OPTPP::OptGSS Class Reference

#include <OptGSS.h>

Inheritance diagram for OPTPP::OptGSS:

OPTPP::OptDirect List of all members.

Public Member Functions

void setParams ()
 Assign default values to algorithm parameters.
void setParams (OptGSS_params op)
 Assign values to parameters as specified in argument.
 OptGSS ()
 OptGSS (NLP0 *p, GenSetBase *g)
 OptGSS (NLP1 *p, GenSetBase *g)
 OptGSS (NLP0 *p, GenSetBase *g, NEWMAT::Matrix &M)
 OptGSS (NLP1 *p, GenSetBase *g, NEWMAT::Matrix &M)
 OptGSS (NLP0 *p, GenSetBase *g, OptGSS_params op)
 OptGSS (NLP1 *p, GenSetBase *g, OptGSS_params op)
 OptGSS (NLP0 *p, GenSetBase *g, NEWMAT::Matrix &M, OptGSS_params op)
 OptGSS (NLP1 *p, GenSetBase *g, NEWMAT::Matrix &M, OptGSS_params op)
 ~OptGSS ()
void setStepSize (double s)
void setStepTol (double s)
void setStepInc (double s)
void setStepDec (double s)
void setMaxIter (int s)
void setFullSearch (bool s)
bool extras_searched ()
void setPrintX (bool s)
void setPrintG (bool s)
void printCopyright (bool doit)
void setComputeGrad (bool s)
void expandStep ()
void contractStep ()
void updateX (double &newfX, NEWMAT::ColumnVector &newX)
bool StopCondition ()
int StepCondition ()
int search ()
virtual void reset ()
virtual void initOpt ()
virtual void optimize ()
virtual int checkConvg ()
int checkConvg_fcn ()
int checkConvg_grad ()
virtual void printStatus (char *msg)
virtual void printStatus (char *msg)
void printStatus (char *msg, bool printXc)
 Print the status of optimizer at Xc, but not Xc.
NEWMAT::ColumnVector computeSearch (NEWMAT::SymmetricMatrix &)
 Print the status of optimizer at Xc, and Xc if 2n arg==true.
virtual void acceptStep (int k, int step_type)
virtual void updateModel (int k, int ndim, NEWMAT::ColumnVector x)
virtual void readOptInput ()
void printIter (int iter, int bp)
int getMPIRank ()
int getMPISize ()

Protected Member Functions

void printHeader ()
 Prints header of output file before optimization begins.
void setpid ()

Protected Attributes

NLP0nlp
 Pointer to an NLP0 object.
NLP1nlp1
 Pointer to an NLP1 object.
NEWMAT::ColumnVector X
 Best (current) point in search.
double fX
 Value of objective function at X.
NEWMAT::ColumnVector gX
 Value of gradient at X (when available).
double fprev
 stores previous best value
double Delta
 Step-length parameter.
double Phi
 Steplength expanding parameter (>=1).
double Theta
 Steplength contracting parameter (0<Theta<ThetaMax<1).
double Delta_tol
 Convergence tolerance. Algoritms stops when Theta <= Theta_tol.
int Iter_max
 Upper limit on the number of iterations.
bool SearchAll
 search type flag (true ==> search on all direction) -- now defunct
bool computeGrad
 flag to compute gradient after 1st iteration. Used by trustGSS.
GenSetBasegset
 Pointer to an Generating Set object.
NEWMAT::Matrix extras
 Extra search directions.
bool extras_srched
 True when extra directions have been searched.
bool printCOPYRIGHT
 if true copyright header is printed before optimization
bool printXiter
 flag for printing (up to 3) components of X during iterations
bool printGiter
 flag for printing (up to 3) components of gX during iterations
int mpi_rank
int mpi_size

Constructor & Destructor Documentation

OPTPP::OptGSS::OptGSS (  )  [inline]

OPTPP::OptGSS::OptGSS ( NLP0 p,
GenSetBase g 
) [inline]

Parameters:
p nonlinear problem object
g generating search object

OPTPP::OptGSS::OptGSS ( NLP1 p,
GenSetBase g 
) [inline]

Parameters:
p nonlinear problem object
g generating search object

OPTPP::OptGSS::OptGSS ( NLP0 p,
GenSetBase g,
NEWMAT::Matrix &  M 
) [inline]

Parameters:
p nonlinear problem object
g generating search object
M matrix with extra search directions

OPTPP::OptGSS::OptGSS ( NLP1 p,
GenSetBase g,
NEWMAT::Matrix &  M 
) [inline]

Parameters:
p nonlinear problem object
g generating search object
M matrix with extra search directions

OPTPP::OptGSS::OptGSS ( NLP0 p,
GenSetBase g,
OptGSS_params  op 
) [inline]

Parameters:
p nonlinear problem object
g generating search object
op GSS algorithmic options

OPTPP::OptGSS::OptGSS ( NLP1 p,
GenSetBase g,
OptGSS_params  op 
) [inline]

Parameters:
p nonlinear problem object
g generating search object
op GSS algorithmic options

OPTPP::OptGSS::OptGSS ( NLP0 p,
GenSetBase g,
NEWMAT::Matrix &  M,
OptGSS_params  op 
) [inline]

Parameters:
p nonlinear problem object
g generating search object
M matrix with extra search directions
op GSS algorithmic options

OPTPP::OptGSS::OptGSS ( NLP1 p,
GenSetBase g,
NEWMAT::Matrix &  M,
OptGSS_params  op 
) [inline]

Parameters:
p nonlinear problem object
g generating search object
M matrix with extra search directions
op GSS algorithmic options

OPTPP::OptGSS::~OptGSS (  )  [inline]


Member Function Documentation

virtual void OPTPP::OptGSS::acceptStep ( int  k,
int  step_type 
) [inline, virtual]

int OPTPP::OptGSS::checkConvg (  )  [virtual]

int OPTPP::OptGSS::checkConvg_fcn (  ) 

int OPTPP::OptGSS::checkConvg_grad (  ) 

NEWMAT::ColumnVector OPTPP::OptGSS::computeSearch ( NEWMAT::SymmetricMatrix &   )  [inline]

Print the status of optimizer at Xc, and Xc if 2n arg==true.

void OPTPP::OptGSS::contractStep (  )  [inline]

Default Step Decrement Method

void OPTPP::OptGSS::expandStep (  )  [inline]

Default Step Increment Method

bool OPTPP::OptGSS::extras_searched (  )  [inline]

int OPTPP::OptGSS::getMPIRank (  )  [inline]

int OPTPP::OptGSS::getMPISize (  )  [inline]

void OPTPP::OptGSS::initOpt (  )  [virtual]

void OPTPP::OptGSS::optimize (  )  [virtual]

void OPTPP::OptGSS::printCopyright ( bool  doit  )  [inline]

void OPTPP::OptGSS::printHeader (  )  [protected]

Prints header of output file before optimization begins.

void OPTPP::OptGSS::printIter ( int  iter,
int  bp 
)

void OPTPP::OptGSS::printStatus ( char *  msg,
bool  printXc 
)

Print the status of optimizer at Xc, but not Xc.

virtual void OPTPP::OptGSS::printStatus ( char *  msg  )  [inline, virtual]

virtual void OPTPP::OptGSS::printStatus ( char *  msg  )  [inline, virtual]

virtual void OPTPP::OptGSS::readOptInput (  )  [inline, virtual]

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

Reset parameter values

int OPTPP::OptGSS::search (  ) 

Search for improved point;

void OPTPP::OptGSS::setComputeGrad ( bool  s  )  [inline]

void OPTPP::OptGSS::setFullSearch ( bool  s  )  [inline]

Let the user set the search strategy

void OPTPP::OptGSS::setMaxIter ( int  s  )  [inline]

Let the user set the max number of iterations

void OPTPP::OptGSS::setParams ( OptGSS_params  op  ) 

Assign values to parameters as specified in argument.

void OPTPP::OptGSS::setParams (  ) 

Assign default values to algorithm parameters.

void OPTPP::OptGSS::setpid (  )  [inline, protected]

void OPTPP::OptGSS::setPrintG ( bool  s  )  [inline]

void OPTPP::OptGSS::setPrintX ( bool  s  )  [inline]

void OPTPP::OptGSS::setStepDec ( double  s  )  [inline]

Let the user set the step decrement parameter

void OPTPP::OptGSS::setStepInc ( double  s  )  [inline]

Let the user set the step increment parameter

void OPTPP::OptGSS::setStepSize ( double  s  )  [inline]

Let the user set the step size

void OPTPP::OptGSS::setStepTol ( double  s  )  [inline]

Let the user set the step tolerance

int OPTPP::OptGSS::StepCondition (  ) 

bool OPTPP::OptGSS::StopCondition (  )  [inline]

Default Stopping criterion

virtual void OPTPP::OptGSS::updateModel ( int  k,
int  ndim,
NEWMAT::ColumnVector  x 
) [inline, virtual]

void OPTPP::OptGSS::updateX ( double &  newfX,
NEWMAT::ColumnVector &  newX 
) [inline]

Default update of X and FX with new values


Member Data Documentation

bool OPTPP::OptGSS::computeGrad [protected]

flag to compute gradient after 1st iteration. Used by trustGSS.

double OPTPP::OptGSS::Delta [protected]

Step-length parameter.

double OPTPP::OptGSS::Delta_tol [protected]

Convergence tolerance. Algoritms stops when Theta <= Theta_tol.

NEWMAT::Matrix OPTPP::OptGSS::extras [protected]

Extra search directions.

bool OPTPP::OptGSS::extras_srched [protected]

True when extra directions have been searched.

double OPTPP::OptGSS::fprev [protected]

stores previous best value

double OPTPP::OptGSS::fX [protected]

Value of objective function at X.

GenSetBase* OPTPP::OptGSS::gset [protected]

Pointer to an Generating Set object.

NEWMAT::ColumnVector OPTPP::OptGSS::gX [protected]

Value of gradient at X (when available).

int OPTPP::OptGSS::Iter_max [protected]

Upper limit on the number of iterations.

int OPTPP::OptGSS::mpi_rank [protected]

int OPTPP::OptGSS::mpi_size [protected]

NLP0* OPTPP::OptGSS::nlp [protected]

Pointer to an NLP0 object.

NLP1* OPTPP::OptGSS::nlp1 [protected]

Pointer to an NLP1 object.

double OPTPP::OptGSS::Phi [protected]

Steplength expanding parameter (>=1).

bool OPTPP::OptGSS::printCOPYRIGHT [protected]

if true copyright header is printed before optimization

bool OPTPP::OptGSS::printGiter [protected]

flag for printing (up to 3) components of gX during iterations

bool OPTPP::OptGSS::printXiter [protected]

flag for printing (up to 3) components of X during iterations

bool OPTPP::OptGSS::SearchAll [protected]

search type flag (true ==> search on all direction) -- now defunct

double OPTPP::OptGSS::Theta [protected]

Steplength contracting parameter (0<Theta<ThetaMax<1).

NEWMAT::ColumnVector OPTPP::OptGSS::X [protected]

Best (current) point in search.


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.