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] |