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OPTPP::BoundConstraint Class Reference

#include <BoundConstraint.h>

Inheritance diagram for OPTPP::BoundConstraint:

OPTPP::ConstraintBase List of all members.

Public Member Functions

 BoundConstraint ()
 BoundConstraint (int nc, const NEWMAT::ColumnVector &lower)
 BoundConstraint (int nc, const NEWMAT::ColumnVector &bound, const BoolVector &bdFlag)
 BoundConstraint (int nc, const NEWMAT::ColumnVector &lower, const NEWMAT::ColumnVector &upper)
 ~BoundConstraint ()
virtual int getNumOfCons () const
virtual int getNumOfVars () const
virtual NEWMAT::ColumnVector getLower () const
void setLower (NEWMAT::ColumnVector &x)
virtual NEWMAT::ColumnVector getUpper () const
void setUpper (NEWMAT::ColumnVector &x)
virtual NEWMAT::ColumnVector getConstraintType () const
virtual NEWMAT::ColumnVector getConstraintValue () const
virtual NEWMAT::ColumnVector getConstraintViolation () const
OptppArray< int > getConstraintMappingIndices () const
BoolVector getFixedVar () const
BoolVector getFreeVar () const
BoolVector getStdForm () const
virtual bool amIFeasible (const NEWMAT::ColumnVector &xc, double epsilon) const
bool amIConsistent () const
virtual NEWMAT::ColumnVector evalResidual (const NEWMAT::ColumnVector &xc) const
virtual void evalCFGH (const NEWMAT::ColumnVector &xc) const

Protected Attributes

int numOfCons_
 Number of constraints.
int numOfVars_
 Number of variables.
int nnzl_
 Number of finite lower bounds.
int nnzu_
 Number of finite upper bounds.
NEWMAT::ColumnVector lower_
 Lower bounds on the variables.
NEWMAT::ColumnVector upper_
 Upper bounds on the variables.
NEWMAT::ColumnVector cvalue_
 Value of the variables.
BoolVector fixedVar_
 Indicator of a fixed variable.
BoolVector freeVar_
 Indicator of a free variable.
const BoolVector stdForm_
 Denotes whether a constraint is written in standard form or not.
NEWMAT::ColumnVector ctype_
 Type of constraint.
OptppArray< int > constraintMappingIndices_
 Index vector of finite constraints.

Private Member Functions

virtual NEWMAT::Matrix evalGradient (const NEWMAT::ColumnVector &xc) const
virtual NEWMAT::SymmetricMatrix evalHessian (NEWMAT::ColumnVector &xc) const
virtual OptppArray< NEWMAT::SymmetricMatrix > evalHessian (NEWMAT::ColumnVector &xc, int darg) const

Constructor & Destructor Documentation

OPTPP::BoundConstraint::BoundConstraint (   ) 
 

Default Constructor

See also:
BoundConstraint(int nc, const NEWMAT::ColumnVector& lower)

BoundConstraint(int nc, const NEWMAT::ColumnVector& bound, const BoolVector& bdFlag)

BoundConstraint(int nc, const NEWMAT::ColumnVector& lower, const NEWMAT::ColumnVector& upper)

OPTPP::BoundConstraint::BoundConstraint (  int  nc,
const NEWMAT::ColumnVector &  lower
) 
 

Parameters:
nc an integer argument
lower a NEWMAT::ColumnVector
See also:
BoundConstraint(int nc, const NEWMAT::ColumnVector& bound, const BoolVector& bdFlag)

BoundConstraint(int nc, const NEWMAT::ColumnVector& lower, const NEWMAT::ColumnVector& upper)

Note:
Assumes all constraints are in the form x >= c

OPTPP::BoundConstraint::BoundConstraint (  int  nc,
const NEWMAT::ColumnVector &  bound,
const BoolVector &  bdFlag
) 
 

Parameters:
nc an integer argument
bound a NEWMAT::ColumnVector
bdFlag a BoolVector
See also:
BoundConstraint(int nc, const NEWMAT::ColumnVector& lower)

BoundConstraint(int nc, const NEWMAT::ColumnVector& lower, const NEWMAT::ColumnVector& upper)

Note:
User must specify whether the set of constraints is in standard form.

OPTPP::BoundConstraint::BoundConstraint (  int  nc,
const NEWMAT::ColumnVector &  lower,
const NEWMAT::ColumnVector &  upper
) 
 

Parameters:
nc an integer argument
lower a NEWMAT::ColumnVector
upper a NEWMAT::ColumnVector
See also:
BoundConstraint(int nc, const NEWMAT::ColumnVector& lower)

BoundConstraint(int nc, const NEWMAT::ColumnVector& bound, const BoolVector& bdFlag)

Note:
Includes lower and upper bounds

OPTPP::BoundConstraint::~BoundConstraint (   )  [inline]
 

Destructor

Member Function Documentation

bool OPTPP::BoundConstraint::amIConsistent (   )  const
 

Takes no arguments and returns a bool.

Returns:
true - lower < upper

false - lower > upper

bool OPTPP::BoundConstraint::amIFeasible (  const NEWMAT::ColumnVector &  xc,
double  epsilon
)  const [virtual]
 

Takes two arguments and returns a bool.

Parameters:
xc a NEWMAT::ColumnVector
epsilon a real argument
Returns:
true - constraints are feasible

false - constraints are infeasible

Implements OPTPP::ConstraintBase.

void OPTPP::BoundConstraint::evalCFGH (  const NEWMAT::ColumnVector &  xc  )  const [virtual]
 

Implements OPTPP::ConstraintBase.

Matrix OPTPP::BoundConstraint::evalGradient (  const NEWMAT::ColumnVector &  xc  )  const [private, virtual]
 

Takes one argument and returns a real Matrix.

Parameters:
xc a ColumnVector
Returns:
The gradient of the constraints.

Implements OPTPP::ConstraintBase.

OptppArray< SymmetricMatrix > OPTPP::BoundConstraint::evalHessian (  NEWMAT::ColumnVector &  xc,
int  darg
)  const [private, virtual]
 

Takes one argument and returns an array of real SymmetricMatrices.

Parameters:
xc a ColumnVector
darg an integer argument
Returns:
An array of constraint Hessians.

Implements OPTPP::ConstraintBase.

SymmetricMatrix OPTPP::BoundConstraint::evalHessian (  NEWMAT::ColumnVector &  xc  )  const [private, virtual]
 

Takes one argument and returns a SymmetricMatrix.

Parameters:
xc a ColumnVector
Returns:
The Hessian of the constraints.

Implements OPTPP::ConstraintBase.

ColumnVector OPTPP::BoundConstraint::evalResidual (  const NEWMAT::ColumnVector &  xc  )  const [virtual]
 

Takes one argument and returns a NEWMAT::ColumnVector of reals.

Parameters:
xc a NEWMAT::ColumnVector
Returns:
The residuals of the constraints.

Implements OPTPP::ConstraintBase.

OptppArray<int> OPTPP::BoundConstraint::getConstraintMappingIndices (   )  const [inline, virtual]
 

Returns:
Indices of constraints with finite bounds

Implements OPTPP::ConstraintBase.

virtual NEWMAT::ColumnVector OPTPP::BoundConstraint::getConstraintType (   )  const [inline, virtual]
 

Returns:
Type of constraint.

Implements OPTPP::ConstraintBase.

virtual NEWMAT::ColumnVector OPTPP::BoundConstraint::getConstraintValue (   )  const [inline, virtual]
 

Returns:
Value of constraint, in this case, the current iterate.

Implements OPTPP::ConstraintBase.

virtual NEWMAT::ColumnVector OPTPP::BoundConstraint::getConstraintViolation (   )  const [inline, virtual]
 

CPJW Placeholder!!

Returns:
Constraint violation

Implements OPTPP::ConstraintBase.

BoolVector OPTPP::BoundConstraint::getFixedVar (   )  const [inline]
 

Returns:
Fixed variable indicator.

BoolVector OPTPP::BoundConstraint::getFreeVar (   )  const [inline]
 

Returns:
Free variable indicator.

virtual NEWMAT::ColumnVector OPTPP::BoundConstraint::getLower (   )  const [inline, virtual]
 

Returns:
Lower bounds on the variables.

Implements OPTPP::ConstraintBase.

virtual int OPTPP::BoundConstraint::getNumOfCons (   )  const [inline, virtual]
 

Returns:
Number of constraints.

Implements OPTPP::ConstraintBase.

virtual int OPTPP::BoundConstraint::getNumOfVars (   )  const [inline, virtual]
 

Returns:
Number of variables.

Implements OPTPP::ConstraintBase.

BoolVector OPTPP::BoundConstraint::getStdForm (   )  const [inline]
 

Returns:
Standard form representation.

virtual NEWMAT::ColumnVector OPTPP::BoundConstraint::getUpper (   )  const [inline, virtual]
 

Returns:
Upper bounds on the variables.

Implements OPTPP::ConstraintBase.

void OPTPP::BoundConstraint::setLower (  NEWMAT::ColumnVector &  x  )  [inline]
 

Set lower bounds on the variables.

void OPTPP::BoundConstraint::setUpper (  NEWMAT::ColumnVector &  x  )  [inline]
 

Set upper bounds on the variables.

Member Data Documentation

OptppArray<int> OPTPP::BoundConstraint::constraintMappingIndices_ [protected]
 

Index vector of finite constraints.

NEWMAT::ColumnVector OPTPP::BoundConstraint::ctype_ [protected]
 

Type of constraint.

NEWMAT::ColumnVector OPTPP::BoundConstraint::cvalue_ [mutable, protected]
 

Value of the variables.

BoolVector OPTPP::BoundConstraint::fixedVar_ [protected]
 

Indicator of a fixed variable.

BoolVector OPTPP::BoundConstraint::freeVar_ [protected]
 

Indicator of a free variable.

NEWMAT::ColumnVector OPTPP::BoundConstraint::lower_ [protected]
 

Lower bounds on the variables.

int OPTPP::BoundConstraint::nnzl_ [protected]
 

Number of finite lower bounds.

int OPTPP::BoundConstraint::nnzu_ [protected]
 

Number of finite upper bounds.

int OPTPP::BoundConstraint::numOfCons_ [protected]
 

Number of constraints.

int OPTPP::BoundConstraint::numOfVars_ [protected]
 

Number of variables.

const BoolVector OPTPP::BoundConstraint::stdForm_ [protected]
 

Denotes whether a constraint is written in standard form or not.

NEWMAT::ColumnVector OPTPP::BoundConstraint::upper_ [protected]
 

Upper bounds on the variables.

The documentation for this class was generated from the following files:
Bug Reports    OPT++ Developers    Copyright Information    GNU Lesser General Public License
Documentation, generated by , last revised August 30, 2006.