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NLPInterfacePack_NLPFirstDerivTester.hpp
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41 
42 #ifndef NLP_FIRST_DERIVATIVES_TESTER_H
43 #define NLP_FIRST_DERIVATIVES_TESTER_H
44 
45 #include <iosfwd>
46 
47 #include "NLPInterfacePack_Types.hpp"
48 #include "NLPInterfacePack_CalcFiniteDiffProd.hpp"
51 
52 namespace NLPInterfacePack {
53 
134 public:
135 
138  FD_COMPUTE_ALL
139  ,FD_DIRECTIONAL
140  };
141 
147  STANDARD_MEMBER_COMPOSITION_MEMBERS( size_type, num_fd_directions );
149  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, warning_tol );
151  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, error_tol );
152 
155  const calc_fd_prod_ptr_t &calc_fd_prod = Teuchos::rcp(new CalcFiniteDiffProd())
156  ,ETestingMethod fd_testing_method = FD_DIRECTIONAL
157  ,size_type num_fd_directions = 1
158  ,value_type warning_tol = 1e-8
159  ,value_type error_tol = 1e-3
160  );
161 
190  bool finite_diff_check(
191  NLP *nlp
192  ,const Vector &xo
193  ,const Vector *xl
194  ,const Vector *xu
195  ,const MatrixOp *Gc
196  ,const Vector *Gf
197  ,bool print_all_warnings
198  ,std::ostream *out
199  ) const;
200 
201 private:
202 
204  bool fd_check_all(
205  NLP *nlp
206  ,const Vector &xo
207  ,const Vector *xl
208  ,const Vector *xu
209  ,const MatrixOp *Gc
210  ,const Vector *Gf
211  ,bool print_all_warnings
212  ,std::ostream *out
213  ) const;
214 
216  bool fd_directional_check(
217  NLP *nlp
218  ,const Vector &xo
219  ,const Vector *xl
220  ,const Vector *xu
221  ,const MatrixOp *Gc
222  ,const Vector *Gf
223  ,bool print_all_warnings
224  ,std::ostream *out
225  ) const;
226 };
227 
228 } // end namespace NLPInterfacePack
229 
230 #endif // NLP_FIRST_DERIVATIVES_TESTER_H
STANDARD_MEMBER_COMPOSITION_MEMBERS(ETestingMethod, fd_testing_method)
TEUCHOS_DEPRECATED RCP< T > rcp(T *p, Dealloc_T dealloc, bool owns_mem)
Strategy interface for computing the product of the derivatives of the functions of an NLP along give...
size_t size_type
bool finite_diff_check(NLP *nlp, const Vector &xo, const Vector *xl, const Vector *xu, const MatrixOp *Gc, const Vector *Gf, bool print_all_warnings, std::ostream *out) const
This function takes an NLP object and its computed derivatives and function values and validates the ...
NLP interface class {abstract}.
STANDARD_COMPOSITION_MEMBERS(CalcFiniteDiffProd, calc_fd_prod)
NLPFirstDerivTester(const calc_fd_prod_ptr_t &calc_fd_prod=Teuchos::rcp(new CalcFiniteDiffProd()), ETestingMethod fd_testing_method=FD_DIRECTIONAL, size_type num_fd_directions=1, value_type warning_tol=1e-8, value_type error_tol=1e-3)
Constructor.
Concrete class that tests the derivatives using finite differences.