Problem Class Reference

Constrained optimization problem. More...

#include <problem.hpp>

Collaboration diagram for Problem:

Public Member Functions
	Problem (CostFunction &costFunction, Constraint &constraint, Array initialValue=Array())
	default constructor More...
void	reset ()
Real	value (const Array &x)
	call cost function computation and increment evaluation counter More...
Array	values (const Array &x)
	call cost values computation and increment evaluation counter More...
void	gradient (Array &grad_f, const Array &x)
	call cost function gradient computation and increment More...
Real	valueAndGradient (Array &grad_f, const Array &x)
	call cost function computation and it gradient More...
Constraint &	constraint () const
	Constraint. More...
CostFunction &	costFunction () const
	Cost function. More...
void	setCurrentValue (Array currentValue)
const Array &	currentValue () const
	current value of the local minimum More...
void	setFunctionValue (Real functionValue)
Real	functionValue () const
	value of cost function More...
void	setGradientNormValue (Real squaredNorm)
Real	gradientNormValue () const
	value of cost function gradient norm More...
Integer	functionEvaluation () const
	number of evaluation of cost function More...
Integer	gradientEvaluation () const
	number of evaluation of cost function gradient More...

Protected Attributes
CostFunction &	costFunction_
	Unconstrained cost function. More...
Constraint &	constraint_
	Constraint. More...
Array	currentValue_
	current value of the local minimum More...
Real	functionValue_
	function and gradient norm values at the currentValue_ (i.e. the last step) More...
Real	squaredNorm_
Integer	functionEvaluation_
	number of evaluation of cost function and its gradient More...
Integer	gradientEvaluation_

Detailed Description

Constrained optimization problem.

Warning:

The passed CostFunction and Constraint instances are stored by reference. The user of this class must make sure that they are not destroyed before the Problem instance.

Examples

GlobalOptimizer.cpp.

Definition at line 42 of file problem.hpp.

Constructor & Destructor Documentation

Problem()

Problem	(	CostFunction &	costFunction,
		Constraint &	constraint,
		Array	initialValue = Array()
	)

default constructor

Definition at line 45 of file problem.hpp.

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Member Function Documentation

reset()

void reset

(

)

Warning:

it does not reset the current minumum to any initial value

Definition at line 139 of file problem.hpp.

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value()

Real value

(

const Array &

x

)

call cost function computation and increment evaluation counter

Examples

GlobalOptimizer.cpp.

Definition at line 116 of file problem.hpp.

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values()

Array values

(

const Array &

x

)

call cost values computation and increment evaluation counter

Definition at line 121 of file problem.hpp.

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gradient()

void gradient	(	Array &	grad_f,
		const Array &	x
	)

call cost function gradient computation and increment

Definition at line 126 of file problem.hpp.

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valueAndGradient()

Real valueAndGradient	(	Array &	grad_f,
		const Array &	x
	)

call cost function computation and it gradient

Definition at line 132 of file problem.hpp.

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constraint()

Constraint & constraint

(

)

const

Constraint.

Definition at line 71 of file problem.hpp.

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costFunction()

CostFunction & costFunction

(

)

const

Cost function.

Definition at line 74 of file problem.hpp.

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setCurrentValue()

void setCurrentValue

(

Array

currentValue

)

Definition at line 76 of file problem.hpp.

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currentValue()

const Array & currentValue

(

)

const

current value of the local minimum

Examples

GlobalOptimizer.cpp.

Definition at line 81 of file problem.hpp.

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setFunctionValue()

void setFunctionValue

(

Real

functionValue

)

Definition at line 83 of file problem.hpp.

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functionValue()

Real functionValue

(

)

const

value of cost function

Definition at line 88 of file problem.hpp.

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setGradientNormValue()

void setGradientNormValue

(

Real

squaredNorm

)

Definition at line 90 of file problem.hpp.

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gradientNormValue()

Real gradientNormValue

(

)

const

value of cost function gradient norm

Definition at line 94 of file problem.hpp.

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functionEvaluation()

Integer functionEvaluation

(

)

const

number of evaluation of cost function

Definition at line 97 of file problem.hpp.

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gradientEvaluation()

Integer gradientEvaluation

(

)

const

number of evaluation of cost function gradient

Definition at line 100 of file problem.hpp.

Member Data Documentation

costFunction_

CostFunction& costFunction_

protected

Unconstrained cost function.

Definition at line 104 of file problem.hpp.

constraint_

Constraint& constraint_

protected

Constraint.

Definition at line 106 of file problem.hpp.

currentValue_

Array currentValue_

protected

current value of the local minimum

Definition at line 108 of file problem.hpp.

functionValue_

Real functionValue_

protected

function and gradient norm values at the currentValue_ (i.e. the last step)

Definition at line 110 of file problem.hpp.

squaredNorm_

Real squaredNorm_

protected

Definition at line 110 of file problem.hpp.

functionEvaluation_

Integer functionEvaluation_

protected

number of evaluation of cost function and its gradient

Definition at line 112 of file problem.hpp.

gradientEvaluation_

Integer gradientEvaluation_

protected

Definition at line 112 of file problem.hpp.