLF1APP, OPTPP::NLP1, and OPTPP::NLP2.

void OPTPP::NLP0::saveState (  ) 

Save current state of the function.

void OPTPP::NLP0::setConstraints ( CompoundConstraint *  constraintSet  )  [inline]

Set a pointer to a CompoundConstraint object.

void OPTPP::NLP0::setConstraintValue ( const NEWMAT::ColumnVector &  cfx  )  [inline]

Set the constraint value.

virtual void OPTPP::NLP0::setDebug (  )  [inline, virtual]

Implements OPTPP::NLPBase.

void OPTPP::NLP0::setDerivOption ( DerivOption  d  )  [inline]

virtual void OPTPP::NLP0::setF ( const real &  fx  )  [inline, virtual]

Implements OPTPP::NLPBase.

virtual void OPTPP::NLP0::setFcnAccrcy ( const NEWMAT::ColumnVector &  accrcy  )  [inline, virtual]

Implements OPTPP::NLPBase.

virtual void OPTPP::NLP0::setFcnAccrcy ( const int  i,
const real &  accrcy 
) [inline, virtual]

Implements OPTPP::NLPBase.

virtual void OPTPP::NLP0::setIsExpensive ( const int  e  )  [inline, virtual]

Implements OPTPP::NLPBase.

virtual void OPTPP::NLP0::setModeOverride ( bool  override_mode  )  [inline, virtual]

void OPTPP::NLP0::setSpecOption ( SpecOption  SpecEval  )  [inline]

virtual void OPTPP::NLP0::setX ( const NEWMAT::ColumnVector &  x  )  [inline, virtual]

Implements OPTPP::NLPBase.

virtual void OPTPP::NLP0::setX ( const int  i,
const real &  x 
) [inline, virtual]

Functions for setting various properties of this NLP problem.

Implements OPTPP::NLPBase.

Member Data Documentation

Appl_Data OPTPP::NLP0::application [protected]

CompoundConstraint* OPTPP::NLP0::constraint_ [protected]

Pointer to constraints.

NEWMAT::ColumnVector OPTPP::NLP0::constraint_value [protected]

Constraint residual.

bool OPTPP::NLP0::debug_ [protected]

Print debug statements.

int OPTPP::NLP0::dim [protected]

Dimension of the problem.

DerivOption OPTPP::NLP0::finitediff [protected]

User-specified derivative option.

double OPTPP::NLP0::function_time [protected]

Function compute time.

real OPTPP::NLP0::fvalue [protected]

Objective function value at mem_xc.

int OPTPP::NLP0::is_expensive [protected]

Is this an expensive function?

NEWMAT::ColumnVector OPTPP::NLP0::mem_fcn_accrcy [protected]

Accuracy available from function.

NEWMAT::ColumnVector OPTPP::NLP0::mem_xc [protected]

Current point.

bool OPTPP::NLP0::modeOverride [protected]

int OPTPP::NLP0::ncnln [protected]

Number of nonlinear constraints.

int OPTPP::NLP0::nfevals [protected]

Number of function evaluations.

char OPTPP::NLP0::nlp_name[80] [protected]

Optional identifying name.

NEWMAT::ColumnVector OPTPP::NLP0::partial_grad [protected]

double OPTPP::NLP0::specF [protected]

SpecOption OPTPP::NLP0::SpecFlag [protected]

Speculative gradient information.

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.