scsolver::numeric Namespace Reference

Classes
class	BaseLineSearch
class	BisectionSearch
class	CellFuncObj
class	FuncObjectNotSet
class	NumericalDiffer
class	Exception
class	ConstraintError
class	AssertionWrong
class	ModelInfeasible
class	MaxIterationReached
class	IterationTimedOut
class	UnboundedException
class	VarSizeException
class	BaseFuncObj
class	SingleVarFuncObj
class	BadIndex
class	MatrixSizeMismatch
class	MatrixNotDiagonal
class	OperationOnEmptyMatrix
class	SingularMatrix
class	NonSquareMatrix
class	Matrix
class	NotEnoughDataPoints
struct	DataPoint
class	PolyEqnSolver
class	QuadFitLineSearch
struct	CellFuncObjImpl
class	BaseFuncSingleObjImpl
class	BaseFuncRatioObjImpl
class	StepCalculationFailed
class	InitialPointsNotFound
struct	QuadFitSearchData
class	PrefixedSingleVarFuncObj
Namespaces
namespace	lp
namespace	mxhelper
namespace	nlp
Enumerations
enum	EqualityType { GREATER_EQUAL, EQUAL, LESS_EQUAL }
enum	BoundType { BOUND_UPPER, BOUND_LOWER }
enum	GoalType { GOAL_MINIMIZE, GOAL_MAXIMIZE, GOAL_UNKNOWN }
enum	ArmijoCheckStatus { Armijo_Unknown, Armijo_InitialCheckFailed, Armijo_AlphaCheckFailed, Armijo_Success }
Functions
const Matrix	operator+ (const Matrix &mx, double scalar)
const Matrix	operator+ (double scalar, const Matrix &mx)
const Matrix	operator * (double scalar, const Matrix &mx)
void	getQuadraticPeak (double &x, double &y, const Matrix &coef)
static ArmijoCheckStatus	satisfiesArmijosRule (QuadFitSearchData &rData, double step, const double e, const double alpha, const double f0, const double ff0, const double xoffset=0.0, bool debug=false)
static double	findLargestStep (QuadFitSearchData &rData, double step, const double e, const double alpha, const double f0, const double ff0, const double xoffset)
static void	printArmijoStatus (ArmijoCheckStatus status)
static void	calcStepLength (QuadFitSearchData &rData, bool debug)
static void	findInitialPoints (QuadFitSearchData &data, bool debug)

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Enumeration Type Documentation

enum scsolver::numeric::ArmijoCheckStatus

Enumerator:

Armijo_Unknown	unknown status
Armijo_InitialCheckFailed	initial check of f(step) <= f(0) + step*e*ff(0) failed, which means f(step) > f(0) + step*e*ff(0).
Armijo_AlphaCheckFailed	alpha check of f(step*alpha) <= f(0) + step*alphae*ff(0) failed.
Armijo_Success	all conditions are met.

Definition at line 90 of file quadfitlinesearch.cxx.

enum scsolver::numeric::BoundType

Upper or lower boundary for a decision variable.

Enumerator:

BOUND_UPPER
BOUND_LOWER

Definition at line 50 of file type.hxx.

enum scsolver::numeric::EqualityType

Enumerator:

GREATER_EQUAL	[constraint] >= [rhs]
EQUAL	[constraint] = [rhs]
LESS_EQUAL	[constraint] <= [rhs]

Definition at line 34 of file type.hxx.

enum scsolver::numeric::GoalType

Goal of an optimization model.

Enumerator:

GOAL_MINIMIZE
GOAL_MAXIMIZE
GOAL_UNKNOWN

Definition at line 59 of file type.hxx.

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Function Documentation

static void scsolver::numeric::calcStepLength	(	QuadFitSearchData &	rData,
		bool	debug
	)			[static]

Definition at line 249 of file quadfitlinesearch.cxx.

References Armijo_InitialCheckFailed, Armijo_Success, Armijo_Unknown, scsolver::numeric::SingleVarFuncObj::eval(), findLargestStep(), scsolver::numeric::QuadFitSearchData::pFunc, printArmijoStatus(), scsolver::numeric::NumericalDiffer::run(), satisfiesArmijosRule(), scsolver::numeric::NumericalDiffer::setFuncObject(), scsolver::numeric::NumericalDiffer::setPrecision(), scsolver::numeric::SingleVarFuncObj::setVar(), scsolver::numeric::NumericalDiffer::setVariable(), scsolver::numeric::QuadFitSearchData::StepLength, and scsolver::numeric::QuadFitSearchData::XOffset.

Referenced by findInitialPoints().

static void scsolver::numeric::findInitialPoints	(	QuadFitSearchData &	data,
		bool	debug
	)			[static]

Find an initial set of points (P1, P2 and P3 in this order from left to right) such that P1 > P2 and P2 < P3.

Parameters:

data

Returns:

bool true if successful, or false otherwise.

Definition at line 329 of file quadfitlinesearch.cxx.

References calcStepLength(), scsolver::numeric::QuadFitSearchData::P1, scsolver::numeric::QuadFitSearchData::P2, scsolver::numeric::QuadFitSearchData::P3, scsolver::numeric::QuadFitSearchData::pFunc, scsolver::numeric::QuadFitSearchData::StepLength, and scsolver::numeric::QuadFitSearchData::XOffset.

Referenced by scsolver::numeric::QuadFitLineSearch::solve().

static double scsolver::numeric::findLargestStep	(	QuadFitSearchData &	rData,
		double	step,
		const double	e,
		const double	alpha,
		const double	f0,
		const double	ff0,
		const double	xoffset
	)			[static]

Find the largest step length that satisfies

f(step) <= f(0) + step * e * ff(0)

Author:

kyoshida

Parameters:

	pFunc
	step
	e
	alpha
	f0
	ff0

Returns:

largest step length that satisfies the above condition.

Definition at line 136 of file quadfitlinesearch.cxx.

References Armijo_Success, scsolver::numeric::SingleVarFuncObj::eval(), scsolver::numeric::QuadFitSearchData::pFunc, satisfiesArmijosRule(), and scsolver::numeric::SingleVarFuncObj::setVar().

Referenced by calcStepLength().

void scsolver::numeric::getQuadraticPeak	(	double &	x,
		double &	y,
		const Matrix &	coef
	)

Calculate the peak position of a quadratic equation. The quadratic equation must be specified in terms of a set of three coefficients: A, B and C as in f(x) = Ax^2 + Bx + C, and they must be given as a column matrix of (C, B, A) (note the reverse order).

Parameters:

	x	the x position of the quadratic peak
	y	the y value at the quadratic peak
	coef	= (C, B, A) as in f(x) = Ax^2 + Bx + C. Note that the order of the coefficients are from the x^0 term toward x^2.

Definition at line 97 of file polyeqnsolver.cxx.

Referenced by QuadPeakTest::set(), and scsolver::numeric::QuadFitLineSearch::solve().

const Matrix scsolver::numeric::operator *	(	double	scalar,
		const Matrix &	mx
	)

Definition at line 1008 of file matrix.cxx.

const Matrix scsolver::numeric::operator+	(	double	scalar,
		const Matrix &	mx
	)

Definition at line 1003 of file matrix.cxx.

const Matrix scsolver::numeric::operator+	(	const Matrix &	mx,
		double	scalar
	)

Definition at line 998 of file matrix.cxx.

static void scsolver::numeric::printArmijoStatus

(

ArmijoCheckStatus

status

)

[static]

Definition at line 228 of file quadfitlinesearch.cxx.

References Armijo_AlphaCheckFailed, Armijo_InitialCheckFailed, Armijo_Success, and Armijo_Unknown.

Referenced by calcStepLength().

static ArmijoCheckStatus scsolver::numeric::satisfiesArmijosRule	(	QuadFitSearchData &	rData,
		double	step,
		const double	e,
		const double	alpha,
		const double	f0,
		const double	ff0,
		const double	xoffset,
		bool	debug
	)			[static]

Check if the step value satisfies Armijo's rule.

Author:

kyoshida

Parameters:

	pFunc
	step
	e
	alpha
	f0
	ff0

Returns:

true if the step value satisfies Armijo's rule, false otherwise.

Definition at line 186 of file quadfitlinesearch.cxx.

References Armijo_AlphaCheckFailed, Armijo_InitialCheckFailed, Armijo_Success, scsolver::numeric::SingleVarFuncObj::eval(), scsolver::numeric::QuadFitSearchData::pFunc, and scsolver::numeric::SingleVarFuncObj::setVar().

Referenced by calcStepLength(), and findLargestStep().

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