SepQcFunc Class Reference

A class for a separable QC-function. More...

#include <func.h>

Inheritance diagram for SepQcFunc:

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Collaboration diagram for SepQcFunc:

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List of all members.

Classes
class	VariableIterator
Public Types
enum	ftype { CONSTANT, LINEAR, QUADRATIC, NONQUAD }
	Types of functions. More...
Public Member Functions
	SepQcFunc (int n, Pointer< ostream > out_func_p_=out_out_p, Pointer< ostream > out_func_log_p_=out_log_p)
	Constructor for one block.
	SepQcFunc (const vector< ivector > &block_, Pointer< ostream > out_func_p_=out_out_p, Pointer< ostream > out_func_log_p_=out_log_p)
	Constructor for a block-structure.
	SepQcFunc (Pointer< UserMatrix > A_, Pointer< UserVector< double > > b_=NULL, Pointer< Func > s_=NULL, double c_=0, Pointer< SparsityInfo > sparsity_=NULL, Pointer< ostream > out_func_p_=out_out_p, Pointer< ostream > out_func_log_p_=out_log_p)
	SepQcFunc (const SepQcFunc &f, bool minus_func)
	Copy Constructor with (optional) minus.
	SepQcFunc (const SepQcFunc &f, const UserVector< double > &point, const int degree=2)
	Computes a Taylor approximation.
virtual bool	sparsity_available (int k) const
virtual bool	sparsity_available () const
	To check, whether the sparsity information is set.
virtual SparsityInfo &	get_sparsity (int k)
virtual const SparsityInfo &	get_sparsity (int k) const
virtual SparsityInfo &	get_sparsity ()
virtual void	set_sparsity (int k, Pointer< SparsityInfo > si)
virtual void	set_sparsity ()
bool	compute_sparsity (int block_nr, const vector< dvector > &sample_set, bool replace_if_quadratic=false)
virtual ftype	type (int k)
	The type of the a block of this function.
void	add_var (int index, int bnum)
	Increasing the dimension by adding a variable.
void	addmult (const SepQcFunc &f, double a_=1., double b_=1.)
	Multiplies this function with a double and adds another function, multiplied with another double.
double	eval (const UserVector< double > &x) const
	Computes the value for a UserVector<double>.
double	eval (const UserVector< double > &x, int k) const
	Computes the value of one block for a UserVector<double>, without the constant part.
void	grad (UserVector< double > &g, const UserVector< double > &x) const
	Computes the gradient of this function.
void	grad (UserVector< double > &g, const UserVector< double > &x, int bnum) const
	Computes the gradient of one block for a UserVector<double>.
dvector	grad (const UserVector< double > &x, int bnum) const
int	valgrad (double &val, UserVector< double > &g, const UserVector< double > &x) const
	Computes the value and the gradient for a UserVector<double>.
void	HessMult (UserVector< double > &y, const UserVector< double > &x, const UserVector< double > &z) const
	Computes the product of the Hessian and a UserVector<double>.
void	HessMult (UserVector< double > &y, const UserVector< double > &x, const UserVector< double > &z, int k) const
	Compute the product of one block of the Hessian and a UserVector<double>.
Func::CurvatureType	get_curvature (int k) const
Func::CurvatureType	get_curvature () const
void	set_curvature (int k, Func::CurvatureType ct)
void	set_curvature (Func::CurvatureType ct)
void	print (ostream &out) const
	Prints information about this function.
void	print (ostream &out, vector< Pointer< char > > var_names) const
	Prints this function in a nicer format than the other print.
Public Attributes
vector< Pointer< UserMatrix > >	A
	The matrices of each block.
vector< Pointer< UserVector < double > > >	b
	The vector's of each block.
vector< Pointer< Func > >	s
	The nonlinear, nonquadratic part's of each block.
vector< Func::CurvatureType >	curv_type
	The curvature types of each block.
double	c
	The constant part.
Private Attributes
vector< Pointer< SparsityInfo > >	sparsity_block
Friends
class	Decomposition
ostream &	operator<< (ostream &out, const ftype &ft)

Detailed Description

A class for a separable QC-function.

$f(x)=\sum_i (x_i*A_i*x_i+2b_i*x_i+s_i(x_i)) + c$ .

Definition at line 800 of file func.h.

Member Enumeration Documentation

enum SepQcFunc::ftype

Types of functions.

Enumerator:

CONSTANT
LINEAR
QUADRATIC
NONQUAD

Definition at line 835 of file func.h.

Constructor & Destructor Documentation

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

Constructor for one block.

Parameters:

	n	The size of the first block.
	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 863 of file func.h.

SepQcFunc::SepQcFunc	(	const vector< ivector > &	block_,
		Pointer< ostream >	out_func_p_ = `out_out_p`,
		Pointer< ostream >	out_func_log_p_ = `out_log_p`
	)			`[inline]`

Constructor for a block-structure.

Parameters:

	block_	The block-structure to copy.
	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 872 of file func.h.

SepQcFunc::SepQcFunc	(	Pointer< UserMatrix >	A_,
		Pointer< UserVector< double > >	b_ = `NULL`,
		Pointer< Func >	s_ = `NULL`,
		double	c_ = `0`,
		Pointer< SparsityInfo >	sparsity_ = `NULL`,
		Pointer< ostream >	out_func_p_ = `out_out_p`,
		Pointer< ostream >	out_func_log_p_ = `out_log_p`
	)			`[inline]`

Definition at line 876 of file func.h.

SepQcFunc::SepQcFunc	(	const SepQcFunc &	f,
		bool	minus_func
	)

Copy Constructor with (optional) minus.

Parameters:

	f	The SepQcFunc to copy.
	minus_func_	Indicates, if the function should be multiplied by -1.

SepQcFunc::SepQcFunc	(	const SepQcFunc &	f,
		const UserVector< double > &	point,
		const int	degree = `2`
	)

Computes a Taylor approximation.

Member Function Documentation

virtual bool SepQcFunc::sparsity_available ( int k ) const [inline, virtual]

Definition at line 891 of file func.h.

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

To check, whether the sparsity information is set.

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

Reimplemented from Func.

Definition at line 896 of file func.h.

virtual SparsityInfo& SepQcFunc::get_sparsity ( int k ) [inline, virtual]

Definition at line 898 of file func.h.

virtual const SparsityInfo& SepQcFunc::get_sparsity ( int k ) const [inline, virtual]

Definition at line 902 of file func.h.

virtual SparsityInfo& SepQcFunc::get_sparsity ( ) [inline, virtual]

Reimplemented from Func.

Definition at line 906 of file func.h.

virtual void SepQcFunc::set_sparsity	(	int	k,
		Pointer< SparsityInfo >	si
	)			`[inline, virtual]`

Definition at line 910 of file func.h.

virtual void SepQcFunc::set_sparsity ( ) [virtual]

bool SepQcFunc::compute_sparsity	(	int	block_nr,
		const vector< dvector > &	sample_set,
		bool	replace_if_quadratic = `false`
	)

virtual ftype SepQcFunc::type ( int k ) [inline, virtual]

The type of the a block of this function.

Parameters:

k

The block number.

Returns:: NONQUAD, if s[k] is set, QUADRATIC if only A[k] is set, LINEAR if only b[k] is set, CONSTANT else.

Definition at line 921 of file func.h.

void SepQcFunc::add_var	(	int	index,
		int	bnum
	)

Increasing the dimension by adding a variable.

If you add a variable to an existing block, A and s must be NULL for this block.

Parameters:

	index	Index of variable.
	bnum	The block, where we add the variable to.

void SepQcFunc::addmult	(	const SepQcFunc &	f,
		double	a_ = `1.`,
		double	b_ = `1.`
	)

Multiplies this function with a double and adds another function, multiplied with another double.

So this function will be a*this + b*f.

Parameters:

	f	The function to add.
	a_	The double to multiply this function with, default is 1.
	b_	The double to multiply the given function with, default is 1.

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

Computes the value for a UserVector<double>.

Parameters:

x

The UserVector<double> to compute the value for.

Returns:: The value as double.

Implements Func.

double SepQcFunc::eval	(	const UserVector< double > &	x,
		int	k
	)			const `[inline]`

Computes the value of one block for a UserVector<double>, without the constant part.

Parameters:

	x	The UserVector<double> of k'th block to evaluate.
	k	The block number.

Returns:: The value as double.

Definition at line 954 of file func.h.

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

Computes the gradient of this function.

Parameters:

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

Implements Func.

void SepQcFunc::grad	(	UserVector< double > &	g,
		const UserVector< double > &	x,
		int	bnum
	)			const

Computes the gradient of one block for a UserVector<double>.

Parameters:

	g	The UserVector<double> to store the gradient in.
	x	The UserVector<double> of the k'th block to compute.
	bnum	The block-number.

dvector SepQcFunc::grad	(	const UserVector< double > &	x,
		int	bnum
	)			const `[inline]`

Definition at line 973 of file func.h.

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

Computes the value and the gradient for a UserVector<double>.

Parameters:

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

Returns:: The sum of the return codes over the blocks.

Reimplemented from Func.

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

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

Parameters:

	y	The UserVector<double> to store the result in.
	x	The UserVector<double> to evaluate the Hessian for.
	z	The UserVector<double> to multiply with the Hessian.

Implements Func.

void SepQcFunc::HessMult	(	UserVector< double > &	y,
		const UserVector< double > &	x,
		const UserVector< double > &	z,
		int	k
	)			const

Compute the product of one block of the Hessian and a UserVector<double>.

Parameters:

	y	The UserVector<double> to store the result in.
	x	The UserVector<double> to evaluate the k-th block of the Hessian for.
	z	The UserVector<double> to multiply with the Hessian.
	k	The block number.

Func::CurvatureType SepQcFunc::get_curvature ( int k ) const [inline]

Definition at line 1016 of file func.h.

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

Implements Func.

void SepQcFunc::set_curvature	(	int	k,
		Func::CurvatureType	ct
	)			`[inline]`

Definition at line 1018 of file func.h.

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

Implements Func.

void SepQcFunc::print ( ostream & out ) const [virtual]

Prints information about this function.

Prints the dimension, constant part, block-structure and linear, quadratic and nonquadratic parts.

Parameters:

out

The ostream to print to.

Reimplemented from SepFunc.

void SepQcFunc::print	(	ostream &	out,
		vector< Pointer< char > >	var_names
	)			const

Prints this function in a nicer format than the other print.

Parameters:

	out	The ostream to print to.
	var_names	The variable names.

Friends And Related Function Documentation

friend class Decomposition [friend]

Definition at line 801 of file func.h.

ostream& operator<<	(	ostream &	out,
		const ftype &	ft
	)			`[friend]`

Member Data Documentation

vector<Pointer<SparsityInfo> > SepQcFunc::sparsity_block [private]

Definition at line 803 of file func.h.

vector<Pointer<UserMatrix> > SepQcFunc::A

The matrices of each block.

Definition at line 840 of file func.h.

vector<Pointer<UserVector<double> > > SepQcFunc::b

The vector's of each block.

Definition at line 844 of file func.h.

vector<Pointer<Func> > SepQcFunc::s

The nonlinear, nonquadratic part's of each block.

Definition at line 848 of file func.h.

vector<Func::CurvatureType> SepQcFunc::curv_type

The curvature types of each block.

Definition at line 852 of file func.h.

double SepQcFunc::c

The constant part.

Definition at line 856 of file func.h.

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

func.h

SepQcFunc Class Reference

Classes

Public Types

Public Member Functions

Public Attributes

Private Attributes

Friends

Detailed Description

Member Enumeration Documentation

Constructor & Destructor Documentation

Member Function Documentation

Friends And Related Function Documentation

Member Data Documentation