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NLP0 Class Reference

#include <NLP0.h>

Inheritance diagram for NLP0::

NLPBase NLF0 NLP1 NLP2 List of all members.

Public Methods

 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 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 ColumnVector &accrcy)
virtual int getDim () const
virtual int getFevals () const
virtual int getIsExpensive () const
virtual real getF () const
virtual ColumnVector getFcnAccrcy () const
virtual ColumnVector getXc () const
virtual real getFcnTime () const
virtual void setDebug ()
virtual bool debug () const
void setDerivOption (DerivOption d)
DerivOption getDerivOption () const
void setSpecOption (SpecOption SpecEval)
SpecOption getSpecOption () const
virtual void initFcn ()=0
virtual void eval ()=0
virtual real evalF ()=0
virtual real evalF (const ColumnVector &x)=0
int getNumOfCons () const
int getNumOfNLCons () const
ColumnVector getConstraintValue () const
void setConstraintValue (const 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.

ColumnVector FDGrad (const ColumnVector &, const ColumnVector &, double &, ColumnVector &)
 Finite-difference gradient and Hessian.

ColumnVector BDGrad (const ColumnVector &, const ColumnVector &, double &, ColumnVector &)
ColumnVector CDGrad (const ColumnVector &, const ColumnVector &, double &, ColumnVector &)
SymmetricMatrix FD2Hessian (ColumnVector &)
Matrix CONFDGrad (const ColumnVector &)
 Finite-difference gradient and Hessian of nonlinear constraints.

Matrix CONBDGrad (const ColumnVector &)
Matrix CONCDGrad (const ColumnVector &)
virtual ColumnVector evalG ()=0
 Evaluate a finite-difference gradient and Hessian.

virtual ColumnVector evalG (const ColumnVector &x)=0
virtual SymmetricMatrix evalH ()=0
virtual SymmetricMatrix evalH (ColumnVector &x)=0
virtual real evalLagrangian (const ColumnVector &x, ColumnVector &mult, const ColumnVector &type)=0
 Evaluate the Lagrangian.

virtual ColumnVector evalLagrangianGradient (const ColumnVector &x, const ColumnVector &mult, const ColumnVector &type)=0
 Evaluate the Lagrangian gradient.

virtual ColumnVector evalCF (const ColumnVector &x)=0
 Evaluate the constraint at x.

virtual Matrix evalCG (const ColumnVector &x)=0
 Evaluate the constraint gradient at x.

virtual SymmetricMatrix evalCH (ColumnVector &x)=0
virtual OptppArray< SymmetricMatrix > evalCH (ColumnVector &x, int darg)=0
 Evaluate the constraint Hessian at x.

virtual void printState (char *)
 Print the function.

virtual void fPrintState (ostream *, char *)
void saveState ()

Protected Attributes

int dim
 Dimension of the problem.

ColumnVector mem_xc
 Current point.

real fvalue
 Objective function value at mem_xc.

char nlp_name [80]
 Optional identifying name.

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.

double function_time
 Function compute time.

CompoundConstraint * constraint_
 Pointer to constraints.

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.

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

Note:
Modified by P. J. Williams to incorporate NLPBase.h
Sandia National Laboratories, pwilla@.sandia.gov

Constructor & Destructor Documentation

NLP0::NLP0 (  )  [inline]
 

Default Constructor

See also:
NLP0(int dim) , NLP0(int dim, int nlncons) , NLP0(int dim, CompoundConstraint* constraint)

NLP0::NLP0 (  int dim )  [inline]
 

Parameters:
ndim   an int
See also:
NLP0() , NLP0(int dim, int nlncons) , NLP0(int dim, CompoundConstraint* constraint)

NLP0::NLP0 (  int dim,
int nlncons
)  [inline]
 

Parameters:
ndim   an int
nlncons   an int
See also:
NLP0() , NLP0(int dim) , NLP0(int dim, CompoundConstraint* constraint)

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

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

Member Function Documentation

void NLP0::PrintConstraints (  )  [virtual]
 

Print constraints to standard output

Reimplemented from NLPBase.

ColumnVector NLP0::getConstraintValue (  )  const [inline]
 

Returns:
Constraint value

CompoundConstraint* NLP0::getConstraints (  )  [inline]
 

Returns:
Pointer to a CompoundConstraint object

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

Returns:
Problem Dimension

Reimplemented from NLPBase.

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

Returns:
The function value

Reimplemented from NLPBase.

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

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

Reimplemented from NLPBase.

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

Returns:
Function compute time

Reimplemented from NLPBase.

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

Returns:
Number of Function Evaluations

Reimplemented from NLPBase.

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

Returns:
Is the function expensive?

Reimplemented from NLPBase.

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

Returns:
Total number of constraints

Reimplemented from NLPBase.

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

Returns:
Number of nonlinear constraints

Reimplemented from NLPBase.

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

Returns:
Current point

Reimplemented from NLPBase.

bool NLP0::hasConstraints (  )  [virtual]
 

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

Reimplemented from NLPBase.

The documentation for this class was generated from the following files:
Copyright Information
GNU Lesser General Public License

Contact:
Juan Meza meza@ca.sandia.gov



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