Simple Bounds Class The standard form representation is x >= a. More...
Classes | |
| class | Appl_Data_NPSOL |
| class | BoolVector |
| BoolVector defines a vector of bools. More... | |
| class | FDNLF1 |
| FDNLF1 is a derived class of NLP1. More... | |
| class | FDNLF1APP |
| These classes and typedefs are used for Application Launching where an AppLauncher Object is also required so that the launcher specific data can be used for the function evaluation. More... | |
| class | LSQNLF |
| LSQNLF is a derived class of NLP2. More... | |
| class | NLF0 |
| NLF0 is a derived class of NLP0, a nonlinear problem without analytic derivative information. More... | |
| class | NLF0APP |
| These classes and typedefs are used for Application Launching where an AppLauncher Object is also required so that the launcher specific data can be used for the function evaluation. More... | |
| class | NLF1 |
| NLF1 is a derived class of NLP1, a nonlinear problem with analytic first derivatives. More... | |
| class | NLF2 |
| NLF2 is a derived class of NLP2, a nonlinear problem with analytic first and second derivatives. More... | |
| class | NLP |
| NLP is a handle class for NLPBase. More... | |
| class | NLP0 |
| Base Class for NonLinear Programming Problem For NLP0 the only assumption on the objective function is that it be continuous. More... | |
| class | NLPBase |
| NLPBase is the Base Class for NonLinear Programming Problem. More... | |
| class | OptBaNewton |
| OptBaNewton implements a bound constrained Newton method with a logarithmic barrier term. More... | |
| class | OptBaQNewton |
| OptBaQNewton implements a barrier Quasi-Newton method. More... | |
| class | OptBCEllipsoid |
| Bound Constrained Newton abstract data classes. More... | |
| class | OptBCFDNewton |
| OptBCFDNewton is a derived class of OptBCNewtonLike. More... | |
| class | OptBCNewton |
| OptBCNewton is a derived class of OptBCNewtonLike. More... | |
| class | OptBCNewton1Deriv |
| Bound constrained Newton class that will take either an NLP1 or NLP2. More... | |
| class | OptBCNewton2Deriv |
| Bound constrained Newton class that requires an NLP2. More... | |
| class | OptBCNewtonLike |
| Bound Constrained Newton abstract data classes OptBCNewtonLike OptBCNewton1Deriv OptBCNewton2Deriv OptBCNewtonLike provides common data and functionality for the OptBCQNewton, OptBCFDNewton, and OptBCNewton methods. More... | |
| class | OptBCQNewton |
| OptBCQNewton is a derived class of OptBCNewtonLike. More... | |
| class | OptCG |
| CG-Like Methods OptCG is a derived class from OptCGLike, which implements a nonlinear conjugate gradient method. More... | |
| class | OptCGLike |
| CG-Like Methods OptCG is a derived class from OptCGLike, which implements a nonlinear conjugate gradient method. More... | |
| class | OptConstrFDNewton |
| OptConstrFDNewton is a derived class of OptConstrNewtonLike. More... | |
| class | OptConstrNewton |
| OptConstrNewton is a derived class of OptConstrNewtonLike. More... | |
| class | OptConstrNewton1Deriv |
| Constrained Newton classes that will accept either an NLP1 or NLP2. More... | |
| class | OptConstrNewton2Deriv |
| Constrained Newton classes that require an NLP2. More... | |
| class | OptConstrNewtonLike |
| Constrained Newton abstract data classes OptConstrNewtonLike OptConstrNewton1Deriv OptConstrNewton2Deriv. More... | |
| class | OptConstrQNewton |
| OptConstrQNewton is a derived class of OptConstrNewtonLike. More... | |
| class | OptDHNIPS |
| OptDHNIPS is a derived class of OptNIPSLike. More... | |
| class | OptDirect |
| OptDirect is a derived class of OptimizeClass and the base class for direct search methods. More... | |
| class | OptFDNewton |
| OptFDNewton is a derived class of OptNewtonLike. More... | |
| class | OptFDNIPS |
| OptFDNIPS is a derived class of OptNIPSLike. More... | |
| class | OptimizeClass |
| Opt is the Base Optimization Class All other Optimization classes are derived from this one. More... | |
| class | OptLBFGS |
| The Limited Memory BFGS Method for Large Scale Optimization. More... | |
| class | OptLBFGSLike |
| LBFGS-Like Methods OptLBFGS is a derived class of OptLBFGSLike that implements the LBFGS method of J. More... | |
| class | OptNewton |
| OptNewton is a derived class of OptNewtonLike. More... | |
| class | OptNewton1Deriv |
| Unconstrained Newton class that accepts either an NLP or NLP2. More... | |
| class | OptNewton2Deriv |
| Unconstrained Newton class that requires an NLP2. More... | |
| class | OptNewtonLike |
| OptNewtonLike is the base class for Newton Methods. More... | |
| class | OptNIPS |
| OptNIPS is a derived class of OptNIPSLike. More... | |
| class | OptNIPSLike |
| OptNIPSLike is a derived class of OptConstrNewtonLike. More... | |
| class | OptNPSOL |
| The interface to NPSOL software package for nonlinear programming. More... | |
| class | OptPDS |
| OptPDS is an implementation of a derivative-free algorithm for unconstrained optimization. More... | |
| class | OptppArray |
| Simple array class. More... | |
| class | OptppExceptions |
| OptppExceptions is the base class for OptppMemoryError, OptppRangeError, OptppMathError, OptppDomainError, OptppZeroDivide. More... | |
| class | OptQNewton |
| OptQNewton is a derived class of OptNewtonLike. More... | |
| class | OptQNIPS |
| OptQNIPS is a derived class of OptNIPSLike. More... | |
| class | Problem |
| Class Problem is the parent for all the different types of solvers. More... | |
| class | SmartPtr |
| Howard Hinnant's reference counting handle class. More... | |
| class | TOLS |
| TOLS is the Base Class for Tolerances which will be used in the optimization methods. More... | |
Typedefs | |
| typedef CompoundConstraint *(* | INITCONFCN )(int) |
| typedef void(* | INITFCN )(int, NEWMAT::ColumnVector &) |
| typedef void(* | INITFCNAPP )(int, NEWMAT::ColumnVector &, AppLauncher *launcher) |
| typedef double | real |
| typedef void(* | UPDATEFCN )(int, int, NEWMAT::ColumnVector) |
| typedef void(* | USERFCN0 )(int, const NEWMAT::ColumnVector &, real &, int &) |
| typedef void(* | USERFCN0APP )(int, const NEWMAT::ColumnVector &, real &, int &, AppLauncher *launcher) |
| These classes and typedefs are used for Application Launching where an AppLauncher Object is also required so that the launcher specific data can be used for the function evaluation. | |
| typedef void(* | USERFCN0V )(int, const NEWMAT::ColumnVector &, real &, int &, void *) |
| typedef void(* | USERFCN1 )(int, int, const NEWMAT::ColumnVector &, real &, NEWMAT::ColumnVector &, int &) |
| typedef void(* | USERFCN1V )(int, int, const NEWMAT::ColumnVector &, real &, NEWMAT::ColumnVector &, int &, void *) |
| typedef void(* | USERFCN2 )(int, int, const NEWMAT::ColumnVector &, real &, NEWMAT::ColumnVector &, NEWMAT::SymmetricMatrix &, int &) |
| typedef void(* | USERFCN2A )(int, int, int, const NEWMAT::ColumnVector &, real &, NEWMAT::ColumnVector &, NEWMAT::Matrix &, int &) |
| typedef void(* | USERFCN2AV )(int, int, int, const NEWMAT::ColumnVector &, real &, NEWMAT::ColumnVector &, NEWMAT::Matrix &, int &, void *) |
| typedef void(* | USERFCN2V )(int, int, const NEWMAT::ColumnVector &, real &, NEWMAT::ColumnVector &, NEWMAT::SymmetricMatrix &, int &, void *) |
| typedef void(* | USERFCNLSQ0 )(int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, int &) |
| typedef void(* | USERFCNLSQ0V )(int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, int &, void *v) |
| typedef void(* | USERFCNLSQ1 )(int, int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, NEWMAT::Matrix &, int &) |
| typedef void(* | USERFCNLSQ1V )(int, int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, NEWMAT::Matrix &, int &, void *v) |
| typedef void(* | USERNLNCON0 )(int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, int &) |
| typedef void(* | USERNLNCON0APP )(int, int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, int &, AppLauncher *launcher) |
| typedef void(* | USERNLNCON1 )(int, int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, NEWMAT::Matrix &, int &) |
| typedef void(* | USERNLNCON2 )(int, int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, NEWMAT::Matrix &, OptppArray< NEWMAT::SymmetricMatrix > &, int &) |
Enumerations | |
| enum | ConstraintType { Leqn, NLeqn, Lineq, NLineq, Bound } |
| enum | DerivOption { ForwardDiff, BackwardDiff, CentralDiff } |
| enum | FcnMode { NLPNoOp = 0, NLPFunction = 1, NLPGradient = 2, NLPHessian = 4, NLPConstraint = 8, NLPCJacobian = 16 } |
| enum | MeritFcn { NormFmu, ArgaezTapia, VanShanno } |
| enum | SearchStrategy { LineSearch, TrustRegion, TrustPDS } |
| enum | SpecOption { NoSpec, Spec1, Spec2 } |
| enum | Step_type { Cauchy_Step, Dogleg_Step, Newton_Step, Backtrack_Step } |
Functions | |
| void | abort_handler (int code) |
| int | backtrack (NLP1 *, ostream *, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, real *, int itnmax=5, real ftol=1.e-4, real stpmax=1.e3, real stpmin=1.e-9) |
| void | bailout (const OptppExceptions &e) |
| int | bump (int start, int to) |
| string | d (int val, int w=0, int p=0, char c=' ', opt_mode f=0) |
| int | dogleg (NLP1 *, ostream *, NEWMAT::SymmetricMatrix &, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, real &, real &, real) |
| string | e (double val, int w=0, int p=0, char c=' ', opt_mode f=0) |
| string | f (double val, int w=0, int p=0, char c=' ', opt_mode f=0) |
| string | format (int val, oformatstate const &fmt) |
| string | format (double val, oformatstate const &fmt) |
| void | FPrint (ostream *fout, const NEWMAT::DiagonalMatrix &X) |
| void | FPrint (ostream *fout, const NEWMAT::SymmetricMatrix &X) |
| void | FPrint (ostream *fout, const NEWMAT::Matrix &X) |
| int | linesearch (NLP1 *, ostream *, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, real *, real stpmax=1.e3, real stpmin=1.e-9, int itnmax=5, real ftol=1.e-4, real xtol=2.2e-16, real gtol=0.9) |
| NEWMAT::ReturnMatrix | MCholesky (NEWMAT::SymmetricMatrix &) |
| int | mcsrch (NLP1 *, NEWMAT::ColumnVector &, ostream *, real *, int itnmax=5, real ftol=1.e-4, real xtol=2.2e-16, real gtol=0.9, real stpmax=1.e3, real stpmin=1.e-9) |
| int | mcstep (real *, real *, real *, real *, real *, real *, real *, real, real, bool *, real, real, int *) |
| template<class T > | |
| ostream & | operator<< (ostream &os, const OptppArray< T > &item) |
| void | opt_default_update_model (int k, int dim, NEWMAT::ColumnVector x) |
| void | OptppdomainError (const char *mesg, const double &badValue) |
| void | OptppfatalError (const char *mesg) |
| void | OptppmathError (const char *mesg) |
| void | OptppmemoryError (const char *mesg) |
| void | OptpprangeError (const char *mesg, int i, int low, int high) |
| void | OptppzeroDivide (const char *mesg) |
| int | pdschk (NLP0 *, int, double *, double *, double, double *, int, double) |
| int | pdsinit (NLP0 *, ostream *, int, int, int *, int *, double, double *, double *, double *, int *, double *, double *, double *, double *, double *, char *, double, int, int, double) |
| int | pdsopt (NLP0 *, ostream *, double *, int *, int, char *, int, int, double, int, int, double, double *, double, int, double *, int *, char *, double, double, double *, int, int, int, double) |
| int | pdsstep (NLP1 *, ostream *, NEWMAT::SymmetricMatrix &, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, real &, real &, real, double &, bool, int) |
| int | pdswork (NLP0 *, ostream *, ofstream *, int, double, int, int, int *, double, int, double *, double *, int *, double *, double *, int *, int, double, double *, char *, double, double, int, int, int, double, FILE *) |
| NEWMAT::ReturnMatrix | PertChol (NEWMAT::SymmetricMatrix &, NEWMAT::Real, NEWMAT::Real &) |
| void | Print (const NEWMAT::LowerTriangularMatrix &X) |
| void | Print (const NEWMAT::SymmetricMatrix &X) |
| void | Print (const NEWMAT::DiagonalMatrix &X) |
| void | Print (const NEWMAT::UpperTriangularMatrix &X) |
| void | Print (const NEWMAT::Matrix &X) |
| Print various quantities in newmat classes. | |
| template<class T > | |
| OptppArray< T > | sliceOptppArray (const OptppArray< OptppArray< T > > &array, int index) |
| int | trustpds (NLP1 *, ostream *, NEWMAT::SymmetricMatrix &, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, real &, real &, real stpmax=1.e3, real stpmin=1.e-9, int searchSize=64) |
| int | trustregion (NLP1 *, ostream *, NEWMAT::SymmetricMatrix &, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, real &, real &, real stpmax=1.e3, real stpmin=1.e-9) |
| template<class T > | |
| OptppArray< T > | tuple (const T &a, const T &b, const T &c, const T &d, const T &e, const T &f) |
| template<class T > | |
| OptppArray< T > | tuple (const T &a, const T &b, const T &c, const T &d, const T &e) |
| template<class T > | |
| OptppArray< T > | tuple (const T &a, const T &b, const T &c, const T &d) |
| template<class T > | |
| OptppArray< T > | tuple (const T &a, const T &b, const T &c) |
| template<class T > | |
| OptppArray< T > | tuple (const T &a, const T &b) |
| template<class T > | |
| OptppArray< T > | tuple (const T &a) |
Simple Bounds Class The standard form representation is x >= a.
Portable error routines: under the hood, they throw an exception on machines where exceptions are supported, or simply print a mesg and then terminate on machines w/o exception support.
NonLinearInequality is a derived class of NonLinearConstraint.
NonLinearEquation is a derived class of NonLinearConstraint.
NonLinearConstraint is a derived class of ConstraintBase.
NLP2: NLP1 + Second derivatives NLP2 is derived from NLP1 by adding the necessary information to compute and store the Hessian.
NLP1: NLP0 + First derivatives NLP1 is derived from the base class NLP0 by adding the necessary information to compute and store the gradient.
LinearInequality is a derived class of LinearConstraint.
LinearEquation is a derived class of LinearConstraint.
LinearConstraint is a derived class of ConstraintBase.
ConstraintBase is an abstract class.
Constraint is a handle class to ConstraintBase.
CompoundConstraint is an array of constraints.
All other constraint classes are derived from this one
LinearConstraint is an abstract class, which provides common data and functionality to LinearEquation and LinearInequality.
Linear Inequalities - Ax >= b
NonLinearConstraint provides common data and functionality to NonLinearEquation and NonLinearInequality.
Standard Form g(x) >= 0
to switch compilation of exceptions on/off, toggle the macro USEEXCEPTIONS
| typedef void(* OPTPP::USERFCN0APP)(int, const NEWMAT::ColumnVector &, real &, int &, AppLauncher *launcher) |
| void OPTPP::Print | ( | const NEWMAT::Matrix & | X | ) |
Print various quantities in newmat classes.
1.6.3