ConstrainedOptPack: C++ Tools for Constrained (and Unconstrained) Optimization
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Base class for all merit functions for NonLinear Programs (NLP) {abstract}. More...
#include <ConstrainedOptPack_MeritFuncNLP.hpp>
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class | InvalidInitialization |
Public Member Functions | |
virtual | ~MeritFuncNLP () |
To be overridden by subclasses | |
virtual MeritFuncNLP & | operator= (const MeritFuncNLP &) |
Assign the state of one Merit functions. More... | |
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 compute f(x) c(x) and h(x) and pass it to this function to have the value of phi(f,c,h,hl,hu) calculated. More... | |
virtual value_type | deriv () const =0 |
Return the value of the directional derivative of the merit function w.r.t. alpha at alpha = 0. In other words compute return d( phi(f(x),c(x),h(x)) ) / d(alpha_k) at alpha_k = 0 where x = x_k + alpha_k * d_k. More... | |
virtual void | print_merit_func (std::ostream &out, const std::string &leading_str) const =0 |
Print the merit funciton. More... | |
Base class for all merit functions for NonLinear Programs (NLP) {abstract}.
Definition at line 53 of file ConstrainedOptPack_MeritFuncNLP.hpp.
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inlinevirtual |
Definition at line 61 of file ConstrainedOptPack_MeritFuncNLP.hpp.
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virtual |
Assign the state of one Merit functions.
The default implementation throws an std::logic_error
exception unless it is assignment to self.
Reimplemented in ConstrainedOptPack::MeritFuncNLPL1.
Definition at line 49 of file ConstrainedOptPack_MeritFuncNLP.cpp.
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pure virtual |
Return the value of the merit function at f(x), c(x), h(x). This interface requires the client to compute f(x) c(x) and h(x) and pass it to this function to have the value of phi(f,c,h,hl,hu) calculated.
If the merit function has not been initialized properly then a InvalidInitialization
exception will be thrown.
Implemented in ConstrainedOptPack::MeritFuncNLPL1, and ConstrainedOptPack::MeritFuncNLPModL1.
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pure virtual |
Return the value of the directional derivative of the merit function w.r.t. alpha at alpha = 0. In other words compute return d( phi(f(x),c(x),h(x)) ) / d(alpha_k) at alpha_k = 0 where x = x_k + alpha_k * d_k.
If the merit function has not been initialized properly then a InvalidInitialization
exception will be thrown.
Implemented in ConstrainedOptPack::MeritFuncNLPL1, and ConstrainedOptPack::MeritFuncNLPModL1.
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pure virtual |
Print the merit funciton.
Implemented in ConstrainedOptPack::MeritFuncNLPL1, and ConstrainedOptPack::MeritFuncNLPModL1.