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1 /* |
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3 Copyright (C) 1996 John W. Eaton |
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4 |
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5 This file is part of Octave. |
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6 |
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7 Octave is free software; you can redistribute it and/or modify it |
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8 under the terms of the GNU General Public License as published by the |
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9 Free Software Foundation; either version 2, or (at your option) any |
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10 later version. |
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11 |
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12 Octave is distributed in the hope that it will be useful, but WITHOUT |
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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15 for more details. |
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16 |
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17 You should have received a copy of the GNU General Public License |
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18 along with Octave; see the file COPYING. If not, write to the Free |
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19 Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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20 |
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21 */ |
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22 |
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23 #if !defined (octave_NPSOL_h) |
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24 #define octave_NPSOL_h 1 |
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25 |
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26 #if defined (__GNUG__) |
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27 #pragma interface |
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28 #endif |
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29 |
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30 #ifndef NPSOL_MISSING |
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31 |
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32 #include <cfloat> |
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33 #include <cmath> |
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34 |
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35 #include <string> |
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36 |
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37 #include "dColVector.h" |
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38 #include "NLP.h" |
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39 |
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40 class |
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41 NPSOL_options |
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42 { |
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43 public: |
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44 |
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45 NPSOL_options (void) { init (); } |
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46 |
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47 NPSOL_options (const NPSOL_options& opt) { set_options (opt); } |
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48 |
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49 NPSOL_options& operator = (const NPSOL_options& opt) |
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50 { |
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51 if (this != &opt) |
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52 set_options (opt); |
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53 |
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54 return *this; |
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55 } |
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56 |
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57 ~NPSOL_options (void) { } |
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58 |
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59 void init (void); |
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60 |
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61 void set_default_options (void) { init (); } |
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62 |
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63 void set_options (const NPSOL_options& opt); |
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64 |
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65 // XXX FIXME XXX -- is this a good idea? |
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66 |
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67 // Passing invalid values to the set_* functions will result in |
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68 // setting the default option. |
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69 |
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70 void set_central_difference_interval (double val) |
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71 { x_central_difference_interval = (val > 0.0) ? val : -1.0; } |
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72 |
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73 void set_crash_tolerance (double val) |
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74 { x_crash_tolerance = (val >= 0.0) ? val : 0.1; } |
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75 |
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76 void set_difference_interval (double val) |
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77 { x_difference_interval = (val > 0.0) ? val : -1.0; } |
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78 |
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79 void set_function_precision (double val) |
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80 { x_function_precision = (val > 0.0) ? val : ::pow (DBL_EPSILON, 0.9); } |
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81 |
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82 void set_infinite_bound (double val) |
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83 { x_infinite_bound = (val > 0.0) ? val : 1.0e+30; } |
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84 |
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85 void set_infinite_step (double val) |
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86 { x_infinite_step = (val > 0.0) ? val : 1.0e+30; } |
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87 |
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88 void set_linear_feasibility_tolerance (double val) |
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89 { |
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90 x_linear_feasibility_tolerance |
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91 = (val > 0.0) ? val : ::sqrt (DBL_EPSILON); |
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92 } |
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93 |
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94 void set_linesearch_tolerance (double val) |
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95 { x_linesearch_tolerance = (val >= 0.0 && val < 1.0) ? val : 0.9; } |
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96 |
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97 void set_nonlinear_feasibility_tolerance (double val) |
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98 { |
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99 x_nonlinear_feasibility_tolerance |
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100 = (val > 0.0) ? val : ::sqrt (DBL_EPSILON); |
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101 } |
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102 |
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103 void set_optimality_tolerance (double val) |
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104 { x_optimality_tolerance = (val > 0.0) ? val : ::pow (DBL_EPSILON, 0.8); } |
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105 |
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106 void set_derivative_level (int val) |
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107 { x_derivative_level = (val >= 0 && val < 4) ? val : 0; } |
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108 |
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109 void set_major_iteration_limit (int val) |
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110 { x_major_iteration_limit = (val > 0) ? val : -1; } |
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111 |
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112 void set_minor_iteration_limit (int val) |
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113 { x_minor_iteration_limit = (val > 0) ? val : -1; } |
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114 |
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115 void set_major_print_level (int val) |
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116 { x_major_print_level = (val >= 0) ? val : -1; } |
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117 |
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118 void set_minor_print_level (int val) |
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119 { x_minor_print_level = (val >= 0) ? val : -1; } |
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120 |
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121 void set_start_objective_check (int val) |
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122 { x_start_objective_check = (val >= 0) ? val : -1; } |
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123 |
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124 void set_start_constraint_check (int val) |
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125 { x_start_constraint_check = (val >= 0) ? val : -1; } |
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126 |
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127 void set_stop_objective_check (int val) |
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128 { x_stop_objective_check = (val >= 0) ? val : -1; } |
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129 |
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130 void set_stop_constraint_check (int val) |
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131 { x_stop_constraint_check = (val >= 0) ? val : -1; } |
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132 |
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133 void set_verify_level (int val) |
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134 { |
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135 x_verify_level |
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136 = ((val > -1 && val < 4) || (val > 9 && val < 14)) ? val : 0; |
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137 } |
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138 |
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139 double central_difference_interval (void) const |
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140 { return x_central_difference_interval; } |
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141 |
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142 double crash_tolerance (void) const |
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143 { return x_crash_tolerance; } |
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144 |
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145 double difference_interval (void) const |
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146 { return x_difference_interval; } |
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147 |
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148 double function_precision (void) const |
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149 { return x_function_precision; } |
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150 |
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151 double infinite_bound (void) const |
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152 { return x_infinite_bound; } |
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153 |
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154 double infinite_step (void) const |
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155 { return x_infinite_step; } |
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156 |
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157 double linear_feasibility_tolerance (void) const |
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158 { return x_linear_feasibility_tolerance; } |
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159 |
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160 double linesearch_tolerance (void) const |
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161 { return x_linesearch_tolerance; } |
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162 |
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163 double nonlinear_feasibility_tolerance (void) const |
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164 { return x_nonlinear_feasibility_tolerance; } |
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165 |
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166 double optimality_tolerance (void) const |
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167 { return x_optimality_tolerance; } |
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168 |
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169 int derivative_level (void) const |
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170 { return x_derivative_level; } |
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171 |
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172 int major_iteration_limit (void) const |
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173 { return x_major_iteration_limit; } |
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174 |
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175 int minor_iteration_limit (void) const |
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176 { return x_minor_iteration_limit; } |
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177 |
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178 int major_print_level (void) const |
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179 { return x_major_print_level; } |
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180 |
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181 int minor_print_level (void) const |
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182 { return x_minor_print_level; } |
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183 |
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184 int start_objective_check (void) const |
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185 { return x_start_objective_check; } |
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186 |
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187 int start_constraint_check (void) const |
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188 { return x_start_constraint_check; } |
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189 |
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190 int stop_objective_check (void) const |
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191 { return x_stop_objective_check; } |
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192 |
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193 int stop_constraint_check (void) const |
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194 { return x_stop_constraint_check; } |
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195 |
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196 int verify_level (void) const |
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197 { return x_verify_level; } |
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198 |
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199 protected: |
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200 |
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201 void pass_options_to_npsol (void); |
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202 |
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203 void set_option (const string& key, int opt); |
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204 void set_option (const string& key, double opt); |
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205 |
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206 void set_option (const char *key, int opt) |
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207 { set_option (string (key), opt); } |
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208 |
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209 void set_option (const char *key, double opt) |
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210 { set_option (string (key), opt); } |
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211 |
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212 private: |
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213 |
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214 double x_central_difference_interval; |
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215 double x_crash_tolerance; |
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216 double x_difference_interval; |
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217 double x_function_precision; |
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218 double x_infinite_bound; |
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219 double x_infinite_step; |
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220 double x_linear_feasibility_tolerance; |
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221 double x_linesearch_tolerance; |
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222 double x_nonlinear_feasibility_tolerance; |
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223 double x_optimality_tolerance; |
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224 |
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225 int x_derivative_level; |
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226 int x_major_iteration_limit; |
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227 int x_minor_iteration_limit; |
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228 int x_major_print_level; |
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229 int x_minor_print_level; |
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230 int x_start_objective_check; |
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231 int x_start_constraint_check; |
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232 int x_stop_objective_check; |
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233 int x_stop_constraint_check; |
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234 int x_verify_level; |
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235 }; |
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236 |
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237 class |
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238 NPSOL : public NLP, public NPSOL_options |
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239 { |
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240 public: |
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241 |
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242 NPSOL (void) |
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243 : NLP (), NPSOL_options () { } |
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244 |
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245 NPSOL (const ColumnVector& x, const Objective& phi) |
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246 : NLP (x, phi), NPSOL_options () { } |
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247 |
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248 NPSOL (const ColumnVector& x, const Objective& phi, const Bounds& b) |
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249 : NLP (x, phi, b), NPSOL_options () { } |
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250 |
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251 NPSOL (const ColumnVector& x, const Objective& phi, const Bounds& b, |
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252 const LinConst& lc) |
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253 : NLP (x, phi, b, lc), NPSOL_options () { } |
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254 |
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255 NPSOL (const ColumnVector& x, const Objective& phi, const Bounds& b, |
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256 const LinConst& lc, const NLConst& nlc) |
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257 : NLP (x, phi, b, lc, nlc), NPSOL_options () { } |
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258 |
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259 NPSOL (const ColumnVector& x, const Objective& phi, const LinConst& lc) |
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260 : NLP (x, phi, lc), NPSOL_options () { } |
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261 |
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262 NPSOL (const ColumnVector& x, const Objective& phi, const LinConst& lc, |
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263 const NLConst& nlc) |
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264 : NLP (x, phi, lc, nlc), NPSOL_options () { } |
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265 |
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266 NPSOL (const ColumnVector& x, const Objective& phi, |
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267 const NLConst& nlc) |
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268 : NLP (x, phi, nlc), NPSOL_options () { } |
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269 |
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270 NPSOL (const ColumnVector& x, const Objective& phi, const Bounds& b, |
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271 const NLConst& nlc) |
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272 : NLP (x, phi, b, nlc), NPSOL_options () { } |
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273 |
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274 NPSOL (const NPSOL& a) |
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275 : NLP (a), NPSOL_options () { } |
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276 |
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277 NPSOL& operator = (const NPSOL& a) |
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278 { |
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279 if (this != &a) |
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280 { |
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281 NLP::operator = (a); |
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282 NPSOL_options::operator = (a); |
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283 } |
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284 return *this; |
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285 } |
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286 |
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287 ~NPSOL (void) { } |
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288 |
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289 ColumnVector do_minimize (double& objf, int& inform, ColumnVector& lambda); |
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290 |
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291 private: |
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292 |
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293 int attempt; |
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294 }; |
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295 |
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296 // XXX FIXME XXX -- would be nice to not have to have this global |
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297 // variable. |
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298 // Nonzero means an error occurred in the calculation of the objective |
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299 // function, and the user wants us to quit. |
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300 extern int npsol_objective_error; |
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301 |
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302 #endif |
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303 #endif |
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304 |
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305 /* |
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306 ;;; Local Variables: *** |
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307 ;;; mode: C++ *** |
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308 ;;; End: *** |
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309 */ |
