OPTPP::OptimizeClass Class Reference

#include <Opt.h>

Inheritance diagram for OPTPP::OptimizeClass:

List of all members.

Public Member Functions
	OptimizeClass ()
	OptimizeClass (int n)
	OptimizeClass (TOLS t)
	OptimizeClass (int n, TOLS t)
virtual	~OptimizeClass ()
void	cleanup ()
void	setMesg (const char *s)
	Set message.
void	setMethod (const char *s)
	Set method of choice.
void	setMaxStep (real x)
	Set maximum steplength.
void	setMinStep (real x)
	Set minimum steplength.
void	setStepTol (real x)
	Set step tolerance.
void	setFcnTol (real x)
	Set function tolerance.
void	setConTol (real x)
	Set constraint tolerance.
void	setGradTol (real x)
	Set gradient tolerance.
void	setLineSearchTol (real x)
	Set linesearch tolerance.
void	setMaxIter (int k)
	Set maximum outer iterations.
void	setMaxBacktrackIter (int k)
	Set maximum backtrack iterations.
void	setMaxFeval (int k)
	Set maximum fcn evaluations.
void	setUpdateModel (UPDATEFCN u)
	Set update model.
void	setXScale (NEWMAT::ColumnVector x)
	Set step scale.
void	setFcnScale (NEWMAT::ColumnVector x)
	Set function scale.
void	setFcnScale (NEWMAT::Real x)
	Set function scale.
void	setReturnCode (int val)
	Set return code.
int	getDim () const
int	getIter () const
int	getReturnCode () const
NEWMAT::ColumnVector	getXPrev () const
NEWMAT::ColumnVector	getXScale () const
NEWMAT::ColumnVector	getFcnScale () const
ostream *	getOutputFile ()
int	setOutputFile (const char *filename, int append)
int	setOutputFile (int FileDescriptor)
int	setOutputFile (ostream &fout)
void	setDebug ()
	Set debug flag to true.
bool	Debug ()
virtual void	acceptStep (int, int)=0
virtual int	checkConvg ()=0
virtual NEWMAT::ColumnVector	computeSearch (NEWMAT::SymmetricMatrix &)=0
virtual void	optimize ()=0
virtual void	reset ()=0
virtual void	readOptInput ()=0
virtual void	printStatus (char *)=0
virtual void	updateModel (int, int, NEWMAT::ColumnVector)=0
Protected Member Functions
virtual real	stepTolNorm () const
virtual void	defaultReset (int n)
virtual void	defaultAcceptStep (int, int)
virtual void	defaultUpdateModel (int k, int ndim, NEWMAT::ColumnVector x)
void	copyright ()
Protected Attributes
int	dim
	Dimension of the problem.
TOLS	tol
	Various tolerances assoc. with the problem.
NEWMAT::ColumnVector	sx
	Diagonal Scaling Matrix for x.
NEWMAT::ColumnVector	sfx
	Diagonal Scaling Matrix for f.
NEWMAT::ColumnVector	xprev
	Previous iterate.
real	fprev
	Objective function value at xprev.
NEWMAT::ColumnVector	mem_step
	Current step direction.
real	step_length
	Length of step direction.
char	method [80]
	What method is being used.
char	mesg [80]
	Optional message.
int	ret_code
	Return code from Optimization class.
int	iter_taken
	Number of iterations taken.
int	fcn_evals
	Number of function evaluations taken.
int	backtracks
	Number of bactracks in linesearch.
bool	debug_
	Print debug statements.
int	trace
double	iter_time
	Compute time per iteration.
double	total_time
	Total compute time.
UPDATEFCN	update_fcn
	User defined function to call after each nonlinear iteration.
filebuf	file_buffer
ostream *	optout
	Output file.
int	optout_fd
	Output file success.
Private Attributes
int	x_optout_fd

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Detailed Description

Opt is the Base Optimization Class All other Optimization classes are derived from this one

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Constructor & Destructor Documentation

OPTPP::OptimizeClass::OptimizeClass (   )  [inline]

Default Constructor See also: OptimizeClass(int n) OptimizeClass(TOLS t) OptimizeClass(int n, TOLS t)

OPTPP::OptimizeClass::OptimizeClass (  int  n  )  [inline]

Parameters: n  an integer argument

OPTPP::OptimizeClass::OptimizeClass (  TOLS  t  )  [inline]

Parameters: t  a TOLS object

OPTPP::OptimizeClass::OptimizeClass (  int  n, TOLS  t )  [inline]

Parameters: n  an integer argument t  a TOLS object

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

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Member Function Documentation

virtual void OPTPP::OptimizeClass::acceptStep (  int  , int  )  [pure virtual]

Note: Pure virtual functions Each derived class must define these functions for themselves Implemented in OPTPP::OptBaNewton, OPTPP::OptBaQNewton, OPTPP::OptBCEllipsoid, OPTPP::OptBCNewtonLike, OPTPP::OptCGLike, OPTPP::OptCG, OPTPP::OptConstrNewtonLike, OPTPP::OptGSS, OPTPP::OptLBFGSLike, OPTPP::OptLBFGS, OPTPP::OptNewtonLike, OPTPP::OptNPSOL, OPTPP::OptDirect, and OPTPP::OptPDS.

virtual int OPTPP::OptimizeClass::checkConvg (   )  [pure virtual]

Implemented in OPTPP::OptBaNewton, OPTPP::OptBaQNewton, OPTPP::OptBCEllipsoid, OPTPP::OptBCNewton, OPTPP::OptBCNewtonLike, OPTPP::OptBCQNewton, OPTPP::OptCGLike, OPTPP::OptConstrNewtonLike, OPTPP::OptGSS, OPTPP::OptLBFGSLike, OPTPP::OptNewtonLike, OPTPP::OptNIPSLike, OPTPP::OptNPSOL, OPTPP::OptDirect, and OPTPP::OptPDS.

void OPTPP::OptimizeClass::cleanup (   )  [inline]

virtual NEWMAT::ColumnVector OPTPP::OptimizeClass::computeSearch (  NEWMAT::SymmetricMatrix &   )  [pure virtual]

Implemented in OPTPP::OptBCEllipsoid, OPTPP::OptBCNewton, OPTPP::OptBCNewtonLike, OPTPP::OptBCQNewton, OPTPP::OptCG, OPTPP::OptConstrNewtonLike, OPTPP::OptGSS, OPTPP::OptLBFGS, OPTPP::OptNewtonLike, OPTPP::OptNPSOL, and OPTPP::OptPDS.

void OPTPP::OptimizeClass::copyright (   )  [inline, protected]

Write copyright information to the screen

bool OPTPP::OptimizeClass::Debug (   )  [inline]

Returns: Debug parameter

virtual void OPTPP::OptimizeClass::defaultAcceptStep (  int  , int  )  [inline, protected, virtual]

Provide default implementation of AcceptStep Reimplemented in OPTPP::OptBCNewtonLike, OPTPP::OptConstrNewtonLike, and OPTPP::OptNewtonLike.

virtual void OPTPP::OptimizeClass::defaultReset (  int  n  )  [inline, protected, virtual]

Provide default implementation of reset

virtual void OPTPP::OptimizeClass::defaultUpdateModel (  int  k, int  ndim, NEWMAT::ColumnVector  x )  [inline, protected, virtual]

Provide default implementation of UpdateModel

int OPTPP::OptimizeClass::getDim (   )  const [inline]

Returns: Problem dimension

NEWMAT::ColumnVector OPTPP::OptimizeClass::getFcnScale (   )  const [inline]

Returns: Scaling vector used for f(x)

int OPTPP::OptimizeClass::getIter (   )  const [inline]

Returns: Iterations

ostream* OPTPP::OptimizeClass::getOutputFile (   )  [inline]

Returns: Output Filename

int OPTPP::OptimizeClass::getReturnCode (   )  const [inline]

Returns: Return Code

NEWMAT::ColumnVector OPTPP::OptimizeClass::getXPrev (   )  const [inline]

Returns: Previous iterate

NEWMAT::ColumnVector OPTPP::OptimizeClass::getXScale (   )  const [inline]

Returns: Scaling vector used for x

virtual void OPTPP::OptimizeClass::optimize (   )  [pure virtual]

Implemented in OPTPP::OptBaNewton, OPTPP::OptBaQNewton, OPTPP::OptBCEllipsoid, OPTPP::OptBCNewtonLike, OPTPP::OptCGLike, OPTPP::OptCG, OPTPP::OptConstrNewtonLike, OPTPP::OptGSS, OPTPP::OptLBFGSLike, OPTPP::OptLBFGS, OPTPP::OptNewtonLike, OPTPP::OptNIPSLike, OPTPP::OptNPSOL, OPTPP::OptDirect, and OPTPP::OptPDS.

virtual void OPTPP::OptimizeClass::printStatus (  char *   )  [pure virtual]

Implemented in OPTPP::OptBCEllipsoid, OPTPP::OptBCNewton, OPTPP::OptBCNewtonLike, OPTPP::OptBCQNewton, OPTPP::OptCG, OPTPP::OptConstrNewton, OPTPP::OptConstrNewtonLike, OPTPP::OptDHNIPS, OPTPP::OptGSS, OPTPP::OptGSS, OPTPP::OptLBFGS, OPTPP::OptNewton, OPTPP::OptNewtonLike, OPTPP::OptNIPS, OPTPP::OptNIPSLike, OPTPP::OptNPSOL, and OPTPP::OptPDS.

virtual void OPTPP::OptimizeClass::readOptInput (   )  [pure virtual]

Implemented in OPTPP::OptBCEllipsoid, OPTPP::OptBCNewtonLike, OPTPP::OptCGLike, OPTPP::OptConstrNewtonLike, OPTPP::OptGSS, OPTPP::OptLBFGSLike, OPTPP::OptNewtonLike, OPTPP::OptNIPSLike, OPTPP::OptNPSOL, OPTPP::OptDirect, and OPTPP::OptPDS.

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

Implemented in OPTPP::OptBCEllipsoid, OPTPP::OptBCFDNewton, OPTPP::OptBCNewton, OPTPP::OptBCNewtonLike, OPTPP::OptBCQNewton, OPTPP::OptCG, OPTPP::OptConstrNewtonLike, OPTPP::OptDHNIPS, OPTPP::OptGSS, OPTPP::OptLBFGS, OPTPP::OptNewtonLike, OPTPP::OptNIPSLike, OPTPP::OptNPSOL, OPTPP::OptDirect, and OPTPP::OptPDS.

void OPTPP::OptimizeClass::setConTol (  real  x  )  [inline]

Set constraint tolerance.

void OPTPP::OptimizeClass::setDebug (   )  [inline]

Set debug flag to true.

void OPTPP::OptimizeClass::setFcnScale (  NEWMAT::Real  x  )  [inline]

Set function scale.

void OPTPP::OptimizeClass::setFcnScale (  NEWMAT::ColumnVector  x  )  [inline]

Set function scale.

void OPTPP::OptimizeClass::setFcnTol (  real  x  )  [inline]

Set function tolerance.

void OPTPP::OptimizeClass::setGradTol (  real  x  )  [inline]

Set gradient tolerance.

void OPTPP::OptimizeClass::setLineSearchTol (  real  x  )  [inline]

Set linesearch tolerance.

void OPTPP::OptimizeClass::setMaxBacktrackIter (  int  k  )  [inline]

Set maximum backtrack iterations.

void OPTPP::OptimizeClass::setMaxFeval (  int  k  )  [inline]

Set maximum fcn evaluations.

void OPTPP::OptimizeClass::setMaxIter (  int  k  )  [inline]

Set maximum outer iterations. Reimplemented in OPTPP::OptGSS.

void OPTPP::OptimizeClass::setMaxStep (  real  x  )  [inline]

Set maximum steplength.

void OPTPP::OptimizeClass::setMesg (  const char *  s  )  [inline]

Set message.

void OPTPP::OptimizeClass::setMethod (  const char *  s  )  [inline]

Set method of choice.

void OPTPP::OptimizeClass::setMinStep (  real  x  )  [inline]

Set minimum steplength.

int OPTPP::OptimizeClass::setOutputFile (  ostream &  fout  )  [inline]

int OPTPP::OptimizeClass::setOutputFile (  int  FileDescriptor  )  [inline]

int OPTPP::OptimizeClass::setOutputFile (  const char *  filename, int  append )  [inline]

void OPTPP::OptimizeClass::setReturnCode (  int  val  )  [inline]

Set return code.

void OPTPP::OptimizeClass::setStepTol (  real  x  )  [inline]

Set step tolerance.

void OPTPP::OptimizeClass::setUpdateModel (  UPDATEFCN  u  )  [inline]

Set update model.

void OPTPP::OptimizeClass::setXScale (  NEWMAT::ColumnVector  x  )  [inline]

Set step scale.

virtual real OPTPP::OptimizeClass::stepTolNorm (   )  const [inline, protected, virtual]

Reimplemented in OPTPP::OptBCNewton, OPTPP::OptBCQNewton, OPTPP::OptCG, OPTPP::OptConstrNewton, OPTPP::OptLBFGS, and OPTPP::OptNewton.

virtual void OPTPP::OptimizeClass::updateModel (  int  , int  , NEWMAT::ColumnVector  )  [pure virtual]

Implemented in OPTPP::OptBCEllipsoid, OPTPP::OptBCNewtonLike, OPTPP::OptCGLike, OPTPP::OptCG, OPTPP::OptConstrNewtonLike, OPTPP::OptGSS, OPTPP::OptLBFGSLike, OPTPP::OptLBFGS, OPTPP::OptNewtonLike, OPTPP::OptNPSOL, OPTPP::OptDirect, and OPTPP::OptPDS.

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Member Data Documentation

int OPTPP::OptimizeClass::backtracks [protected]

Number of bactracks in linesearch.

bool OPTPP::OptimizeClass::debug_ [protected]

Print debug statements.

int OPTPP::OptimizeClass::dim [protected]

Dimension of the problem.

int OPTPP::OptimizeClass::fcn_evals [protected]

Number of function evaluations taken.

filebuf OPTPP::OptimizeClass::file_buffer [protected]

real OPTPP::OptimizeClass::fprev [protected]

Objective function value at xprev. Reimplemented in OPTPP::OptGSS.

int OPTPP::OptimizeClass::iter_taken [protected]

Number of iterations taken. Reimplemented in OPTPP::OptNPSOL.

double OPTPP::OptimizeClass::iter_time [protected]

Compute time per iteration.

NEWMAT::ColumnVector OPTPP::OptimizeClass::mem_step [protected]

Current step direction.

char OPTPP::OptimizeClass::mesg[80] [protected]

Optional message.

char OPTPP::OptimizeClass::method[80] [protected]

What method is being used.

ostream* OPTPP::OptimizeClass::optout [protected]

Output file.

int OPTPP::OptimizeClass::optout_fd [protected]

Output file success.

int OPTPP::OptimizeClass::ret_code [protected]

Return code from Optimization class. Reimplemented in OPTPP::OptNPSOL.

NEWMAT::ColumnVector OPTPP::OptimizeClass::sfx [protected]

Diagonal Scaling Matrix for f.

real OPTPP::OptimizeClass::step_length [protected]

Length of step direction.

NEWMAT::ColumnVector OPTPP::OptimizeClass::sx [protected]

Diagonal Scaling Matrix for x.

TOLS OPTPP::OptimizeClass::tol [protected]

Various tolerances assoc. with the problem.

double OPTPP::OptimizeClass::total_time [protected]

Total compute time.

int OPTPP::OptimizeClass::trace [protected]

UPDATEFCN OPTPP::OptimizeClass::update_fcn [protected]

User defined function to call after each nonlinear iteration.

int OPTPP::OptimizeClass::x_optout_fd [private]

NEWMAT::ColumnVector OPTPP::OptimizeClass::xprev [protected]

Previous iterate.

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The documentation for this class was generated from the following file:

• Opt.h

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Bug Reports    OPT++ Developers    Copyright Information    GNU Lesser General Public License Documentation, generated by , last revised August 30, 2006.