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NLPInterfacePack_NLPObjGrad.hpp
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41 
42 #ifndef NLP_OBJ_GRADIENT_H
43 #define NLP_OBJ_GRADIENT_H
44 
45 #include "NLPInterfacePack_NLP.hpp"
46 
47 namespace NLPInterfacePack {
79 class NLPObjGrad : virtual public NLP {
80 public:
81 
84 
86  NLPObjGrad();
87 
89 
92 
104  void initialize(bool test_setup);
105 
107 
110 
115  virtual bool supports_Gf() const;
116 
121  virtual bool supports_Gf_prod() const;
122 
124 
127 
143  virtual void set_Gf(VectorMutable* Gf);
151  virtual VectorMutable* get_Gf();
160  virtual VectorMutable& Gf();
169  virtual const Vector& Gf() const;
170 
172 
175 
189  void unset_quantities();
190 
192 
195 
219  virtual void calc_Gf(const Vector& x, bool newx = true) const;
220 
244  virtual value_type calc_Gf_prod(const Vector& x, const Vector& d, bool newx = true) const;
245 
247 
249 
252 
258  virtual size_type num_Gf_evals() const;
259 
261 
264 
267  struct ObjGradInfo {
270  : Gf(NULL), f(NULL), c(NULL)
271  {}
273  ObjGradInfo( VectorMutable* Gf_in, const ZeroOrderInfo& first_order_info_in )
274  : Gf(Gf_in), f(first_order_info_in.f), c(first_order_info_in.c)
275  {}
282  }; // end struct ObjGradInfo
283 
285 
286 protected:
287 
289  const ObjGradInfo obj_grad_info() const;
290 
293 
317  virtual void imp_calc_Gf(const Vector& x, bool newx, const ObjGradInfo& obj_grad_info) const = 0;
318 
320 
321 private:
322 
323  mutable VectorMutable *Gf_;
325 
326 }; // end class NLPObjGrad
327 
328 // //////////////////
329 // Inline members
330 
331 inline
333 {
334  return ObjGradInfo(Gf_,zero_order_info());
335 }
336 
337 } // end namespace NLPInterfacePack
338 
339 #endif // NLP_OBJ_GRADIENT_H
NLP interface class that adds gradient information for the objective function {abstract}.
void initialize(bool test_setup)
Initialize the NLP for its first use.
void unset_quantities()
Call to unset all storage quantities (both in this class and all subclasses).
ObjGradInfo(VectorMutable *Gf_in, const ZeroOrderInfo &first_order_info_in)
AbstractLinAlgPack::size_type size_type
Struct for gradient (objective), objective and constriants (pointers)
Abstract interface for immutable, finite dimensional, coordinate vectors {abstract}.
VectorMutable * c
Pointer to constraints residual c (may be NULL if not set)
virtual size_type num_Gf_evals() const
Objective gradient evaluations count.
VectorMutable * Gf
Pointer to gradient of objective function Gf (may be NULL if not set)
const ZeroOrderInfo zero_order_info() const
Return pointer to set quantities.
const ObjGradInfo obj_grad_info() const
Return objective gradient and zero order information.
NLPObjGrad()
Initialize to no reference set to calculation quanities.
value_type * f
Pointer to objective function f (may be NULL if not set)
virtual VectorMutable * get_Gf()
Return pointer passed to this->set_Gf().
AbstractLinAlgPack::VectorMutable VectorMutable
virtual bool supports_Gf_prod() const
Determine if the objective gradient product is supported or not.
virtual void imp_calc_Gf(const Vector &x, bool newx, const ObjGradInfo &obj_grad_info) const =0
Overridden to compute f(x) and perhaps c(x) (if multiple calculaiton = true).
Struct for objective and constriants (pointer).
NLP interface class {abstract}.
AbstractLinAlgPack::value_type value_type
Abstract interface for mutable coordinate vectors {abstract}.
virtual VectorMutable & Gf()
Returns non-const *this->get_Gf().
virtual void set_Gf(VectorMutable *Gf)
Set a pointer to a vector to be updated when this->calc_Gf() is called.
virtual void calc_Gf(const Vector &x, bool newx=true) const
Update the vector for Gf at the point x and put it in the stored reference.
virtual bool supports_Gf() const
Determine if the objective gradient is supported or not.
virtual value_type calc_Gf_prod(const Vector &x, const Vector &d, bool newx=true) const
Calculate the inner product Gf(x)'*d at the point x and put it in the stored reference.