Func Class Reference

The abstract base class for a function. More...

#include <func.h>

Inheritance diagram for Func:

[legend]Collaboration diagram for Func:


Public Types
	CONVEX = 1
	CONCAVE = 2
	LINEAR = CONVEX \| CONCAVE
	UNKNOWN = 4
	INDEFINITE = 12
enum	CurvatureType { CONVEX = 1, CONCAVE = 2, LINEAR = CONVEX \| CONCAVE, UNKNOWN = 4, INDEFINITE = 12 }
Public Member Functions
	Func (int n=0, Pointer< ostream > out_func_p_=out_out_p, Pointer< ostream > out_func_log_p_=out_log_p)
	(Standard-)Constructor for optional dimension.
virtual	~Func ()
	Virtual Destructor.
int	dim () const
	Gives the dimension.
virtual bool	sparsity_available () const
	To check, whether the sparsity information is set.
virtual const SparsityInfo &	get_sparsity () const
	Gives the sparsity information with read-permissions.
virtual bool	compute_sparsity_pattern (const vector< dvector > &sample_set)
virtual double	eval (const UserVector< double > &x) const =0
	Computes the value of this function for a UserVector<double>.
virtual void	grad (UserVector< double > &g, const UserVector< double > &x) const =0
	Computes the (sub)gradient for a UserVector<double>.
virtual dvector	grad (const dvector &x) const
	Computes the (sub)gradient for a UserVector<double>.
virtual void	HessMult (UserVector< double > &y, const UserVector< double > &x, const UserVector< double > &z) const =0
	Evaluates the product of the Hessian and a UserVector<double>.
virtual dvector	HessMult (const dvector &x, const dvector &z) const
	Evaluates the product of the Hessian and a dvector.
virtual int	valgrad (double &val, UserVector< double > &g, const UserVector< double > &x) const
	Computes the (sub)gradient and the value of this function for a UserVector<double>.
virtual void	add_grad (UserVector< double > &g, const UserVector< double > &x) const
	Add's the (sub)gradient of this function to a UserVector<double>.
virtual void	add_valgrad (double &val, UserVector< double > &g, const UserVector< double > &x) const
	Add's the (sub)gradient and the value of this function to a UserVector<double> and a double.
virtual double	min_eig_hess (const UserVector< double > &x, Param *param=NULL) const
	Gives the minimum eigenvector of the Hessian in point x.
virtual bool	is_interval_compliant () const
	Indicates, whether the function and it's gradient can be evaluated over an interval.
virtual interval< double >	eval (const IntervalVector &x) const
virtual void	grad (IntervalVector &g, const IntervalVector &x) const
virtual int	valgrad (interval< double > &val, IntervalVector &g, const IntervalVector &x) const
virtual void	set_curvature (CurvatureType ct)=0
virtual CurvatureType	get_curvature () const =0
virtual void	print (ostream &out) const
	Print's out the dimension.
Static Public Member Functions
static CurvatureType	add_curvatures (double a1, CurvatureType ct1, double a2, CurvatureType ct2)
static CurvatureType	mult_curvature (double a, CurvatureType ct)
Public Attributes
Pointer< ostream >	out_func_p
	A Pointer to an output-stream for function-relevant output.
Pointer< ostream >	out_func_log_p
	A Pointer to an ostream to print function-relevant logging-information.
Protected Member Functions
virtual SparsityInfo &	get_sparsity ()
Protected Attributes
int	dim_
	The dimension.
Pointer< SparsityInfo >	sparsity
Friends
class	VariableIterator
class	MinusFunc
class	SumFunc
ostream &	operator<< (ostream &out, const Func &a)
	Prints some status information.
ostream &	operator<< (ostream &out, const CurvatureType &ct)

Detailed Description

The abstract base class for a function.

You need to implement the following methods:

double eval(const dvector&)
void grad(dvector&, const dvector&)
void HessMult(dvector&, const dvector&, const dvector&)
- void set_curvature(CurvatureType)
- CurvatureType get_curvature

Definition at line 221 of file func.h.

Member Enumeration Documentation

enum Func::CurvatureType

Enumerator:

CONVEX
CONCAVE
LINEAR
UNKNOWN
INDEFINITE

Definition at line 432 of file func.h.

Constructor & Destructor Documentation

Func::Func	(	int	n = `0`,
		Pointer< ostream >	out_func_p_ = `out_out_p`,
		Pointer< ostream >	out_func_log_p_ = `out_log_p`
	)			`[inline]`

(Standard-)Constructor for optional dimension.

Parameters:

	n	The dimension, default is 0.
	out_func_p_	An ostream to print function-related output to, default is out_out_p.
	out_func_log_p_	An ostream to print function-related logging-output to, default is out_func_p.

Definition at line 276 of file func.h.

virtual Func::~Func ( ) [inline, virtual]

Virtual Destructor.

Definition at line 282 of file func.h.

Member Function Documentation

virtual SparsityInfo& Func::get_sparsity ( ) [inline, protected, virtual]

Reimplemented in MinusFunc, SumFunc, and SepQcFunc.

Definition at line 243 of file func.h.

References sparsity.

Referenced by compute_sparsity_pattern().

int Func::dim ( ) const [inline]

Gives the dimension.

Returns:: The dimension.

See also:: dim_

Definition at line 288 of file func.h.

References dim_.

Referenced by QqpDualFunc::eval(), MinlpPenaltyFunc::print(), SepFunc::print(), print(), amplCon::print(), and amplObj::print().

virtual bool Func::sparsity_available ( ) const [inline, virtual]

To check, whether the sparsity information is set.

Returns:: True, if sparsity information is available. False, else.

Reimplemented in MinusFunc, SumFunc, and SepQcFunc.

Definition at line 293 of file func.h.

References sparsity.

virtual const SparsityInfo& Func::get_sparsity ( ) const [inline, virtual]

Gives the sparsity information with read-permissions.

Reimplemented in MinusFunc, and SumFunc.

Definition at line 297 of file func.h.

References sparsity.

virtual bool Func::compute_sparsity_pattern ( const vector< dvector > & sample_set ) [inline, virtual]

Reimplemented in MinusFunc, and SumFunc.

Definition at line 299 of file func.h.

References SparsityInfo::compute_sparsity_pattern(), and get_sparsity().

virtual double Func::eval ( const UserVector< double > & x ) const [pure virtual]

Computes the value of this function for a UserVector<double>.

Abstract.

Parameters:

The UserVector<double> to compute the value for.

Returns:: The value this(x) as double.

Implemented in amplObj, amplCon, SplitFunc, QqpDualFunc, MinusFunc, SumFunc, SepQcFunc, gamsFunc, Monom, and MinlpPenaltyFunc.

Referenced by add_valgrad(), and valgrad().

virtual void Func::grad	(	UserVector< double > &	g,
		const UserVector< double > &	x
	)			const `[pure virtual]`

Computes the (sub)gradient for a UserVector<double>.

Abstract.

Parameters:

	g	The UserVector<double> to store the result in.
	x	The UserVector<double> to compute the gradient for.

See also:

grad(const dvector&)

valgrad(double&, UserVector<double>&, const UserVector<double>&)

add_grad(UserVector<double>&, UserVector<double>&)

add_valgrad(double&, UserVector<double>&, UserVector<double>&)

Implemented in amplObj, amplCon, SplitFunc, QqpDualFunc, MinusFunc, SumFunc, SepQcFunc, gamsFunc, Monom, and MinlpPenaltyFunc.

Referenced by add_grad(), grad(), and valgrad().

virtual dvector Func::grad ( const dvector & x ) const [inline, virtual]

Computes the (sub)gradient for a UserVector<double>.

Parameters:

The UserVector<double> to compute.

Returns:: The gradient as dvector.

See also:

grad(UserVector<double>&, UserVector<double>&)

add_grad(UserVector<double>&, const UserVector<double>&)

add_valgrad(UserVector<double>&, UserVector<double>&, const UserVector<double>&)

Reimplemented in MinusFunc.

Definition at line 326 of file func.h.

References DenseVector< Type >::dim(), SumFunc::g, and grad().

virtual void Func::HessMult	(	UserVector< double > &	y,
		const UserVector< double > &	x,
		const UserVector< double > &	z
	)			const `[pure virtual]`

Evaluates the product of the Hessian and a UserVector<double>.

Abstract.

Parameters:

	y	The UserVector<double> to store the result in: $y = \nabla^2 f(x) \cdot z$ .
	x	The UserVector<double> to evaluate the Hessian for.
	z	The UserVector<double> to multiply with the Hessian.

See also:: HessMult(const UserVector<double>&, const UserVector<double>&)

Implemented in amplObj, amplCon, SplitFunc, QqpDualFunc, MinusFunc, SumFunc, SepQcFunc, gamsFunc, Monom, and MinlpPenaltyFunc.

Referenced by HessMult().

virtual dvector Func::HessMult	(	const dvector &	x,
		const dvector &	z
	)			const `[inline, virtual]`

Evaluates the product of the Hessian and a dvector.

Parameters:

	x	The dvector to evaluate the Hessian for.
	z	The dvector to multiply with the Hessian.

Returns:: The result as a dvector: $\nabla^2 f(x) \cdot z$ .

See also:: HessMult(UserVector<double>&, const UserVector<double>&, const UserVector<double>&)

Reimplemented in MinusFunc.

Definition at line 347 of file func.h.

References HessMult(), and UserVector< Type >::size().

virtual int Func::valgrad	(	double &	val,
		UserVector< double > &	g,
		const UserVector< double > &	x
	)			const `[inline, virtual]`

Computes the (sub)gradient and the value of this function for a UserVector<double>.

Parameters:

	val	The double to store the value this(x).
	g	The UserVector<double> to store the gradient.
	x	The UserVector<double> to compute the gradient and value for.

Returns:: 0, if all went right.

See also:

grad(UserVector<double>&, const UserVector<double>&)

add_grad(UserVector<double>&, const UserVector<double>&)

add_valgrad(UserVector<double>&, UserVector<double>&, const UserVector<double>&)

Reimplemented in QqpDualFunc, SumFunc, SepQcFunc, gamsFunc, and MinlpPenaltyFunc.

Definition at line 362 of file func.h.

References eval(), SumFunc::g, and grad().

Referenced by eval(), and grad().

virtual void Func::add_grad	(	UserVector< double > &	g,
		const UserVector< double > &	x
	)			const `[inline, virtual]`

Add's the (sub)gradient of this function to a UserVector<double>.

Parameters:

	g	The UserVector<double> to add the gradient to.
	x	The UserVector<double> to compute the gradient for.

See also:

grad(UserVector<double>&, const UserVector<double>&)

valgrad(double&, dvector&, const dvector&)

add_valgrad(double&, dvector&, const dvector&)

Definition at line 375 of file func.h.

References SumFunc::g, and grad().

Referenced by add_valgrad().

virtual void Func::add_valgrad	(	double &	val,
		UserVector< double > &	g,
		const UserVector< double > &	x
	)			const `[inline, virtual]`

Add's the (sub)gradient and the value of this function to a UserVector<double> and a double.

Parameters:

	val	The double to add the value to.
	g	The UserVector<double> to add the gradient to.
	x	The UserVector<double> to compute the value and the gradient for.

See also:: eval(const UserVector<double>&)
add_grad(UserVector<double>&, const UserVector<double>&)

Definition at line 388 of file func.h.

References add_grad(), eval(), and SumFunc::g.

virtual double Func::min_eig_hess	(	const UserVector< double > &	x,
		Param *	param = `NULL`
	)			const `[virtual]`

Gives the minimum eigenvector of the Hessian in point x.

Parameters:

	x	The dvector to compute the Hessian for.
	param	Optional parameters for eigenvalue computation.

Returns:: The minimum eigenvector of the Hessian.

virtual bool Func::is_interval_compliant ( ) const [inline, virtual]

Indicates, whether the function and it's gradient can be evaluated over an interval.

Reimplemented in SplitFunc, MinusFunc, SumFunc, SepQcFunc, and gamsFunc.

Definition at line 412 of file func.h.

virtual interval<double> Func::eval ( const IntervalVector & x ) const [inline, virtual]

Reimplemented in SplitFunc, MinusFunc, SumFunc, SepQcFunc, and gamsFunc.

Definition at line 414 of file func.h.

References SumFunc::g, and valgrad().

virtual void Func::grad	(	IntervalVector &	g,
		const IntervalVector &	x
	)			const `[inline, virtual]`

Reimplemented in SplitFunc, MinusFunc, SumFunc, and SepQcFunc.

Definition at line 421 of file func.h.

References valgrad().

virtual int Func::valgrad	(	interval< double > &	val,
		IntervalVector &	g,
		const IntervalVector &	x
	)			const `[inline, virtual]`

Reimplemented in SplitFunc, MinusFunc, SumFunc, SepQcFunc, and gamsFunc.

Definition at line 426 of file func.h.

References out_err.

virtual void Func::set_curvature ( CurvatureType ct ) [pure virtual]

Implemented in SumFunc, and SepQcFunc.

virtual CurvatureType Func::get_curvature ( ) const [pure virtual]

Implemented in amplObj, amplCon, SplitFunc, DualFunc, MinusFunc, SumFunc, SepQcFunc, gamsFunc, Monom, and MinlpPenaltyFunc.

static CurvatureType Func::add_curvatures	(	double	a1,
		CurvatureType	ct1,
		double	a2,
		CurvatureType	ct2
	)			`[static]`

static CurvatureType Func::mult_curvature	(	double	a,
		CurvatureType	ct
	)			`[static]`

virtual void Func::print ( ostream & out ) const [inline, virtual]

Print's out the dimension.

Parameters:

out

The ostream to print to.

See also:: dim()

Reimplemented in amplObj, amplCon, SplitFunc, QqpDualFunc, MinusFunc, SumFunc, SepFunc, SepQcFunc, gamsFunc, Monom, and MinlpPenaltyFunc.

Definition at line 446 of file func.h.

References dim().

Friends And Related Function Documentation

friend class VariableIterator [friend]

Definition at line 230 of file func.h.

friend class MinusFunc [friend]

Definition at line 233 of file func.h.

friend class SumFunc [friend]

Definition at line 234 of file func.h.

ostream& operator<<	(	ostream &	out,
		const Func &	a
	)			`[friend]`

Prints some status information.

Calls a.print(out).

Parameters:

	out	The ostream to print to.
	a	The Func to print.

Returns:: The ostream.

See also:: print(ostream &)

Definition at line 229 of file func.h.

ostream& operator<<	(	ostream &	out,
		const CurvatureType &	ct
	)			`[friend]`

Member Data Documentation

int Func::dim_ [protected]

The dimension.

Definition at line 239 of file func.h.

Referenced by dim(), and SepFunc::set_dim().

Pointer<SparsityInfo> Func::sparsity [protected]

Definition at line 241 of file func.h.

Referenced by amplCon::amplCon(), amplObj::amplObj(), gamsFunc::gamsFunc(), SepQcFunc::get_sparsity(), SumFunc::get_sparsity(), MinusFunc::get_sparsity(), get_sparsity(), SepQcFunc::SepQcFunc(), SepQcFunc::sparsity_available(), SumFunc::sparsity_available(), MinusFunc::sparsity_available(), sparsity_available(), SplitFunc::SplitFunc(), and SumFunc::SumFunc().

Pointer<ostream> Func::out_func_p

A Pointer to an output-stream for function-relevant output.

Set in the constructor, default is out_out_p.

See also:: out_func

Definition at line 250 of file func.h.

Pointer<ostream> Func::out_func_log_p

A Pointer to an ostream to print function-relevant logging-information.

Set in the constructor, default is out_log_p.

See also:: out_func_log

Definition at line 262 of file func.h.

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

func.h

Generated on Tue Oct 21 03:12:25 2008 for LaGO by

1.4.7

Func Class Reference

Public Types

Public Member Functions

Static Public Member Functions

Public Attributes

Protected Member Functions

Protected Attributes

Friends

Detailed Description

Member Enumeration Documentation

Constructor & Destructor Documentation

Member Function Documentation

Friends And Related Function Documentation

Member Data Documentation