Bound Constrained Newton abstract data classes. More...
Public Member Functions | |
| virtual void | acceptStep (int k, int step_type) |
| virtual int | checkConvg () |
| Check to see if algorithm satisfies the convergence criteria. | |
| NEWMAT::ColumnVector | computeConstraintSubgradient (NEWMAT::ColumnVector &) |
| Picks the row corresponding to the most infeasible constraints. | |
| double | computeFeasibility (NEWMAT::ColumnVector &) |
| Computes feasibility of the constraints. | |
| double | computeGamma (double) |
| Given x, compute the gamma function. | |
| NEWMAT::ColumnVector | computeSearch (NEWMAT::SymmetricMatrix &) |
| int | halfSpaceStep (NEWMAT::ColumnVector &, NEWMAT::SymmetricMatrix &, double &) |
| Deep cut step for upper bound. | |
| int | infeasibilityStep (NEWMAT::ColumnVector &, NEWMAT::SymmetricMatrix &, double &) |
| Step taken if the current x is infeasible. | |
| virtual void | initOpt () |
| Sets up the optimization method. | |
| OptBCEllipsoid (NLP1 *p, TOLS t) | |
| OptBCEllipsoid (NLP1 *p, UPDATEFCN u) | |
| OptBCEllipsoid (NLP1 *p) | |
| OptBCEllipsoid () | |
| Default constructor. | |
| virtual void | optimize () |
| Call the optimization method. | |
| virtual void | printStatus (char *) |
| Print status of the bound constrained ellipsoidal method. | |
| virtual void | readOptInput () |
| Read user-specified input options. | |
| virtual void | reset () |
| void | resetDeepCut () |
| Set deepcutflag = 0. | |
| void | setDeepCut () |
| Set deepcutflag = 1. | |
| void | setInitialEllipsoid (double rad) |
| Sets the initial ellipsoid radius. | |
| void | setXScale (NEWMAT::ColumnVector &x) |
| Set the scaling vector for x. | |
| virtual void | updateModel (int k, int ndim, NEWMAT::ColumnVector x) |
| ~OptBCEllipsoid () | |
| Destructor. | |
Protected Member Functions | |
| NLP1 * | nlprob () const |
| Pointer to an NLP1*. | |
Protected Attributes | |
| int | deepcutflag |
| Deep cut indicator. | |
| double | fval_lowbound |
| Function lower/upper bounds. | |
| double | fval_upbound |
| double | initial_radius |
| Radius of the initial sphere. | |
| int | xscal_flag |
| Scaling indicator. | |
Bound Constrained Newton abstract data classes.
OptBCEllipsoid implements the bound constrained ellipsoid method.
Definition at line 17 of file OptBCEllipsoid.h.
| OPTPP::OptBCEllipsoid::OptBCEllipsoid | ( | ) | [inline] |
Default constructor.
Definition at line 43 of file OptBCEllipsoid.h.
| OPTPP::OptBCEllipsoid::OptBCEllipsoid | ( | NLP1 * | p | ) | [inline] |
| p | a pointer to an NLP1 object |
Definition at line 50 of file OptBCEllipsoid.h.
| OPTPP::OptBCEllipsoid::OptBCEllipsoid | ( | NLP1 * | p, | |
| UPDATEFCN | u | |||
| ) | [inline] |
| p | a pointer to an NLP1 object | |
| u | an update function |
Definition at line 59 of file OptBCEllipsoid.h.
References OPTPP::OptimizeClass::update_fcn.
| OPTPP::OptBCEllipsoid::OptBCEllipsoid | ( | NLP1 * | p, | |
| TOLS | t | |||
| ) | [inline] |
| p | a pointer to an NLP1 object | |
| t | a TOLS object |
Definition at line 69 of file OptBCEllipsoid.h.
| OPTPP::OptBCEllipsoid::~OptBCEllipsoid | ( | ) | [inline] |
Destructor.
Definition at line 76 of file OptBCEllipsoid.h.
| virtual void OPTPP::OptBCEllipsoid::acceptStep | ( | int | , | |
| int | ||||
| ) | [virtual] |
Implements OPTPP::OptimizeClass.
| virtual int OPTPP::OptBCEllipsoid::checkConvg | ( | ) | [virtual] |
Check to see if algorithm satisfies the convergence criteria.
Implements OPTPP::OptimizeClass.
| NEWMAT::ColumnVector OPTPP::OptBCEllipsoid::computeConstraintSubgradient | ( | NEWMAT::ColumnVector & | ) |
Picks the row corresponding to the most infeasible constraints.
| double OPTPP::OptBCEllipsoid::computeFeasibility | ( | NEWMAT::ColumnVector & | ) |
Computes feasibility of the constraints.
| double OPTPP::OptBCEllipsoid::computeGamma | ( | double | ) |
Given x, compute the gamma function.
| int OPTPP::OptBCEllipsoid::halfSpaceStep | ( | NEWMAT::ColumnVector & | , | |
| NEWMAT::SymmetricMatrix & | , | |||
| double & | ||||
| ) |
Deep cut step for upper bound.
| int OPTPP::OptBCEllipsoid::infeasibilityStep | ( | NEWMAT::ColumnVector & | , | |
| NEWMAT::SymmetricMatrix & | , | |||
| double & | ||||
| ) |
Step taken if the current x is infeasible.
| virtual void OPTPP::OptBCEllipsoid::initOpt | ( | ) | [virtual] |
Sets up the optimization method.
| NLP1* OPTPP::OptBCEllipsoid::nlprob | ( | ) | const [inline, protected] |
Pointer to an NLP1*.
Definition at line 24 of file OptBCEllipsoid.h.
| virtual void OPTPP::OptBCEllipsoid::optimize | ( | ) | [virtual] |
Call the optimization method.
Implements OPTPP::OptimizeClass.
| virtual void OPTPP::OptBCEllipsoid::printStatus | ( | char * | ) | [virtual] |
Print status of the bound constrained ellipsoidal method.
Implements OPTPP::OptimizeClass.
| virtual void OPTPP::OptBCEllipsoid::readOptInput | ( | ) | [virtual] |
Read user-specified input options.
Implements OPTPP::OptimizeClass.
| void OPTPP::OptBCEllipsoid::resetDeepCut | ( | ) | [inline] |
| void OPTPP::OptBCEllipsoid::setDeepCut | ( | ) | [inline] |
| void OPTPP::OptBCEllipsoid::setInitialEllipsoid | ( | double | rad | ) | [inline] |
Sets the initial ellipsoid radius.
Definition at line 103 of file OptBCEllipsoid.h.
References initial_radius.
| void OPTPP::OptBCEllipsoid::setXScale | ( | NEWMAT::ColumnVector & | x | ) | [inline] |
Set the scaling vector for x.
Definition at line 119 of file OptBCEllipsoid.h.
References xscal_flag.
int OPTPP::OptBCEllipsoid::deepcutflag [protected] |
Deep cut indicator.
Definition at line 32 of file OptBCEllipsoid.h.
Referenced by resetDeepCut(), and setDeepCut().
double OPTPP::OptBCEllipsoid::fval_lowbound [protected] |
Function lower/upper bounds.
Definition at line 26 of file OptBCEllipsoid.h.
double OPTPP::OptBCEllipsoid::initial_radius [protected] |
Radius of the initial sphere.
Definition at line 28 of file OptBCEllipsoid.h.
Referenced by setInitialEllipsoid().
int OPTPP::OptBCEllipsoid::xscal_flag [protected] |
1.6.3