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