Base class for all merit functions for NonLinear Programs (NLP) {abstract}. More...

#include <ConstrainedOptPack_MeritFuncNLP.hpp>

Inheritance diagram for ConstrainedOptPack::MeritFuncNLP:

Classes
class	InvalidInitialization

Public Member Functions
virtual	~MeritFuncNLP ()

To be overridden by subclasses
virtual MeritFuncNLP &	operator= (const MeritFuncNLP &)
	Assign the state of one Merit functions. More...

virtual value_type	value (value_type f, const Vector c, const Vector h, const Vector hl, const Vector hu) const =0
	Return the value of the merit function at f(x), c(x), h(x). This interface requires the client to compute f(x) c(x) and h(x) and pass it to this function to have the value of phi(f,c,h,hl,hu) calculated. More...

virtual value_type	deriv () const =0
	Return the value of the directional derivative of the merit function w.r.t. alpha at alpha = 0. In other words compute return d( phi(f(x),c(x),h(x)) ) / d(alpha_k) at alpha_k = 0 where x = x_k + alpha_k * d_k. More...

virtual void	print_merit_func (std::ostream &out, const std::string &leading_str) const =0
	Print the merit funciton. More...

Detailed Description

Base class for all merit functions for NonLinear Programs (NLP) {abstract}.

Definition at line 53 of file ConstrainedOptPack_MeritFuncNLP.hpp.

Constructor & Destructor Documentation

virtual ConstrainedOptPack::MeritFuncNLP::~MeritFuncNLP ( )

inlinevirtual

Definition at line 61 of file ConstrainedOptPack_MeritFuncNLP.hpp.

Member Function Documentation

MeritFuncNLP & ConstrainedOptPack::MeritFuncNLP::operator= ( const MeritFuncNLP & merit_func )

virtual

Assign the state of one Merit functions.

The default implementation throws an std::logic_error exception unless it is assignment to self.

Reimplemented in ConstrainedOptPack::MeritFuncNLPL1.

Definition at line 49 of file ConstrainedOptPack_MeritFuncNLP.cpp.

virtual value_type ConstrainedOptPack::MeritFuncNLP::value	(	value_type	f,
		const Vector *	c,
		const Vector *	h,
		const Vector *	hl,
		const Vector *	hu
	)		const

pure virtual

Return the value of the merit function at f(x), c(x), h(x). This interface requires the client to compute f(x) c(x) and h(x) and pass it to this function to have the value of phi(f,c,h,hl,hu) calculated.

If the merit function has not been initialized properly then a InvalidInitialization exception will be thrown.

Implemented in ConstrainedOptPack::MeritFuncNLPL1, and ConstrainedOptPack::MeritFuncNLPModL1.

virtual value_type ConstrainedOptPack::MeritFuncNLP::deriv ( ) const

pure virtual

Return the value of the directional derivative of the merit function w.r.t. alpha at alpha = 0. In other words compute return d( phi(f(x),c(x),h(x)) ) / d(alpha_k) at alpha_k = 0 where x = x_k + alpha_k * d_k.

If the merit function has not been initialized properly then a InvalidInitialization exception will be thrown.

Implemented in ConstrainedOptPack::MeritFuncNLPL1, and ConstrainedOptPack::MeritFuncNLPModL1.

virtual void ConstrainedOptPack::MeritFuncNLP::print_merit_func	(	std::ostream &	out,
		const std::string &	leading_str
	)		const

pure virtual

Print the merit funciton.

Implemented in ConstrainedOptPack::MeritFuncNLPL1, and ConstrainedOptPack::MeritFuncNLPModL1.

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

Classes

Public Member Functions

To be overridden by subclasses

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation