|
typedef Teuchos::RCP< const
Teuchos::AbstractFactory
< MatrixOp > > | factory_mat_ptr_t |
| |
| 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 |
| |
typedef Teuchos::RCP< const
Teuchos::AbstractFactory
< Permutation > > | perm_fcty_ptr_t |
| |
typedef Teuchos::RCP< const
Teuchos::AbstractFactory
< MatrixOp > > | mat_fcty_ptr_t |
| |
| typedef Teuchos::RCP< BasisSystem > | basis_sys_ptr_t |
| |
| | STANDARD_COMPOSITION_MEMBERS (BasisSystemFactory, basis_sys_fcty) |
| | Set the BasisSystemFactory object used to create the basis system. More...
|
| |
| | NLPSerialPreprocessExplJac (const basis_sys_fcty_ptr_t &basis_sys_fcty=Teuchos::rcp(new BasisSystemFactoryStd()), const factory_mat_ptr_t &factory_Gc_full=Teuchos::null) |
| | Calls this->set_basis_sys_fcty() and this->set_mat_factories() methods. More...
|
| |
| void | set_factory_Gc_full (const factory_mat_ptr_t &factory_Gc_full) |
| | Initialize with matrix factory for original matrices Gc. More...
|
| |
| void | set_options (const options_ptr_t &options) |
| | Passes these options on to this->basis_sys_fcty().set_options(options). More...
|
| |
| const options_ptr_t & | get_options () const |
| |
| const mat_fcty_ptr_t | factory_Gc () const |
| |
| const basis_sys_ptr_t | basis_sys () const |
| | Calls basis_sys_fcty()->create() More...
|
| |
| void | set_Gc (MatrixOp *Gc) |
| | Validates the type of Gc is correct. More...
|
| |
| bool | get_next_basis (Permutation *P_var, Range1D *var_dep, Permutation *P_equ, Range1D *equ_decomp) |
| |
| void | set_basis (const Permutation &P_var, const Range1D &var_dep, const Permutation *P_equ, const Range1D *equ_decomp) |
| |
| | NLPSerialPreprocess () |
| | Default Constructor. More...
|
| |
| void | force_xinit_in_bounds (bool force_xinit_in_bounds) |
| |
| bool | force_xinit_in_bounds () 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 |
| |
| const Vector & | xl () const |
| |
| const Vector & | xu () const |
| |
| const Vector & | xinit () const |
| |
| void | get_init_lagrange_mult (VectorMutable *lambda, VectorMutable *nu) 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 is_optimal) |
| | Overridden to permute the variables back into an order that is natural to the subclass. More...
|
| |
| virtual size_type | ns () const |
| |
| vec_space_ptr_t | space_c_breve () const |
| |
| vec_space_ptr_t | space_h_breve () const |
| |
| const Vector & | hl_breve () const |
| |
| const Vector & | hu_breve () const |
| |
| const Permutation & | P_var () const |
| |
| const Permutation & | P_equ () const |
| |
| const perm_fcty_ptr_t | factory_P_var () const |
| |
| const perm_fcty_ptr_t | factory_P_equ () const |
| |
| Range1D | var_dep () const |
| |
| Range1D | var_indep () const |
| |
| Range1D | equ_decomp () const |
| |
| Range1D | equ_undecomp () const |
| |
| void | get_basis (Permutation *P_var, Range1D *var_dep, Permutation *P_equ, Range1D *equ_decomp) const |
| |
| | 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...
|
| |
| 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_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 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 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...
|
| |
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 |
| |
| | 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...
|
| |
| static value_type | fixed_var_mult () |
| | Gives the value of a Lagrange multipler for a fixed variable bound .that has been preprocessed out of the problem. More...
|
| |
| static value_type | infinite_bound () |
| | Value for an infinite bound. More...
|
| |
| static void | setDefaultVerbLevel (const EVerbosityLevel defaultVerbLevel) |
| |
| static EVerbosityLevel | getDefaultVerbLevel () |
| |
| void | imp_calc_Gc (const Vector &x, bool newx, const FirstOrderInfo &first_order_info) const |
| |
| void | assert_initialized () const |
| | Assert if we have been initizlized (throws UnInitialized) More...
|
| |
| const FirstOrderExplInfo | first_order_expl_info () const |
| |
| 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_c_breve (const Vector &x, bool newx, const ZeroOrderInfo &zero_order_info_breve) const |
| |
| void | imp_calc_h_breve (const Vector &x, bool newx, const ZeroOrderInfo &zero_order_info_breve) const |
| |
| void | imp_calc_Gf (const Vector &x, bool newx, const ObjGradInfo &obj_grad_info) const |
| |
| void | set_not_initialized () |
| | Used by subclasses to set the state of the NLP to not initialized. More...
|
| |
| void | assert_initialized () const |
| | Assert if we have been initizlized (throws UnInitialized) More...
|
| |
| void | set_x_full (const DVectorSlice &x, bool newx, DVectorSlice *x_full) const |
| | Set the full x vector if newx == true More...
|
| |
| DVectorSlice | x_full () const |
| | Give reference to current x_full. More...
|
| |
| const ZeroOrderInfoSerial | zero_order_orig_info () const |
| |
| const ObjGradInfoSerial | obj_grad_orig_info () const |
| |
| const IVector & | var_remove_fixed_to_full () const |
| | Permutation vector for partitioning free and fixed variables. More...
|
| |
| const IVector & | var_full_to_remove_fixed () const |
| | Inverse permutation vector of var_remove_fixed_to_full(). More...
|
| |
| const IVector & | var_perm () const |
| | Permutes from the compated variable vector (removing fixed variables) to the current basis selection. More...
|
| |
| const IVector & | equ_perm () const |
| | Permutes from the original constriant ordering to the current basis selection. More...
|
| |
| const IVector & | inv_equ_perm () const |
| | Inverse of equ_perm() More...
|
| |
| void | var_from_full (DVectorSlice::const_iterator vec_full, DVectorSlice::iterator vec) const |
| |
| void | var_to_full (DVectorSlice::const_iterator vec, DVectorSlice::iterator vec_full) const |
| |
| void | equ_from_full (const DVectorSlice &c_orig, const DVectorSlice &h_orig, const DVectorSlice &s_orig, DVectorSlice *c_full) const |
| |
| const ObjGradInfo | obj_grad_info () const |
| | Return objective gradient and zero order information. More...
|
| |
| template<class T > |
| void | assert_ref_set (T *p, std::string info) const |
| | Assert referece has been set for a quanity. More...
|
| |
| const FirstOrderInfo | first_order_info () const |
| | Return objective gradient and zero order information. More...
|
| |
NLP subclass for the Waechter and Biegler Counter Example.
The Waechter & Biegler counter example NLP is defined as:
min f(x)
s.t.
c(1) = x(1)^2 - x(2) + a = 0
c(2) = x(1) - x(3) - b = 0
x(2),x(3) >= 0
where:
b >= 0
and where a and b are constants. In the counter example, the form of the objective function f(x) is not important, but we have to specify one here in order to have MOOCHO solve the problem. So we will specify the objective function as
/ x(1) : if linear_obj == true
f(x) = |
\ 0.5*x(1)^2 : if linear_obj == false
where the client can specify linear_obj (in the constructor).
Note that an excellent basis selection is for x(2) and x(3) to be in the basis since this gives the basis matrix of C = -I.
Definition at line 81 of file NLPInterfacePack_NLPWBCounterExample.hpp.
Public Types inherited from NLPInterfacePack::NLPSerialPreprocessExplJac
1.8.6