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OPTPP Namespace Reference


Classes

class  OPTPP::Appl_Data
class  OPTPP::Appl_Data_NPSOL
class  OPTPP::AppLauncher
class  OPTPP::BoolVector
class  OPTPP::BoundConstraint
class  OPTPP::CGProblem
class  OPTPP::CompoundConstraint
class  OPTPP::Constraint
class  OPTPP::ConstraintBase
class  OPTPP::GenSetBase
class  OPTPP::GenSetBox2d
class  OPTPP::GenSetMin
class  OPTPP::GenSetStd
struct  OPTPP::OPT_GLOBALS
class  OPTPP::oformatstate
class  OPTPP::LinearConstraint
class  OPTPP::LinearEquation
class  OPTPP::LinearInequality
class  OPTPP::LSQNLF
class  OPTPP::NewtonProblem
class  OPTPP::NIPSProblem
class  OPTPP::NLF0
class  OPTPP::NLF1
class  OPTPP::NLF2
class  OPTPP::FDNLF1
class  OPTPP::NLF0APP
class  OPTPP::FDNLF1APP
class  OPTPP::NLP
class  OPTPP::NLP0
class  OPTPP::NLP1
class  OPTPP::NLP2
class  OPTPP::NLPBase
class  OPTPP::NonLinearConstraint
class  OPTPP::NonLinearEquation
class  OPTPP::NonLinearInequality
class  OPTPP::NPSOLProblem
class  OPTPP::OptimizeClass
class  OPTPP::OptGSS_params
class  OPTPP::OptBaNewton
class  OPTPP::OptBaQNewton
class  OPTPP::OptBCEllipsoid
class  OPTPP::OptBCFDNewton
class  OPTPP::OptBCNewton
class  OPTPP::OptBCNewtonLike
class  OPTPP::OptBCNewton1Deriv
class  OPTPP::OptBCNewton2Deriv
class  OPTPP::OptBCQNewton
class  OPTPP::OptCGLike
class  OPTPP::OptCG
class  OPTPP::OptConstrFDNewton
class  OPTPP::OptConstrNewton
class  OPTPP::OptConstrNewtonLike
class  OPTPP::OptConstrNewton1Deriv
class  OPTPP::OptConstrNewton2Deriv
class  OPTPP::OptConstrQNewton
class  OPTPP::OptDHNIPS
class  OPTPP::OptDirect
class  OPTPP::OptFDNewton
class  OPTPP::OptFDNIPS
class  OPTPP::OptGSS
class  OPTPP::OptLBFGSLike
class  OPTPP::OptLBFGS
class  OPTPP::OptNewton
class  OPTPP::OptNewtonLike
class  OPTPP::OptNewton1Deriv
class  OPTPP::OptNewton2Deriv
class  OPTPP::OptNIPS
class  OPTPP::OptNIPSLike
class  OPTPP::OptNPSOL
class  OPTPP::OptPDS
class  OPTPP::OptppArray< T >
class  OPTPP::OptppExceptions
class  OPTPP::OptppMemoryError
class  OPTPP::OptppRangeError
class  OPTPP::OptppMathError
class  OPTPP::OptppDomainError
class  OPTPP::OptppZeroDivide
class  OPTPP::RecoverableOptppExceptions
class  OPTPP::SmartPtr< T >
class  OPTPP::OptQNewton
class  OPTPP::OptQNIPS
class  OPTPP::PDSProblem
struct  OPTPP::OptError
class  OPTPP::Problem
class  OPTPP::TOLS
struct  OPTPP::inputVariable
class  OPTPP::VariableList
class  OPTPP::PrintCounter

Typedefs

typedef double real
typedef void(* UPDATEFCN )(int, int, NEWMAT::ColumnVector)
typedef void(* INITFCN )(int, NEWMAT::ColumnVector &)
typedef CompoundConstraint *(* INITCONFCN )(int)
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(* 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 &)
typedef void(* USERFCN0 )(int, const NEWMAT::ColumnVector &, real &, int &)
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(* USERFCN2V )(int, int, const NEWMAT::ColumnVector &, real &, NEWMAT::ColumnVector &, NEWMAT::SymmetricMatrix &, int &, void *)
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(* USERFCN0APP )(int, const NEWMAT::ColumnVector &, real &, int &, AppLauncher *launcher)
typedef void(* USERNLNCON0APP )(int, int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, int &, AppLauncher *launcher)
typedef void(* INITFCNAPP )(int, NEWMAT::ColumnVector &, AppLauncher *launcher)

Enumerations

enum  SearchStrategy { LineSearch, TrustRegion, TrustPDS }
enum  Step_type { Cauchy_Step, Dogleg_Step, Newton_Step, Backtrack_Step }
enum  ConstraintType {
  Leqn, NLeqn, Lineq, NLineq,
  Bound
}
enum  FcnMode {
  NLPNoOp = 0, NLPFunction = 1, NLPGradient = 2, NLPHessian = 4,
  NLPConstraint = 8, NLPCJacobian = 16
}
enum  DerivOption { ForwardDiff, BackwardDiff, CentralDiff }
enum  MeritFcn { NormFmu, ArgaezTapia, VanShanno }
enum  SpecOption { NoSpec, Spec1, Spec2 }

Functions

string format (double val, oformatstate const &fmt)
string format (int val, oformatstate const &fmt)
string d (int val, int w=0, int p=0, char c=' ', opt_mode f=std::ios_base::fixed) d(int val
void Print (const NEWMAT::Matrix &X)
void Print (const NEWMAT::UpperTriangularMatrix &X)
void Print (const NEWMAT::DiagonalMatrix &X)
void Print (const NEWMAT::SymmetricMatrix &X)
void Print (const NEWMAT::LowerTriangularMatrix &X)
void FPrint (ostream *fout, const NEWMAT::Matrix &X)
void FPrint (ostream *fout, const NEWMAT::SymmetricMatrix &X)
void FPrint (ostream *fout, const NEWMAT::DiagonalMatrix &X)
void abort_handler (int code)
void opt_default_update_model (int k, int dim, NEWMAT::ColumnVector x)
int trustregion (NLP1 *, ostream *, NEWMAT::SymmetricMatrix &, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, real &, real &, real stpmax=1.e3, real stpmin=1.e-9)
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 dogleg (NLP1 *, ostream *, NEWMAT::SymmetricMatrix &, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, real &, real &, real)
int pdsstep (NLP1 *, ostream *, NEWMAT::SymmetricMatrix &, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, real &, real &, real, double &, bool, int)
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)
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)
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 *)
NEWMAT::ReturnMatrix PertChol (NEWMAT::SymmetricMatrix &, NEWMAT::Real, NEWMAT::Real &)
NEWMAT::ReturnMatrix MCholesky (NEWMAT::SymmetricMatrix &)
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 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 *)
int pdschk (NLP0 *, int, double *, double *, double, double *, int, double)
template<class T>
ostream & operator<< (ostream &os, const OptppArray< T > &item)
int bump (int start, int to)
template<class T>
OptppArray< T > sliceOptppArray (const OptppArray< OptppArray< T > > &array, int index)
template<class T>
OptppArray< T > tuple (const T &a)
template<class T>
OptppArray< T > tuple (const T &a, const T &b)
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, const T &c, const T &d)
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, const T &e, const T &f)
void bailout (const OptppExceptions &e)
void OptppfatalError (const char *mesg)
void OptppmemoryError (const char *mesg)
void OptpprangeError (const char *mesg, int i, int low, int high)
void OptppmathError (const char *mesg)
void OptppdomainError (const char *mesg, const double &badValue)
void OptppzeroDivide (const char *mesg)
int backtrack (NLP1 *nlp, ostream *fout, ColumnVector &search_dir, ColumnVector &sx, double *stp, int itnmax, double ftol, double stpmax, double stpmin)
int dogleg (NLP1 *nlp, ostream *fout, SymmetricMatrix &Hessian, ColumnVector &grad, ColumnVector &dogleg_step, ColumnVector &sx, real &dnorm, real &TR_size, real step_max)
int linesearch (NLP1 *nlp, ostream *optout, ColumnVector &search_dir, ColumnVector &sx, double *step_length, double stpmax, double stpmin, int itnmax, double ftol, double xtol, double gtol)
int mcsrch (NLP1 *nlp, ColumnVector &s, ostream *fout, double *stp, int itnmax, double ftol, double xtol, double gtol, double stpmax, double stpmin)
int mcstep (double *stx, double *fx, double *dx, double *sty, double *fy, double *dy, double *stp, double fp, double dp, bool *brackt, double stpmin, double stpmax, int *info)
int trustpds (NLP1 *nlp, ostream *fout, SymmetricMatrix &H, ColumnVector &search_dir, ColumnVector &sx, real &TR_size, real &step_length, real stpmax, real stpmin, int searchSize)
int trustregion (NLP1 *nlp, ostream *fout, SymmetricMatrix &H, ColumnVector &search_dir, ColumnVector &sx, real &TR_size, real &step_length, real stpmax, real stpmin)
void get_F (int &, int &, double *, double &, double *, int &)
void get_C (int &, int &, int &, int &, int *, double *, double *, double *, int &)
int create_scheme (ostream *fout, int ndim, int scheme_limit, char *scheme_name, int *scheme, int debug)
void pdslogerr (int, int, double *, int, ostream *, double, int, double, double *, int, int, ColumnVector &, ColumnVector &)
int pdsstep (NLP1 *nlp, ostream *fout, SymmetricMatrix &Hessian, ColumnVector &grad, ColumnVector &pds_step, ColumnVector &sx, real &step_norm, real &TR_size, real step_max, double &radius, bool init_value, int sss)
void pdsquit (int, ofstream *, int *, double, int *, int, double)
int main (int argc, char **argv)
ostream & operator<< (ostream &ut, oformatstate const &fmt)
ostream & operator>> (ostream &ut, oformatstate &fmt)
Real square (Real x)
ReturnMatrix PertChol (SymmetricMatrix &, Real, Real &)
ReturnMatrix MCholesky (SymmetricMatrix &S)
PrintCounter PCZ ("Number of non-zero matrices (should be 1) = ")
PrintCounter PCN ("Number of matrices tested = ")
void Print (const Matrix &X)
void Print (const UpperTriangularMatrix &X)
void Print (const DiagonalMatrix &X)
void Print (const SymmetricMatrix &X)
void Print (const LowerTriangularMatrix &X)
void Clean (Matrix &A, Real c)
void Clean (DiagonalMatrix &A, Real c)
void FPrint (ostream *fout, const Matrix &X)
void FPrint (ostream *fout, const SymmetricMatrix &X)
void FPrint (ostream *fout, const DiagonalMatrix &X)

Variables

char * class_name = "OptBCFDNewton"
USERFCN0 fcn0
USERFCN1 fcn1
USERNLNCON0 cfcn0
USERNLNCON1 cfcn1
int dlevel
int feval_cnt = 0
int geval_cnt = 0
Appl_Data_NPSOL * app
double rcond
int flag
int upper
ofstream fpdebug
FILE * fpscheme

Detailed Description

Author:
J. C. Meza, Sandia National Laboratories, meza@ca.sandia.gov
Note:
Modified by P.J. Williams 02/2006

Typedef Documentation

typedef CompoundConstraint *(* OPTPP::INITCONFCN)(int)
 

typedef void(* OPTPP::INITFCN)(int, NEWMAT::ColumnVector &)
 

typedef void(* OPTPP::INITFCNAPP)(int, NEWMAT::ColumnVector &, AppLauncher *launcher)
 

typedef double OPTPP::real
 

typedef void(* OPTPP::UPDATEFCN)(int, int, NEWMAT::ColumnVector)
 

typedef void(* OPTPP::USERFCN0)(int, const NEWMAT::ColumnVector &, real &, int &)
 

typedef void(* OPTPP::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(* OPTPP::USERFCN0V)(int, const NEWMAT::ColumnVector &, real &, int &, void *)
 

typedef void(* OPTPP::USERFCN1)(int, int, const NEWMAT::ColumnVector &, real &, NEWMAT::ColumnVector &, int &)
 

typedef void(* OPTPP::USERFCN1V)(int, int, const NEWMAT::ColumnVector &, real &, NEWMAT::ColumnVector &, int &, void *)
 

typedef void(* OPTPP::USERFCN2)(int, int, const NEWMAT::ColumnVector &, real &, NEWMAT::ColumnVector &, NEWMAT::SymmetricMatrix &, int &)
 

typedef void(* OPTPP::USERFCN2A)(int, int, int, const NEWMAT::ColumnVector &, real &, NEWMAT::ColumnVector &, NEWMAT::Matrix &, int &)
 

typedef void(* OPTPP::USERFCN2AV)(int, int, int, const NEWMAT::ColumnVector &, real &, NEWMAT::ColumnVector &, NEWMAT::Matrix &, int &, void *)
 

typedef void(* OPTPP::USERFCN2V)(int, int, const NEWMAT::ColumnVector &, real &, NEWMAT::ColumnVector &, NEWMAT::SymmetricMatrix &, int &, void *)
 

typedef void(* OPTPP::USERFCNLSQ0)(int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, int &)
 

typedef void(* OPTPP::USERFCNLSQ0V)(int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, int &, void *v)
 

typedef void(* OPTPP::USERFCNLSQ1)(int, int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, NEWMAT::Matrix &, int &)
 

typedef void(* OPTPP::USERFCNLSQ1V)(int, int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, NEWMAT::Matrix &, int &, void *v)
 

typedef void(* OPTPP::USERNLNCON0)(int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, int &)
 

typedef void(* OPTPP::USERNLNCON0APP)(int, int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, int &, AppLauncher *launcher)
 

typedef void(* OPTPP::USERNLNCON1)(int, int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, NEWMAT::Matrix &, int &)
 

typedef void(* OPTPP::USERNLNCON2)(int, int, const NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, NEWMAT::Matrix &, OptppArray< NEWMAT::SymmetricMatrix > &, int &)
 

Enumeration Type Documentation

enum ConstraintType
 

Enumeration values:
Leqn 
NLeqn 
Lineq 
NLineq 
Bound 

enum DerivOption
 

Enumeration values:
ForwardDiff 
BackwardDiff 
CentralDiff 

enum FcnMode
 

Enumeration values:
NLPNoOp 
NLPFunction 
NLPGradient 
NLPHessian 
NLPConstraint 
NLPCJacobian 

enum MeritFcn
 

Enumeration values:
NormFmu 
ArgaezTapia 
VanShanno 

enum SearchStrategy
 

Enumeration values:
LineSearch 
TrustRegion 
TrustPDS 

enum SpecOption
 

Enumeration values:
NoSpec 
Spec1 
Spec2 

enum Step_type
 

Enumeration values:
Cauchy_Step 
Dogleg_Step 
Newton_Step 
Backtrack_Step 

Function Documentation

void abort_handler (  int  code  )  [inline]
 

int backtrack (  NLP1 *  nlp,
ostream *  fout,
ColumnVector &  search_dir,
ColumnVector &  sx,
double *  stp,
int  itnmax,
double  ftol,
double  stpmax,
double  stpmin
) 
 

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 OPTPP::bailout (  const OptppExceptions &  e  ) 
 

int bump (  int  start,
int  to
)  [inline]
 

void Clean (  DiagonalMatrix &  A,
Real  c
) 
 

void Clean (  Matrix &  A,
Real  c
) 
 

int OPTPP::create_scheme (  ostream *  fout,
int  ndim,
int  scheme_limit,
char *  scheme_name,
int *  scheme,
int  debug
) 
 

string d (  int  val,
int  w = 0,
int  p = 0,
char  c = ' ',
opt_mode  f = std::ios_base::fixed
)  [inline]
 

int dogleg (  NLP1 *  nlp,
ostream *  fout,
SymmetricMatrix &  Hessian,
ColumnVector &  grad,
ColumnVector &  dogleg_step,
ColumnVector &  sx,
real &  dnorm,
real &  TR_size,
real  step_max
) 
 

int dogleg (  NLP1 *  ,
ostream *  ,
NEWMAT::SymmetricMatrix &  ,
NEWMAT::ColumnVector &  ,
NEWMAT::ColumnVector &  ,
NEWMAT::ColumnVector &  ,
real &  ,
real &  ,
real 
) 
 

string OPTPP::format (  int  val,
oformatstate const &  fmt
) 
 

string OPTPP::format (  double  val,
oformatstate const &  fmt
) 
 

void FPrint (  ostream *  fout,
const DiagonalMatrix &  X
) 
 

void FPrint (  ostream *  fout,
const SymmetricMatrix &  X
) 
 

void FPrint (  ostream *  fout,
const Matrix &  X
) 
 

void FPrint (  ostream *  fout,
const NEWMAT::DiagonalMatrix &  X
) 
 

void FPrint (  ostream *  fout,
const NEWMAT::SymmetricMatrix &  X
) 
 

void FPrint (  ostream *  fout,
const NEWMAT::Matrix &  X
) 
 

void OPTPP::get_C (  int &  ,
int &  ,
int &  ,
int &  ,
int *  ,
double *  ,
double *  ,
double *  ,
int & 
) 
 

void OPTPP::get_F (  int &  ,
int &  ,
double *  ,
double &  ,
double *  ,
int & 
) 
 

int linesearch (  NLP1 *  nlp,
ostream *  optout,
ColumnVector &  search_dir,
ColumnVector &  sx,
double *  step_length,
double  stpmax,
double  stpmin,
int  itnmax,
double  ftol,
double  xtol,
double  gtol
) 
 

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
) 
 

int main (  int  argc,
char **  argv
) 
 

This Program will take an XML file which has been output from Maui for OPT++ and start up an optimization run

Examples:
tstcg.C, tstLBFGS.C, and tstnewton.C.

ReturnMatrix MCholesky (  SymmetricMatrix &  S  ) 
 

NEWMAT::ReturnMatrix MCholesky (  NEWMAT::SymmetricMatrix &   ) 
 

int mcsrch (  NLP1 *  nlp,
ColumnVector &  s,
ostream *  fout,
double *  stp,
int  itnmax,
double  ftol,
double  xtol,
double  gtol,
double  stpmax,
double  stpmin
) 
 

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 (  double *  stx,
double *  fx,
double *  dx,
double *  sty,
double *  fy,
double *  dy,
double *  stp,
double  fp,
double