NLPInterfacePack::ExampleNLPObjGrad Class Reference

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...

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

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::NLP.

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

protected

Definition at line 281 of file NLPInterfacePack_ExampleNLPObjGrad.cpp.

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

• NLPInterfacePack_ExampleNLPObjGrad.hpp
• NLPInterfacePack_ExampleNLPObjGrad.cpp