Object-oriented Scientific Computing Library: Version 0.910
Public Member Functions | Protected Member Functions | Protected Attributes
ool_constr_mmin< func_t, dfunc_t, hfunc_t, vec_t, alloc_vec_t, alloc_t > Class Template Reference

Constrained multidimensional minimization (OOL) [abstract base]. More...

#include <ool_constr_mmin.h>

Inheritance diagram for ool_constr_mmin< func_t, dfunc_t, hfunc_t, vec_t, alloc_vec_t, alloc_t >:
multi_min< func_t, dfunc_t, vec_t >

Detailed Description

template<class func_t, class dfunc_t = func_t, class hfunc_t = func_t, class vec_t = ovector_base, class alloc_vec_t = ovector, class alloc_t = ovector_alloc>
class ool_constr_mmin< func_t, dfunc_t, hfunc_t, vec_t, alloc_vec_t, alloc_t >

Idea for Future:
Implement automatic computations of gradient and Hessian
Idea for Future:
Construct a more difficult example for the "examples" directory
Idea for Future:
Finish mmin() interface
Idea for Future:
Implement a direct computation of the hessian as the jacobian of the gradient

Definition at line 187 of file ool_constr_mmin.h.

Public Member Functions

virtual int allocate (const size_t n)
 Allocate memory.
virtual int free ()
 Free previously allocated memory.
virtual int restart ()
 Restart the minimizer.
virtual int set (func_t &fn, dfunc_t &dfn, vec_t &init)
 Set the function, the gradient, and the initial guess.
virtual int set_hess (func_t &fn, dfunc_t &dfn, hfunc_t &hfn, vec_t &init)
 Set the function, the gradient, the Hessian product, and the initial guess.
virtual int set_constraints (size_t nc, vec_t &lower, vec_t &upper)
 Set the constraints.
virtual int iterate ()=0
 Perform an iteration.
virtual int is_optimal ()=0
 See if we're finished.
virtual int mmin (size_t nvar, vec_t &xx, double &fmin, func_t &ff)
 Calculate the minimum min of func w.r.t. the array x of size nvar.
virtual int mmin_hess (size_t nvar, vec_t &xx, double &fmin, func_t &ff, dfunc_t &df, hfunc_t &hf)
 Calculate the minimum min of ff w.r.t. the array x of size nvar with gradient df and hessian vector product hf.
virtual int mmin_de (size_t nvar, vec_t &xx, double &fmin, func_t &ff, dfunc_t &df)
 Calculate the minimum min of func w.r.t. the array x of size nvar with gradient dfunc.
const char * type ()
 Return string denoting type ("ool_constr_mmin")

Protected Member Functions

void shrink (const size_t nind, gsl_vector_uint *Ind, const vec_t &V)
 Shrink vector V from the full to the reduced space.
void expand (const size_t nind, gsl_vector_uint *Ind, const vec_t &V)
 Expand vector V from the reduced to the full space.
double calc_f (const size_t nind, gsl_vector_uint *Ind, vec_t &X, vec_t &Xc)
 Evaluate the objective function from the reduced space.
int calc_g (const size_t nind, gsl_vector_uint *Ind, vec_t &X, vec_t &Xc, vec_t &G)
 Compute gradient in the reduced space.
int calc_Hv (const size_t nind, gsl_vector_uint *Ind, vec_t &X, vec_t &Xc, vec_t &V, vec_t &Hv)
 Evaluate a hessian times a vector from the reduced space.

Protected Attributes

double f
 The current function value.
double size
 Desc.
alloc_t ao
 Memory allocation object.
alloc_vec_t x
 The current minimum vector.
alloc_vec_t gradient
 The current gradient vector.
alloc_vec_t dx
 Desc.
size_t fcount
 Number of function evaluations.
size_t gcount
 Number of gradient evaluations.
size_t hcount
 Number of Hessian evaluations.
size_t dim
 Number of parameters.
size_t nconstr
 Number of constraints.
func_t * func
 User-supplied function.
dfunc_t * dfunc
 Gradient function.
hfunc_t * hfunc
 Hessian function.
alloc_vec_t L
 Lower bound constraints.
alloc_vec_t U
 Upper bound constraints.
bool requires_hess
 If true, the algorithm requires the hessian vector product.

Member Function Documentation

template<class func_t, class dfunc_t = func_t, class hfunc_t = func_t, class vec_t = ovector_base, class alloc_vec_t = ovector, class alloc_t = ovector_alloc>
int ool_constr_mmin< func_t, dfunc_t, hfunc_t, vec_t, alloc_vec_t, alloc_t >::calc_Hv ( const size_t  nind,
gsl_vector_uint *  Ind,
vec_t &  X,
vec_t &  Xc,
vec_t &  V,
vec_t &  Hv 
) [inline, protected]

Expand to full space

Definition at line 326 of file ool_constr_mmin.h.

template<class func_t, class dfunc_t = func_t, class hfunc_t = func_t, class vec_t = ovector_base, class alloc_vec_t = ovector, class alloc_t = ovector_alloc>
virtual int ool_constr_mmin< func_t, dfunc_t, hfunc_t, vec_t, alloc_vec_t, alloc_t >::mmin ( size_t  nvar,
vec_t &  xx,
double &  fmin,
func_t &  ff 
) [inline, virtual]
Note:
This is unimplemented.

Implements multi_min< func_t, dfunc_t, vec_t >.

Definition at line 476 of file ool_constr_mmin.h.


The documentation for this class was generated from the following file:
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Documentation generated with Doxygen. Provided under the GNU Free Documentation License (see License Information).

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