OPTPP::OptNPSOL Class Reference

#include <OptNPSOL.h>

Inheritance diagram for OPTPP::OptNPSOL:

List of all members.


Public Member Functions
	OptNPSOL (int n, int nclin, int ncnln, USERFCN0 f, INITFCN i)
	OptNPSOL (int n, int nclin, int ncnln, USERFCN1 f, INITFCN i)
	OptNPSOL (int n, int nclin, int ncnln, USERFCN0 f, INITFCN i, USERNLNCON0 c)
	OptNPSOL (int n, int nclin, int ncnln, USERFCN1 f, INITFCN i, USERNLNCON0 c)
	OptNPSOL (int n, int nclin, int ncnln, USERFCN1 f, INITFCN i, USERNLNCON1 c)
	~OptNPSOL ()
	Destructor.
void	initOpt ()
	Initialize algorithmic parameters.
void	optimize ()
	Call the optimization method.
void	allocate (int &, int &, int &, int &, int &)
void	readOptInput ()
	Read user-specifed input options.
void	printStatus (char *)
	Print status of opt. method.
void	setX (const NEWMAT::ColumnVector &)
	Set the control vector.
void	setLower (const NEWMAT::ColumnVector &)
	Set lower bounds on the constraints.
void	setUpper (const NEWMAT::ColumnVector &)
	Set upper bounds on the constraints.
void	setMatrix (const NEWMAT::Matrix &)
	Set linear constraint matrix.
void	setDerivativeLevel (int &)
	Set user-specifed der interval.
void	setDifferenceInterval (double &)
	Set user-specifed diff interval.
void	setFcnAccrcy (double &)
	Set user-specifed function accuracy.
virtual void	acceptStep (int, int)
virtual int	checkConvg ()
virtual NEWMAT::ColumnVector	computeSearch (NEWMAT::SymmetricMatrix &)
virtual void	updateModel (int k, int ndim, NEWMAT::ColumnVector x)
virtual void	reset ()
Private Attributes
int	npsol_n
	dimension of control vector
int	npsol_nclin
	number of linear constraints
int	npsol_ncnln
	number of nonlinear constraints
int	buf_len
	buffer length for Appl_Data_NPSOL
int	deriv_level
	NPSOL input variable.
int	lda
	NPSOL input variable.
int	ldcjac
	NPSOL input variable.
int	liwork
	NPSOL input variable.
int	lwork
	NPSOL input variable.
int	maxiter
	NPSOL input variable.
int	iter_taken
	NPSOL output variable.
int	ret_code
	NPSOL output variable.
int *	istate
	NPSOL input array.
int *	iwork
	NPSOL input array.
double	diff_interval
	a user-specified difference interval
double	fcn_accrcy
	a user-specified function accuracy
double *	xvalue
	control variables
double	fvalue
	function value
double *	grad
	gradient of the objective function
double *	A
	linear constraint coefficient matrix
double *	cfcn
	nonlinear constraint vector matrix
double *	clambda
	Lagrange multiplier.
double *	cjac
	Jacobian of constraints.
double *	hessian
	upper triangular Chol factor of Hessian
double *	lowerbounds
	lower bound for the constraints
double *	upperbounds
	upper bound for the constraints
double *	work
	NPSOL input array.
bool	setXFlag
	Flag which allows user to bypass initfcn.
INITFCN	initfcn
	pointer to initialization function
USERFCN0	usrfcn0
	function evaluator
USERFCN1	usrfcn1
	function evaluator (with gradient)
USERNLNCON0	confcn0
	constraint evaluator
USERNLNCON1	confcn1
	constraint evaluator (with Jacobian)
Appl_Data_NPSOL *	application
	data store for efficiency

Detailed Description

The interface to NPSOL software package for nonlinear programming. For more information, see P. Gill, W. Murray, M. Saunders, and M. Wright, "User's Guide for NPSOL(Version 4.0): A Fortran Package for Nonlinear Programming", TR SOL 86-2, Department of Operations Research, Stanford, CA.

Note:: Modified by P.J. Williams

Constructor & Destructor Documentation

OPTPP::OptNPSOL::OptNPSOL ( int n,

int nclin,

int ncnln,

USERFCN0 f,

INITFCN i

) [inline]

OPTPP::OptNPSOL::OptNPSOL ( int n,

int nclin,

int ncnln,

USERFCN1 f,

INITFCN i

) [inline]

OPTPP::OptNPSOL::OptNPSOL ( int n,

int nclin,

int ncnln,

USERFCN0 f,

INITFCN i,

USERNLNCON0 c

) [inline]

OPTPP::OptNPSOL::OptNPSOL ( int n,

int nclin,

int ncnln,

USERFCN1 f,

INITFCN i,

USERNLNCON0 c

) [inline]

OPTPP::OptNPSOL::OptNPSOL ( int n,

int nclin,

int ncnln,

USERFCN1 f,

INITFCN i,

USERNLNCON1 c

) [inline]

OPTPP::OptNPSOL::~OptNPSOL ( )

Destructor.

Member Function Documentation

virtual void OPTPP::OptNPSOL::acceptStep ( int ,

int

) [inline, virtual]

Note:
Pure virtual functions
Each derived class must define these functions for themselves

Implements OPTPP::OptimizeClass.

void OPTPP::OptNPSOL::allocate ( int & ,

int & ,

int & ,

int & ,

int &

)

Parameters:

ncnln Allocate storage space for arrays

virtual int OPTPP::OptNPSOL::checkConvg ( ) [inline, virtual]

Implements OPTPP::OptimizeClass.

virtual NEWMAT::ColumnVector OPTPP::OptNPSOL::computeSearch ( NEWMAT::SymmetricMatrix & ) [inline, virtual]

Implements OPTPP::OptimizeClass.

void OPTPP::OptNPSOL::initOpt ( )

Initialize algorithmic parameters.

void OPTPP::OptNPSOL::optimize ( ) [virtual]

Call the optimization method.

Implements OPTPP::OptimizeClass.

void OPTPP::OptNPSOL::printStatus ( char * ) [virtual]

Print status of opt. method.

Implements OPTPP::OptimizeClass.

void OPTPP::OptNPSOL::readOptInput ( ) [virtual]

Read user-specifed input options.

Implements OPTPP::OptimizeClass.

virtual void OPTPP::OptNPSOL::reset ( ) [inline, virtual]

Implements OPTPP::OptimizeClass.

void OPTPP::OptNPSOL::setDerivativeLevel ( int & )

Set user-specifed der interval.

void OPTPP::OptNPSOL::setDifferenceInterval ( double & )

Set user-specifed diff interval.

void OPTPP::OptNPSOL::setFcnAccrcy ( double & )

Set user-specifed function accuracy.

void OPTPP::OptNPSOL::setLower ( const NEWMAT::ColumnVector & )

Set lower bounds on the constraints.

void OPTPP::OptNPSOL::setMatrix ( const NEWMAT::Matrix & )

Set linear constraint matrix.

void OPTPP::OptNPSOL::setUpper ( const NEWMAT::ColumnVector & )

Set upper bounds on the constraints.

void OPTPP::OptNPSOL::setX ( const NEWMAT::ColumnVector & )

Set the control vector.

virtual void OPTPP::OptNPSOL::updateModel ( int k,

int ndim,

NEWMAT::ColumnVector x

) [inline, virtual]

Implements OPTPP::OptimizeClass.

Member Data Documentation

double* OPTPP::OptNPSOL::A [private]

linear constraint coefficient matrix

Appl_Data_NPSOL* OPTPP::OptNPSOL::application [private]

data store for efficiency

int OPTPP::OptNPSOL::buf_len [private]

buffer length for Appl_Data_NPSOL

double* OPTPP::OptNPSOL::cfcn [private]

nonlinear constraint vector matrix

double* OPTPP::OptNPSOL::cjac [private]

Jacobian of constraints.

double* OPTPP::OptNPSOL::clambda [private]

Lagrange multiplier.

USERNLNCON0 OPTPP::OptNPSOL::confcn0 [private]

constraint evaluator

USERNLNCON1 OPTPP::OptNPSOL::confcn1 [private]

constraint evaluator (with Jacobian)

int OPTPP::OptNPSOL::deriv_level [private]

NPSOL input variable.

double OPTPP::OptNPSOL::diff_interval [private]

a user-specified difference interval

double OPTPP::OptNPSOL::fcn_accrcy [private]

a user-specified function accuracy

double OPTPP::OptNPSOL::fvalue [private]

function value

double* OPTPP::OptNPSOL::grad [private]

gradient of the objective function

double* OPTPP::OptNPSOL::hessian [private]

upper triangular Chol factor of Hessian

INITFCN OPTPP::OptNPSOL::initfcn [private]

pointer to initialization function

int* OPTPP::OptNPSOL::istate [private]

NPSOL input array.

int OPTPP::OptNPSOL::iter_taken [private]

NPSOL output variable.

Reimplemented from OPTPP::OptimizeClass.

int* OPTPP::OptNPSOL::iwork [private]

NPSOL input array.

int OPTPP::OptNPSOL::lda [private]

NPSOL input variable.

int OPTPP::OptNPSOL::ldcjac [private]

NPSOL input variable.

int OPTPP::OptNPSOL::liwork [private]

NPSOL input variable.

double* OPTPP::OptNPSOL::lowerbounds [private]

lower bound for the constraints

int OPTPP::OptNPSOL::lwork [private]

NPSOL input variable.

int OPTPP::OptNPSOL::maxiter [private]

NPSOL input variable.

int OPTPP::OptNPSOL::npsol_n [private]

dimension of control vector

int OPTPP::OptNPSOL::npsol_nclin [private]

number of linear constraints

int OPTPP::OptNPSOL::npsol_ncnln [private]

number of nonlinear constraints

int OPTPP::OptNPSOL::ret_code [private]

NPSOL output variable.

Reimplemented from OPTPP::OptimizeClass.

bool OPTPP::OptNPSOL::setXFlag [private]

Flag which allows user to bypass initfcn.

double* OPTPP::OptNPSOL::upperbounds [private]

upper bound for the constraints

USERFCN0 OPTPP::OptNPSOL::usrfcn0 [private]

function evaluator

USERFCN1 OPTPP::OptNPSOL::usrfcn1 [private]

function evaluator (with gradient)

double* OPTPP::OptNPSOL::work [private]

NPSOL input array.

double* OPTPP::OptNPSOL::xvalue [private]

control 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.

OPTPP::OptNPSOL Class Reference

Public Member Functions

Private Attributes

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation