Func Class Reference

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

#include <func.h>

Inheritance diagram for Func:

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Collaboration diagram for Func:

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List of all members.

Public Types
enum	CurvatureType { CONVEX = 1, CONCAVE = 2, LINEAR = CONVEX \| CONCAVE, UNKNOWN = 4, INDEFINITE = 12 }
	Gets the convex shift parameter. More...
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 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

Gets the convex shift parameter.

Parameters:

	lower	Lower bound of the box.
	upper	Upper bound of the box.
	lev	The level.
	offset	Will be added to the shift, if not convex.

Returns:: Convex shift parameters or 0, if function is convex.

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.

int Func::dim ( ) const [inline]

Gives the dimension.

Returns:: The dimension.

See also:: dim_

Definition at line 288 of file func.h.

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.

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.

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.

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

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

Abstract.

Parameters:

x

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.

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.

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

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

Parameters:

x

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.

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.

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.

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.

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.

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.

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

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

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.

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.

Pointer<SparsityInfo> Func::sparsity [protected]

Definition at line 241 of file func.h.

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

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