OPTPP::OptBCEllipsoid Class Reference

Bound Constrained Newton abstract data classes. More...

Inheritance diagram for OPTPP::OptBCEllipsoid:
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Collaboration diagram for OPTPP::OptBCEllipsoid:
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List of all members.

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.

Detailed Description

Bound Constrained Newton abstract data classes.

OptBCEllipsoid implements the bound constrained ellipsoid method.

Author:
J.C. Meza, Sandia National Laboratories, meza@ca.sandia.gov
Charles Tong
Note:
Modified by P.J. Williams to accept new constrained nlp objects

Definition at line 17 of file OptBCEllipsoid.h.


Constructor & Destructor Documentation

OPTPP::OptBCEllipsoid::OptBCEllipsoid (  )  [inline]

Default constructor.

Definition at line 43 of file OptBCEllipsoid.h.

OPTPP::OptBCEllipsoid::OptBCEllipsoid ( NLP1 *  p  )  [inline]
Parameters:
p a pointer to an NLP1 object
See also:
OptBCEllipsoid(NLP1* p, UPDATEFCN u)
OptBCEllipsoid(NLP1* p, TOLS t)

Definition at line 50 of file OptBCEllipsoid.h.

OPTPP::OptBCEllipsoid::OptBCEllipsoid ( NLP1 *  p,
UPDATEFCN  u 
) [inline]
Parameters:
p a pointer to an NLP1 object
u an update function
See also:
OptBCEllipsoid(NLP1* p)
OptBCEllipsoid(NLP1* p, UPDATEFCN u)

Definition at line 59 of file OptBCEllipsoid.h.

References OPTPP::OptimizeClass::update_fcn.

OPTPP::OptBCEllipsoid::OptBCEllipsoid ( NLP1 *  p,
TOLS  t 
) [inline]
Parameters:
p a pointer to an NLP1 object
t a TOLS object
See also:
OptBCEllipsoid(NLP1* p)
OptBCEllipsoid(NLP1* p, UPDATEFCN u)

Definition at line 69 of file OptBCEllipsoid.h.

OPTPP::OptBCEllipsoid::~OptBCEllipsoid (  )  [inline]

Destructor.

Definition at line 76 of file OptBCEllipsoid.h.


Member Function Documentation

virtual void OPTPP::OptBCEllipsoid::acceptStep ( int  ,
int   
) [virtual]
Note:
Pure virtual functions
Each derived class must define these functions for themselves

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]

Set deepcutflag = 0.

Definition at line 125 of file OptBCEllipsoid.h.

References deepcutflag.

void OPTPP::OptBCEllipsoid::setDeepCut (  )  [inline]

Set deepcutflag = 1.

Definition at line 122 of file OptBCEllipsoid.h.

References deepcutflag.

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.


Member Data Documentation

Deep cut indicator.

Definition at line 32 of file OptBCEllipsoid.h.

Referenced by resetDeepCut(), and setDeepCut().

Function lower/upper bounds.

Definition at line 26 of file OptBCEllipsoid.h.

Radius of the initial sphere.

Definition at line 28 of file OptBCEllipsoid.h.

Referenced by setInitialEllipsoid().

Scaling indicator.

Definition at line 30 of file OptBCEllipsoid.h.

Referenced by setXScale().


The documentation for this class was generated from the following file:
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