NLP second order information interface class {abstract}. More...

#include <NLPInterfacePack_NLPSecondOrder.hpp>

Inheritance diagram for NLPInterfacePack::NLPSecondOrder:

Classes
struct	SecondOrderInfo
	Struct for zero, first and second order quantities (pointers) More...
Public Types
typedef Teuchos::RCP< const Teuchos::AbstractFactory < MatrixSymOp > >	mat_sym_fcty_ptr_t

Protected Member Functions
const SecondOrderInfo	second_order_info () const
	Return objective gradient and zero order information.
Constructors
	NLPSecondOrder ()
	Initialize to no reference set to calculation quanities.
NLP initialization
void	initialize (bool test_setup)
	Initialize the NLP for its first use.
Matrix factory objects
virtual const mat_sym_fcty_ptr_t	factory_HL () const =0
	Return a matrix factory object for creating `HL`.
<<std aggr>> members for the Hessian of the Lagrangian HL
virtual void	set_HL (MatrixSymOp *HL)
	Set a pointer to a matrix object to be updated when `this->calc_HL()` is called.
virtual MatrixSymOp *	get_HL ()
	Return pointer passed to `this->set_HL()`.
virtual MatrixSymOp &	HL ()
	Returns non-`const` `*this->get_HL()`.
virtual const MatrixSymOp &	HL () const
	Returns `const` `*this->get_HL()`.
Unset calculation quantities
void	unset_quantities ()
	Call to unset all storage quantities (both in this class and all subclasses).
Calculation Members
virtual void	calc_HL (const Vector &x, const Vector *lambda, bool newpoint=true) const
	Update the matrix for `HL` at the point `x`, `lambda`, `lambdaI` and put it in the stored reference.
Number of function evaluations
virtual size_type	num_HL_evals () const
	Number of Hessian evaluations.
Protected methods to be overridden by subclasses
virtual void	imp_calc_HL (const Vector &x, const Vector *lambda, bool newpoint, const SecondOrderInfo &second_order_info) const =0
	Overridden to compute `Gc(x)` and perhaps `Gf(x)`, `f(x)` and `c(x)`.

Detailed Description

NLP second order information interface class {abstract}.

Overview:

This class adds second order inforamtion to the first order information and basic information given in the NLPFirstOrder and base interfaces.

Specifically the Hesssian of the Lagrangian is defined as:


 HL = Hf + sum( Hc(j) * lambda(j), j = 1...m )

Where:

Hf is the hessian of the objective function f(x)
Hc(j) is the hessian of the jth equality constriant c_j(x)
lambda is the vector of lagrange multipliers for the equality constraints c(x)

Client Usage:

ToDo: Finish Documentation!

Subclass developer's notes:

ToDo: Finish Documentation!

Definition at line 77 of file NLPInterfacePack_NLPSecondOrder.hpp.

Member Typedef Documentation

typedef Teuchos::RCP< const Teuchos::AbstractFactory<MatrixSymOp> > NLPInterfacePack::NLPSecondOrder::mat_sym_fcty_ptr_t

Definition at line 82 of file NLPInterfacePack_NLPSecondOrder.hpp.

Constructor & Destructor Documentation

NLPInterfacePack::NLPSecondOrder::NLPSecondOrder ( )

Initialize to no reference set to calculation quanities.

Definition at line 53 of file NLPInterfacePack_NLPSecondOrder.cpp.

Member Function Documentation

void NLPInterfacePack::NLPSecondOrder::initialize ( bool test_setup ) [virtual]

Initialize the NLP for its first use.

This function implementation should be called by subclass implementations in order to reset counts for f(x), c(x), h(x), Gf(x), Gc(x), Gh(x) and HL(x) evaluations. This implementation calls this->NLPFirstOrder::initialize()

Postconditions:

See NLPFirstOrder::initialize()
this->num_HL_evals() == 0

Reimplemented from NLPInterfacePack::NLPFirstOrder.

Definition at line 58 of file NLPInterfacePack_NLPSecondOrder.cpp.

virtual const mat_sym_fcty_ptr_t NLPInterfacePack::NLPSecondOrder::factory_HL ( ) const [pure virtual]

Return a matrix factory object for creating HL.

The returned matrix object may not support the creation of any sub-matrix spaces (i.e. return->sub_space(rrng,crng).get() == NULL for all rrng and crng).

void NLPInterfacePack::NLPSecondOrder::set_HL ( MatrixSymOp * HL ) [virtual]

Set a pointer to a matrix object to be updated when this->calc_HL() is called.

Parameters:

HL	[in] Pointer to Hessian of the Lagrangian matrix. May be `NULL`.

Preconditions:

this->is_initialized() == true (throw NotInitialized)

Postconditions:

this->get_HL() == HL

Definition at line 65 of file NLPInterfacePack_NLPSecondOrder.cpp.

MatrixSymOp * NLPInterfacePack::NLPSecondOrder::get_HL ( ) [virtual]

Return pointer passed to this->set_HL().

Preconditions:

this->is_initialized() == true (throw NotInitialized)

Definition at line 70 of file NLPInterfacePack_NLPSecondOrder.cpp.

MatrixSymOp & NLPInterfacePack::NLPSecondOrder::HL ( ) [virtual]

Returns non-const *this->get_HL().

Preconditions:

this->is_initialized() == true (throw NotInitialized)
this->get_HL() != NULL (throw NoRefSet)

Definition at line 75 of file NLPInterfacePack_NLPSecondOrder.cpp.

const MatrixSymOp & NLPInterfacePack::NLPSecondOrder::HL ( ) const [virtual]

Returns const *this->get_HL().

Preconditions:

this->is_initialized() == true (throw NotInitialized)
this->get_HL() != NULL (throw NoRefSet)

Definition at line 80 of file NLPInterfacePack_NLPSecondOrder.cpp.

void NLPInterfacePack::NLPSecondOrder::unset_quantities ( ) [virtual]

Call to unset all storage quantities (both in this class and all subclasses).

Preconditions:

this->is_initialized() == true (throw NotInitialized)

Postconditions:

See NLPFirstOrder::unset_quantities()
this->get_HL() == NULL

This method must be called by all subclasses that override it.

Reimplemented from NLPInterfacePack::NLPFirstOrder.

Definition at line 85 of file NLPInterfacePack_NLPSecondOrder.cpp.

void NLPInterfacePack::NLPSecondOrder::calc_HL	(	const Vector &	x,
		const Vector *	lambda,
		bool	newpoint = `true`
	)		const `[virtual]`

Update the matrix for HL at the point x, lambda, lambdaI and put it in the stored reference.

The referenced storage for f, c, Gf and Gc may also be changed but are not guarentied to be. But no other quanities from possible subclasses are allowed to be updated as a side effect.

Parameters:

x	[in] Unknown primal variables
lambda	[in] Lagrange muitipliers for equality constriants. If `m() == 0` then `lambda` must be `NULL`. However, if `m() > 0` then `lambda == NULL` is still allowed and is treated as `lambda = 0`.
newpoint	[in] (default `true`) If `false`, the values in `x`, `lambda` and `lambdaI` are the same as the last call to `this->calc_HL()`. If `true`, then this is a new point.

Preconditions:

this->is_initialized() == true (throw NotInitialized)
x.space().is_compatible(*this->space_x()) == true (throw VectorSpace::IncompatibleVectorSpaces)
this->get_HL() != NULL (throw NoRefSet)
[this->m() == 0] lambda == NULL (throw std::invalid_argument)
[this->m() != 0 && lambda != 0] lambda->space().is_compatible(*this->space_c()) == true) (throw std::invalid_argument)

Postconditions:

this->HL() is updated to HL(x)

Definition at line 93 of file NLPInterfacePack_NLPSecondOrder.cpp.

size_type NLPInterfacePack::NLPSecondOrder::num_HL_evals ( ) const [virtual]

Number of Hessian evaluations.

This function can be called to find out how many evaluations the client requested since initialize() was called.

Definition at line 104 of file NLPInterfacePack_NLPSecondOrder.cpp.

const NLPSecondOrder::SecondOrderInfo NLPInterfacePack::NLPSecondOrder::second_order_info ( ) const [inline, protected]

Return objective gradient and zero order information.

Definition at line 311 of file NLPInterfacePack_NLPSecondOrder.hpp.

virtual void NLPInterfacePack::NLPSecondOrder::imp_calc_HL	(	const Vector &	x,
		const Vector *	lambda,
		bool	newpoint,
		const SecondOrderInfo &	second_order_info
	)		const `[protected, pure virtual]`

Overridden to compute Gc(x) and perhaps Gf(x), f(x) and c(x).

Parameters:

x	[in] Unknown vector (size n).
lambda	[in] Lagrange multipliers for equality constraints c(x). Must be `NULL` if `m() == 0`. If `NULL`, then treated as `lambda = 0`.
newpoint	[in] (default `true`) If `false`, the values in `x`, `lambda` and `lambdaI` are the same as the last call to `this->calc_HL()`. If `true`, then this is a new point.
second_order_info	[out] Pointers to `HL`, `Gc`, `Gh`, `Gf`, `f`, `c` and `h` On output `second_order_info.HL` is updated to HL(x)*. Any of the other objects pointed to in `second_order_info` may also be updated but are not guaranteed to be.

Preconditions:

x.space().is_compatible(*this->space_x()) (throw IncompatibleType)
second_order_info.HL != NULL (throw std::invalid_argument)

Postconditions:

*second_order_info.HL is updated to HL(x).

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

Classes

Public Types

Protected Member Functions

Constructors

NLP initialization

Matrix factory objects

<<std aggr>> members for the Hessian of the Lagrangian HL

Unset calculation quantities

Calculation Members

Number of function evaluations

Protected methods to be overridden by subclasses

Detailed Description

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation