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1 // NPSOL.h -*- C++ -*- |
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2 /* |
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3 |
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4 Copyright (C) 1992, 1993, 1994, 1995 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 "dColVector.h" |
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34 #include "NLP.h" |
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35 |
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36 class NPSOL_options |
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37 { |
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38 public: |
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39 |
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40 NPSOL_options (void); |
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41 NPSOL_options (const NPSOL_options& opt); |
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42 |
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43 NPSOL_options& operator = (const NPSOL_options& opt); |
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44 |
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45 ~NPSOL_options (void); |
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46 |
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47 void init (void); |
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48 void copy (const NPSOL_options& opt); |
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49 |
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50 void set_default_options (void); |
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51 |
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52 void set_central_difference_interval (double val); |
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53 void set_crash_tolerance (double val); |
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54 void set_difference_interval (double val); |
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55 void set_function_precision (double val); |
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56 void set_infinite_bound (double val); |
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57 void set_infinite_step (double val); |
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58 void set_linear_feasibility_tolerance (double val); |
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59 void set_linesearch_tolerance (double val); |
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60 void set_nonlinear_feasibility_tolerance (double val); |
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61 void set_optimality_tolerance (double val); |
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62 |
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63 void set_derivative_level (int val); |
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64 void set_major_iteration_limit (int val); |
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65 void set_minor_iteration_limit (int val); |
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66 void set_major_print_level (int val); |
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67 void set_minor_print_level (int val); |
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68 void set_start_objective_check (int val); |
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69 void set_start_constraint_check (int val); |
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70 void set_stop_objective_check (int val); |
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71 void set_stop_constraint_check (int val); |
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72 void set_verify_level (int val); |
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73 |
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74 double central_difference_interval (void) const; |
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75 double crash_tolerance (void) const; |
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76 double difference_interval (void) const; |
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77 double function_precision (void) const; |
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78 double infinite_bound (void) const; |
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79 double infinite_step (void) const; |
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80 double linear_feasibility_tolerance (void) const; |
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81 double linesearch_tolerance (void) const; |
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82 double nonlinear_feasibility_tolerance (void) const; |
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83 double optimality_tolerance (void) const; |
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84 |
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85 int derivative_level (void) const; |
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86 int major_iteration_limit (void) const; |
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87 int minor_iteration_limit (void) const; |
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88 int major_print_level (void) const; |
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89 int minor_print_level (void) const; |
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90 int start_objective_check (void) const; |
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91 int start_constraint_check (void) const; |
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92 int stop_objective_check (void) const; |
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93 int stop_constraint_check (void) const; |
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94 int verify_level (void) const; |
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95 |
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96 protected: |
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97 |
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98 void pass_options_to_npsol (void); |
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99 |
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100 void set_option (const char *key, int opt); |
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101 void set_option (const char *key, double opt); |
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102 |
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103 private: |
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104 |
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105 double x_central_difference_interval; |
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106 double x_crash_tolerance; |
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107 double x_difference_interval; |
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108 double x_function_precision; |
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109 double x_infinite_bound; |
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110 double x_infinite_step; |
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111 double x_linear_feasibility_tolerance; |
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112 double x_linesearch_tolerance; |
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113 double x_nonlinear_feasibility_tolerance; |
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114 double x_optimality_tolerance; |
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115 int x_derivative_level; |
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116 int x_major_iteration_limit; |
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117 int x_minor_iteration_limit; |
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118 int x_major_print_level; |
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119 int x_minor_print_level; |
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120 int x_start_objective_check; |
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121 int x_start_constraint_check; |
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122 int x_stop_objective_check; |
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123 int x_stop_constraint_check; |
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124 int x_verify_level; |
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125 }; |
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126 |
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127 class NPSOL : public NLP, public NPSOL_options |
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128 { |
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129 public: |
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130 |
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131 NPSOL (void) : NLP () { } |
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132 |
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133 NPSOL (const ColumnVector& x, const Objective& phi) : NLP (x, phi) { } |
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134 |
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135 NPSOL (const ColumnVector& x, const Objective& phi, |
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136 const Bounds& b) : NLP (x, phi, b) { } |
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137 |
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138 NPSOL (const ColumnVector& x, const Objective& phi, const Bounds& b, |
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139 const LinConst& lc) : NLP (x, phi, b, lc) { } |
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140 |
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141 NPSOL (const ColumnVector& x, const Objective& phi, const Bounds& b, |
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142 const LinConst& lc, const NLConst& nlc) |
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143 : NLP (x, phi, b, lc, nlc) { } |
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144 |
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145 NPSOL (const ColumnVector& x, const Objective& phi, |
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146 const LinConst& lc) : NLP (x, phi, lc) { } |
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147 |
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148 NPSOL (const ColumnVector& x, const Objective& phi, const LinConst& lc, |
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149 const NLConst& nlc) : NLP (x, phi, lc, nlc) { } |
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150 |
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151 NPSOL (const ColumnVector& x, const Objective& phi, |
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152 const NLConst& nlc) : NLP (x, phi, nlc) { } |
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153 |
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154 NPSOL (const ColumnVector& x, const Objective& phi, const Bounds& b, |
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155 const NLConst& nlc) : NLP (x, phi, b, nlc) { } |
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156 |
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157 NPSOL (const NPSOL& a) : NLP (a.x, a.phi, a.bnds, a.lc, a.nlc) { } |
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158 |
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159 ColumnVector do_minimize (double& objf, int& inform, ColumnVector& lambda); |
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160 |
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161 NPSOL& option (char *s); |
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162 |
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163 private: |
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164 }; |
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165 |
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166 // XXX FIXME XXX -- would be nice to not have to have this global |
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167 // variable. |
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168 // Nonzero means an error occurred in the calculation of the objective |
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169 // function, and the user wants us to quit. |
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170 extern int npsol_objective_error; |
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171 |
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172 #endif |
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173 #endif |
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174 |
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175 /* |
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176 ;;; Local Variables: *** |
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177 ;;; mode: C++ *** |
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178 ;;; page-delimiter: "^/\\*" *** |
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179 ;;; End: *** |
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180 */ |
