Couenne::ExprHess Class Reference

expression matrices. More...

#include <CouenneExprHess.hpp>

Collaboration diagram for Couenne::ExprHess:
Collaboration graph
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List of all members.

Public Member Functions

 ExprHess ()
 empty constructor
 ExprHess (CouenneProblem *)
 code for refilling jacobian
 ExprHess (const ExprHess &)
 copy constructor
ExprHessoperator= (const ExprHess &)
 code for refilling jacobian
ExprHessclone ()
 Cloning operator.
 ~ExprHess ()
 Destructor.
int nnz ()
int * iRow ()
int * jCol ()
int * numL ()
int ** lamI ()
expression *** expr ()

Private Attributes

int nnz_
 number of (symbolic) nonzeroes
int * iRow_
 row indices (read this way by eval_h)
int * jCol_
 col indices
int * numL_
 There are m+1 (m constraints + 1 obj) components:.
int ** lamI_
 vector of indices in the lambda vector whose constraint has nonzero entry in this position of the hessian
expression *** expr_
 list of lists of pointers to expression

Detailed Description

expression matrices.

Used to evaluate the Hessian of the Lagrangian function at an optimal solution of the NLP

Definition at line 21 of file CouenneExprHess.hpp.


Constructor & Destructor Documentation

ExprHess::ExprHess (  ) 

empty constructor

Definition at line 22 of file CouenneExprHess.cpp.

ExprHess::ExprHess ( CouenneProblem p  ) 

code for refilling jacobian

for each j in (obj,con) create j->deplist()

for each variable i create dense row for each j in (obj,con) for k in j->deplist(): k<=i if d^2(j)/(di dj) nonzero add term to list [i,j] sparsify row

for each variable, fill a row of the hessian

fill term for objective

Definition at line 111 of file CouenneExprHess.cpp.

ExprHess::ExprHess ( const ExprHess rhs  ) 

copy constructor

Definition at line 33 of file CouenneExprHess.cpp.

ExprHess::~ExprHess (  ) 

Destructor.

Definition at line 74 of file CouenneExprHess.cpp.


Member Function Documentation

ExprHess & ExprHess::operator= ( const ExprHess rhs  ) 

code for refilling jacobian

Definition at line 38 of file CouenneExprHess.cpp.

ExprHess * ExprHess::clone (  ) 

Cloning operator.

Definition at line 69 of file CouenneExprHess.cpp.

int Couenne::ExprHess::nnz (  )  [inline]

Definition at line 63 of file CouenneExprHess.hpp.

int* Couenne::ExprHess::iRow (  )  [inline]

Definition at line 64 of file CouenneExprHess.hpp.

int* Couenne::ExprHess::jCol (  )  [inline]

Definition at line 65 of file CouenneExprHess.hpp.

int* Couenne::ExprHess::numL (  )  [inline]

Definition at line 66 of file CouenneExprHess.hpp.

int** Couenne::ExprHess::lamI (  )  [inline]

Definition at line 67 of file CouenneExprHess.hpp.

expression*** Couenne::ExprHess::expr (  )  [inline]

Definition at line 69 of file CouenneExprHess.hpp.


Member Data Documentation

int Couenne::ExprHess::nnz_ [private]

number of (symbolic) nonzeroes

Definition at line 25 of file CouenneExprHess.hpp.

int* Couenne::ExprHess::iRow_ [private]

row indices (read this way by eval_h)

Definition at line 26 of file CouenneExprHess.hpp.

int* Couenne::ExprHess::jCol_ [private]

col indices

Definition at line 27 of file CouenneExprHess.hpp.

int* Couenne::ExprHess::numL_ [private]

There are m+1 (m constraints + 1 obj) components:.

$ \nabla^2 \mathcal L (x,\lambda) = \nabla^2 f(x) + \lambda^\top \nabla^2 g(x) $

Implementing a FP requires adding one for gg', the gradient again being set up at the beginning (at least its expression members are known).

This can simply be hacked by the FP itself. Same for the changed hessian, simply replace the CouenneProblem's objective with sum (objective, norm)

Actually, we could do the gg' trick by replacing the objective with sum (objective, norm, gg') size of each lamI_

Definition at line 44 of file CouenneExprHess.hpp.

int** Couenne::ExprHess::lamI_ [private]

vector of indices in the lambda vector whose constraint has nonzero entry in this position of the hessian

Definition at line 46 of file CouenneExprHess.hpp.

list of lists of pointers to expression

Definition at line 50 of file CouenneExprHess.hpp.


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

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