NLPInterfacePack::ExampleNLPDirect Class Reference

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::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)

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

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

virtual

Implements NLPInterfacePack::NLPDirect.

Definition at line 135 of file NLPInterfacePack_ExampleNLPDirect.cpp.

void NLPInterfacePack::ExampleNLPDirect::calc_semi_newton_step ( const Vector &  x, VectorMutable *  c, bool  recalc_c, VectorMutable *  py  ) const

virtual

Implements NLPInterfacePack::NLPDirect.

Definition at line 291 of file NLPInterfacePack_ExampleNLPDirect.cpp.

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

• NLPInterfacePack_ExampleNLPDirect.hpp
• NLPInterfacePack_ExampleNLPDirect.cpp