OPTPP::NLP1 Class Reference

#include <NLP1.h>

Inheritance diagram for OPTPP::NLP1:

OPTPP::NLP0 OPTPP::NLPBase OPTPP::FDNLF1 OPTPP::NLF1 OPTPP::NLP2 OPTPP::FDNLF1APP OPTPP::LSQNLF OPTPP::NLF2 List of all members.

Public Member Functions

 NLP1 ()
 NLP1 (int ndim)
 NLP1 (int ndim, int nlncons)
 NLP1 (int ndim, CompoundConstraint *constraint)
virtual ~NLP1 ()
void setGrad (const NEWMAT::ColumnVector &set_grad)
NEWMAT::ColumnVector getGrad () const
int getGevals () const
int AnalyticGrad () const
virtual void reset ()=0
 Reset the parameter values.
virtual void initFcn ()=0
 Evaluate the function.
virtual real evalF ()=0
virtual real evalF (const NEWMAT::ColumnVector &x)=0
virtual void eval ()=0
virtual NEWMAT::ColumnVector evalG ()=0
 Evaluate the gradient.
virtual NEWMAT::ColumnVector evalG (const NEWMAT::ColumnVector &x)=0
virtual NEWMAT::SymmetricMatrix evalH ()=0
 Evaluate a Finite-difference Hessian.
virtual NEWMAT::SymmetricMatrix evalH (NEWMAT::ColumnVector &x)=0
virtual NEWMAT::SymmetricMatrix FDHessian (NEWMAT::ColumnVector &x)
virtual real evalLagrangian (const NEWMAT::ColumnVector &x, NEWMAT::ColumnVector &mult, const NEWMAT::ColumnVector &type)=0
 Evaluate the Lagrangian, its gradient and Hessian.
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 constraints.
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 OptppArray< NEWMAT::SymmetricMatrix > CONFDHessian (NEWMAT::ColumnVector &x)
 Evaluate a Finite-difference Hessian for the nonlinear constraints.
virtual void printState (char *s)
 Print the function.
virtual void fPrintState (ostream *nlpout, char *s)
 Print state of the function to a file.

Protected Attributes

NEWMAT::ColumnVector mem_grad
 Gradient of objective function at mem_xc.
int ngevals
 Number of gradient evaluations.
int analytic_grad
 Is an analytic gradient available?

Constructor & Destructor Documentation

OPTPP::NLP1::NLP1 (  )  [inline]

Default Constructor

See also:
NLP1(int dim)

NLP1(int dim, int nlncons)

NLP1(int dim, CompoundConstraint* constraint)

OPTPP::NLP1::NLP1 ( int  ndim  )  [inline]

Parameters:
ndim an integer argument
See also:
NLP1(int dim, int nlncons)

NLP1(int dim, CompoundConstraint* constraint)

OPTPP::NLP1::NLP1 ( int  ndim,
int  nlncons 
) [inline]

Parameters:
ndim an integer argument
nlncons an integer argument
See also:
NLP1(int dim)

NLP1(int dim, CompoundConstraint* constraint)

OPTPP::NLP1::NLP1 ( int  ndim,
CompoundConstraint constraint 
) [inline]

Parameters:
ndim an integer argument
constraint pointer to a CompoundConstraint object
See also:
NLP1(int dim)

NLP1(int dim, int nlncons)

virtual OPTPP::NLP1::~NLP1 (  )  [inline, virtual]

Destructor


Member Function Documentation

int OPTPP::NLP1::AnalyticGrad (  )  const [inline]

Returns:
Is there analytic gradient information available?

virtual OptppArray<NEWMAT::SymmetricMatrix> OPTPP::NLP1::CONFDHessian ( NEWMAT::ColumnVector &  x  )  [virtual]

Evaluate a Finite-difference Hessian for the nonlinear constraints.

virtual void OPTPP::NLP1::eval (  )  [pure virtual]

Implements OPTPP::NLP0.

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

virtual void OPTPP::NLP1::evalC ( const NEWMAT::ColumnVector &  x  )  [pure virtual]

Implements OPTPP::NLP0.

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

virtual NEWMAT::ColumnVector OPTPP::NLP1::evalCF ( const NEWMAT::ColumnVector &  x  )  [pure virtual]

Evaluate the constraints.

Implements OPTPP::NLP0.

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

virtual NEWMAT::Matrix OPTPP::NLP1::evalCG ( const NEWMAT::ColumnVector &  x  )  [pure virtual]

Evaluate the constraint gradient at x.

Implements OPTPP::NLP0.

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

virtual OptppArray<NEWMAT::SymmetricMatrix> OPTPP::NLP1::evalCH ( NEWMAT::ColumnVector &  x,
int  darg 
) [pure virtual]

Evaluate the constraint Hessian at x.

Implements OPTPP::NLP0.

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

virtual NEWMAT::SymmetricMatrix OPTPP::NLP1::evalCH ( NEWMAT::ColumnVector &  x  )  [pure virtual]

Implements OPTPP::NLP0.

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

virtual real OPTPP::NLP1::evalF ( const NEWMAT::ColumnVector &  x  )  [pure virtual]

Implements OPTPP::NLP0.

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

virtual real OPTPP::NLP1::evalF (  )  [pure virtual]

Implements OPTPP::NLP0.

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

virtual NEWMAT::ColumnVector OPTPP::NLP1::evalG ( const NEWMAT::ColumnVector &  x  )  [pure virtual]

Implements OPTPP::NLP0.

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

virtual NEWMAT::ColumnVector OPTPP::NLP1::evalG (  )  [pure virtual]

Evaluate the gradient.

Implements OPTPP::NLP0.

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

virtual NEWMAT::SymmetricMatrix OPTPP::NLP1::evalH ( NEWMAT::ColumnVector &  x  )  [pure virtual]

Implements OPTPP::NLP0.

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

virtual NEWMAT::SymmetricMatrix OPTPP::NLP1::evalH (  )  [pure virtual]

Evaluate a Finite-difference Hessian.

Implements OPTPP::NLP0.

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

virtual real OPTPP::NLP1::evalLagrangian ( const NEWMAT::ColumnVector &  x,
NEWMAT::ColumnVector &  mult,
const NEWMAT::ColumnVector &  type 
) [pure virtual]

Evaluate the Lagrangian, its gradient and Hessian.

Implements OPTPP::NLP0.

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

virtual NEWMAT::ColumnVector OPTPP::NLP1::evalLagrangianGradient ( const NEWMAT::ColumnVector &  x,
const NEWMAT::ColumnVector &  mult,
const NEWMAT::ColumnVector &  type 
) [pure virtual]

Evaluate the Lagrangian gradient.

Implements OPTPP::NLP0.

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

virtual NEWMAT::SymmetricMatrix OPTPP::NLP1::FDHessian ( NEWMAT::ColumnVector &  x  )  [virtual]

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

void OPTPP::NLP1::fPrintState ( ostream *  nlpout,
char *  s 
) [virtual]

Print state of the function to a file.

Reimplemented from OPTPP::NLP0.

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

int OPTPP::NLP1::getGevals (  )  const [inline]

Returns:
Number of gradient evaluations.

NEWMAT::ColumnVector OPTPP::NLP1::getGrad (  )  const [inline]

Returns:
Gradient of objective function.

virtual void OPTPP::NLP1::initFcn (  )  [pure virtual]

Evaluate the function.

Implements OPTPP::NLP0.

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

void OPTPP::NLP1::printState ( char *  s  )  [virtual]

Print the function.

Reimplemented from OPTPP::NLP0.

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

virtual void OPTPP::NLP1::reset (  )  [pure virtual]

Reset the parameter values.

Implements OPTPP::NLP0.

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

void OPTPP::NLP1::setGrad ( const NEWMAT::ColumnVector &  set_grad  )  [inline]

Returns:
Gradient of objective function.


Member Data Documentation

int OPTPP::NLP1::analytic_grad [protected]

Is an analytic gradient available?

NEWMAT::ColumnVector OPTPP::NLP1::mem_grad [protected]

Gradient of objective function at mem_xc.

int OPTPP::NLP1::ngevals [protected]

Number of gradient evaluations.


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.