OPTPP Namespace Reference


Classes

class  Appl_Data
class  Appl_Data_NPSOL
class  AppLauncher
class  BoolVector
class  BoundConstraint
class  CGProblem
class  CompoundConstraint
class  Constraint
class  ConstraintBase
class  GenSetBase
class  GenSetBox2d
class  GenSetMin
class  GenSetStd
struct  OPT_GLOBALS
class  oformatstate
class  LinearConstraint
class  LinearEquation
class  LinearInequality
class  LSQNLF
class  NewtonProblem
class  NIPSProblem
class  NLF0
class  NLF1
class  NLF2
class  FDNLF1
class  NLF0APP
class  FDNLF1APP
class  NLP
class  NLP0
class  NLP1
class  NLP2
class  NLPBase
class  NonLinearConstraint
class  NonLinearEquation
class  NonLinearInequality
class  NPSOLProblem
class  OptimizeClass
class  OptGSS_params
class  OptBaNewton
class  OptBaQNewton
class  OptBCEllipsoid
class  OptBCFDNewton
class  OptBCNewton
class  OptBCNewtonLike
class  OptBCNewton1Deriv
class  OptBCNewton2Deriv
class  OptBCQNewton
class  OptCGLike
class  OptCG
class  OptConstrFDNewton
class  OptConstrNewton
class  OptConstrNewtonLike
class  OptConstrNewton1Deriv
class  OptConstrNewton2Deriv
class  OptConstrQNewton
class  OptDHNIPS
class  OptDirect
class  OptFDNewton
class  OptFDNIPS
class  OptGSS
class  OptLBFGSLike
class  OptLBFGS
class  OptNewton
class  OptNewtonLike
class  OptNewton1Deriv
class  OptNewton2Deriv
class  OptNIPS
class  OptNIPSLike
class  OptNPSOL
class  OptPDS
class  OptppArray
class  OptppExceptions
class  OptppMemoryError
class  OptppRangeError
class  OptppMathError
class  OptppDomainError
class  OptppZeroDivide
class  RecoverableOptppExceptions
class  SmartPtr
class  OptQNewton
class  OptQNIPS
class  PDSProblem
struct  OptError
class  Problem
class  TOLS
struct  inputVariable
class  VariableList
class  PrintCounter

Typedefs

typedef double real
typedef void(*) UPDATEFCN (int, int, NEWMAT::ColumnVector)
typedef void(*) INITFCN (int, NEWMAT::ColumnVector &)
typedef CompoundConstraint *(*) INITCONFCN (int)
typedef void(*) USERFCNLSQ0 (int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, int &)
typedef void(*) USERFCNLSQ0V (int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, int &, void *v)
typedef void(*) USERFCNLSQ1 (int, int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, NEWMAT::Matrix &, int &)
typedef void(*) USERFCNLSQ1V (int, int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, NEWMAT::Matrix &, int &, void *v)
typedef void(*) USERNLNCON0 (int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, int &)
typedef void(*) USERNLNCON1 (int, int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, NEWMAT::Matrix &, int &)
typedef void(*) USERNLNCON2 (int, int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, NEWMAT::Matrix &, OptppArray< NEWMAT::SymmetricMatrix > &, int &)
typedef void(*) INITFCN (int, NEWMAT::ColumnVector &)
typedef CompoundConstraint *(*) INITCONFCN (int)
typedef void(*) USERFCN0 (int, const NEWMAT::ColumnVector &, real &, int &)
typedef void(*) USERFCN0V (int, const NEWMAT::ColumnVector &, real &, int &, void *)
typedef void(*) USERFCN1 (int, int, const NEWMAT::ColumnVector &, real &, NEWMAT::ColumnVector &, int &)
typedef void(*) USERFCN1V (int, int, const NEWMAT::ColumnVector &, real &, NEWMAT::ColumnVector &, int &, void *)
typedef void(*) USERFCN2 (int, int, const NEWMAT::ColumnVector &, real &, NEWMAT::ColumnVector &, NEWMAT::SymmetricMatrix &, int &)
typedef void(*) USERFCN2V (int, int, const NEWMAT::ColumnVector &, real &, NEWMAT::ColumnVector &, NEWMAT::SymmetricMatrix &, int &, void *)
typedef void(*) USERFCN2A (int, int, int, const NEWMAT::ColumnVector &, real &, NEWMAT::ColumnVector &, NEWMAT::Matrix &, int &)
typedef void(*) USERFCN2AV (int, int, int, const NEWMAT::ColumnVector &, real &, NEWMAT::ColumnVector &, NEWMAT::Matrix &, int &, void *)
typedef void(*) USERNLNCON0 (int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, int &)
typedef void(*) USERNLNCON1 (int, int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, NEWMAT::Matrix &, int &)
typedef void(*) USERNLNCON2 (int, int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, NEWMAT::Matrix &, OptppArray< NEWMAT::SymmetricMatrix > &, int &)
typedef void(*) USERFCN0APP (int, const NEWMAT::ColumnVector &, real &, int &, AppLauncher *launcher)
typedef void(*) USERNLNCON0APP (int, int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, int &, AppLauncher *launcher)
typedef void(*) INITFCNAPP (int, NEWMAT::ColumnVector &, AppLauncher *launcher)

Enumerations

enum  SearchStrategy { LineSearch, TrustRegion, TrustPDS }
enum  Step_type { Cauchy_Step, Dogleg_Step, Newton_Step, Backtrack_Step }
enum  ConstraintType {
  Leqn, NLeqn, Lineq, NLineq,
  Bound
}
enum  FcnMode {
  NLPNoOp = 0, NLPFunction = 1, NLPGradient = 2, NLPHessian = 4,
  NLPConstraint = 8, NLPCJacobian = 16
}
enum  DerivOption { ForwardDiff, BackwardDiff, CentralDiff }
enum  MeritFcn { NormFmu, ArgaezTapia, VanShanno }
enum  SpecOption { NoSpec, Spec1, Spec2 }

Functions

string format (double val, oformatstate const &fmt)
string format (int val, oformatstate const &fmt)
string d (int val, int w=0, int p=0, char c=' ', opt_mode f=std::ios_base::fixed) d(int val
void Print (const NEWMAT::Matrix &X)
void Print (const NEWMAT::UpperTriangularMatrix &X)
void Print (const NEWMAT::DiagonalMatrix &X)
void Print (const NEWMAT::SymmetricMatrix &X)
void Print (const NEWMAT::LowerTriangularMatrix &X)
void FPrint (ostream *fout, const NEWMAT::Matrix &X)
void FPrint (ostream *fout, const NEWMAT::SymmetricMatrix &X)
void FPrint (ostream *fout, const NEWMAT::DiagonalMatrix &X)
void abort_handler (int code)
void opt_default_update_model (int k, int dim, NEWMAT::ColumnVector x)
int trustregion (NLP1 *, ostream *, NEWMAT::SymmetricMatrix &, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, real &, real &, real stpmax=1.e3, real stpmin=1.e-9)
int trustpds (NLP1 *, ostream *, NEWMAT::SymmetricMatrix &, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, real &, real &, real stpmax=1.e3, real stpmin=1.e-9, int searchSize=64)
int dogleg (NLP1 *, ostream *, NEWMAT::SymmetricMatrix &, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, real &, real &, real)
int pdsstep (NLP1 *, ostream *, NEWMAT::SymmetricMatrix &, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, real &, real &, real, double &, bool, int)
int linesearch (NLP1 *, ostream *, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, real *, real stpmax=1.e3, real stpmin=1.e-9, int itnmax=5, real ftol=1.e-4, real xtol=2.2e-16, real gtol=0.9)
int backtrack (NLP1 *, ostream *, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, real *, int itnmax=5, real ftol=1.e-4, real stpmax=1.e3, real stpmin=1.e-9)
int mcsrch (NLP1 *, NEWMAT::ColumnVector &, ostream *, real *, int itnmax=5, real ftol=1.e-4, real xtol=2.2e-16, real gtol=0.9, real stpmax=1.e3, real stpmin=1.e-9)
int mcstep (real *, real *, real *, real *, real *, real *, real *, real, real, bool *, real, real, int *)
NEWMAT::ReturnMatrix PertChol (NEWMAT::SymmetricMatrix &, NEWMAT::Real, NEWMAT::Real &)
NEWMAT::ReturnMatrix MCholesky (NEWMAT::SymmetricMatrix &)
int pdsinit (NLP0 *, ostream *, int, int, int *, int *, double, double *, double *, double *, int *, double *, double *, double *, double *, double *, char *, double, int, int, double)
int pdsopt (NLP0 *, ostream *, double *, int *, int, char *, int, int, double, int, int, double, double *, double, int, double *, int *, char *, double, double, double *, int, int, int, double)
int pdswork (NLP0 *, ostream *, ofstream *, int, double, int, int, int *, double, int, double *, double *, int *, double *, double *, int *, int, double, double *, char *, double, double, int, int, int, double, FILE *)
int pdschk (NLP0 *, int, double *, double *, double, double *, int, double)
template<class T>
ostream & operator<< (ostream &os, const OptppArray< T > &item)
int bump (int start, int to)
template<class T>
OptppArray< T > sliceOptppArray (const OptppArray< OptppArray< T > > &array, int index)
template<class T>
OptppArray< T > tuple (const T &a)
template<class T>
OptppArray< T > tuple (const T &a, const T &b)
template<class T>
OptppArray< T > tuple (const T &a, const T &b, const T &c)
template<class T>
OptppArray< T > tuple (const T &a, const T &b, const T &c, const T &d)
template<class T>
OptppArray< T > tuple (const T &a, const T &b, const T &c, const T &d, const T &e)
template<class T>
OptppArray< T > tuple (const T &a, const T &b, const T &c, const T &d, const T &e, const T &f)
void bailout (const OptppExceptions &e)
void OptppfatalError (const char *mesg)
void OptppmemoryError (const char *mesg)
void OptpprangeError (const char *mesg, int i, int low, int high)
void OptppmathError (const char *mesg)
void OptppdomainError (const char *mesg, const double &badValue)
void OptppzeroDivide (const char *mesg)
int backtrack (NLP1 *nlp, ostream *fout, ColumnVector &search_dir, ColumnVector &sx, double *stp, int itnmax, double ftol, double stpmax, double stpmin)
int dogleg (NLP1 *nlp, ostream *fout, SymmetricMatrix &Hessian, ColumnVector &grad, ColumnVector &dogleg_step, ColumnVector &sx, real &dnorm, real &TR_size, real step_max)
int linesearch (NLP1 *nlp, ostream *optout, ColumnVector &search_dir, ColumnVector &sx, double *step_length, double stpmax, double stpmin, int itnmax, double ftol, double xtol, double gtol)
int mcsrch (NLP1 *nlp, ColumnVector &s, ostream *fout, double *stp, int itnmax, double ftol, double xtol, double gtol, double stpmax, double stpmin)
int trustpds (NLP1 *nlp, ostream *fout, SymmetricMatrix &H, ColumnVector &search_dir, ColumnVector &sx, real &TR_size, real &step_length, real stpmax, real stpmin, int searchSize)
int trustregion (NLP1 *nlp, ostream *fout, SymmetricMatrix &H, ColumnVector &search_dir, ColumnVector &sx, real &TR_size, real &step_length, real stpmax, real stpmin)
void get_F (int &, int &, double *, double &, double *, int &)
void get_C (int &, int &, int &, int &, int *, double *, double *, double *, int &)
int create_scheme (ostream *fout, int ndim, int scheme_limit, char *scheme_name, int *scheme, int debug)
void pdslogerr (int, int, double *, int, ostream *, double, int, double, double *, int, int, ColumnVector &, ColumnVector &)
int pdsstep (NLP1 *nlp, ostream *fout, SymmetricMatrix &Hessian, ColumnVector &grad, ColumnVector &pds_step, ColumnVector &sx, real &step_norm, real &TR_size, real step_max, double &radius, bool init_value, int sss)
void pdsquit (int, ofstream *, int *, double, int *, int, double)
int main (int argc, char **argv)
ostream & operator<< (ostream &ut, oformatstate const &fmt)
ostream & operator>> (ostream &ut, oformatstate &fmt)
static Real square (Real x)
ReturnMatrix PertChol (SymmetricMatrix &, Real, Real &)
ReturnMatrix MCholesky (SymmetricMatrix &S)
PrintCounter PCZ ("Number of non-zero matrices (should be 1) = ")
PrintCounter PCN ("Number of matrices tested = ")
void Print (const Matrix &X)
void Print (const UpperTriangularMatrix &X)
void Print (const DiagonalMatrix &X)
void Print (const SymmetricMatrix &X)
void Print (const LowerTriangularMatrix &X)
void Clean (Matrix &A, Real c)
void Clean (DiagonalMatrix &A, Real c)
void FPrint (ostream *fout, const Matrix &X)
void FPrint (ostream *fout, const SymmetricMatrix &X)
void FPrint (ostream *fout, const DiagonalMatrix &X)

Variables

string int w = 0
string int int p = 0
string int int char c = ' '
static char * class_name = "OptBCFDNewton"
static char * class_name = "OptBCNewton"
static char * class_name = "OptBCNewtonLike"
static char * class_name = "OptBCQNewton"
static char * class_name = {"OptFDNewton"}
static char * class_name = {"OptConstrNewtonLike"}
static char * class_name = {"OptFDNewton"}
static char * class_name = {"OptNewtonLike"}
static char * class_name = {"OptNIPSLike"}
static char * class_name = "OptNPSOL"
static USERFCN0 fcn0
static USERFCN1 fcn1
static USERNLNCON0 cfcn0
static USERNLNCON1 cfcn1
static int dlevel
static int feval_cnt = 0
static int geval_cnt = 0
static Appl_Data_NPSOLapp
double rcond
int flag
int upper
ofstream fpdebug
FILE * fpscheme


Detailed Description

Author:
J. C. Meza, Sandia National Laboratories, meza@ca.sandia.gov
Note:
Modified by P.J. Williams 02/2006


Typedef Documentation

typedef double OPTPP::real

typedef void(*) OPTPP::UPDATEFCN(int, int, NEWMAT::ColumnVector)

typedef void(*) OPTPP::INITFCN(int, NEWMAT::ColumnVector &)

typedef CompoundConstraint*(*) OPTPP::INITCONFCN(int)

typedef void(*) OPTPP::USERFCNLSQ0(int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, int &)

typedef void(*) OPTPP::USERFCNLSQ0V(int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, int &, void *v)

typedef void(*) OPTPP::USERFCNLSQ1(int, int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, NEWMAT::Matrix &, int &)

typedef void(*) OPTPP::USERFCNLSQ1V(int, int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, NEWMAT::Matrix &, int &, void *v)

typedef void(*) OPTPP::USERNLNCON0(int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, int &)

typedef void(*) OPTPP::USERNLNCON1(int, int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, NEWMAT::Matrix &, int &)

typedef void(*) OPTPP::USERNLNCON2(int, int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, NEWMAT::Matrix &, OptppArray< NEWMAT::SymmetricMatrix > &, int &)

typedef void(*) OPTPP::INITFCN(int, NEWMAT::ColumnVector &)

typedef CompoundConstraint*(*) OPTPP::INITCONFCN(int)

typedef void(*) OPTPP::USERFCN0(int, const NEWMAT::ColumnVector &, real &, int &)

typedef void(*) OPTPP::USERFCN0V(int, const NEWMAT::ColumnVector &, real &, int &, void *)

typedef void(*) OPTPP::USERFCN1(int, int, const NEWMAT::ColumnVector &, real &, NEWMAT::ColumnVector &, int &)

typedef void(*) OPTPP::USERFCN1V(int, int, const NEWMAT::ColumnVector &, real &, NEWMAT::ColumnVector &, int &, void *)

typedef void(*) OPTPP::USERFCN2(int, int, const NEWMAT::ColumnVector &, real &, NEWMAT::ColumnVector &, NEWMAT::SymmetricMatrix &, int &)

typedef void(*) OPTPP::USERFCN2V(int, int, const NEWMAT::ColumnVector &, real &, NEWMAT::ColumnVector &, NEWMAT::SymmetricMatrix &, int &, void *)

typedef void(*) OPTPP::USERFCN2A(int, int, int, const NEWMAT::ColumnVector &, real &, NEWMAT::ColumnVector &, NEWMAT::Matrix &, int &)

typedef void(*) OPTPP::USERFCN2AV(int, int, int, const NEWMAT::ColumnVector &, real &, NEWMAT::ColumnVector &, NEWMAT::Matrix &, int &, void *)

typedef void(*) OPTPP::USERNLNCON0(int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, int &)

typedef void(*) OPTPP::USERNLNCON1(int, int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, NEWMAT::Matrix &, int &)

typedef void(*) OPTPP::USERNLNCON2(int, int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, NEWMAT::Matrix &, OptppArray< NEWMAT::SymmetricMatrix > &, int &)

typedef void(*) OPTPP::USERFCN0APP(int, const NEWMAT::ColumnVector &, real &, int &, AppLauncher *launcher)

These classes and typedefs are used for Application Launching where an AppLauncher Object is also required so that the launcher specific data can be used for the function evaluation.

typedef void(*) OPTPP::USERNLNCON0APP(int, int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, int &, AppLauncher *launcher)

typedef void(*) OPTPP::INITFCNAPP(int, NEWMAT::ColumnVector &, AppLauncher *launcher)


Enumeration Type Documentation

enum OPTPP::SearchStrategy

Enumerator:
LineSearch 
TrustRegion 
TrustPDS 

enum OPTPP::Step_type

Enumerator:
Cauchy_Step 
Dogleg_Step 
Newton_Step 
Backtrack_Step 

enum OPTPP::ConstraintType

Enumerator:
Leqn 
NLeqn 
Lineq 
NLineq 
Bound 

enum OPTPP::FcnMode

Enumerator:
NLPNoOp 
NLPFunction 
NLPGradient 
NLPHessian 
NLPConstraint 
NLPCJacobian 

enum OPTPP::DerivOption

Enumerator:
ForwardDiff 
BackwardDiff 
CentralDiff 

enum OPTPP::MeritFcn

Enumerator:
NormFmu 
ArgaezTapia 
VanShanno 

enum OPTPP::SpecOption

Enumerator:
NoSpec 
Spec1 
Spec2 


Function Documentation

string OPTPP::format ( double  val,
oformatstate const &  fmt 
)

string OPTPP::format ( int  val,
oformatstate const &  fmt 
)

string OPTPP::d ( int  val,
int  w = 0,
int  p = 0,
char  c = ' ',
opt_mode  f = std::ios_base::fixed 
) [inline]

void OPTPP::Print ( const NEWMAT::Matrix &  X  ) 

Print various quantities in newmat classes

void OPTPP::Print ( const NEWMAT::UpperTriangularMatrix &  X  ) 

void OPTPP::Print ( const NEWMAT::DiagonalMatrix &  X  ) 

void OPTPP::Print ( const NEWMAT::SymmetricMatrix &  X  ) 

void OPTPP::Print ( const NEWMAT::LowerTriangularMatrix &  X  ) 

void OPTPP::FPrint ( ostream *  fout,
const NEWMAT::Matrix &  X 
)

void OPTPP::FPrint ( ostream *  fout,
const NEWMAT::SymmetricMatrix &  X 
)

void OPTPP::FPrint ( ostream *  fout,
const NEWMAT::DiagonalMatrix &  X 
)

void OPTPP::abort_handler ( int  code  )  [inline]

void OPTPP::opt_default_update_model ( int  k,
int  dim,
NEWMAT::ColumnVector  x 
) [inline]

int OPTPP::trustregion ( NLP1 *  ,
ostream *  ,
NEWMAT::SymmetricMatrix &  ,
NEWMAT::ColumnVector &  ,
NEWMAT::ColumnVector &  ,
real ,
real ,
real  stpmax = 1.e3,
real  stpmin = 1.e-9 
)

int OPTPP::trustpds ( NLP1 *  ,
ostream *  ,
NEWMAT::SymmetricMatrix &  ,
NEWMAT::ColumnVector &  ,
NEWMAT::ColumnVector &  ,
real ,
real ,
real  stpmax = 1.e3,
real  stpmin = 1.e-9,
int  searchSize = 64 
)

int OPTPP::dogleg ( NLP1 *  ,
ostream *  ,
NEWMAT::SymmetricMatrix &  ,
NEWMAT::ColumnVector &  ,
NEWMAT::ColumnVector &  ,
NEWMAT::ColumnVector &  ,
real ,
real ,
real   
)

int OPTPP::pdsstep ( NLP1 *  ,
ostream *  ,
NEWMAT::SymmetricMatrix &  ,
NEWMAT::ColumnVector &  ,
NEWMAT::ColumnVector &  ,
NEWMAT::ColumnVector &  ,
real ,
real ,
real  ,
double &  ,
bool  ,
int   
)

int OPTPP::linesearch ( NLP1 *  ,
ostream *  ,
NEWMAT::ColumnVector &  ,
NEWMAT::ColumnVector &  ,
real ,
real  stpmax = 1.e3,
real  stpmin = 1.e-9,
int  itnmax = 5,
real  ftol = 1.e-4,
real  xtol = 2.2e-16,
real  gtol = 0.9 
)

int OPTPP::backtrack ( NLP1 *  ,
ostream *  ,
NEWMAT::ColumnVector &  ,
NEWMAT::ColumnVector &  ,
real ,
int  itnmax = 5,
real  ftol = 1.e-4,
real  stpmax = 1.e3,
real  stpmin = 1.e-9 
)

int OPTPP::mcsrch ( NLP1 *  ,
NEWMAT::ColumnVector &  ,
ostream *  ,
real ,
int  itnmax = 5,
real  ftol = 1.e-4,
real  xtol = 2.2e-16,
real  gtol = 0.9,
real  stpmax = 1.e3,
real  stpmin = 1.e-9 
)

int OPTPP::mcstep ( real ,
real ,
real ,
real ,
real ,
real ,
real ,
real  ,
real  ,
bool ,
real  ,
real  ,
int *   
)

NEWMAT::ReturnMatrix OPTPP::PertChol ( NEWMAT::SymmetricMatrix &  ,
NEWMAT::Real  ,
NEWMAT::Real &   
)

NEWMAT::ReturnMatrix OPTPP::MCholesky ( NEWMAT::SymmetricMatrix &   ) 

int OPTPP::pdsinit ( NLP0 *  ,
ostream *  ,
int  ,
int  ,
int *  ,
int *  ,
double  ,
double *  ,
double *  ,
double *  ,
int *  ,
double *  ,
double *  ,
double *  ,
double *  ,
double *  ,
char *  ,
double  ,
int  ,
int  ,
double   
)

int OPTPP::pdsopt ( NLP0 *  ,
ostream *  ,
double *  ,
int *  ,
int  ,
char *  ,
int  ,
int  ,
double  ,
int  ,
int  ,
double  ,
double *  ,
double  ,
int  ,
double *  ,
int *  ,
char *  ,
double  ,
double  ,
double *  ,
int  ,
int  ,
int  ,
double   
)

int OPTPP::pdswork ( NLP0 *  ,
ostream *  ,
ofstream *  ,
int  ,
double  ,
int  ,
int  ,
int *  ,
double  ,
int  ,
double *  ,
double *  ,
int *  ,
double *  ,
double *  ,
int *  ,
int  ,
double  ,
double *  ,
char *  ,
double  ,
double  ,
int  ,
int  ,
int  ,
double  ,
FILE *   
)

int OPTPP::pdschk ( NLP0 *  ,
int  ,
double *  ,
double *  ,
double  ,
double *  ,
int  ,
double   
)

template<class T>
ostream& OPTPP::operator<< ( ostream &  os,
const OptppArray< T > &  item 
)

int OPTPP::bump ( int  start,
int  to 
) [inline]

template<class T>
OptppArray<T> OPTPP::sliceOptppArray ( const OptppArray< OptppArray< T > > &  array,
int  index 
)

template<class T>
OptppArray<T> OPTPP::tuple ( const T &  a  ) 

template<class T>
OptppArray<T> OPTPP::tuple ( const T &  a,
const T &  b 
)

template<class T>
OptppArray<T> OPTPP::tuple ( const T &  a,
const T &  b,
const T &  c 
)

template<class T>
OptppArray<T> OPTPP::tuple ( const T &  a,
const T &  b,
const T &  c,
const T &  d 
)

template<class T>
OptppArray<T> OPTPP::tuple ( const T &  a,
const T &  b,
const T &  c,
const T &  d,
const T &  e 
)

template<class T>
OptppArray<T> OPTPP::tuple ( const T &  a,
const T &  b,
const T &  c,
const T &  d,
const T &  e,
const T &  f 
)

void OPTPP::bailout ( const OptppExceptions &  e  ) 

void OPTPP::OptppfatalError ( const char *  mesg  ) 

void OPTPP::OptppmemoryError ( const char *  mesg  ) 

void OPTPP::OptpprangeError ( const char *  mesg,
int  i,
int  low,
int  high 
)

void OPTPP::OptppmathError ( const char *  mesg  ) 

void OPTPP::OptppdomainError ( const char *  mesg,
const double &  badValue 
)

void OPTPP::OptppzeroDivide ( const char *  mesg  ) 

int OPTPP::backtrack ( NLP1 *  nlp,
ostream *  fout,
ColumnVector &  search_dir,
ColumnVector &  sx,
double *  stp,
int  itnmax,
double  ftol,
double  stpmax,
double  stpmin 
)

int OPTPP::dogleg ( NLP1 *  nlp,
ostream *  fout,
SymmetricMatrix &  Hessian,
ColumnVector &  grad,
ColumnVector &  dogleg_step,
ColumnVector &  sx,
real dnorm,
real TR_size,
real  step_max 
)

int OPTPP::linesearch ( NLP1 *  nlp,
ostream *  optout,
ColumnVector &  search_dir,
ColumnVector &  sx,
double *  step_length,
double  stpmax,
double  stpmin,
int  itnmax,
double  ftol,
double  xtol,
double  gtol 
)

int OPTPP::mcsrch ( NLP1 *  nlp,
ColumnVector &  s,
ostream *  fout,
double *  stp,
int  itnmax,
double  ftol,
double  xtol,
double  gtol,
double  stpmax,
double  stpmin 
)

int OPTPP::trustpds ( NLP1 *  nlp,
ostream *  fout,
SymmetricMatrix &  H,
ColumnVector &  search_dir,
ColumnVector &  sx,
real TR_size,
real step_length,
real  stpmax,
real  stpmin,
int  searchSize 
)

int OPTPP::trustregion ( NLP1 *  nlp,
ostream *  fout,
SymmetricMatrix &  H,
ColumnVector &  search_dir,
ColumnVector &  sx,
real TR_size,
real step_length,
real  stpmax,
real  stpmin 
)

void OPTPP::get_F ( int &  ,
int &  ,
double *  ,
double &  ,
double *  ,
int &   
)

void OPTPP::get_C ( int &  ,
int &  ,
int &  ,
int &  ,
int *  ,
double *  ,
double *  ,
double *  ,
int &   
)

int OPTPP::create_scheme ( ostream *  fout,
int  ndim,
int  scheme_limit,
char *  scheme_name,
int *  scheme,
int  debug 
)

void OPTPP::pdslogerr ( int  ,
int  ,
double *  ,
int  ,
ostream *  ,
double  ,
int  ,
double  ,
double *  ,
int  ,
int  ,
ColumnVector &  ,
ColumnVector &   
)

int OPTPP::pdsstep ( NLP1 *  nlp,
ostream *  fout,
SymmetricMatrix &  Hessian,
ColumnVector &  grad,
ColumnVector &  pds_step,
ColumnVector &  sx,
real step_norm,
real TR_size,
real  step_max,
double &  radius,
bool  init_value,
int  sss 
)

void OPTPP::pdsquit ( int  ,
ofstream *  ,
int *  ,
double  ,
int *  ,
int  ,
double   
)

int OPTPP::main ( int  argc,
char **  argv 
)

This Program will take an XML file which has been output from Maui for OPT++ and start up an optimization run

ostream& OPTPP::operator<< ( ostream &  ut,
oformatstate const &  fmt 
)

ostream& OPTPP::operator>> ( ostream &  ut,
oformatstate &  fmt 
)

static Real OPTPP::square ( Real  x  )  [static]

ReturnMatrix OPTPP::PertChol ( SymmetricMatrix &  ,
Real  ,
Real &   
)

ReturnMatrix OPTPP::MCholesky ( SymmetricMatrix &  S  ) 

PrintCounter OPTPP::PCZ (  ) 

PrintCounter OPTPP::PCN (  ) 

void OPTPP::Print ( const Matrix &  X  ) 

void OPTPP::Print ( const UpperTriangularMatrix &  X  ) 

void OPTPP::Print ( const DiagonalMatrix &  X  ) 

void OPTPP::Print ( const SymmetricMatrix &  X  ) 

void OPTPP::Print ( const LowerTriangularMatrix &  X  ) 

void OPTPP::Clean ( Matrix &  A,
Real  c 
)

void OPTPP::Clean ( DiagonalMatrix &  A,
Real  c 
)

void OPTPP::FPrint ( ostream *  fout,
const Matrix &  X 
)

void OPTPP::FPrint ( ostream *  fout,
const SymmetricMatrix &  X 
)

void OPTPP::FPrint ( ostream *  fout,
const DiagonalMatrix &  X 
)


Variable Documentation

string int OPTPP::w = 0

string int int OPTPP::p = 0

string int int char OPTPP::c = ' '

char* OPTPP::class_name = "OptBCFDNewton" [static]

char* OPTPP::class_name = "OptBCNewton" [static]

char* OPTPP::class_name = "OptBCNewtonLike" [static]

char* OPTPP::class_name = "OptBCQNewton" [static]

char* OPTPP::class_name = {"OptFDNewton"} [static]

char* OPTPP::class_name = {"OptConstrNewtonLike"} [static]

char* OPTPP::class_name = {"OptFDNewton"} [static]

char* OPTPP::class_name = {"OptNewtonLike"} [static]

char* OPTPP::class_name = {"OptNIPSLike"} [static]

char* OPTPP::class_name = "OptNPSOL" [static]

USERFCN0 OPTPP::fcn0 [static]

USERFCN1 OPTPP::fcn1 [static]

USERNLNCON0 OPTPP::cfcn0 [static]

USERNLNCON1 OPTPP::cfcn1 [static]

int OPTPP::dlevel [static]

int OPTPP::feval_cnt = 0 [static]

int OPTPP::geval_cnt = 0 [static]

Appl_Data_NPSOL* OPTPP::app [static]

double OPTPP::rcond

int OPTPP::flag

int OPTPP::upper

ofstream OPTPP::fpdebug

FILE* OPTPP::fpscheme


Bug Reports    OPT++ Developers    Copyright Information    GNU Lesser General Public License
Documentation, generated by , last revised August 30, 2006.