LSQNLF is a derived class of NLP2. More...
Inherits OPTPP::NLP2.
Public Member Functions | |
virtual void | eval () |
Evaluate the function, gradient, and Hessian. | |
virtual NEWMAT::ColumnVector | evalCF (const NEWMAT::ColumnVector &x) |
Evaluate nonlinear constraints at x. | |
virtual NEWMAT::Matrix | evalCG (const NEWMAT::ColumnVector &x) |
Evaluate gradient of nonlinear constraints at x. | |
virtual real | evalF (const NEWMAT::ColumnVector &x) |
Evaluate the function at x. | |
virtual real | evalF () |
Evaluate the function. | |
virtual NEWMAT::ColumnVector | evalG (const NEWMAT::ColumnVector &x) |
Evaluate a finite-difference gradient at x. | |
virtual NEWMAT::ColumnVector | evalG () |
Evaluate a finite-difference gradient. | |
virtual NEWMAT::SymmetricMatrix | evalH () |
Evaluate the Hessian. | |
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::ColumnVector | getFcnResidual () const |
virtual void | initFcn () |
Initialize selected function. | |
LSQNLF (int ndim, int lsqterms, USERFCNLSQ1V f, INITFCN i, INITCONFCN c, void *v) | |
LSQNLF (int ndim, int lsqterms, USERFCNLSQ0V f, INITFCN i, INITCONFCN c, void *v) | |
Alternate function pointers with user-supplied void function pointer. | |
LSQNLF (int ndim, int lsqterms, USERFCNLSQ1 f, INITFCN i, INITCONFCN c) | |
LSQNLF (int ndim, int lsqterms, USERFCNLSQ0 f, INITFCN i, INITCONFCN c) | |
LSQNLF (int ndim, int lsqterms, USERFCNLSQ1 f, INITFCN i, CompoundConstraint *constraint=0) | |
LSQNLF (int ndim, int lsqterms, USERFCNLSQ0 f, INITFCN i, CompoundConstraint *constraint=0) | |
LSQNLF (int ndim, int lsqterms) | |
virtual void | reset () |
Reset parameters. | |
void | setFcnResidual (NEWMAT::ColumnVector &f) |
Static Protected Member Functions | |
static void | f0_helper (int n, const NEWMAT::ColumnVector &xc, NEWMAT::ColumnVector &f, int &result, void *v) |
static void | f1_helper (int m, int n, const NEWMAT::ColumnVector &xc, NEWMAT::ColumnVector &f, NEWMAT::Matrix &g, int &result, void *v) |
Protected Attributes | |
USERNLNCON1 | confcn |
User-defined nonlinear constraints. | |
USERFCNLSQ0 | fcn0 |
User-defined objective function. | |
USERFCNLSQ0V | fcn0_v |
User-defined objective function w/ void ptr. | |
USERFCNLSQ1 | fcn1 |
User-defined objective function. | |
USERFCNLSQ1V | fcn1_v |
User-defined objective function w/ void ptr. | |
NEWMAT::ColumnVector | fvector |
Vector of objective function values. | |
INITCONFCN | init_confcn |
User-defined initfcn for the constraints. | |
INITFCN | init_fcn |
User-defined initfcn for the obj. function. | |
bool | init_flag |
Has the function been initialized? | |
NEWMAT::Matrix | Jacobian_ |
Jacobian_ of objective function residuals. | |
bool | Jacobian_current |
Has the function been updated? | |
int | lsqterms_ |
Number of least square terms in objective. | |
NEWMAT::Matrix | partial_jac |
void * | vptr |
Void pointer. |
LSQNLF is a derived class of NLP2.
The LSQNLF class implements the function, gradient, and Hessian evaluator for a least square objective.
Definition at line 60 of file LSQNLF.h.
OPTPP::LSQNLF::LSQNLF | ( | int | ndim, | |
int | lsqterms, | |||
USERFCNLSQ0V | f, | |||
INITFCN | i, | |||
INITCONFCN | c, | |||
void * | v | |||
) | [inline] |
Alternate function pointers with user-supplied void function pointer.
Definition at line 227 of file LSQNLF.h.
References fvector, Jacobian_, and OPTPP::NLP0::SpecFlag.
virtual void OPTPP::LSQNLF::eval | ( | ) | [virtual] |
Evaluate the function, gradient, and Hessian.
Implements OPTPP::NLP0.
virtual NEWMAT::ColumnVector OPTPP::LSQNLF::evalCF | ( | const NEWMAT::ColumnVector & | x | ) | [virtual] |
Evaluate nonlinear constraints at x.
Implements OPTPP::NLP0.
virtual NEWMAT::Matrix OPTPP::LSQNLF::evalCG | ( | const NEWMAT::ColumnVector & | x | ) | [virtual] |
Evaluate gradient of nonlinear constraints at x.
Implements OPTPP::NLP0.
virtual real OPTPP::LSQNLF::evalF | ( | const NEWMAT::ColumnVector & | x | ) | [virtual] |
Evaluate the function at x.
Implements OPTPP::NLP0.
virtual real OPTPP::LSQNLF::evalF | ( | ) | [virtual] |
Evaluate the function.
Implements OPTPP::NLP0.
virtual NEWMAT::ColumnVector OPTPP::LSQNLF::evalG | ( | const NEWMAT::ColumnVector & | x | ) | [virtual] |
Evaluate a finite-difference gradient at x.
Implements OPTPP::NLP0.
virtual NEWMAT::ColumnVector OPTPP::LSQNLF::evalG | ( | ) | [virtual] |
Evaluate a finite-difference gradient.
Implements OPTPP::NLP0.
virtual NEWMAT::SymmetricMatrix OPTPP::LSQNLF::evalH | ( | ) | [virtual] |
Evaluate the Hessian.
Implements OPTPP::NLP0.
virtual real OPTPP::LSQNLF::evalLagrangian | ( | const NEWMAT::ColumnVector & | x, | |
NEWMAT::ColumnVector & | mult, | |||
const NEWMAT::ColumnVector & | type | |||
) | [virtual] |
Evaluate the Lagrangian at x.
Implements OPTPP::NLP0.
virtual NEWMAT::ColumnVector OPTPP::LSQNLF::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.
virtual void OPTPP::LSQNLF::initFcn | ( | ) | [virtual] |
Initialize selected function.
Implements OPTPP::NLP0.
virtual void OPTPP::LSQNLF::reset | ( | ) | [virtual] |
Reset parameters.
Implements OPTPP::NLP0.
USERNLNCON1 OPTPP::LSQNLF::confcn [protected] |
USERFCNLSQ0 OPTPP::LSQNLF::fcn0 [protected] |
USERFCNLSQ0V OPTPP::LSQNLF::fcn0_v [protected] |
USERFCNLSQ1 OPTPP::LSQNLF::fcn1 [protected] |
USERFCNLSQ1V OPTPP::LSQNLF::fcn1_v [protected] |
NEWMAT::ColumnVector OPTPP::LSQNLF::fvector [protected] |
INITCONFCN OPTPP::LSQNLF::init_confcn [protected] |
INITFCN OPTPP::LSQNLF::init_fcn [protected] |
bool OPTPP::LSQNLF::init_flag [protected] |
NEWMAT::Matrix OPTPP::LSQNLF::Jacobian_ [protected] |
bool OPTPP::LSQNLF::Jacobian_current [protected] |
int OPTPP::LSQNLF::lsqterms_ [protected] |
void* OPTPP::LSQNLF::vptr [protected] |