NLP2.h

00001 #ifndef NLP2_h
00002 #define NLP2_h
00003 
00004 #include "NLP1.h"
00005 
00006 using std::ostream;
00007 
00018 namespace OPTPP {
00019 
00020 class NLP2: public NLP1 {
00021 protected:
00023   NEWMAT::SymmetricMatrix Hessian;      
00025   int     nhevals;              
00026 
00027 public:
00034   NLP2(): 
00035      NLP1(), Hessian(0), nhevals(0) {;}
00042   NLP2(int ndim): 
00043      NLP1(ndim), Hessian(ndim), nhevals(0) {;}
00051   NLP2(int ndim, int nlncons): 
00052      NLP1(ndim, nlncons), Hessian(ndim), nhevals(0) {;}
00060   NLP2(int ndim, CompoundConstraint* constraint): 
00061      NLP1(ndim,constraint), Hessian(ndim), nhevals(0) {;}
00062 
00066   virtual ~NLP2() {}                     
00067 
00071   NEWMAT::SymmetricMatrix getHess() const {return Hessian;}
00072 
00076   int getHevals()           const {return nhevals;}
00077 
00079   virtual void reset() = 0;   
00081   virtual void initFcn() = 0;   
00083   virtual real evalF() = 0;
00085   virtual real evalF(const NEWMAT::ColumnVector& x) = 0;
00087   virtual void eval() = 0;   
00088 
00090   virtual NEWMAT::ColumnVector evalG() = 0;
00092   virtual NEWMAT::ColumnVector evalG(const NEWMAT::ColumnVector& x) = 0;
00093 
00095   virtual NEWMAT::SymmetricMatrix evalH() = 0;
00097   virtual NEWMAT::SymmetricMatrix evalH(NEWMAT::ColumnVector& x) = 0;
00098 
00099 
00101   virtual real evalLagrangian(const NEWMAT::ColumnVector& x, NEWMAT::ColumnVector& mult,
00102                               const NEWMAT::ColumnVector& type) = 0;
00104   virtual NEWMAT::ColumnVector evalLagrangianGradient(const NEWMAT::ColumnVector& x,
00105                                               const NEWMAT::ColumnVector& mult,
00106                                               const NEWMAT::ColumnVector& type) = 0;
00107 
00109   virtual NEWMAT::ColumnVector evalCF(const NEWMAT::ColumnVector& x) = 0;
00111   virtual NEWMAT::Matrix evalCG(const NEWMAT::ColumnVector& x) = 0;
00112   virtual NEWMAT::SymmetricMatrix evalCH(NEWMAT::ColumnVector& x) = 0;
00114   virtual OptppArray<NEWMAT::SymmetricMatrix> evalCH(NEWMAT::ColumnVector& x, int darg) = 0;
00115   virtual void evalC(const NEWMAT::ColumnVector& x) = 0;
00116 
00117 
00119   virtual void printState(char* s) ;
00121   virtual void fPrintState(ostream *nlpout, char* s ) ;
00122 
00123 };
00124 
00129 void Print(const NEWMAT::Matrix& X);
00130 void Print(const NEWMAT::UpperTriangularMatrix& X);
00131 void Print(const NEWMAT::DiagonalMatrix& X);
00132 void Print(const NEWMAT::SymmetricMatrix& X);
00133 void Print(const NEWMAT::LowerTriangularMatrix& X);
00134 
00135 void FPrint(ostream *fout, const NEWMAT::Matrix& X);
00136 void FPrint(ostream *fout, const NEWMAT::SymmetricMatrix& X);
00137 void FPrint(ostream *fout, const NEWMAT::DiagonalMatrix& X);
00138 
00139 } // namespace OPTPP
00140 
00141 #endif