NLP interface class that adds gradient information for the objective function {abstract}. More...

#include <NLPInterfacePack_NLPObjGrad.hpp>

Inheritance diagram for NLPInterfacePack::NLPObjGrad:

Classes
struct	ObjGradInfo
	Struct for gradient (objective), objective and constriants (pointers) More...

Protected Member Functions
const ObjGradInfo	obj_grad_info () const
	Return objective gradient and zero order information. More...

Protected Member Functions inherited from NLPInterfacePack::NLP
template<class T >
void	assert_ref_set (T *p, std::string info) const
	Assert referece has been set for a quanity. More...

virtual void	imp_calc_f (const Vector &x, bool newx, const ZeroOrderInfo &zero_order_info) const =0
	Overridden to compute f(x) (and perhaps other quantities if set). More...

virtual void	imp_calc_c (const Vector &x, bool newx, const ZeroOrderInfo &zero_order_info) const =0
	Overridden to compute c(x) and perhaps f(x) and/or h(x) (if multiple calculaiton = true). More...

virtual void	imp_calc_c_breve (const Vector &x, bool newx, const ZeroOrderInfo &zero_order_info_breve) const
	Overridden to compute c_breve(x_breve) and perhaps f(x) and/or h_breve(x_breve) More...

virtual void	imp_calc_h_breve (const Vector &x, bool newx, const ZeroOrderInfo &zero_order_info_breve) const
	Overridden to compute h_breve(x_breve) and perhaps f(x) and/or c_breve(x_breve). More...

Constructors
	NLPObjGrad ()
	Initialize to no reference set to calculation quanities. More...

NLP initialization
void	initialize (bool test_setup)
	Initialize the NLP for its first use. More...

Information
virtual bool	supports_Gf () const
	Determine if the objective gradient is supported or not. More...

virtual bool	supports_Gf_prod () const
	Determine if the objective gradient product is supported or not. More...

<<std aggr>> members for the gradient of the objective function Gf(x)
virtual void	set_Gf (VectorMutable *Gf)
	Set a pointer to a vector to be updated when `this->calc_Gf()` is called. More...

virtual VectorMutable *	get_Gf ()
	Return pointer passed to `this->set_Gf()`. More...

virtual VectorMutable &	Gf ()
	Returns non-`const` `*this->get_Gf()`. More...

virtual const Vector &	Gf () const
	Returns `const` `*this->get_Gf()`. More...

Unset calculation quantities
void	unset_quantities ()
	Call to unset all storage quantities (both in this class and all subclasses). More...

Calculation Members
virtual void	calc_Gf (const Vector &x, bool newx=true) const
	Update the vector for `Gf` at the point `x` and put it in the stored reference. More...

virtual value_type	calc_Gf_prod (const Vector &x, const Vector &d, bool newx=true) const
	Calculate the inner product `Gf(x)'*d` at the point `x` and put it in the stored reference. More...

Function evaluation counts.
virtual size_type	num_Gf_evals () const
	Objective gradient evaluations count. More...

Protected methods to be overridden by subclasses
virtual void	imp_calc_Gf (const Vector &x, bool newx, const ObjGradInfo &obj_grad_info) const =0
	Overridden to compute f(x) and perhaps c(x) (if multiple calculaiton = true). More...

Additional Inherited Members
Public Types inherited from NLPInterfacePack::NLP
typedef Teuchos::RCP< const VectorSpace >	vec_space_ptr_t

typedef Teuchos::RCP< const OptionsFromStreamPack::OptionsFromStream >	options_ptr_t

Public Member Functions inherited from NLPInterfacePack::NLP
const ZeroOrderInfo	zero_order_info () const
	Return pointer to set quantities. More...

const ZeroOrderInfo	zero_order_info_breve () const
	Return pointer to set `hat` quantities. More...

	NLP ()
	Initialize to no reference set to calculation quanities. More...

virtual	~NLP ()
	Destructor that cleans all the memory it owns. More...

virtual void	force_xinit_in_bounds (bool force_xinit_in_bounds)=0
	Set if the initial point must be within the bounds. More...

virtual bool	force_xinit_in_bounds () const =0
	Returns if the initial point must be within the bounds. More...

virtual void	set_options (const options_ptr_t &options)
	Set the options that `this` NLP may be interested in. More...

virtual const options_ptr_t &	get_options () const
	Get the `OptionsFromStream` object being used to extract the options from. More...

virtual bool	is_initialized () const =0
	Return if `this` is initialized. More...

virtual size_type	n () const
	Return the number of variables. More...

virtual size_type	m () const
	Return the number of general equality constraints. More...

virtual vec_space_ptr_t	space_x () const =0
	Vector space object for unknown variables x (dimension n). More...

virtual vec_space_ptr_t	space_c () const =0
	Vector space object for general equality constraints c(x) (dimension m). More...

virtual size_type	num_bounded_x () const =0
	Returns the number of variables in `x(i)` for which `xl(i)> -infinite_bound()` or `xu(i) < +infinite_bound()`. More...

virtual const Vector &	xl () const =0
	Returns the lower bounds on the variables `x`. More...

virtual const Vector &	xu () const =0
	Returns a reference to the vector of upper bounds on the variables `x`. More...

virtual value_type	max_var_bounds_viol () const =0
	Set the maximum absolute value for which the variable bounds may be violated by when computing function and gradient values. More...

virtual const Vector &	xinit () const =0
	Returns a reference to the vector of the initial guess for the solution `x`. More...

virtual void	get_init_lagrange_mult (VectorMutable lambda, VectorMutable nu) const
	Get the initial value of the Lagrange multipliers lambda. More...

virtual void	set_f (value_type *f)
	Set a pointer to an value to be updated when `this->calc_f()` is called. More...

virtual value_type *	get_f ()
	Return pointer passed to `this->set_f()`. More...

virtual value_type &	f ()
	Returns non-`const` `*this->get_f()`. More...

virtual const value_type &	f () const
	Returns `const` `*this->get_f()`. More...

virtual void	set_c (VectorMutable *c)
	Set a pointer to a vector to be updated when `this->calc_c()` is called. More...

virtual VectorMutable *	get_c ()
	Return pointer passed to `this->set_c()`. More...

virtual VectorMutable &	c ()
	Returns non-`const` `*this->get_c()`. More...

virtual const Vector &	c () const
	Returns `const` `*this->get_c()`. More...

virtual void	scale_f (value_type scale_f)=0
	Set the scaling of the objective function. More...

virtual value_type	scale_f () const =0
	Return the scaling being used for the objective function. More...

virtual void	calc_f (const Vector &x, bool newx=true) const
	Update the value for the objective `f` at the point `x` and put it in the stored reference. More...

virtual void	calc_c (const Vector &x, bool newx=true) const
	Update the constraint residual vector for `c` at the point `x` and put it in the stored reference. More...

virtual void	report_final_solution (const Vector &x, const Vector lambda, const Vector nu, bool is_optimal)
	Used by the solver to report the final solution and multipliers. More...

virtual size_type	num_f_evals () const
	Gives the number of object function f(x) evaluations called by the solver since initialize() was called. More...

virtual size_type	num_c_evals () const
	Gives the number of constraint function c(x) evaluations called by the solver since initialize() was called. Throws exception if `this->m() == 0`. More...

virtual size_type	ns () const
	Return the number of slack variables (i.e. number of general inequalities). More...

virtual vec_space_ptr_t	space_c_breve () const
	Vector space object for the original equalities `c_breve(x_breve)` More...

virtual vec_space_ptr_t	space_h_breve () const
	Vector space object for the original inequalities `h_breve(x_breve)` More...

virtual const Vector &	hl_breve () const
	Returns a reference to the vector of lower bounds on the general inequality constraints `h_breve(x_breve)`. More...

virtual const Vector &	hu_breve () const
	Returns a reference to the vector of upper bounds on the general inequality constraints `h_breve(x_breve)`. More...

virtual void	set_c_breve (VectorMutable *c_breve)
	Set a pointer to a vector to be updated when `this->calc_c_breve()` is called. More...

virtual VectorMutable *	get_c_breve ()
	Return pointer passed to `this->set_c_breve()`. More...

virtual VectorMutable &	c_breve ()
	Returns non-`const` `*this->get_c_breve()`. More...

virtual const Vector &	c_breve () const
	Returns `const` `*this->get_c_breve()`. More...

virtual void	set_h_breve (VectorMutable *h_breve)
	Set a pointer to a vector to be updated when `this->calc_h_breve()` is called. More...

virtual VectorMutable *	get_h_breve ()
	Return pointer passed to `this->set_h_breve()`. More...

virtual VectorMutable &	h_breve ()
	Returns non-`const` `*this->get_h_breve()`. More...

virtual const Vector &	h_breve () const
	Returns `const` `*this->get_h_breve()`. More...

virtual const Permutation &	P_var () const
	Return the permutation object for the variables. More...

virtual const Permutation &	P_equ () const
	Return the permutation object for the constraints. More...

virtual void	calc_c_breve (const Vector &x, bool newx=true) const
	Update the constraint residual vector for `c_breve` at the point `x` and put it in the stored reference. More...

virtual void	calc_h_breve (const Vector &x, bool newx=true) const
	Update the constraint residual vector for `h_breve` at the point `x` and put it in the stored reference. More...

Static Public Member Functions inherited from NLPInterfacePack::NLP
static value_type	infinite_bound ()
	Value for an infinite bound. More...

Detailed Description

NLP interface class that adds gradient information for the objective function {abstract}.

Overview:

This class adds the ability to compute the gradient of the objective function Gf(x) to the basic information given in the NLP interface class. Note that Gf is in the vector space space_x().

Client Usage:

As with the NLP base interface, the initialize() method must be called before the NLP object can be used. The method set_Gf() is used to set a pointer to a vector to update when the gradient of the objective Gf is computed when calc_Gf() is called.

The number of evaluations of Gf using calc_Gf() is returned by num_Gf_evals().

Subclass developer's notes:

In addition to the methods that must be overridden by the NLP interface (see) the following methods must also be overridden: imp_calc_Gf().

In addition to the methods that should be overridden from NLP by most subclasses (see), the following additional methods should be overridden: initialize().

The following methods should never have to be overridden by most subclasses except in some very strange situations: set_Gf(), get_Gf(), Gf(), num_Gf_evals().

Definition at line 79 of file NLPInterfacePack_NLPObjGrad.hpp.

Constructor & Destructor Documentation

NLPInterfacePack::NLPObjGrad::NLPObjGrad ( )

Initialize to no reference set to calculation quanities.

Definition at line 53 of file NLPInterfacePack_NLPObjGrad.cpp.

Member Function Documentation

void NLPInterfacePack::NLPObjGrad::initialize ( bool test_setup )

virtual

Initialize the NLP for its first use.

This function implementation should be called by subclass implementations in order to reset counts for f(x), c(x), h(x) and Gf(x) evaluations. This implementation calls this->NLP::initialize()

Postconditions:

See NLP::initialize()
this->num_Gf_evals() == 0

Reimplemented from NLPInterfacePack::NLP.

Reimplemented in NLPInterfacePack::NLPSerialPreprocess, NLPInterfacePack::NLPSerialPreprocessExplJac, NLPInterfacePack::NLPSecondOrder, and NLPInterfacePack::NLPBarrier.

Definition at line 57 of file NLPInterfacePack_NLPObjGrad.cpp.

bool NLPInterfacePack::NLPObjGrad::supports_Gf ( ) const

virtual

Determine if the objective gradient is supported or not.

The default implementation returns true.

Definition at line 64 of file NLPInterfacePack_NLPObjGrad.cpp.

bool NLPInterfacePack::NLPObjGrad::supports_Gf_prod ( ) const

virtual

Determine if the objective gradient product is supported or not.

The default implementation returns true.

Definition at line 69 of file NLPInterfacePack_NLPObjGrad.cpp.

void NLPInterfacePack::NLPObjGrad::set_Gf ( VectorMutable * Gf )

virtual

Set a pointer to a vector to be updated when this->calc_Gf() is called.

Parameters

Gf	[in] Pointer to gradient vector. May be `NULL`.

Preconditions:

this->is_initialized() == true (throw NotInitialized)
this->supports_Gf()
[Gf != NULL] Gf->space().is_compatible(*this->space_x()) == true (throw VectorSpace::IncompatibleVectorSpaces)

Postconditions:

this->get_Gf() == Gf

Reimplemented in NLPInterfacePack::NLPBarrier.

Definition at line 76 of file NLPInterfacePack_NLPObjGrad.cpp.

AbstractLinAlgPack::VectorMutable * NLPInterfacePack::NLPObjGrad::get_Gf ( )

virtual

Return pointer passed to this->set_Gf().

Preconditions:

this->is_initialized() == true (throw NotInitialized)
this->supports_Gf()

Reimplemented in NLPInterfacePack::NLPBarrier.

Definition at line 81 of file NLPInterfacePack_NLPObjGrad.cpp.

AbstractLinAlgPack::VectorMutable & NLPInterfacePack::NLPObjGrad::Gf ( )

virtual

Returns non-const *this->get_Gf().

Preconditions:

this->is_initialized() == true (throw NotInitialized)
this->supports_Gf()
this->get_Gf() != NULL (throw NoRefSet)

Reimplemented in NLPInterfacePack::NLPBarrier.

Definition at line 86 of file NLPInterfacePack_NLPObjGrad.cpp.

const AbstractLinAlgPack::Vector & NLPInterfacePack::NLPObjGrad::Gf ( ) const

virtual

Returns const *this->get_Gf().

Preconditions:

this->is_initialized() == true (throw NotInitialized)
this->supports_Gf()
this->get_Gf() != NULL (throw NoRefSet)

Reimplemented in NLPInterfacePack::NLPBarrier.

Definition at line 91 of file NLPInterfacePack_NLPObjGrad.cpp.

void NLPInterfacePack::NLPObjGrad::unset_quantities ( )

virtual

Call to unset all storage quantities (both in this class and all subclasses).

Preconditions:

this->is_initialized() == true (throw NotInitialized)

Postconditions:

See NLP::unset_quantities()
this->get_Gf() == NULL

This method must be called by all subclasses that override it.

Reimplemented from NLPInterfacePack::NLP.

Reimplemented in NLPInterfacePack::NLPSecondOrder.

Definition at line 96 of file NLPInterfacePack_NLPObjGrad.cpp.

void NLPInterfacePack::NLPObjGrad::calc_Gf	(	const Vector &	x,
		bool	newx = `true`
	)		const

virtual

Update the vector for Gf at the point x and put it in the stored reference.

Parameters

x	[in] Point at which to calculate the gradient of the objective `Gf(x)`.
newx	[in] (default `true`) If `false`, the values in `x` are assumed to be the same as the last call to a `this->calc_(x,newx)` member. If `true`, the values in `x` are assumed to not be the same as the last call to a `this->calc_(x,newx)` member.

Preconditions:

this->is_initialized() == true (throw NotInitialized)
this->supports_Gf()
x.space().is_compatible(*this->space_x()) == true (throw VectorSpace::IncompatibleVectorSpaces)
this->get_Gf() != NULL (throw NoRefSet)

Postconditions:

this->Gf() is updated to Gf(x)

If set_multi_calc(true) was called then referenced storage for f and/or c may also be updated but are not guaranteed to be. But no other quanities from possible subclasses are allowed to be updated as a side effect (i.e. no higher order derivatives).

Reimplemented in NLPInterfacePack::NLPBarrier.

Definition at line 104 of file NLPInterfacePack_NLPObjGrad.cpp.

value_type NLPInterfacePack::NLPObjGrad::calc_Gf_prod	(	const Vector &	x,
		const Vector &	d,
		bool	newx = `true`
	)		const

virtual

Calculate the inner product Gf(x)'*d at the point x and put it in the stored reference.

Parameters

x	[in] Base point
d	[in] Direction to compute the product along.
newx	[in] (default `true`) If `false`, the values in `x` are assumed to be the same as the last call to a `this->calc_(x,newx)` member. If `true`, the values in `x` are assumed to not be the same as the last call to a `this->calc_(x,newx)` member.

Preconditions:

this->is_initialized() == true (throw NotInitialized)
this->supports_Gf()
x.space().is_compatible(*this->space_x()) == true (throw VectorSpace::IncompatibleVectorSpaces)

Postconditions:

return gives the desired product.

If set_multi_calc(true) was called then referenced storage for f and/or c may also be updated but are not guaranteed to be. But no other quanities from possible subclasses are allowed to be updated as a side effect (i.e. no higher order derivatives).

Definition at line 111 of file NLPInterfacePack_NLPObjGrad.cpp.

size_type NLPInterfacePack::NLPObjGrad::num_Gf_evals ( ) const

virtual

Objective gradient evaluations count.

This function can be called to find out how many evaluations this->calc_Gf() the client requested since this->initialize() was called.

Reimplemented in NLPInterfacePack::NLPBarrier.

Definition at line 128 of file NLPInterfacePack_NLPObjGrad.cpp.

const NLPObjGrad::ObjGradInfo NLPInterfacePack::NLPObjGrad::obj_grad_info ( ) const

inlineprotected

Return objective gradient and zero order information.

Definition at line 332 of file NLPInterfacePack_NLPObjGrad.hpp.

virtual void NLPInterfacePack::NLPObjGrad::imp_calc_Gf	(	const Vector &	x,
		bool	newx,
		const ObjGradInfo &	obj_grad_info
	)		const

protectedpure virtual

Overridden to compute f(x) and perhaps c(x) (if multiple calculaiton = true).

Preconditions:

x.space().is_compatible(*this->space_x()) (throw IncompatibleType)
obj_grad_info.Gf != NULL (throw std::invalid_argument)

Postconditions:

*obj_grad_info.Gf is updated to Gf(x).

Parameters

x	[in] Unknown vector (size n).
newx	[in] (default `true`) If `false`, the values in `x` are assumed to be the same as the last call to a `this->imp_calc_(x,newx)` member. If `true`, the values in `x` are assumed to not be the same as the last call to a `this->imp_calc_(x,newx)` member.
obj_grad_info	[out] Pointers to `f`, `c` and `Gf`. On output `obj_grad_info.Gf` is updated to Gf(x)*. Any of the other objects pointed to in `obj_grad_info` may be set if `this->multi_calc() == true` but are now guaranteed to be.

Implemented in NLPInterfacePack::NLPSerialPreprocess, and NLPInterfacePack::NLPBarrier.

The documentation for this class was generated from the following files:

Classes

Protected Member Functions

Constructors

NLP initialization

Information

<<std aggr>> members for the gradient of the objective function Gf(x)

Unset calculation quantities

Calculation Members

Function evaluation counts.

Protected methods to be overridden by subclasses

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation