Mercurial > hg > octave-nkf
diff doc/liboctave/optim.texi @ 2333:b1a56412c385
[project @ 1996-07-19 02:20:16 by jwe]
Initial revision
author | jwe |
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date | Fri, 19 Jul 1996 02:26:23 +0000 |
parents | |
children | bdb1346e0f7f |
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new file mode 100644 --- /dev/null +++ b/doc/liboctave/optim.texi @@ -0,0 +1,351 @@ +@node Objective Functions, Quadrature, Nonlinear Functions, Top +@chapter Objective Functions +@cindex objective functions + +@deftypefn {} {}Objective (void) +@deftypefnx {} {}Objective (const @var{objective_fcn}) +@deftypefnx {} {}Objective (const @var{objective_fcn}, const @var{gradient_fcn}) +@deftypefnx {} {}Objective (const Objective &@var{a}) +@end deftypefn + +@deftypefn {} Objective& {operator =} (const Objective &@var{a}) +@end deftypefn + +@deftypefn {} objective_fcn objective_function (void) const; +@end deftypefn + +@deftypefn {} Objective& set_objective_function (const @var{objective_fcn}) +@end deftypefn + +@deftypefn {} gradient_fcn gradient_function (void) const; +@end deftypefn + +@deftypefn {} Objective& set_gradient_function (const @var{gradient_fcn}) +@end deftypefn + +@c ------------------------------------------------------------------------ + +@node Bounds, Linear Constraints, Objective Functions +@chapter Bounds +@cindex bounds + +@deftypefn {} {}Bounds (void) +@deftypefnx {} {}Bounds (int @var{n}) +@deftypefnx {} {}Bounds (const ColumnVector @var{lb}, const ColumnVector @var{ub}) +@deftypefnx {} {}Bounds (const Bounds &@var{a}) +@end deftypefn + +@deftypefn {} Bounds& {operator =} (const Bounds &@var{a}) +@end deftypefn + +@deftypefn {} Bounds& resize (int @var{n}) +@end deftypefn + +@deftypefn {} double lower_bound (int @var{index}) const; +@deftypefnx {} double upper_bound (int @var{index}) const; +@end deftypefn + +@deftypefn {} ColumnVector lower_bounds (void) const; +@deftypefnx {} ColumnVector upper_bounds (void) const; +@end deftypefn + +@deftypefn {} int size (void) const; +@end deftypefn + +@deftypefn {} Bounds& set_bound (int @var{index}, double @var{low}, double @var{high}) +@end deftypefn + +@deftypefn {} Bounds& set_bounds (double @var{low}, double @var{high}) +@deftypefnx {} Bounds& set_bounds (const ColumnVector @var{lb}, const ColumnVector @var{ub}) +@end deftypefn + +@deftypefn {} Bounds& set_lower_bound (int @var{index}, double @var{low}) +@deftypefnx {} Bounds& set_upper_bound (int @var{index}, double @var{high}) +@end deftypefn + +@deftypefn {} Bounds& set_lower_bounds (double @var{low}) +@deftypefnx {} Bounds& set_upper_bounds (double @var{high}) +@end deftypefn + +@deftypefn {} Bounds& set_lower_bounds (const ColumnVector @var{lb}) +@deftypefnx {} Bounds& set_upper_bounds (const ColumnVector @var{ub}) +@end deftypefn + +@deftypefn {} {ostream&} {operator <<} (ostream &@var{os}, const Bounds &@var{b}) +@end deftypefn + +@c ------------------------------------------------------------------------ + +@node Linear Constraints, Nonlinear Constraints, Bounds +@chapter Linear Constraints +@cindex linear Constraints + +@deftypefn {} {}LinConst (void) +@deftypefnx {} {}LinConst (int @var{nclin}, int @var{nx}) +@deftypefnx {} {}LinConst (int @var{nclin_eq}, int @var{nclin_ineq}, int @var{nx}) +@deftypefnx {} {}LinConst (const ColumnVector &@var{lb}, const Matrix &@var{A}, const ColumnVector &@var{ub}) +@deftypefnx {} {}LinConst (const Matrix &@var{A_eq}, const ColumnVector &@var{b_eq}, const Matrix &@var{A_ineq}, const ColumnVector &@var{b_ineq}) +@deftypefnx {} {}LinConst (const LinConst &@var{a}) +@end deftypefn + +@deftypefn {} LinConst& {operator =} (const LinConst &@var{a}) +@end deftypefn + +@deftypefn {} LinConst& resize (int @var{nclin}, int @var{n}) +@end deftypefn + +@deftypefn {} Matrix constraint_matrix (void) const; +@end deftypefn + +@deftypefn {} LinConst& set_constraint_matrix (const Matrix &@var{A}) +@end deftypefn + +@deftypefn {} Matrix eq_constraint_matrix (void) const; +@deftypefnx {} Matrix ineq_constraint_matrix (void) const; +@end deftypefn + +@deftypefn {} ColumnVector eq_constraint_vector (void) const; +@deftypefnx {} ColumnVector ineq_constraint_vector (void) const; +@end deftypefn + +@deftypefn {} {ostream&} {operator <<} (ostream &@var{os}, const LinConst &@var{b}) +@end deftypefn + +@c ------------------------------------------------------------------------ + +@node Nonlinear Constraints, Quadratic Programming, Linear Constraints +@chapter Nonlinear Constraints +@cindex nonlinear Constraints + +@deftypefn {} {}NLConst (void) +@deftypefnx {} {}NLConst (int @var{n}) +@deftypefnx {} {}NLConst (const ColumnVector @var{lb}, const NLFunc @var{f}, const ColumnVector @var{ub}) +@deftypefnx {} {}NLConst (const NLConst &@var{a}) +@end deftypefn + +@deftypefn {} NLConst& {operator =} (const NLConst &@var{a}) +@end deftypefn + +@node Quadratic Programming, Nonlinear Programming, Nonlinear Constraints +@chapter Quadratic Programming +@cindex QP +@cindex quadratic programming + +@deftypefn {} {}QP (void) +@deftypefnx {} {}QP (const ColumnVector &@var{x}, const Matrix &@var{H}) +@deftypefnx {} {}QP (const ColumnVector &@var{x}, const Matrix &@var{H}, const ColumnVector &@var{c}) +@deftypefnx {} {}QP (const ColumnVector &@var{x}, const Matrix &@var{H}, const Bounds &@var{b}) +@deftypefnx {} {}QP (const ColumnVector &@var{x}, const Matrix &@var{H}, const LinConst &@var{lc}) +@deftypefnx {} {}QP (const ColumnVector &@var{x}, const Matrix &@var{H}, const ColumnVector &@var{c}, const Bounds &@var{b}) +@deftypefnx {} {}QP (const ColumnVector &@var{x}, const Matrix &@var{H}, const ColumnVector &@var{c}, const LinConst &@var{lc}) +@deftypefnx {} {}QP (const ColumnVector &@var{x}, const Matrix &@var{H}, const Bounds &@var{b}, const LinConst &@var{lc}) +@deftypefnx {} {}QP (const ColumnVector &@var{x}, const Matrix &@var{H}, const ColumnVector &@var{c}, const Bounds &@var{b}, const LinConst &@var{lc}) +@end deftypefn + +@deftypefn {} {virtual ColumnVector} minimize (void) +@deftypefnx {} {virtual ColumnVector} minimize (double &@var{objf}) +@deftypefnx {} {virtual ColumnVector} minimize (double &@var{objf}, int &@var{inform}) +@deftypefnx {} {virtual ColumnVector} minimize (double &@var{objf}, int &@var{inform}, ColumnVector &@var{lambda}) = 0; +@end deftypefn + +@deftypefn {} {virtual ColumnVector} minimize (const ColumnVector &@var{x}) +@deftypefnx {} {virtual ColumnVector} minimize (const ColumnVector &@var{x}, double &@var{objf}) +@deftypefnx {} {virtual ColumnVector} minimize (const ColumnVector &@var{x}, double &@var{objf}, int &@var{inform}) +@deftypefnx {} {virtual ColumnVector} minimize (const ColumnVector &@var{x}, double &@var{objf}, int &@var{inform}, ColumnVector &@var{lambda}) +@end deftypefn + +@deftypefn {} {}QPSOL_options (void) +@deftypefnx {} {}QPSOL_options (const QPSOL_options &@var{opt}) +@end deftypefn + +@deftypefn {} QPSOL_options& {operator =} (const QPSOL_options &@var{opt}) +@end deftypefn + +@deftypefn {} void init (void) +@end deftypefn + +@deftypefn {} void copy (const QPSOL_options &@var{opt}) +@end deftypefn + +@deftypefn {} void set_default_options (void) +@end deftypefn + +@deftypefn {} void set_feasibility_tolerance (double @var{val}) +@end deftypefn + +@deftypefn {} void set_infinite_bound (double @var{val}) +@end deftypefn + +@deftypefn {} void set_iteration_limit (int @var{val}) +@end deftypefn + +@deftypefn {} void set_print_level (int @var{val}) +@end deftypefn + +@deftypefn {} double feasibility_tolerance (void) +@deftypefnx {} double infinite_bound (void) +@deftypefnx {} int iteration_limit (void) +@deftypefnx {} int print_level (void) +@end deftypefn + +@deftypefn {} {}QPSOL (void) +@deftypefnx {} {}QPSOL (const ColumnVector &@var{x}, const Matrix &@var{H}) +@deftypefnx {} {}QPSOL (const ColumnVector &@var{x}, const Matrix &@var{H}, const ColumnVector &@var{c}) +@deftypefnx {} {}QPSOL (const ColumnVector &@var{x}, const Matrix &@var{H}, const Bounds &@var{b}) +@deftypefnx {} {}QPSOL (const ColumnVector &@var{x}, const Matrix &@var{H}, const LinConst &@var{lc}) +@deftypefnx {} {}QPSOL (const ColumnVector &@var{x}, const Matrix &@var{H}, const ColumnVector &@var{c}, const Bounds &@var{b}) +@deftypefnx {} {}QPSOL (const ColumnVector &@var{x}, const Matrix &@var{H}, const ColumnVector &@var{c}, const LinConst &@var{lc}) +@deftypefnx {} {}QPSOL (const ColumnVector &@var{x}, const Matrix &@var{H}, const Bounds &@var{b}, const LinConst &@var{lc}) +@deftypefnx {} {}QPSOL (const ColumnVector &@var{x}, const Matrix &@var{H}, const ColumnVector &@var{c}, const Bounds &@var{b}, const LinConst &@var{lc}) +@deftypefnx {} {}QPSOL (const QPSOL &@var{a}) +@end deftypefn + +@deftypefn {} QPSOL& {operator =} (const QPSOL &@var{a}) +@end deftypefn + +@deftypefn {} ColumnVector minimize (double &@var{objf}, int &@var{inform}, ColumnVector &@var{lambda}) +@end deftypefn + +@c ------------------------------------------------------------------------ + +@node Nonlinear Programming, , Quadratic Programming +@chapter Nonlinear Programming +@cindex NLP +@cindex nonlinear programming + +@deftypefn {} {}NLP (void) +@deftypefnx {} {}NLP (const ColumnVector &@var{x}, const Objective &@var{phi}) +@deftypefnx {} {}NLP (const ColumnVector &@var{x}, const Objective &@var{phi}, const Bounds &@var{b}) +@deftypefnx {} {}NLP (const ColumnVector &@var{x}, const Objective &@var{phi}, const Bounds &@var{b}, const LinConst &@var{lc}) +@deftypefnx {} {}NLP (const ColumnVector &@var{x}, const Objective &@var{phi}, const Bounds &@var{b}, const LinConst &@var{lc}, const NLConst &@var{nlc}) +@deftypefnx {} {}NLP (const ColumnVector &@var{x}, const Objective &@var{phi}, const LinConst &@var{lc}) +@deftypefnx {} {}NLP (const ColumnVector &@var{x}, const Objective &@var{phi}, const LinConst &@var{lc}, const NLConst &@var{nlc}) +@deftypefnx {} {}NLP (const ColumnVector &@var{x}, const Objective &@var{phi}, const NLConst &@var{nlc}) +@deftypefnx {} {}NLP (const ColumnVector &@var{x}, const Objective &@var{phi}, const Bounds &@var{b}, const NLConst &@var{nlc}) +@end deftypefn + +@deftypefn {} NLP& {operator =} (const NLP &@var{a}) +@end deftypefn + +@deftypefn {} int size (void) const +@end deftypefn + +@deftypefn {} {}NPSOL_options (void) +@deftypefnx {} {}NPSOL_options (const NPSOL_options &@var{opt}) +@end deftypefn + +@deftypefn {} NPSOL_options& {operator =} (const NPSOL_options &@var{opt}) +@end deftypefn + +@deftypefn {} void init (void) +@deftypefnx {} void copy (const NPSOL_options &@var{opt}) +@end deftypefn + +@deftypefn {} void set_default_options (void) +@end deftypefn + +@deftypefn {} void set_central_difference_interval (double @var{val}) +@end deftypefn + +@deftypefn {} void set_crash_tolerance (double @var{val}) +@end deftypefn + +@deftypefn {} void set_difference_interval (double @var{val}) +@end deftypefn + +@deftypefn {} void set_function_precision (double @var{val}) +@end deftypefn + +@deftypefn {} void set_infinite_bound (double @var{val}) +@end deftypefn + +@deftypefn {} void set_infinite_step (double @var{val}) +@end deftypefn + +@deftypefn {} void set_linear_feasibility_tolerance (double @var{val}) +@end deftypefn + +@deftypefn {} void set_linesearch_tolerance (double @var{val}) +@end deftypefn + +@deftypefn {} void set_nonlinear_feasibility_tolerance (double @var{val}) +@end deftypefn + +@deftypefn {} void set_optimality_tolerance (double @var{val}) +@end deftypefn + +@deftypefn {} void set_derivative_level (int @var{val}) +@end deftypefn + +@deftypefn {} void set_major_iteration_limit (int @var{val}) +@end deftypefn + +@deftypefn {} void set_minor_iteration_limit (int @var{val}) +@end deftypefn + +@deftypefn {} void set_major_print_level (int @var{val}) +@end deftypefn + +@deftypefn {} void set_minor_print_level (int @var{val}) +@end deftypefn + +@deftypefn {} void set_start_objective_check (int @var{val}) +@end deftypefn + +@deftypefn {} void set_start_constraint_check (int @var{val}) +@end deftypefn + +@deftypefn {} void set_stop_objective_check (int @var{val}) +@end deftypefn + +@deftypefn {} void set_stop_constraint_check (int @var{val}) +@end deftypefn + +@deftypefn {} void set_verify_level (int @var{val}) +@end deftypefn + +@deftypefn {} double central_difference_interval (void) const +@deftypefnx {} double crash_tolerance (void) const +@deftypefnx {} double difference_interval (void) const +@deftypefnx {} double function_precision (void) const +@deftypefnx {} double infinite_bound (void) const +@deftypefnx {} double infinite_step (void) const +@deftypefnx {} double linear_feasibility_tolerance (void) const +@deftypefnx {} double linesearch_tolerance (void) const +@deftypefnx {} double nonlinear_feasibility_tolerance (void) const +@deftypefnx {} double optimality_tolerance (void) const +@deftypefnx {} int derivative_level (void) const +@deftypefnx {} int major_iteration_limit (void) const +@deftypefnx {} int minor_iteration_limit (void) const +@deftypefnx {} int major_print_level (void) const +@deftypefnx {} int minor_print_level (void) const +@deftypefnx {} int start_objective_check (void) const +@deftypefnx {} int start_constraint_check (void) const +@deftypefnx {} int stop_objective_check (void) const +@deftypefnx {} int stop_constraint_check (void) const +@deftypefnx {} int verify_level (void) const +@end deftypefn + +@deftypefn {} {}NPSOL (void) +@deftypefnx {} {}NPSOL (const ColumnVector &@var{x}, const Objective &@var{phi}) +@deftypefnx {} {}NPSOL (const ColumnVector &@var{x}, const Objective &@var{phi}, const Bounds &@var{b}) +@deftypefnx {} {}NPSOL (const ColumnVector &@var{x}, const Objective &@var{phi}, const Bounds &@var{b}, const LinConst &@var{lc}) +@deftypefnx {} {}NPSOL (const ColumnVector &@var{x}, const Objective &@var{phi}, const Bounds &@var{b}, const LinConst &@var{lc}, const NLConst &@var{nlc}) +@deftypefnx {} {}NPSOL (const ColumnVector &@var{x}, const Objective &@var{phi}, const LinConst &@var{lc}) +@deftypefnx {} {}NPSOL (const ColumnVector &@var{x}, const Objective &@var{phi}, const LinConst &@var{lc}, const NLConst &@var{nlc}) +@deftypefnx {} {}NPSOL (const ColumnVector &@var{x}, const Objective &@var{phi}, const NLConst &@var{nlc}) +@deftypefnx {} {}NPSOL (const ColumnVector &@var{x}, const Objective &@var{phi}, const Bounds &@var{b}, const NLConst &@var{nlc}) +@deftypefnx {} {}NPSOL (const NPSOL &@var{a}) +@end deftypefn + +@deftypefn {} ColumnVector minimize (void) +@deftypefnx {} ColumnVector minimize (double &@var{objf}) +@deftypefnx {} ColumnVector minimize (double &@var{objf}, int &@var{inform}) +@deftypefnx {} ColumnVector minimize (double &@var{objf}, int &@var{inform}, ColumnVector &@var{lambda}) +@end deftypefn + +@deftypefn {} ColumnVector minimize (const ColumnVector &@var{x}) +@deftypefnx {} ColumnVector minimize (const ColumnVector &@var{x}, double &@var{objf}) +@deftypefnx {} ColumnVector minimize (const ColumnVector &@var{x}, double &@var{objf}, int &@var{inform}) +@deftypefnx {} ColumnVector minimize (const ColumnVector &@var{x}, double &@var{objf}, int &@var{inform}, ColumnVector &@var{lambda}) +@end deftypefn