ConstrainedOptPack: C++ Tools for Constrained (and Unconstrained) Optimization  Version of the Day
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Groups Pages
ConstrainedOptPack_MeritFuncNLP.hpp
1 // @HEADER
2 // ***********************************************************************
3 //
4 // Moocho: Multi-functional Object-Oriented arCHitecture for Optimization
5 // Copyright (2003) Sandia Corporation
6 //
7 // Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
8 // license for use of this work by or on behalf of the U.S. Government.
9 //
10 // Redistribution and use in source and binary forms, with or without
11 // modification, are permitted provided that the following conditions are
12 // met:
13 //
14 // 1. Redistributions of source code must retain the above copyright
15 // notice, this list of conditions and the following disclaimer.
16 //
17 // 2. Redistributions in binary form must reproduce the above copyright
18 // notice, this list of conditions and the following disclaimer in the
19 // documentation and/or other materials provided with the distribution.
20 //
21 // 3. Neither the name of the Corporation nor the names of the
22 // contributors may be used to endorse or promote products derived from
23 // this software without specific prior written permission.
24 //
25 // THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
26 // EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
27 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
28 // PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
29 // CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
30 // EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
31 // PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
32 // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
33 // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
34 // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
35 // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
36 //
37 // Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov)
38 //
39 // ***********************************************************************
40 // @HEADER
41 
42 #ifndef MERIT_FUNC_NLP_H
43 #define MERIT_FUNC_NLP_H
44 
45 #include <iosfwd>
46 
47 #include "ConstrainedOptPack_Types.hpp"
48 
49 namespace ConstrainedOptPack {
50 
53 class MeritFuncNLP {
54 public:
55 
57  class InvalidInitialization : public std::logic_error
58  {public: InvalidInitialization(const std::string& what_arg) : std::logic_error(what_arg) {}};
59 
61  virtual ~MeritFuncNLP() {}
62 
65 
71  virtual MeritFuncNLP& operator=(const MeritFuncNLP&);
72 
81  virtual value_type value(
82  value_type f
83  ,const Vector *c
84  ,const Vector *h
85  ,const Vector *hl
86  ,const Vector *hu
87  ) const = 0;
88 
97  virtual value_type deriv() const = 0;
98 
101  virtual void print_merit_func(
102  std::ostream& out, const std::string& leading_str ) const = 0;
103 
105 
106 }; // end class MeritFuncNLP
107 
108 } // end namespace ConstrainedOptPack
109 
110 #endif // MERIT_FUNC_NLP_H
Base class for all merit functions for NonLinear Programs (NLP) {abstract}.
virtual value_type value(value_type f, const Vector *c, const Vector *h, const Vector *hl, const Vector *hu) const =0
Return the value of the merit function at f(x), c(x), h(x). This interface requires the client to com...
virtual value_type deriv() const =0
Return the value of the directional derivative of the merit function w.r.t. alpha at alpha = 0...
virtual void print_merit_func(std::ostream &out, const std::string &leading_str) const =0
Print the merit funciton.
virtual MeritFuncNLP & operator=(const MeritFuncNLP &)
Assign the state of one Merit functions.