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::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)

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

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
	)