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OptimizeClass Class Reference

#include <Opt.h>

Inheritance diagram for OptimizeClass::

OptBCEllipsoid OptBCNewtonLike OptCGLike OptConstrNewtonLike OptNewtonLike OptNPSOL OptBCNewton1Deriv OptNIPSLike OptPDS List of all members.

Public Methods

 OptimizeClass ()
 OptimizeClass (int n)
 OptimizeClass (TOLS t)
 OptimizeClass (int n, TOLS t)
virtual ~OptimizeClass ()
void cleanup ()
void setMesg (const char *s)
 Set message.

void setMethod (const char *s)
 Set method of choice.

void setMaxStep (real x)
 Set maximum steplength.

void setMinStep (real x)
 Set minimum steplength.

void setStepTol (real x)
 Set step tolerance.

void setFcnTol (real x)
 Set function tolerance.

void setConTol (real x)
 Set constraint tolerance.

void setGradTol (real x)
 Set gradient tolerance.

void setLineSearchTol (real x)
 Set linesearch tolerance.

void setMaxIter (int k)
 Set maximum outer iterations.

void setMaxBacktrackIter (int k)
 Set maximum backtrack iterations.

void setMaxFeval (int k)
 Set maximum fcn evaluations.

void setUpdateModel (UPDATEFCN u)
 Set update model.

void setXScale (ColumnVector x)
 Set step scale.

void setFcnScale (ColumnVector x)
 Set function scale.

void setFcnScale (Real x)
 Set function scale.

int getDim () const
ColumnVector getXPrev () const
ColumnVector getXScale () const
ColumnVector getFcnScale () const
ostream * getOutputFile ()
int setOutputFile (const char *filename, int append)
int setOutputFile (int FileDescriptor)
int setOutputFile (ostream &fout)
void setDebug ()
 Set debug flag to true.

bool Debug ()
virtual void acceptStep (int, int)=0
virtual int checkConvg ()=0
virtual ColumnVector computeSearch (SymmetricMatrix &)=0
virtual void optimize ()=0
virtual void readOptInput ()=0
virtual void printStatus (char *)=0
virtual void updateModel (int, int, ColumnVector)=0
 OptimizeClass ()
virtual ~OptimizeClass ()
int SetOutputFile (const char *filename)
int SetOutputFile (int FileDescriptor)
int SetOutputFile (ofstream &fout)
void PrintStatus (char *s)
void Cleanup ()

Protected Methods

virtual real stepTolNorm () const
virtual void defaultAcceptStep (int, int)
virtual void defaultUpdateModel (int k, int ndim, ColumnVector x)
void copyright ()

Protected Attributes

int dim
 Dimension of the problem.

TOLS tol
 Various tolerances assoc. with the problem.

ColumnVector sx
 Diagonal Scaling Matrix for x.

ColumnVector sfx
 Diagonal Scaling Matrix for f.

ColumnVector xprev
 Previous iterate.

real fprev
 Objective function value at xprev.

ColumnVector mem_step
 Current step direction.

real step_length
 Length of step direction.

char method [80]
 What method is being used.

char mesg [80]
 Optional message.

int ret_code
 Return code from Optimization class.

int iter_taken
 Number of iterations taken.

int fcn_evals
 Number of function evaluations taken.

int backtracks
 Number of bactracks in linesearch.

int debug_
 Print debug statements.

int trace
double iter_time
 Compute time per iteration.

double total_time
 Total compute time.

UPDATEFCN update_fcn
 User defined function to call after each nonlinear iteration.

filebuf file_buffer
ostream * optout
 Output file.

int optout_fd
 Output file success.

ofstream optout

Detailed Description

Opt is the Base Optimization Class All other Optimization classes are derived from this one

Constructor & Destructor Documentation

OptimizeClass::OptimizeClass (  )  [inline]
 

Default Constructor

See also:
OptimizeClass(int n) , OptimizeClass(TOLS t) , OptimizeClass(int n, TOLS t)

OptimizeClass::OptimizeClass (  int n )  [inline]
 

Parameters:
n   an integer argument

OptimizeClass::OptimizeClass (  TOLS t )  [inline]
 

Parameters:
t   a TOLS object

OptimizeClass::OptimizeClass (  int n,
TOLS t
)  [inline]
 

Parameters:
n   an integer argument
t   a TOLS object

Member Function Documentation

bool OptimizeClass::Debug (  )  [inline]
 

Returns:
Debug parameter

virtual void OptimizeClass::acceptStep (  int k,
int step_type
)  [pure virtual]
 

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

Reimplemented in OptBaNewton, OptBaQNewton, OptBCEllipsoid, OptBCNewtonLike, OptCGLike, OptConstrNewtonLike, OptNewtonLike, OptNPSOL, and OptPDS.

void OptimizeClass::copyright (  )  [inline, protected]
 

Write copyright information to the screen

virtual void OptimizeClass::defaultAcceptStep (  int iter,
int step_type
)  [inline, protected, virtual]
 

Provide default implementation of AcceptStep

Reimplemented in OptBCNewtonLike, OptConstrNewtonLike, and OptNewtonLike.

virtual void OptimizeClass::defaultUpdateModel (  int k,
int ndim,
ColumnVector x
)  [inline, protected, virtual]
 

Provide default implementation of UpdateModel

int OptimizeClass::getDim (  )  const [inline]
 

Returns:
Problem dimension

ColumnVector OptimizeClass::getFcnScale (  )  const [inline]
 

Returns:
Scaling vector used for f(x)

ostream* OptimizeClass::getOutputFile (  )  [inline]
 

Returns:
Output Filename
Examples:
tstnewton.C.

ColumnVector OptimizeClass::getXPrev (  )  const [inline]
 

Returns:
Previous iterate

ColumnVector OptimizeClass::getXScale (  )  const [inline]
 

Returns:
Scaling vector used for x

The documentation for this class was generated from the following files:
Copyright Information
GNU Lesser General Public License

Contact:
Juan Meza meza@ca.sandia.gov



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