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NLPInterfacePack_CalcFiniteDiffProd.hpp
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41 
42 #ifndef CALC_FINITE_DIFF_FIRST_DERIVATIVE_PRODUCT_H
43 #define CALC_FINITE_DIFF_FIRST_DERIVATIVE_PRODUCT_H
44 
45 #include "NLPInterfacePack_Types.hpp"
47 
48 namespace NLPInterfacePack {
49 
121 public:
122 
132  };
137  };
148  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, fd_step_size );
156  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, fd_step_size_min );
158  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, fd_step_size_f );
160  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, fd_step_size_c );
161 
164  EFDMethodOrder fd_method_order = FD_ORDER_FOUR_AUTO
165  ,EFDStepSelect fd_step_select = FD_STEP_ABSOLUTE
166  ,value_type fd_step_size = -1.0
167  ,value_type fd_step_size_min = -1.0
168  ,value_type fd_step_size_f = -1.0
169  ,value_type fd_step_size_c = -1.0
170  );
171 
173  virtual ~CalcFiniteDiffProd() {}
174 
224  virtual bool calc_deriv_product(
225  const Vector &xo
226  ,const Vector *xl
227  ,const Vector *xu
228  ,const Vector &v
229  ,const value_type *fo
230  ,const Vector *co
231  ,bool check_nan_inf
232  ,NLP *nlp
233  ,value_type *Gf_prod
234  ,VectorMutable *Gc_prod
235  ,std::ostream *out
236  ,bool trace = false
237  ,bool dump_all = false
238  ) const;
239 
240 }; // end class CalcFiniteDiffProd
241 
242 } // end namespace NLPInterfacePack
243 
244 #endif // CALC_FINITE_DIFF_FIRST_DERIVATIVE_PRODUCT_H
Use FD_ORDER_FOUR_CENTRAL when not limited by bounds, otherwise use FD_ORDER_FOUR.
CalcFiniteDiffProd(EFDMethodOrder fd_method_order=FD_ORDER_FOUR_AUTO, EFDStepSelect fd_step_select=FD_STEP_ABSOLUTE, value_type fd_step_size=-1.0, value_type fd_step_size_min=-1.0, value_type fd_step_size_f=-1.0, value_type fd_step_size_c=-1.0)
Use O(eps^2) one sided finite differences (cramped bounds)
Strategy interface for computing the product of the derivatives of the functions of an NLP along give...
STANDARD_MEMBER_COMPOSITION_MEMBERS(EFDMethodOrder, fd_method_order)
NLP interface class {abstract}.
virtual bool calc_deriv_product(const Vector &xo, const Vector *xl, const Vector *xu, const Vector &v, const value_type *fo, const Vector *co, bool check_nan_inf, NLP *nlp, value_type *Gf_prod, VectorMutable *Gc_prod, std::ostream *out, bool trace=false, bool dump_all=false) const
Compute the directional derivatives by finite differences.
Use FD_ORDER_TWO_CENTRAL when not limited by bounds, otherwise use FD_ORDER_TWO.
Use O(eps^4) one sided finite differences (cramped bounds)
Use O(eps) one sided finite differences (cramped bounds)