Constrained Newton abstract data classes OptConstrNewtonLike OptConstrNewton1Deriv OptConstrNewton2Deriv. More...
Public Member Functions | |
| virtual void | acceptStep (int k, int step_type) |
| Accept this step and update the nonlinear model. | |
| int | checkAnalyticFDGrad () |
| Check finite difference approximation with analytic derivatives. | |
| virtual int | checkConvg () |
| Check to see if algorithm satisfies the convergence criterion. | |
| virtual int | checkDeriv () |
| Compare the analytic gradient with the finite-difference approximation. | |
| NEWMAT::ColumnVector | computeFFK1Ind (const NEWMAT::ColumnVector &xc) |
| Compute the active set according to Facchinei, Fischer, and Kanzow indicator. | |
| NEWMAT::ColumnVector | computeFFK2Ind (const NEWMAT::ColumnVector &xc) |
| Compute the active set according to Facchinei, Fischer, and Kanzow indicator. | |
| virtual real | computeMaxStep (NEWMAT::ColumnVector sk) |
| virtual NEWMAT::ColumnVector | computeSearch (NEWMAT::SymmetricMatrix &H) |
| Solve for the Newton direction. | |
| virtual int | computeStep (NEWMAT::ColumnVector sk) |
| Compute the steplength along the search direction. | |
| NEWMAT::ColumnVector | computeTapiaInd (const NEWMAT::ColumnVector &step) |
| Compute the Tapia indicators for the constrained problem. | |
| void | fPrintMultipliers (ostream *nlpout, char *) |
| Print the Lagrangian multipliers to a file. | |
| void | fPrintSecSuff (ostream *nlpout, NEWMAT::ColumnVector &info) |
| Print second order sufficiency information to a file. | |
| NEWMAT::Matrix | getConstraintGradient () const |
| NEWMAT::ColumnVector | getConstraintResidual () const |
| real | getCost () const |
| DerivOption | getDerivOption () const |
| Set type of finite difference approximation (forward, backward, or central). | |
| NEWMAT::ColumnVector | getEqualityMultiplier () const |
| bool | getFeasibilityRecoveryFlag () const |
| int | getFevals () const |
| int | getGevals () const |
| NEWMAT::ColumnVector | getGradL () const |
| NEWMAT::ColumnVector | getGradLPrev () const |
| real | getGradMult () const |
| NEWMAT::SymmetricMatrix | getHessian () const |
| NEWMAT::ColumnVector | getInequalityMultiplier () const |
| int | getMaxFeasIter () const |
| MeritFcn | getMeritFcn () const |
| int | getSearchSize () const |
| SearchStrategy | getSearchStrategy () const |
| Set globalization strategy for optimization algorithm. | |
| NEWMAT::ColumnVector | getSlacks () const |
| real | getTRSize () const |
| bool | getWarmStart () const |
| virtual void | initHessian () |
| Compute the Hessian or its approximation at the initial point. | |
| virtual void | initOpt () |
| Initialize algorithmic parameters. | |
| virtual double | initTrustRegionSize () const |
| Initialize the radius of the trust-region. | |
| OptConstrNewtonLike (int n, TOLS t) | |
| OptConstrNewtonLike (int n, UPDATEFCN u) | |
| OptConstrNewtonLike (int n) | |
| OptConstrNewtonLike () | |
| Default Constructor. | |
| virtual void | optimize () |
| Invoke a constrained Newton's method. | |
| void | printMultipliers (char *) |
| Output the Lagrangian multipliers to the screen. | |
| void | printStatus (char *) |
| Print status of the constrained Newton's method. | |
| virtual void | readOptInput () |
| Read user-specified input options from a file. | |
| virtual void | reset () |
| virtual void | setConstraintGradient (const NEWMAT::Matrix &constraint_grad) |
| Store the current gradients of the constraints. | |
| virtual void | setConstraintResidual (const NEWMAT::ColumnVector &constraint_value) |
| Store the residuals of the constraints at the current iteration. | |
| void | setCost (real value) |
| Store current value of merit function. | |
| void | setDerivOption (DerivOption d) |
| void | setEqualityMultiplier (const NEWMAT::ColumnVector &ymult) |
| Store the current Lagrangian multipliers corresponding to equality constraints. | |
| void | setFeasibilityRecoveryFlag (bool flag) |
| Set switch to turn on feasibility recovery method. | |
| virtual void | setGradL (NEWMAT::ColumnVector gradl_value) |
| Store the gradient of the Lagrangian at the current iteration. | |
| virtual void | setGradLPrev (NEWMAT::ColumnVector gradl_value) |
| Store the gradient of the Lagrangian at the previous iteration. | |
| void | setGradMult (real tau) |
| Set gradient multiplier which is used to compute radius of trust-region. | |
| void | setHessian (NEWMAT::SymmetricMatrix &H) |
| Store current Hessian matrix. | |
| void | setInequalityMultiplier (const NEWMAT::ColumnVector &zmult) |
| Store the current Lagrangian multipliers corresponding to inequality constraints. | |
| void | setMaxFeasIter (int k) |
| Set maximum number of iterations for feasibility recovery method of trust-region. | |
| virtual void | setMeritFcn (MeritFcn option) |
| Specify the merit function to used in step acceptance test. | |
| void | setSearchSize (int sss) |
| Set number of points in search scheme for trustpds strategy. | |
| void | setSearchStrategy (SearchStrategy search) |
| void | setSlacks (const NEWMAT::ColumnVector &slackVar) |
| Store the current slack vector. | |
| void | setTRSize (real delta) |
| Set radius of trust-region. | |
| virtual NEWMAT::SymmetricMatrix | updateH (NEWMAT::SymmetricMatrix &H, int k)=0 |
| Compute the Hessian of the Lagrangrian or its approximation at iteration k. | |
| virtual void | updateModel (int k, int ndim, NEWMAT::ColumnVector x) |
| void | UseWarmStart (NEWMAT::SymmetricMatrix &H) |
| virtual | ~OptConstrNewtonLike () |
| Destructor. | |
Protected Member Functions | |
| void | defaultAcceptStep (int, int) |
| Provide default implementation of AcceptStep. | |
| NEWMAT::ColumnVector | defaultComputeSearch (NEWMAT::SymmetricMatrix &) |
| virtual NLP1 * | nlprob () const =0 |
| returns an NLP1 pointer | |
Protected Attributes | |
| NEWMAT::Matrix | constraintGradient |
| Current constraint gradient. | |
| NEWMAT::Matrix | constraintGradientPrev |
| Previous constraint gradient. | |
| NEWMAT::ColumnVector | constraintResidual |
| Constraint residual at xc. | |
| NEWMAT::ColumnVector | constrType |
| Vector which contains the type of constraint. | |
| real | cost |
| Value of the merit function. | |
| bool | feas_flag |
| Switch to turn on the feasibility recovery method. | |
| DerivOption | finitediff |
| User-specified derivative option. | |
| NEWMAT::ColumnVector | gprev |
| Gradient at previous iteration. | |
| int | grad_evals |
| Number of gradient evaluations. | |
| NEWMAT::ColumnVector | gradl |
| Current gradient of the lagrangian. | |
| NEWMAT::ColumnVector | gradlprev |
| Previous gradient of the lagrangian. | |
| real | gradMult |
| Gradient multiplier to compute TR_size. | |
| NEWMAT::SymmetricMatrix | Hessian |
| Current Hessian. | |
| NEWMAT::SymmetricMatrix | hessl |
| Current Hessian of the lagrangian. | |
| int | max_feas_iter |
| Maximize number of iterations to achieve feasibility. | |
| int | me |
| Number of equality constraints. | |
| MeritFcn | mfcn |
| Merit function option. | |
| int | mi |
| Number of inequality constraints. | |
| NEWMAT::ColumnVector | s |
| Slack variables corr. to ineq. constraints. | |
| int | searchSize |
| Search pattern size for TRPDS. | |
| SearchStrategy | strategy |
| User-specified globalization strategy. | |
| real | TR_size |
| Size of the trust region radius. | |
| bool | WarmStart |
| NEWMAT::ColumnVector | y |
| Lagrange mult. corr. to eq constraints. | |
| NEWMAT::ColumnVector | z |
| Lagrange mult. corr. to ineq constraints. | |
Friends | |
| int | trustpds (NLP1 *, ostream *, NEWMAT::SymmetricMatrix &, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, real &, real &, real stpmax, real stpmin, int) |
| int | trustregion (NLP1 *, ostream *, NEWMAT::SymmetricMatrix &, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, real &, real &, real stpmax, real stpmin) |
Constrained Newton abstract data classes OptConstrNewtonLike OptConstrNewton1Deriv OptConstrNewton2Deriv.
OptConstrNewtonLike provides common data and functionality for OptConstrFDNewton, OptConstrQNewton, OptConstrNewton, OptFDNIPS, OptQNIPS, and OptNIPS methods.
Definition at line 31 of file OptConstrNewtonLike.h.
| OPTPP::OptConstrNewtonLike::OptConstrNewtonLike | ( | ) | [inline] |
Default Constructor.
Definition at line 70 of file OptConstrNewtonLike.h.
| OPTPP::OptConstrNewtonLike::OptConstrNewtonLike | ( | int | n | ) | [inline] |
| n | an integer argument |
Definition at line 76 of file OptConstrNewtonLike.h.
| OPTPP::OptConstrNewtonLike::OptConstrNewtonLike | ( | int | n, | |
| UPDATEFCN | u | |||
| ) | [inline] |
| n | an integer argument | |
| u | a function pointer. |
Definition at line 91 of file OptConstrNewtonLike.h.
References s, OPTPP::OptimizeClass::update_fcn, y, and z.
| OPTPP::OptConstrNewtonLike::OptConstrNewtonLike | ( | int | n, | |
| TOLS | t | |||
| ) | [inline] |
| n | an integer argument | |
| t | tolerance class reference. |
Definition at line 106 of file OptConstrNewtonLike.h.
| virtual OPTPP::OptConstrNewtonLike::~OptConstrNewtonLike | ( | ) | [inline, virtual] |
Destructor.
Definition at line 119 of file OptConstrNewtonLike.h.
| virtual void OPTPP::OptConstrNewtonLike::acceptStep | ( | int | k, | |
| int | step_type | |||
| ) | [inline, virtual] |
Accept this step and update the nonlinear model.
Implements OPTPP::OptimizeClass.
Definition at line 127 of file OptConstrNewtonLike.h.
References defaultAcceptStep().
| int OPTPP::OptConstrNewtonLike::checkAnalyticFDGrad | ( | ) |
Check finite difference approximation with analytic derivatives.
| virtual int OPTPP::OptConstrNewtonLike::checkConvg | ( | ) | [virtual] |
Check to see if algorithm satisfies the convergence criterion.
Implements OPTPP::OptimizeClass.
Reimplemented in OPTPP::OptNIPSLike.
| virtual int OPTPP::OptConstrNewtonLike::checkDeriv | ( | ) | [virtual] |
Compare the analytic gradient with the finite-difference approximation.
Reimplemented in OPTPP::OptConstrFDNewton, OPTPP::OptConstrNewton, OPTPP::OptConstrQNewton, OPTPP::OptFDNIPS, OPTPP::OptNIPSLike, and OPTPP::OptQNIPS.
| NEWMAT::ColumnVector OPTPP::OptConstrNewtonLike::computeFFK1Ind | ( | const NEWMAT::ColumnVector & | xc | ) |
Compute the active set according to Facchinei, Fischer, and Kanzow indicator.
| NEWMAT::ColumnVector OPTPP::OptConstrNewtonLike::computeFFK2Ind | ( | const NEWMAT::ColumnVector & | xc | ) |
Compute the active set according to Facchinei, Fischer, and Kanzow indicator.
| virtual NEWMAT::ColumnVector OPTPP::OptConstrNewtonLike::computeSearch | ( | NEWMAT::SymmetricMatrix & | H | ) | [inline, virtual] |
Solve for the Newton direction.
Implements OPTPP::OptimizeClass.
Definition at line 131 of file OptConstrNewtonLike.h.
| virtual int OPTPP::OptConstrNewtonLike::computeStep | ( | NEWMAT::ColumnVector | sk | ) | [virtual] |
Compute the steplength along the search direction.
If an acceptable step not found, returns an error code = -1.
Reimplemented in OPTPP::OptNIPSLike.
| NEWMAT::ColumnVector OPTPP::OptConstrNewtonLike::computeTapiaInd | ( | const NEWMAT::ColumnVector & | step | ) |
Compute the Tapia indicators for the constrained problem.
| void OPTPP::OptConstrNewtonLike::defaultAcceptStep | ( | int | , | |
| int | ||||
| ) | [protected, virtual] |
Provide default implementation of AcceptStep.
Reimplemented from OPTPP::OptimizeClass.
Referenced by acceptStep().
| void OPTPP::OptConstrNewtonLike::fPrintMultipliers | ( | ostream * | nlpout, | |
| char * | ||||
| ) |
Print the Lagrangian multipliers to a file.
| void OPTPP::OptConstrNewtonLike::fPrintSecSuff | ( | ostream * | nlpout, | |
| NEWMAT::ColumnVector & | info | |||
| ) |
Print second order sufficiency information to a file.
| NEWMAT::Matrix OPTPP::OptConstrNewtonLike::getConstraintGradient | ( | ) | const [inline] |
Definition at line 275 of file OptConstrNewtonLike.h.
References constraintGradient.
| NEWMAT::ColumnVector OPTPP::OptConstrNewtonLike::getConstraintResidual | ( | ) | const [inline] |
Definition at line 267 of file OptConstrNewtonLike.h.
References constraintResidual.
| real OPTPP::OptConstrNewtonLike::getCost | ( | ) | const [inline] |
Definition at line 283 of file OptConstrNewtonLike.h.
References cost.
| DerivOption OPTPP::OptConstrNewtonLike::getDerivOption | ( | ) | const [inline] |
Set type of finite difference approximation (forward, backward, or central).
Definition at line 220 of file OptConstrNewtonLike.h.
References finitediff.
| NEWMAT::ColumnVector OPTPP::OptConstrNewtonLike::getEqualityMultiplier | ( | ) | const [inline] |
Definition at line 225 of file OptConstrNewtonLike.h.
References y.
| bool OPTPP::OptConstrNewtonLike::getFeasibilityRecoveryFlag | ( | ) | const [inline] |
Definition at line 290 of file OptConstrNewtonLike.h.
References feas_flag.
| int OPTPP::OptConstrNewtonLike::getFevals | ( | ) | const [inline] |
Definition at line 176 of file OptConstrNewtonLike.h.
References OPTPP::OptimizeClass::fcn_evals.
| int OPTPP::OptConstrNewtonLike::getGevals | ( | ) | const [inline] |
Definition at line 181 of file OptConstrNewtonLike.h.
References grad_evals.
| NEWMAT::ColumnVector OPTPP::OptConstrNewtonLike::getGradL | ( | ) | const [inline] |
Definition at line 253 of file OptConstrNewtonLike.h.
References gradl.
| NEWMAT::ColumnVector OPTPP::OptConstrNewtonLike::getGradLPrev | ( | ) | const [inline] |
Definition at line 260 of file OptConstrNewtonLike.h.
References gradlprev.
| real OPTPP::OptConstrNewtonLike::getGradMult | ( | ) | const [inline] |
Definition at line 193 of file OptConstrNewtonLike.h.
References gradMult.
| NEWMAT::SymmetricMatrix OPTPP::OptConstrNewtonLike::getHessian | ( | ) | const [inline] |
| NEWMAT::ColumnVector OPTPP::OptConstrNewtonLike::getInequalityMultiplier | ( | ) | const [inline] |
Definition at line 232 of file OptConstrNewtonLike.h.
References z.
| int OPTPP::OptConstrNewtonLike::getMaxFeasIter | ( | ) | const [inline] |
Definition at line 297 of file OptConstrNewtonLike.h.
References max_feas_iter.
| MeritFcn OPTPP::OptConstrNewtonLike::getMeritFcn | ( | ) | const [inline] |
| int OPTPP::OptConstrNewtonLike::getSearchSize | ( | ) | const [inline] |
Definition at line 201 of file OptConstrNewtonLike.h.
References searchSize.
| SearchStrategy OPTPP::OptConstrNewtonLike::getSearchStrategy | ( | ) | const [inline] |
Set globalization strategy for optimization algorithm.
Definition at line 213 of file OptConstrNewtonLike.h.
References strategy.
| NEWMAT::ColumnVector OPTPP::OptConstrNewtonLike::getSlacks | ( | ) | const [inline] |
Definition at line 239 of file OptConstrNewtonLike.h.
References s.
| real OPTPP::OptConstrNewtonLike::getTRSize | ( | ) | const [inline] |
Definition at line 186 of file OptConstrNewtonLike.h.
References TR_size.
| virtual void OPTPP::OptConstrNewtonLike::initHessian | ( | ) | [virtual] |
Compute the Hessian or its approximation at the initial point.
Reimplemented in OPTPP::OptConstrNewton, OPTPP::OptDHNIPS, OPTPP::OptNIPS, and OPTPP::OptNIPSLike.
| virtual void OPTPP::OptConstrNewtonLike::initOpt | ( | ) | [virtual] |
Initialize algorithmic parameters.
Reimplemented in OPTPP::OptNIPSLike.
| virtual double OPTPP::OptConstrNewtonLike::initTrustRegionSize | ( | ) | const [virtual] |
Initialize the radius of the trust-region.
| virtual NLP1* OPTPP::OptConstrNewtonLike::nlprob | ( | ) | const [protected, pure virtual] |
returns an NLP1 pointer
Implemented in OPTPP::OptConstrNewton1Deriv, OPTPP::OptConstrNewton2Deriv, OPTPP::OptDHNIPS, OPTPP::OptFDNIPS, OPTPP::OptNIPS, OPTPP::OptNIPSLike, and OPTPP::OptQNIPS.
| virtual void OPTPP::OptConstrNewtonLike::optimize | ( | ) | [virtual] |
Invoke a constrained Newton's method.
Implements OPTPP::OptimizeClass.
Reimplemented in OPTPP::OptNIPSLike.
| void OPTPP::OptConstrNewtonLike::printMultipliers | ( | char * | ) |
Output the Lagrangian multipliers to the screen.
| void OPTPP::OptConstrNewtonLike::printStatus | ( | char * | ) | [virtual] |
Print status of the constrained Newton's method.
Implements OPTPP::OptimizeClass.
Reimplemented in OPTPP::OptConstrNewton, OPTPP::OptDHNIPS, OPTPP::OptNIPS, and OPTPP::OptNIPSLike.
| virtual void OPTPP::OptConstrNewtonLike::readOptInput | ( | ) | [virtual] |
Read user-specified input options from a file.
Implements OPTPP::OptimizeClass.
Reimplemented in OPTPP::OptNIPSLike.
| virtual void OPTPP::OptConstrNewtonLike::setConstraintGradient | ( | const NEWMAT::Matrix & | constraint_grad | ) | [inline, virtual] |
Store the current gradients of the constraints.
Definition at line 277 of file OptConstrNewtonLike.h.
References constraintGradient.
| virtual void OPTPP::OptConstrNewtonLike::setConstraintResidual | ( | const NEWMAT::ColumnVector & | constraint_value | ) | [inline, virtual] |
Store the residuals of the constraints at the current iteration.
Definition at line 269 of file OptConstrNewtonLike.h.
References constraintResidual.
| void OPTPP::OptConstrNewtonLike::setCost | ( | real | value | ) | [inline] |
Store current value of merit function.
Definition at line 285 of file OptConstrNewtonLike.h.
References cost.
| void OPTPP::OptConstrNewtonLike::setDerivOption | ( | DerivOption | d | ) | [inline] |
Definition at line 218 of file OptConstrNewtonLike.h.
References finitediff.
| void OPTPP::OptConstrNewtonLike::setEqualityMultiplier | ( | const NEWMAT::ColumnVector & | ymult | ) | [inline] |
Store the current Lagrangian multipliers corresponding to equality constraints.
Definition at line 227 of file OptConstrNewtonLike.h.
References y.
| void OPTPP::OptConstrNewtonLike::setFeasibilityRecoveryFlag | ( | bool | flag | ) | [inline] |
Set switch to turn on feasibility recovery method.
Definition at line 292 of file OptConstrNewtonLike.h.
References feas_flag.
| virtual void OPTPP::OptConstrNewtonLike::setGradL | ( | NEWMAT::ColumnVector | gradl_value | ) | [inline, virtual] |
Store the gradient of the Lagrangian at the current iteration.
Definition at line 255 of file OptConstrNewtonLike.h.
References gradl.
| virtual void OPTPP::OptConstrNewtonLike::setGradLPrev | ( | NEWMAT::ColumnVector | gradl_value | ) | [inline, virtual] |
Store the gradient of the Lagrangian at the previous iteration.
Definition at line 262 of file OptConstrNewtonLike.h.
References gradlprev.
| void OPTPP::OptConstrNewtonLike::setGradMult | ( | real | tau | ) | [inline] |
Set gradient multiplier which is used to compute radius of trust-region.
Definition at line 195 of file OptConstrNewtonLike.h.
References gradMult.
| void OPTPP::OptConstrNewtonLike::setHessian | ( | NEWMAT::SymmetricMatrix & | H | ) | [inline] |
Store current Hessian matrix.
Definition at line 306 of file OptConstrNewtonLike.h.
References Hessian.
| void OPTPP::OptConstrNewtonLike::setInequalityMultiplier | ( | const NEWMAT::ColumnVector & | zmult | ) | [inline] |
Store the current Lagrangian multipliers corresponding to inequality constraints.
Definition at line 234 of file OptConstrNewtonLike.h.
References z.
| void OPTPP::OptConstrNewtonLike::setMaxFeasIter | ( | int | k | ) | [inline] |
Set maximum number of iterations for feasibility recovery method of trust-region.
Definition at line 299 of file OptConstrNewtonLike.h.
References max_feas_iter.
| virtual void OPTPP::OptConstrNewtonLike::setMeritFcn | ( | MeritFcn | option | ) | [inline, virtual] |
Specify the merit function to used in step acceptance test.
Reimplemented in OPTPP::OptNIPSLike.
Definition at line 248 of file OptConstrNewtonLike.h.
References mfcn.
| void OPTPP::OptConstrNewtonLike::setSearchSize | ( | int | sss | ) | [inline] |
Set number of points in search scheme for trustpds strategy.
Definition at line 203 of file OptConstrNewtonLike.h.
References searchSize.
| void OPTPP::OptConstrNewtonLike::setSearchStrategy | ( | SearchStrategy | search | ) | [inline] |
Definition at line 211 of file OptConstrNewtonLike.h.
References strategy.
| void OPTPP::OptConstrNewtonLike::setSlacks | ( | const NEWMAT::ColumnVector & | slackVar | ) | [inline] |
| void OPTPP::OptConstrNewtonLike::setTRSize | ( | real | delta | ) | [inline] |
Set radius of trust-region.
Definition at line 188 of file OptConstrNewtonLike.h.
References TR_size.
| virtual NEWMAT::SymmetricMatrix OPTPP::OptConstrNewtonLike::updateH | ( | NEWMAT::SymmetricMatrix & | H, | |
| int | k | |||
| ) | [pure virtual] |
Compute the Hessian of the Lagrangrian or its approximation at iteration k.
Implemented in OPTPP::OptConstrFDNewton, OPTPP::OptConstrNewton, OPTPP::OptConstrQNewton, OPTPP::OptDHNIPS, OPTPP::OptFDNIPS, OPTPP::OptNIPS, OPTPP::OptNIPSLike, and OPTPP::OptQNIPS.
NEWMAT::Matrix OPTPP::OptConstrNewtonLike::constraintGradient [protected] |
Current constraint gradient.
Definition at line 45 of file OptConstrNewtonLike.h.
Referenced by getConstraintGradient(), and setConstraintGradient().
NEWMAT::Matrix OPTPP::OptConstrNewtonLike::constraintGradientPrev [protected] |
Previous constraint gradient.
Definition at line 46 of file OptConstrNewtonLike.h.
NEWMAT::ColumnVector OPTPP::OptConstrNewtonLike::constraintResidual [protected] |
Constraint residual at xc.
Definition at line 42 of file OptConstrNewtonLike.h.
Referenced by getConstraintResidual(), and setConstraintResidual().
NEWMAT::ColumnVector OPTPP::OptConstrNewtonLike::constrType [protected] |
Vector which contains the type of constraint.
Definition at line 41 of file OptConstrNewtonLike.h.
real OPTPP::OptConstrNewtonLike::cost [protected] |
Value of the merit function.
Definition at line 55 of file OptConstrNewtonLike.h.
bool OPTPP::OptConstrNewtonLike::feas_flag [protected] |
Switch to turn on the feasibility recovery method.
Definition at line 59 of file OptConstrNewtonLike.h.
Referenced by getFeasibilityRecoveryFlag(), and setFeasibilityRecoveryFlag().
DerivOption OPTPP::OptConstrNewtonLike::finitediff [protected] |
User-specified derivative option.
Definition at line 50 of file OptConstrNewtonLike.h.
Referenced by getDerivOption(), and setDerivOption().
NEWMAT::ColumnVector OPTPP::OptConstrNewtonLike::gprev [protected] |
Gradient at previous iteration.
Definition at line 37 of file OptConstrNewtonLike.h.
int OPTPP::OptConstrNewtonLike::grad_evals [protected] |
Number of gradient evaluations.
Definition at line 36 of file OptConstrNewtonLike.h.
Referenced by getGevals().
NEWMAT::ColumnVector OPTPP::OptConstrNewtonLike::gradl [protected] |
Current gradient of the lagrangian.
Definition at line 43 of file OptConstrNewtonLike.h.
Referenced by getGradL(), and setGradL().
NEWMAT::ColumnVector OPTPP::OptConstrNewtonLike::gradlprev [protected] |
Previous gradient of the lagrangian.
Definition at line 44 of file OptConstrNewtonLike.h.
Referenced by getGradLPrev(), and setGradLPrev().
real OPTPP::OptConstrNewtonLike::gradMult [protected] |
Gradient multiplier to compute TR_size.
Definition at line 53 of file OptConstrNewtonLike.h.
Referenced by getGradMult(), and setGradMult().
NEWMAT::SymmetricMatrix OPTPP::OptConstrNewtonLike::Hessian [protected] |
Current Hessian.
Definition at line 47 of file OptConstrNewtonLike.h.
Referenced by getHessian(), and setHessian().
NEWMAT::SymmetricMatrix OPTPP::OptConstrNewtonLike::hessl [protected] |
Current Hessian of the lagrangian.
Definition at line 48 of file OptConstrNewtonLike.h.
int OPTPP::OptConstrNewtonLike::max_feas_iter [protected] |
Maximize number of iterations to achieve feasibility.
Definition at line 60 of file OptConstrNewtonLike.h.
Referenced by getMaxFeasIter(), and setMaxFeasIter().
int OPTPP::OptConstrNewtonLike::me [protected] |
Number of equality constraints.
Definition at line 34 of file OptConstrNewtonLike.h.
MeritFcn OPTPP::OptConstrNewtonLike::mfcn [protected] |
Merit function option.
Definition at line 51 of file OptConstrNewtonLike.h.
Referenced by getMeritFcn(), and setMeritFcn().
int OPTPP::OptConstrNewtonLike::mi [protected] |
Number of inequality constraints.
Definition at line 35 of file OptConstrNewtonLike.h.
NEWMAT::ColumnVector OPTPP::OptConstrNewtonLike::s [protected] |
Slack variables corr. to ineq. constraints.
Definition at line 40 of file OptConstrNewtonLike.h.
Referenced by getSlacks(), OptConstrNewtonLike(), and setSlacks().
int OPTPP::OptConstrNewtonLike::searchSize [protected] |
Search pattern size for TRPDS.
Definition at line 54 of file OptConstrNewtonLike.h.
Referenced by getSearchSize(), and setSearchSize().
SearchStrategy OPTPP::OptConstrNewtonLike::strategy [protected] |
User-specified globalization strategy.
Definition at line 49 of file OptConstrNewtonLike.h.
Referenced by getSearchStrategy(), and setSearchStrategy().
real OPTPP::OptConstrNewtonLike::TR_size [protected] |
Size of the trust region radius.
Definition at line 52 of file OptConstrNewtonLike.h.
Referenced by getTRSize(), and setTRSize().
NEWMAT::ColumnVector OPTPP::OptConstrNewtonLike::y [protected] |
Lagrange mult. corr. to eq constraints.
Definition at line 39 of file OptConstrNewtonLike.h.
Referenced by getEqualityMultiplier(), OptConstrNewtonLike(), and setEqualityMultiplier().
NEWMAT::ColumnVector OPTPP::OptConstrNewtonLike::z [protected] |
Lagrange mult. corr. to ineq constraints.
Definition at line 38 of file OptConstrNewtonLike.h.
Referenced by getInequalityMultiplier(), OptConstrNewtonLike(), and setInequalityMultiplier().
1.6.3