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

#include <NLPInterfacePack_ExampleNLPFirstOrder.hpp>

Inheritance diagram for NLPInterfacePack::ExampleNLPFirstOrder:

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

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

virtual MatrixOp *	get_Gc ()
	Return pointer passed to `this->set_Gc()`. More...

virtual MatrixOp &	Gc ()
	Returns non-`const` `*this->get_Gc()`. More...

virtual const MatrixOp &	Gc () const
	Returns `const` `*this->get_Gc()`. More...

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

virtual void	calc_Gc (const Vector &x, bool newx=true) const
	Update the matrix for `Gc` at the point `x` and put it in the stored reference. More...

virtual size_type	num_Gc_evals () const
	Gradient of constraints matrix `Gc` evaluations count. 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...

virtual Range1D	var_dep () const

virtual Range1D	var_indep () 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
bool	initialized_

NLPFirstOrder::mat_fcty_ptr_t	factory_Gc_

NLPFirstOrder::basis_sys_ptr_t	basis_sys_

Overridden public members from NLP
void	initialize (bool test_setup)

bool	is_initialized () const

Overridden public members from NLPFirstOrder
void	set_Gc (MatrixOp *Gc)
	Overridden to check the concrete type of Gc. More...

const NLPFirstOrder::mat_fcty_ptr_t	factory_Gc () const

const basis_sys_ptr_t	basis_sys () const
	Returns an ExampleBasisSystem. More...

Overridden protected members from NLPFirstOrder
void	imp_calc_Gc (const Vector &x, bool newx, const FirstOrderInfo &first_order_info) const

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

typedef Teuchos::RCP< BasisSystem >	basis_sys_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::NLPFirstOrder
const FirstOrderInfo	first_order_info () const
	Return objective gradient and zero order information. More...

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 NLPFirstOrder 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.

   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 subclass inherits from the subclass ExampleNLPDirect mostly out of lazyness but also to show how flexible these interfaces can be using mutiple inheritance.

ToDo: Finish documentation!

Definition at line 73 of file NLPInterfacePack_ExampleNLPFirstOrder.hpp.

Constructor & Destructor Documentation

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