NLPInterfacePack::ExampleNLPObjGrad Class Reference

Simple example NLP subclass to illustrate how to implement the NLPObjGrad interface for a specialized NLP. More...

#include <NLPInterfacePack_ExampleNLPObjGrad.hpp>

Inheritance diagram for NLPInterfacePack::ExampleNLPObjGrad:

List of all members.

Public Member Functions
	ExampleNLPObjGrad (const VectorSpace::space_ptr_t &vec_space, value_type xo, bool has_bounds, bool dep_bounded)
	Constructor.
Helper methods to be used by subclasses.
virtual Range1D	var_dep () const
virtual Range1D	var_indep () const
Overridden public members from NLP
void	initialize (bool test_setup)
bool	is_initialized () const
size_type	n () const
size_type	m () const
vec_space_ptr_t	space_x () const
vec_space_ptr_t	space_c () const
size_type	num_bounded_x () const
void	force_xinit_in_bounds (bool force_xinit_in_bounds)
bool	force_xinit_in_bounds () const
const Vector &	xinit () const
const Vector &	xl () const
const Vector &	xu () const
value_type	max_var_bounds_viol () const
void	scale_f (value_type scale_f)
value_type	scale_f () const
void	report_final_solution (const Vector &x, const Vector *lambda, const Vector *nu, bool optimal)
Overridden protected members from NLP
void	imp_calc_f (const Vector &x, bool newx, const ZeroOrderInfo &zero_order_info) const
void	imp_calc_c (const Vector &x, bool newx, const ZeroOrderInfo &zero_order_info) const
void	imp_calc_h (const Vector &x, bool newx, const ZeroOrderInfo &zero_order_info) const
	This implementation does nothing (should never be called though).
Overridden protected members from NLPObjGrad
void	imp_calc_Gf (const Vector &x, bool newx, const ObjGradInfo &obj_grad_info) const

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Detailed Description

Simple example NLP subclass to illustrate how to implement the NLPObjGrad interface for a specialized NLP.

The example NLP we will use is a scalable problem where the basis of the jacobian of the constraints is a diagonal matrix (however it is not computed here).

    min    f(x) = (1/2) * sum( x(i)^2, for i = 1..n )
    s.t.   c(x)(j) = x(j) * (x(m+j) -1) - 10 * x(m+j) = 0, for j = 1..m
          0.01 < x(i) < 20, for i = p...p+m

    where:
        m = n/2
        p = 1 if dep_bounded == true or m+1 if dep_bounded = false
 

This is not really a fully functional NLP in the sense that there is no derivative information for the constraints.

Definition at line 72 of file NLPInterfacePack_ExampleNLPObjGrad.hpp.

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Constructor & Destructor Documentation

NLPInterfacePack::ExampleNLPObjGrad::ExampleNLPObjGrad	(	const VectorSpace::space_ptr_t &	vec_space,
		value_type	xo,
		bool	has_bounds,
		bool	dep_bounded
	)

Constructor.

Parameters:

vec_space	[in] Smart pointer to a vector space object that will be used to define the spaces of dependent and independent variables.
xo	[in] The initial starting guess for x.
has_bounds	[in] If true, then the NLP will have bounds. If false then it will not have bounds.
dep_bouned	[in] If true, then the bounds will be on the dependent variables. If false, then the bounds will be on the independent variable. This argument is ignored if has_bounds == false.

Definition at line 75 of file NLPInterfacePack_ExampleNLPObjGrad.cpp.

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Member Function Documentation

Range1D NLPInterfacePack::ExampleNLPObjGrad::var_dep

(

)

const [virtual]

Reimplemented in NLPInterfacePack::ExampleNLPDirect.

Definition at line 231 of file NLPInterfacePack_ExampleNLPObjGrad.cpp.

Range1D NLPInterfacePack::ExampleNLPObjGrad::var_indep

(

)

const [virtual]

Reimplemented in NLPInterfacePack::ExampleNLPDirect.

Definition at line 236 of file NLPInterfacePack_ExampleNLPObjGrad.cpp.

void NLPInterfacePack::ExampleNLPObjGrad::initialize

(

bool

test_setup

)

[virtual]

Reimplemented from NLPInterfacePack::NLPObjGrad.

Reimplemented in NLPInterfacePack::ExampleNLPDirect, and NLPInterfacePack::ExampleNLPFirstOrder.

Definition at line 128 of file NLPInterfacePack_ExampleNLPObjGrad.cpp.

bool NLPInterfacePack::ExampleNLPObjGrad::is_initialized

(

)

const [virtual]

Implements NLPInterfacePack::NLP.

Reimplemented in NLPInterfacePack::ExampleNLPDirect, and NLPInterfacePack::ExampleNLPFirstOrder.

Definition at line 142 of file NLPInterfacePack_ExampleNLPObjGrad.cpp.

size_type NLPInterfacePack::ExampleNLPObjGrad::n

(

)

const [virtual]

Reimplemented from NLPInterfacePack::NLP.

Definition at line 147 of file NLPInterfacePack_ExampleNLPObjGrad.cpp.

size_type NLPInterfacePack::ExampleNLPObjGrad::m

(

)

const [virtual]

Reimplemented from NLPInterfacePack::NLP.

Definition at line 153 of file NLPInterfacePack_ExampleNLPObjGrad.cpp.

NLP::vec_space_ptr_t NLPInterfacePack::ExampleNLPObjGrad::space_x

(

)

const [virtual]

Implements NLPInterfacePack::NLP.

Definition at line 159 of file NLPInterfacePack_ExampleNLPObjGrad.cpp.

NLP::vec_space_ptr_t NLPInterfacePack::ExampleNLPObjGrad::space_c

(

)

const [virtual]

Implements NLPInterfacePack::NLP.

Definition at line 164 of file NLPInterfacePack_ExampleNLPObjGrad.cpp.

size_type NLPInterfacePack::ExampleNLPObjGrad::num_bounded_x

(

)

const [virtual]

Implements NLPInterfacePack::NLP.

Definition at line 169 of file NLPInterfacePack_ExampleNLPObjGrad.cpp.

void NLPInterfacePack::ExampleNLPObjGrad::force_xinit_in_bounds

(

bool

force_xinit_in_bounds

)

[virtual]

Implements NLPInterfacePack::NLP.

Definition at line 174 of file NLPInterfacePack_ExampleNLPObjGrad.cpp.

bool NLPInterfacePack::ExampleNLPObjGrad::force_xinit_in_bounds

(

)

const [virtual]

Implements NLPInterfacePack::NLP.

Definition at line 179 of file NLPInterfacePack_ExampleNLPObjGrad.cpp.

const Vector & NLPInterfacePack::ExampleNLPObjGrad::xinit

(

)

const [virtual]

Implements NLPInterfacePack::NLP.

Definition at line 184 of file NLPInterfacePack_ExampleNLPObjGrad.cpp.

const Vector & NLPInterfacePack::ExampleNLPObjGrad::xl

(

)

const [virtual]

Implements NLPInterfacePack::NLP.

Definition at line 190 of file NLPInterfacePack_ExampleNLPObjGrad.cpp.

const Vector & NLPInterfacePack::ExampleNLPObjGrad::xu

(

)

const [virtual]

Implements NLPInterfacePack::NLP.

Definition at line 196 of file NLPInterfacePack_ExampleNLPObjGrad.cpp.

value_type NLPInterfacePack::ExampleNLPObjGrad::max_var_bounds_viol

(

)

const [virtual]

Implements NLPInterfacePack::NLP.

Definition at line 202 of file NLPInterfacePack_ExampleNLPObjGrad.cpp.

void NLPInterfacePack::ExampleNLPObjGrad::scale_f

(

value_type

scale_f

)

[virtual]

Implements NLPInterfacePack::NLP.

Definition at line 207 of file NLPInterfacePack_ExampleNLPObjGrad.cpp.

value_type NLPInterfacePack::ExampleNLPObjGrad::scale_f

(

)

const [virtual]

Implements NLPInterfacePack::NLP.

Definition at line 213 of file NLPInterfacePack_ExampleNLPObjGrad.cpp.

void NLPInterfacePack::ExampleNLPObjGrad::report_final_solution	(	const Vector &	x,
		const Vector *	lambda,
		const Vector *	nu,
		bool	optimal
	)		[virtual]

Reimplemented from NLPInterfacePack::NLP.

Definition at line 219 of file NLPInterfacePack_ExampleNLPObjGrad.cpp.

void NLPInterfacePack::ExampleNLPObjGrad::imp_calc_f	(	const Vector &	x,
		bool	newx,
		const ZeroOrderInfo &	zero_order_info
	)		const [protected, virtual]

Implements NLPInterfacePack::NLP.

Definition at line 243 of file NLPInterfacePack_ExampleNLPObjGrad.cpp.

void NLPInterfacePack::ExampleNLPObjGrad::imp_calc_c	(	const Vector &	x,
		bool	newx,
		const ZeroOrderInfo &	zero_order_info
	)		const [protected, virtual]

Implements NLPInterfacePack::NLP.

Definition at line 254 of file NLPInterfacePack_ExampleNLPObjGrad.cpp.

void NLPInterfacePack::ExampleNLPObjGrad::imp_calc_h	(	const Vector &	x,
		bool	newx,
		const ZeroOrderInfo &	zero_order_info
	)		const [protected]

This implementation does nothing (should never be called though).

Definition at line 273 of file NLPInterfacePack_ExampleNLPObjGrad.cpp.

void NLPInterfacePack::ExampleNLPObjGrad::imp_calc_Gf	(	const Vector &	x,
		bool	newx,
		const ObjGradInfo &	obj_grad_info
	)		const [protected, virtual]

Implements NLPInterfacePack::NLPObjGrad.

Definition at line 281 of file NLPInterfacePack_ExampleNLPObjGrad.cpp.

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

• NLPInterfacePack_ExampleNLPObjGrad.hpp
• NLPInterfacePack_ExampleNLPObjGrad.cpp