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

#include <NLPInterfacePack_ExampleNLPDirect.hpp>

Inheritance diagram for NLPInterfacePack::ExampleNLPDirect:

Public Member Functions
	ExampleNLPDirect (const VectorSpace::space_ptr_t &vec_space, value_type xo, bool has_bounds, bool dep_bounded)
	Constructor. More...

Public Member Functions inherited from NLPInterfacePack::NLPDirect
void	set_factories (const mat_sym_fcty_ptr_t &factory_transDtD, const mat_sym_nonsing_fcty_ptr_t &factory_S)
	Initialize the factory objects for the special matrices for `D'D` and `S = I + D'D`. More...

virtual size_type	r () const
	Returns the number of decomposed equality constraints (`r <= m`). More...

virtual Range1D	con_decomp () const
	Return the range of decomposed equality constraints. More...

virtual Range1D	con_undecomp () const
	Return the range of undecomposed equality constraints. More...

virtual const mat_fcty_ptr_t	factory_GcU () const
	Return a matrix factory object for creating `GcU`. More...

virtual const mat_fcty_ptr_t	factory_Uz () const
	Return a matrix factory object for `Uz = F + E * D`. More...

virtual const mat_fcty_ptr_t	factory_GcUD () const
	Return a matrix factory object for a mutable matrix compatible with `GcU(var_dep)`. More...

virtual const mat_sym_fcty_ptr_t	factory_transDtD () const
	Returns a matrix factory for the result of `J = D'*D` More...

virtual const mat_sym_nonsing_fcty_ptr_t	factory_S () const
	Returns a matrix factory for the result of `S = I + D'*D` More...

Public Member Functions inherited from NLPInterfacePack::NLPObjGrad
	NLPObjGrad ()
	Initialize to no reference set to calculation quanities. More...

virtual bool	supports_Gf () const
	Determine if the objective gradient is supported or not. More...

virtual bool	supports_Gf_prod () const
	Determine if the objective gradient product is supported or not. More...

virtual void	set_Gf (VectorMutable *Gf)
	Set a pointer to a vector to be updated when `this->calc_Gf()` is called. More...

virtual VectorMutable *	get_Gf ()
	Return pointer passed to `this->set_Gf()`. More...

virtual VectorMutable &	Gf ()
	Returns non-`const` `*this->get_Gf()`. More...

virtual const Vector &	Gf () const
	Returns `const` `*this->get_Gf()`. More...

void	unset_quantities ()
	Call to unset all storage quantities (both in this class and all subclasses). More...

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. More...

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. More...

virtual size_type	num_Gf_evals () const
	Objective gradient evaluations count. More...

Public Member Functions inherited from NLPInterfacePack::NLP
const ZeroOrderInfo	zero_order_info () const
	Return pointer to set quantities. More...

const ZeroOrderInfo	zero_order_info_breve () const
	Return pointer to set `hat` quantities. More...

	NLP ()
	Initialize to no reference set to calculation quanities. More...

virtual	~NLP ()
	Destructor that cleans all the memory it owns. More...

virtual void	set_options (const options_ptr_t &options)
	Set the options that `this` NLP may be interested in. More...

virtual const options_ptr_t &	get_options () const
	Get the `OptionsFromStream` object being used to extract the options from. More...

virtual void	get_init_lagrange_mult (VectorMutable lambda, VectorMutable nu) const
	Get the initial value of the Lagrange multipliers lambda. More...

virtual void	set_f (value_type *f)
	Set a pointer to an value to be updated when `this->calc_f()` is called. More...

virtual value_type *	get_f ()
	Return pointer passed to `this->set_f()`. More...

virtual value_type &	f ()
	Returns non-`const` `*this->get_f()`. More...

virtual const value_type &	f () const
	Returns `const` `*this->get_f()`. More...

virtual void	set_c (VectorMutable *c)
	Set a pointer to a vector to be updated when `this->calc_c()` is called. More...

virtual VectorMutable *	get_c ()
	Return pointer passed to `this->set_c()`. More...

virtual VectorMutable &	c ()
	Returns non-`const` `*this->get_c()`. More...

virtual const Vector &	c () const
	Returns `const` `*this->get_c()`. More...

virtual void	calc_f (const Vector &x, bool newx=true) const
	Update the value for the objective `f` at the point `x` and put it in the stored reference. More...

virtual void	calc_c (const Vector &x, bool newx=true) const
	Update the constraint residual vector for `c` at the point `x` and put it in the stored reference. More...

virtual size_type	num_f_evals () const
	Gives the number of object function f(x) evaluations called by the solver since initialize() was called. More...

virtual size_type	num_c_evals () const
	Gives the number of constraint function c(x) evaluations called by the solver since initialize() was called. Throws exception if `this->m() == 0`. More...

virtual size_type	ns () const
	Return the number of slack variables (i.e. number of general inequalities). More...

virtual vec_space_ptr_t	space_c_breve () const
	Vector space object for the original equalities `c_breve(x_breve)` More...

virtual vec_space_ptr_t	space_h_breve () const
	Vector space object for the original inequalities `h_breve(x_breve)` More...

virtual const Vector &	hl_breve () const
	Returns a reference to the vector of lower bounds on the general inequality constraints `h_breve(x_breve)`. More...

virtual const Vector &	hu_breve () const
	Returns a reference to the vector of upper bounds on the general inequality constraints `h_breve(x_breve)`. More...

virtual void	set_c_breve (VectorMutable *c_breve)
	Set a pointer to a vector to be updated when `this->calc_c_breve()` is called. More...

virtual VectorMutable *	get_c_breve ()
	Return pointer passed to `this->set_c_breve()`. More...

virtual VectorMutable &	c_breve ()
	Returns non-`const` `*this->get_c_breve()`. More...

virtual const Vector &	c_breve () const
	Returns `const` `*this->get_c_breve()`. More...

virtual void	set_h_breve (VectorMutable *h_breve)
	Set a pointer to a vector to be updated when `this->calc_h_breve()` is called. More...

virtual VectorMutable *	get_h_breve ()
	Return pointer passed to `this->set_h_breve()`. More...

virtual VectorMutable &	h_breve ()
	Returns non-`const` `*this->get_h_breve()`. More...

virtual const Vector &	h_breve () const
	Returns `const` `*this->get_h_breve()`. More...

virtual const Permutation &	P_var () const
	Return the permutation object for the variables. More...

virtual const Permutation &	P_equ () const
	Return the permutation object for the constraints. More...

virtual void	calc_c_breve (const Vector &x, bool newx=true) const
	Update the constraint residual vector for `c_breve` at the point `x` and put it in the stored reference. More...

virtual void	calc_h_breve (const Vector &x, bool newx=true) const
	Update the constraint residual vector for `h_breve` at the point `x` and put it in the stored reference. More...

Public Member Functions inherited from Teuchos::VerboseObject< NLP >
TEUCHOSPARAMETERLIST_LIB_DLL_EXPORT RCP< const ParameterList >	getValidVerboseObjectSublist ()

TEUCHOSPARAMETERLIST_LIB_DLL_EXPORT void	setupVerboseObjectSublist (ParameterList *paramList)

TEUCHOSPARAMETERLIST_LIB_DLL_EXPORT void	readVerboseObjectSublist (ParameterList paramList, RCP< FancyOStream > oStream, EVerbosityLevel *verbLevel)

void	readVerboseObjectSublist (ParameterList paramList, VerboseObject< NLP > verboseObject)

	VerboseObject (const EVerbosityLevel verbLevel=VERB_DEFAULT, const RCP< FancyOStream > &oStream=Teuchos::null)

virtual void	initializeVerboseObject (const EVerbosityLevel verbLevel=VERB_DEFAULT, const RCP< FancyOStream > &oStream=Teuchos::null)

virtual const VerboseObject &	setVerbLevel (const EVerbosityLevel verbLevel) const

virtual const VerboseObject &	setOverridingVerbLevel (const EVerbosityLevel verbLevel) const

virtual EVerbosityLevel	getVerbLevel () const

Public Member Functions inherited from NLPInterfacePack::ExampleNLPObjGrad
	ExampleNLPObjGrad (const VectorSpace::space_ptr_t &vec_space, value_type xo, bool has_bounds, bool dep_bounded)
	Constructor. More...

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)

Private Member Functions
void	assert_is_initialized () const

Private Attributes
mat_fcty_ptr_t	factory_D_

bool	initialized_

Overridden public members from NLP
void	initialize (bool test_setup)

bool	is_initialized () const

Overridden public members from NLPDirect
Range1D	var_dep () const

Range1D	var_indep () const

const mat_fcty_ptr_t	factory_D () const

void	calc_point (const Vector &x, value_type f, VectorMutable c, bool recalc_c, VectorMutable Gf, VectorMutable py, VectorMutable rGf, MatrixOp GcU, MatrixOp D, MatrixOp Uz) const

void	calc_semi_newton_step (const Vector &x, VectorMutable c, bool recalc_c, VectorMutable py) const

Additional Inherited Members
Public Types inherited from NLPInterfacePack::NLPDirect
typedef Teuchos::RCP< const Teuchos::AbstractFactory < MatrixOp > >	mat_fcty_ptr_t

typedef Teuchos::RCP< const Teuchos::AbstractFactory < MatrixSymOp > >	mat_sym_fcty_ptr_t

typedef Teuchos::RCP< const Teuchos::AbstractFactory < MatrixSymOpNonsing > >	mat_sym_nonsing_fcty_ptr_t

Public Types inherited from NLPInterfacePack::NLP
typedef AbstractLinAlgPack::Vector	Vector

typedef AbstractLinAlgPack::VectorMutable	VectorMutable

typedef Teuchos::RCP< const VectorSpace >	vec_space_ptr_t

typedef Teuchos::RCP< const OptionsFromStreamPack::OptionsFromStream >	options_ptr_t

Static Public Member Functions inherited from NLPInterfacePack::NLP
static value_type	infinite_bound ()
	Value for an infinite bound. More...

Static Public Member Functions inherited from Teuchos::VerboseObject< NLP >
static void	setDefaultVerbLevel (const EVerbosityLevel defaultVerbLevel)

static EVerbosityLevel	getDefaultVerbLevel ()

Protected Member Functions inherited from NLPInterfacePack::NLPObjGrad
const ObjGradInfo	obj_grad_info () const
	Return objective gradient and zero order information. More...

Protected Member Functions inherited from NLPInterfacePack::NLP
template<class T >
void	assert_ref_set (T *p, std::string info) const
	Assert referece has been set for a quanity. More...

virtual void	imp_calc_c_breve (const Vector &x, bool newx, const ZeroOrderInfo &zero_order_info_breve) const
	Overridden to compute c_breve(x_breve) and perhaps f(x) and/or h_breve(x_breve) More...

virtual void	imp_calc_h_breve (const Vector &x, bool newx, const ZeroOrderInfo &zero_order_info_breve) const
	Overridden to compute h_breve(x_breve) and perhaps f(x) and/or c_breve(x_breve). More...

Protected Member Functions inherited from NLPInterfacePack::ExampleNLPObjGrad
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). More...

void	imp_calc_Gf (const Vector &x, bool newx, const ObjGradInfo &obj_grad_info) const

Detailed Description

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

For the NLP formulation see ExampleNLPObjGrad.

In this NLP we will select the first n/2 variables as the dependent or basis variables. Note that the variable bounds are on the dependent or independent variables variables if has_bounds = true. Otherwise there are no variable bounds. Also the starting point can be varied.

The implementation of this NLP subclass is actually independent from the vector space for the dependent and independent variables (same vector space). This implementation is defined entirely based on an arbitrary VectorSpace object that is passed to the constructor ExampleNLPDirect(). This NLP subclass uses a VectorSpaceBlocked object to represent the space for [ x_dep; x_indep ]

The quantities computed by this subclass include:

 py = -inv(C)*c
  
 D = -inv(C)*N
 
 where:
 
   Gc' = [ C , N ]
 
     [ x(m+1) - 1                 ]
     [        x(m+2) - 1            ]
   C = [              .         ]
     [                .       ]
     [                  x(m+m) - 1  ]
 
 
     [ x(1) - 10                    ]
     [        x(2) - 10           ]
   N = [              .         ]
     [                .       ]
     [                  x(m) - 10 ]

Here Gc is never computed explicitly.

To make this possible this subclass relies on some specialized RTOp operators which are implemented in C (for portability). These operator classes are declared in the header file NLPInterfacePack_ExampleNLPDirect.hpp and are documented here.

Definition at line 103 of file NLPInterfacePack_ExampleNLPDirect.hpp.

Constructor & Destructor Documentation

NLPInterfacePack::ExampleNLPDirect::ExampleNLPDirect	(	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_ExampleNLPDirect.cpp.

Member Function Documentation

void NLPInterfacePack::ExampleNLPDirect::initialize ( bool test_setup )

virtual

Reimplemented from NLPInterfacePack::NLPDirect.

Definition at line 97 of file NLPInterfacePack_ExampleNLPDirect.cpp.

bool NLPInterfacePack::ExampleNLPDirect::is_initialized ( ) const

virtual

Implements NLPInterfacePack::NLP.

Definition at line 112 of file NLPInterfacePack_ExampleNLPDirect.cpp.

Range1D NLPInterfacePack::ExampleNLPDirect::var_dep ( ) const

virtual

Reimplemented from NLPInterfacePack::NLPDirect.

Definition at line 119 of file NLPInterfacePack_ExampleNLPDirect.cpp.

Range1D NLPInterfacePack::ExampleNLPDirect::var_indep ( ) const

virtual

Reimplemented from NLPInterfacePack::NLPDirect.

Definition at line 124 of file NLPInterfacePack_ExampleNLPDirect.cpp.

const NLPDirect::mat_fcty_ptr_t NLPInterfacePack::ExampleNLPDirect::factory_D ( ) const

virtual

Implements NLPInterfacePack::NLPDirect.

Definition at line 130 of file NLPInterfacePack_ExampleNLPDirect.cpp.

void NLPInterfacePack::ExampleNLPDirect::calc_point	(	const Vector &	x,
		value_type *	f,
		VectorMutable *	c,
		bool	recalc_c,
		VectorMutable *	Gf,
		VectorMutable *	py,
		VectorMutable *	rGf,
		MatrixOp *	GcU,
		MatrixOp *	D,
		MatrixOp *	Uz
	)		const