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:

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

Private Member Functions
void	assert_is_initialized () const

Private Attributes
VectorSpace::space_ptr_t	vec_space_

VectorSpace::space_ptr_t	vec_space_comp_

Range1D	var_dep_

Range1D	var_indep_

bool	initialized_

value_type	obj_scale_

bool	has_bounds_

bool	force_xinit_in_bounds_

size_type	n_

VectorSpace::vec_mut_ptr_t	xinit_

VectorSpace::vec_mut_ptr_t	xl_

VectorSpace::vec_mut_ptr_t	xu_

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). More...

Overridden protected members from NLPObjGrad
void	imp_calc_Gf (const Vector &x, bool newx, const ObjGradInfo &obj_grad_info) const

Additional Inherited Members
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...

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.

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.

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::ExampleNLPFirstOrder.

Definition at line 128 of file NLPInterfacePack_ExampleNLPObjGrad.cpp.

bool NLPInterfacePack::ExampleNLPObjGrad::is_initialized ( ) const

virtual

Implements NLPInterfacePack::NLP.

Reimplemented in 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

protectedvirtual

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

protectedvirtual

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

protectedvirtual

Implements NLPInterfacePack::NLPObjGrad.

Definition at line 281 of file NLPInterfacePack_ExampleNLPObjGrad.cpp.

void NLPInterfacePack::ExampleNLPObjGrad::assert_is_initialized ( ) const

inlineprivate

Definition at line 208 of file NLPInterfacePack_ExampleNLPObjGrad.hpp.

Member Data Documentation

VectorSpace::space_ptr_t NLPInterfacePack::ExampleNLPObjGrad::vec_space_

private

Definition at line 181 of file NLPInterfacePack_ExampleNLPObjGrad.hpp.

VectorSpace::space_ptr_t NLPInterfacePack::ExampleNLPObjGrad::vec_space_comp_

private

Definition at line 182 of file NLPInterfacePack_ExampleNLPObjGrad.hpp.

Range1D NLPInterfacePack::ExampleNLPObjGrad::var_dep_

private

Definition at line 183 of file NLPInterfacePack_ExampleNLPObjGrad.hpp.

Range1D NLPInterfacePack::ExampleNLPObjGrad::var_indep_

private

Definition at line 184 of file NLPInterfacePack_ExampleNLPObjGrad.hpp.

bool NLPInterfacePack::ExampleNLPObjGrad::initialized_

private

Definition at line 186 of file NLPInterfacePack_ExampleNLPObjGrad.hpp.

value_type NLPInterfacePack::ExampleNLPObjGrad::obj_scale_

private

Definition at line 187 of file NLPInterfacePack_ExampleNLPObjGrad.hpp.

bool NLPInterfacePack::ExampleNLPObjGrad::has_bounds_

private

Definition at line 188 of file NLPInterfacePack_ExampleNLPObjGrad.hpp.

bool NLPInterfacePack::ExampleNLPObjGrad::force_xinit_in_bounds_

private

Definition at line 189 of file NLPInterfacePack_ExampleNLPObjGrad.hpp.

size_type NLPInterfacePack::ExampleNLPObjGrad::n_

private

Definition at line 191 of file NLPInterfacePack_ExampleNLPObjGrad.hpp.

VectorSpace::vec_mut_ptr_t NLPInterfacePack::ExampleNLPObjGrad::xinit_

private

Definition at line 192 of file NLPInterfacePack_ExampleNLPObjGrad.hpp.

VectorSpace::vec_mut_ptr_t NLPInterfacePack::ExampleNLPObjGrad::xl_

private

Definition at line 193 of file NLPInterfacePack_ExampleNLPObjGrad.hpp.

VectorSpace::vec_mut_ptr_t NLPInterfacePack::ExampleNLPObjGrad::xu_

private

Definition at line 194 of file NLPInterfacePack_ExampleNLPObjGrad.hpp.

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

Public Member Functions

Private Member Functions

Private Attributes

Helper methods to be used by subclasses.

Overridden public members from NLP

Overridden protected members from NLP

Overridden protected members from NLPObjGrad

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation