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] |