Wrapper class for the SQP routine e04wdc from NAGC.

Inheritance diagram for yane::SqpNagC3::SqpNagC:

Collaboration diagram for yane::SqpNagC3::SqpNagC:

Public Member Functions
virtual double	abortTime ()
	Function which returns the current abort time, after which the optimization would be stopped.
virtual void	calcMin (double x0, double fx, double lb, double ub, double rpar=0, int ipar=0)
	Function which solves the minimization problem.
virtual yane::MinProg::NLP *	clone ()
	Function to clone the object with the current configuration.
virtual void	getLagrangeParameters (double *lambda)
	Function which returns the Lagrange parameters of the nonlinear contraints regarding to the calculated optimal solution.
virtual void	getRestrictionJacobi (double *jac)
	Function which returns the Jacobian of the Restriction.
virtual void	init (int n, yane::MinProg::T_FUNC func, yane::MinProg::T_FUNC rest=0, int nrest=0, int nrest_eq=0, yane::MinProg::T_FUNC df=0, yane::MinProg::T_FUNC dg=0)
	Function to initialize the minimization problem.
virtual yane::MinProg::T_MEMMODEL	memoryModel () const
	Function to specify the memorymodel (by-line or by-column)
Nag_E04State *	nagState ()
	Function to get access to options of the NAG routine.
virtual void	setAbortTime (double time)
	Function to set abort time, after which the optimization will be stopped.
virtual void	setAccuracy (double acc)
	Function to set the accuracy of the optimization routine.
virtual void	setMaxIterations (int num)
	Function to set the maximum number of iterations for the optimization routine.
void	setNAGMemoryFactor (double factor)
	Function to set the maximal size of available memeory for the NagC routine.
	SqpNagC ()
	Default-Constructor.
	SqpNagC (int n, yane::MinProg::T_FUNC func, yane::MinProg::T_FUNC rest=0, int nrest=0, int nrest_eq=0, yane::MinProg::T_FUNC df=0, yane::MinProg::T_FUNC dg=0)
	Constructor.
virtual	~SqpNagC ()
	Destructor.
Public Attributes
T_FUNCTIONSTRUCT *	func_params
	Structure containing the dynamic of the system.
T_RESTRICTIONSTRUCT *	restr_params
	Structure containing the restrictions of the system.
Protected Attributes
double	_aborttime
	Saves the maximal allowed runtime for the optimization.
yane::Utils::RTClock *	_clock
	Internal clock (time measurement for aborttime)
int	_dimension
	Dimension of the optimization variable.
int	_dimension_rest
	Number of constriants.
int	_dimension_resteq
	Number of equality constraints.
T_FUNC	_function
	Function pointer of the objective function.
T_FUNC	_function_diff
	Function pointer of the gradient of the objective function.
T_FUNC	_restrictions
	Function pointer of the constraints.
T_FUNC	_restrictions_diff
	Function pointer of the Jacobian of the constraints.

Constructor & Destructor Documentation

yane::SqpNagC3::SqpNagC::SqpNagC	(	int	n,
		yane::MinProg::T_FUNC	func,
		yane::MinProg::T_FUNC	rest = `0`,
		int	nrest = `0`,
		int	nrest_eq = `0`,
		yane::MinProg::T_FUNC	df = `0`,
		yane::MinProg::T_FUNC	dg = `0`
	)

Parameters:

n	Dimension of the optimization variable
func	Objective function
rest	Constraints
nrest	Number of constraints (both equality and inequality constraints)
nrest_eq	number of equality constraints These have to be listed first within the definition of the constraints
df	Gradient of the objective function
dg	Jacobian matrix of the restriction function

Exceptions:

yane::Utils::MemoryException	Is thrown, if memory allocation has failed
yane::Utils::Exception	Is thrown, if initialization of the class has failed
yane::MinProg::InitializingException	Is thrown, if default configurations could not be set

Member Function Documentation

LIB_EXPORT double yane::MinProg::NLP::abortTime ( ) [virtual, inherited]

Returns:: Abort time in seconds

LIB_EXPORT void yane::SqpNagC3::SqpNagC::calcMin	(	double *	x0,
		double *	fx,
		double *	lb,
		double *	ub,
		double *	rpar = `0`,
		int *	ipar = `0`
	)		`[virtual]`

Parameters:

x	Initial guess of the optimization variable Once the algorithm terminates successfully it contains the minimizer of the objective function
fx	Optimal objective function value
lb	Lower bounds for the optimization variable
ub	Upper bounds for the optimization variable
rpar	Vector of real-valued parameters
ipar	Vector of integer paramaters

Exceptions:

SolverWarning	Is thrown, if optimization terminates with an noncritical error
SolverError	Is thrown, if optimization terminates with a known critical error
yane::MinProg::MinProgException	Is thrown, if optimization terminates with an unknown error
yane::Utils::Exception	Is thrown, if evaluations could not be done

Implements yane::MinProg::NLP.

LIB_EXPORT yane::MinProg::NLP * yane::SqpNagC3::SqpNagC::clone ( ) [virtual]

Exceptions:

yane::Utils::MemoryException Is thrown, if memory allocation of the clone fails

Returns:: Pointer to the cloned NLP object

Implements yane::MinProg::NLP.

LIB_EXPORT void yane::SqpNagC3::SqpNagC::getLagrangeParameters ( double * lambda ) [virtual]

Parameters:

lambda Pointer to an array of length dimension_rest, contains the Lagrange parameters

Exceptions:

yane::Utils::MemoryException Is thrown, if lambda is a zero-pointer

Implements yane::MinProg::NLP.

LIB_EXPORT void yane::SqpNagC3::SqpNagC::getRestrictionJacobi ( double * jac ) [virtual]

Parameters:

jac	Pointer to an array of length dimension * dimension_rest After termination of this function, jac contains the jacobian saved by-line or by-column

Exceptions:

yane::Utils::MemoryException	Is thrown, if jac is a zero-pointer
yane::Utils::Exception	Is thrown, if calculation fails

Implements yane::MinProg::NLP.

virtual void yane::SqpNagC3::SqpNagC::init	(	int	n,
		yane::MinProg::T_FUNC	func,
		yane::MinProg::T_FUNC	rest = `0`,
		int	nrest = `0`,
		int	nrest_eq = `0`,
		yane::MinProg::T_FUNC	df = `0`,
		yane::MinProg::T_FUNC	dg = `0`
	)		`[virtual]`

Parameters:

n	Dimension of the optimizationvariable
func	Objective function
rest	Consrraints
nrest	Number of constraints (both equality and inequality constraints)
nrest_eq	Number of equality constraints These have to be listed first within the definition of the constraints
df	Gradient of the objective function
dg	Jacobian matrix of the constraints

Exceptions:

yane::Utils::MemoryException	Is thrown, if memory allocation fails
yane::Utils::Exception	Is thrown, if initialization of the NLP object fails

Reimplemented from yane::MinProg::NLP.

LIB_EXPORT Nag_E04State * yane::SqpNagC3::SqpNagC::nagState ( )

Returns:: Returns the state varialbe of NAG routine

LIB_EXPORT void yane::MinProg::NLP::setAbortTime ( double time ) [virtual, inherited]

Parameters:

time	Abort time in seconds

Reimplemented in yane::YaneIpopt::YaneIpopt.

LIB_EXPORT void yane::SqpNagC3::SqpNagC::setAccuracy ( double acc ) [virtual]

Parameters:

acc	Accuracy of the minimization routine

Exceptions:

InitializingException Is thrown, if acc <= 0.0

Implements yane::MinProg::NLP.

LIB_EXPORT void yane::SqpNagC3::SqpNagC::setMaxIterations ( int num ) [virtual]

Parameters:

num	Maximal number of iterations

Exceptions:

InitializingException Is thrown, if num <= 0

Implements yane::MinProg::NLP.

LIB_EXPORT void yane::SqpNagC3::SqpNagC::setNAGMemoryFactor ( double factor )

Parameters:

factor relativ factor for memory allocation

yane::SqpNagC3::SqpNagC Class Reference

Public Member Functions

Public Attributes

Protected Attributes

Constructor & Destructor Documentation

Member Function Documentation