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OPTPP::NLP2 Class Reference

#include <NLP2.h>

Inheritance diagram for OPTPP::NLP2:

OPTPP::NLP1 OPTPP::NLP0 OPTPP::NLPBase OPTPP::LSQNLF OPTPP::NLF2 List of all members.

Public Member Functions

 NLP2 ()
 NLP2 (int ndim)
 NLP2 (int ndim, int nlncons)
 NLP2 (int ndim, CompoundConstraint *constraint)
virtual ~NLP2 ()
NEWMAT::SymmetricMatrix getHess () const
int getHevals () const
virtual void reset ()=0
 Reset the parameter values.
virtual void initFcn ()=0
 Initialize the function.
virtual real evalF ()=0
 Evaluate the function at the current point.
virtual real evalF (const NEWMAT::ColumnVector &x)=0
 Evaluate the function at x.
virtual void eval ()=0
 Evaluate the function, gradient, and Hessian at the current point.
virtual NEWMAT::ColumnVector evalG ()=0
 Evaluate the gradient at the current point.
virtual NEWMAT::ColumnVector evalG (const NEWMAT::ColumnVector &x)=0
 Evaluate the gradient at x.
virtual NEWMAT::SymmetricMatrix evalH ()=0
 Evaluate the Hessian at the current point.
virtual NEWMAT::SymmetricMatrix evalH (NEWMAT::ColumnVector &x)=0
 Evaluate the Hessian at x.
virtual real evalLagrangian (const NEWMAT::ColumnVector &x, NEWMAT::ColumnVector &mult, const NEWMAT::ColumnVector &type)=0
 Evaluate the Lagrangian at the x.
virtual NEWMAT::ColumnVector evalLagrangianGradient (const NEWMAT::ColumnVector &x, const NEWMAT::ColumnVector &mult, const NEWMAT::ColumnVector &type)=0
 Evaluate the gradient of the Lagrangian at x.
virtual NEWMAT::ColumnVector evalCF (const NEWMAT::ColumnVector &x)=0
 Evaluate the constraint at x.
virtual NEWMAT::Matrix evalCG (const NEWMAT::ColumnVector &x)=0
 Evaluate the constraint gradient at x.
virtual NEWMAT::SymmetricMatrix evalCH (NEWMAT::ColumnVector &x)=0
virtual OptppArray< NEWMAT::SymmetricMatrix > evalCH (NEWMAT::ColumnVector &x, int darg)=0
 Evaluate the constraint Hessian at x.
virtual void evalC (const NEWMAT::ColumnVector &x)=0
virtual void printState (char *s)
 Print state of NLP2 object to screen.
virtual void fPrintState (ostream *nlpout, char *s)
 Print state of NLP2 object to file.

Protected Attributes

NEWMAT::SymmetricMatrix Hessian
 Hessian of objective fcn (or approx.).
int nhevals
 Number of Hessian evaluations.

Constructor & Destructor Documentation

OPTPP::NLP2::NLP2 (   )  [inline]
 

Default Constructor

See also:
NLP2(int dim)

NLP2(int dim, int nlncons)

NLP2(int dim, CompoundConstraint* constraint)

OPTPP::NLP2::NLP2 (  int  ndim  )  [inline]
 

Parameters:
ndim an int
See also:
NLP2()

NLP2(int dim, int nlncons)

NLP2(int dim, CompoundConstraint* constraint)

OPTPP::NLP2::NLP2 (  int  ndim,
int  nlncons
)  [inline]
 

Parameters:
ndim problem dimension
nlncons number of nonlinear constraints
See also:
NLP2()

NLP2(int dim)

NLP2(int dim, CompoundConstraint* constraint)

OPTPP::NLP2::NLP2 (  int  ndim,
CompoundConstraint *  constraint
)  [inline]
 

Parameters:
ndim problem dimension
constraint pointer to a CompoundConstraint
See also:
NLP2()

NLP2(int dim)

NLP2(int dim, int nlncons)

virtual OPTPP::NLP2::~NLP2 (   )  [inline, virtual]
 

Destructor

Member Function Documentation

virtual void OPTPP::NLP2::eval (   )  [pure virtual]
 

Evaluate the function, gradient, and Hessian at the current point.

Implements OPTPP::NLP1.

Implemented in OPTPP::LSQNLF, and OPTPP::NLF2.

virtual void OPTPP::NLP2::evalC (  const NEWMAT::ColumnVector &  x  )  [pure virtual]
 

Implements OPTPP::NLP1.

Implemented in OPTPP::LSQNLF, and OPTPP::NLF2.

virtual NEWMAT::ColumnVector OPTPP::NLP2::evalCF (  const NEWMAT::ColumnVector &  x  )  [pure virtual]
 

Evaluate the constraint at x.

Implements OPTPP::NLP1.

Implemented in OPTPP::LSQNLF, and OPTPP::NLF2.

virtual NEWMAT::Matrix OPTPP::NLP2::evalCG (  const NEWMAT::ColumnVector &  x  )  [pure virtual]
 

Evaluate the constraint gradient at x.

Implements OPTPP::NLP1.

Implemented in OPTPP::LSQNLF, and OPTPP::NLF2.

virtual OptppArray<NEWMAT::SymmetricMatrix> OPTPP::NLP2::evalCH (  NEWMAT::ColumnVector &  x,
int  darg
)  [pure virtual]
 

Evaluate the constraint Hessian at x.

Implements OPTPP::NLP1.

Implemented in OPTPP::LSQNLF, and OPTPP::NLF2.

virtual NEWMAT::SymmetricMatrix OPTPP::NLP2::evalCH (  NEWMAT::ColumnVector &  x  )  [pure virtual]
 

Implements OPTPP::NLP1.

Implemented in OPTPP::LSQNLF, and OPTPP::NLF2.

virtual real OPTPP::NLP2::evalF (  const NEWMAT::ColumnVector &  x  )  [pure virtual]
 

Evaluate the function at x.

Implements OPTPP::NLP1.

Implemented in OPTPP::LSQNLF, and OPTPP::NLF2.

virtual real OPTPP::NLP2::evalF (   )  [pure virtual]
 

Evaluate the function at the current point.

Implements OPTPP::NLP1.

Implemented in OPTPP::LSQNLF, and OPTPP::NLF2.

virtual NEWMAT::ColumnVector OPTPP::NLP2::evalG (  const NEWMAT::ColumnVector &  x  )  [pure virtual]
 

Evaluate the gradient at x.

Implements OPTPP::NLP1.

Implemented in OPTPP::LSQNLF, and OPTPP::NLF2.

virtual NEWMAT::ColumnVector OPTPP::NLP2::evalG (   )  [pure virtual]
 

Evaluate the gradient at the current point.

Implements OPTPP::NLP1.

Implemented in OPTPP::LSQNLF, and OPTPP::NLF2.

virtual NEWMAT::SymmetricMatrix OPTPP::NLP2::evalH (  NEWMAT::ColumnVector &  x  )  [pure virtual]
 

Evaluate the Hessian at x.

Implements OPTPP::NLP1.

Implemented in OPTPP::LSQNLF, and OPTPP::NLF2.

virtual NEWMAT::SymmetricMatrix OPTPP::NLP2::evalH (   )  [pure virtual]
 

Evaluate the Hessian at the current point.

Implements OPTPP::NLP1.

Implemented in OPTPP::LSQNLF, and OPTPP::NLF2.

virtual real OPTPP::NLP2::evalLagrangian (  const NEWMAT::ColumnVector &  x,
NEWMAT::ColumnVector &  mult,
const NEWMAT::ColumnVector &  type
)  [pure virtual]
 

Evaluate the Lagrangian at the x.

Implements OPTPP::NLP1.

Implemented in OPTPP::LSQNLF, and OPTPP::NLF2.

virtual NEWMAT::ColumnVector OPTPP::NLP2::evalLagrangianGradient (  const NEWMAT::ColumnVector &  x,
const NEWMAT::ColumnVector &  mult,
const NEWMAT::ColumnVector &  type
)  [pure virtual]
 

Evaluate the gradient of the Lagrangian at x.

Implements OPTPP::NLP1.

Implemented in OPTPP::LSQNLF, and OPTPP::NLF2.

void OPTPP::NLP2::fPrintState (  ostream *  nlpout,
char *  s
)  [virtual]
 

Print state of NLP2 object to file.

Reimplemented from OPTPP::NLP1.

NEWMAT::SymmetricMatrix OPTPP::NLP2::getHess (   )  const [inline]
 

Returns:
Hessian of the objective function

int OPTPP::NLP2::getHevals (   )  const [inline]
 

Returns:
Number of Hessian evaluations

virtual void OPTPP::NLP2::initFcn (   )  [pure virtual]
 

Initialize the function.

Implements OPTPP::NLP1.

Implemented in OPTPP::LSQNLF, and OPTPP::NLF2.

void OPTPP::NLP2::printState (  char *  s  )  [virtual]
 

Print state of NLP2 object to screen.

Reimplemented from OPTPP::NLP1.

virtual void OPTPP::NLP2::reset (   )  [pure virtual]
 

Reset the parameter values.

Implements OPTPP::NLP1.

Implemented in OPTPP::LSQNLF, and OPTPP::NLF2.

Member Data Documentation

NEWMAT::SymmetricMatrix OPTPP::NLP2::Hessian [protected]
 

Hessian of objective fcn (or approx.).

int OPTPP::NLP2::nhevals [protected]
 

Number of Hessian evaluations.

The documentation for this class was generated from the following files:
Bug Reports    OPT++ Developers    Copyright Information    GNU Lesser General Public License
Documentation, generated by , last revised August 30, 2006.