FDNLF1 is a derived class of NLP1. More...
Public Member Functions | |
| virtual void | eval () | 
| Evaluate the objective function, gradient, and Hessian.   | |
| virtual NEWMAT::ColumnVector | evalCF (const NEWMAT::ColumnVector &x) | 
| Evaluate the nonlinear constraints at x.   | |
| virtual NEWMAT::Matrix | evalCG (const NEWMAT::ColumnVector &x) | 
| Evaluate the gradient of the nonlinear constraints at x.   | |
| virtual real | evalF (const NEWMAT::ColumnVector &x) | 
| Evaluate the objective function at.   | |
| virtual real | evalF () | 
| Evaluate the objective function.   | |
| virtual NEWMAT::ColumnVector | evalG (const NEWMAT::ColumnVector &x) | 
| Evaluate the gradient of the objective function at x.   | |
| virtual NEWMAT::ColumnVector | evalG () | 
| Evaluate the gradient of the objective function.   | |
| virtual NEWMAT::SymmetricMatrix | evalH () | 
| Evaluate the Hessian of the objective function.   | |
| virtual real | evalLagrangian (const NEWMAT::ColumnVector &x, NEWMAT::ColumnVector &mult, const NEWMAT::ColumnVector &type) | 
| Evaluate the Lagrangian at x.   | |
| virtual NEWMAT::ColumnVector | evalLagrangianGradient (const NEWMAT::ColumnVector &x, const NEWMAT::ColumnVector &mult, const NEWMAT::ColumnVector &type) | 
| Evaluate the gradient of the Lagrangian at x.   | |
| NEWMAT::SymmetricMatrix | FDHessian (NEWMAT::ColumnVector &x) | 
| Evaluate the finite difference approximation to Hessian of the objective function.   | |
| FDNLF1 (int ndim, USERFCN0V f, INITFCN i, INITCONFCN c, void *v) | |
| FDNLF1 (int ndim, USERFCN0V f, INITFCN i, void *v) | |
| FDNLF1 (int ndim, USERFCN0V f, INITFCN i, CompoundConstraint *constraint=0, void *v=0) | |
| Alternate function pointers with user-supplied void function pointer.   | |
| FDNLF1 (int ndim, int nlncons, USERNLNCON0 f, INITFCN i) | |
| FDNLF1 (int ndim, USERFCN0 f, INITFCN i, INITCONFCN c) | |
| FDNLF1 (int ndim, USERFCN0 f, INITFCN i, CompoundConstraint *constraint=0) | |
| FDNLF1 (int ndim) | |
| virtual void | fPrintState (ostream *, char *) | 
| Print out current state: x, gradient, and function value to a file.   | |
| virtual void | initFcn () | 
| Initialize function.   | |
| virtual void | printState (char *) | 
| Print out current state: x, gradient, and function value to the screen.   | |
| virtual void | reset () | 
| Reset parameter values.   | |
Static Protected Member Functions | |
| static void | f_helper (int n, const NEWMAT::ColumnVector &xc, real &f, int &result, void *v) | 
Protected Attributes | |
| USERNLNCON0 | confcn | 
| User-defined nonlinear constraints.   | |
| USERFCN0 | fcn | 
| User-defined objective function.   | |
| USERFCN0V | fcn_v | 
| User-defined objective function w/ void ptr.   | |
| INITCONFCN | init_confcn | 
| Initializes the constraints.   | |
| INITFCN | init_fcn | 
| Initializes the objective function.   | |
| bool | init_flag | 
| Has the function been initialized?   | |
| void * | vptr | 
| Void pointer.   | |
FDNLF1 is a derived class of NLP1.
The FDNLF1 class implements function, gradient, and Hessian evaluators.
Definition at line 388 of file NLF.h.
| OPTPP::FDNLF1::FDNLF1 | ( | int | ndim, | |
| USERFCN0V | f, | |||
| INITFCN | i, | |||
| CompoundConstraint * |  constraint = 0,  | 
        |||
| void * |  v = 0 | |||
| ) |  [inline] | 
        
| virtual void OPTPP::FDNLF1::eval | ( | ) |  [virtual] | 
        
Evaluate the objective function, gradient, and Hessian.
Implements OPTPP::NLP0.
Reimplemented in OPTPP::FDNLF1APP.
| virtual NEWMAT::ColumnVector OPTPP::FDNLF1::evalCF | ( | const NEWMAT::ColumnVector & | x | ) |  [virtual] | 
        
| virtual NEWMAT::Matrix OPTPP::FDNLF1::evalCG | ( | const NEWMAT::ColumnVector & | x | ) |  [virtual] | 
        
Evaluate the gradient of the nonlinear constraints at x.
Implements OPTPP::NLP0.
Reimplemented in OPTPP::FDNLF1APP.
| virtual real OPTPP::FDNLF1::evalF | ( | const NEWMAT::ColumnVector & | x | ) |  [virtual] | 
        
| virtual real OPTPP::FDNLF1::evalF | ( | ) |  [virtual] | 
        
| virtual NEWMAT::ColumnVector OPTPP::FDNLF1::evalG | ( | const NEWMAT::ColumnVector & | x | ) |  [virtual] | 
        
Evaluate the gradient of the objective function at x.
Implements OPTPP::NLP0.
Reimplemented in OPTPP::FDNLF1APP.
| virtual NEWMAT::ColumnVector OPTPP::FDNLF1::evalG | ( | ) |  [virtual] | 
        
Evaluate the gradient of the objective function.
Implements OPTPP::NLP0.
Reimplemented in OPTPP::FDNLF1APP.
| virtual NEWMAT::SymmetricMatrix OPTPP::FDNLF1::evalH | ( | ) |  [virtual] | 
        
Evaluate the Hessian of the objective function.
Implements OPTPP::NLP0.
Reimplemented in OPTPP::FDNLF1APP.
| virtual real OPTPP::FDNLF1::evalLagrangian | ( | const NEWMAT::ColumnVector & | x, | |
| NEWMAT::ColumnVector & | mult, | |||
| const NEWMAT::ColumnVector & | type | |||
| ) |  [virtual] | 
        
| virtual NEWMAT::ColumnVector OPTPP::FDNLF1::evalLagrangianGradient | ( | const NEWMAT::ColumnVector & | x, | |
| const NEWMAT::ColumnVector & | mult, | |||
| const NEWMAT::ColumnVector & | type | |||
| ) |  [virtual] | 
        
Evaluate the gradient of the Lagrangian at x.
Implements OPTPP::NLP0.
Reimplemented in OPTPP::FDNLF1APP.
| NEWMAT::SymmetricMatrix OPTPP::FDNLF1::FDHessian | ( | NEWMAT::ColumnVector & | x | ) | 
Evaluate the finite difference approximation to Hessian of the objective function.
Reimplemented in OPTPP::FDNLF1APP.
| virtual void OPTPP::FDNLF1::fPrintState | ( | ostream * | , | |
| char * | ||||
| ) |  [virtual] | 
        
Print out current state: x, gradient, and function value to a file.
Reimplemented from OPTPP::NLP0.
Reimplemented in OPTPP::FDNLF1APP.
| virtual void OPTPP::FDNLF1::initFcn | ( | ) |  [virtual] | 
        
| virtual void OPTPP::FDNLF1::printState | ( | char * | ) |  [virtual] | 
        
Print out current state: x, gradient, and function value to the screen.
Reimplemented from OPTPP::NLP0.
Reimplemented in OPTPP::FDNLF1APP.
| virtual void OPTPP::FDNLF1::reset | ( | ) |  [virtual] | 
        
USERNLNCON0 OPTPP::FDNLF1::confcn [protected] | 
        
User-defined nonlinear constraints.
Reimplemented in OPTPP::FDNLF1APP.
USERFCN0 OPTPP::FDNLF1::fcn [protected] | 
        
User-defined objective function.
Reimplemented in OPTPP::FDNLF1APP.
USERFCN0V OPTPP::FDNLF1::fcn_v [protected] | 
        
INITCONFCN OPTPP::FDNLF1::init_confcn [protected] | 
        
Initializes the constraints.
Reimplemented in OPTPP::FDNLF1APP.
INITFCN OPTPP::FDNLF1::init_fcn [protected] | 
        
Initializes the objective function.
Reimplemented in OPTPP::FDNLF1APP.
bool OPTPP::FDNLF1::init_flag [protected] | 
        
Has the function been initialized?
Reimplemented in OPTPP::FDNLF1APP.
void* OPTPP::FDNLF1::vptr [protected] | 
        
 1.6.3