scsolver::numeric::nlp Namespace Reference

Classes
class	CyclicCoordinate
class	HookeJeeves
class	BaseAlgorithm
struct	Constraint
class	Model
class	Penalty
class	QuasiNewton
class	Rosenbrock
struct	BaseAlgorithmImpl
class	ModelImpl
struct	PenaltyImpl
class	QuasiNewtonImpl
Typedefs
typedef vector< double >	CoordinateVector
Functions
static double	calcDeltaDistance (const vector< double > &dists)
static void	debugPrint (const vector< double > &vars, const char *msg, bool debug)
static double	calcDeltaDistance (const vector< double > &pt1, const vector< double > &pt2)
static void	getPatternSearchVector (const vector< double > &pt1, const vector< double > &pt2, vector< double > &vec)
static void	debugPrint (const vector< double > &vars, const char *msg, bool debug, FILE *fs=stdout)
static void	printCoordinateVectors (const vector< CoordinateVector > &cvectors, bool debug)
static double	calcNorm (const Matrix &mx)
static void	updateCoordinateVectors (vector< CoordinateVector > &cvectors, const vector< double > &lambdas, bool debug=false)

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Typedef Documentation

typedef vector<double> scsolver::numeric::nlp::CoordinateVector

Definition at line 48 of file rosenbrock.cxx.

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Function Documentation

static double scsolver::numeric::nlp::calcDeltaDistance	(	const vector< double > &	pt1,
		const vector< double > &	pt2
	)			[static]

Definition at line 69 of file hookejeeves.cxx.

static double scsolver::numeric::nlp::calcDeltaDistance

(

const vector< double > &

dists

)

[static]

Definition at line 71 of file cycliccoordinate.cxx.

Referenced by scsolver::numeric::nlp::Rosenbrock::solve(), scsolver::numeric::nlp::HookeJeeves::solve(), and scsolver::numeric::nlp::CyclicCoordinate::solve().

static double scsolver::numeric::nlp::calcNorm

(

const Matrix &

mx

)

[static]

Calculate the norm of a vector.

Parameters:

mx

matrix instance containing only a single row

Returns:

double norm

Definition at line 119 of file rosenbrock.cxx.

References scsolver::numeric::Matrix::cols(), scsolver::numeric::Matrix::empty(), and scsolver::numeric::Matrix::rows().

Referenced by updateCoordinateVectors().

static void scsolver::numeric::nlp::debugPrint	(	const vector< double > &	vars,
		const char *	msg,
		bool	debug,
		FILE *	fs = stdout
	)			[static]

Definition at line 60 of file rosenbrock.cxx.

static void scsolver::numeric::nlp::debugPrint	(	const vector< double > &	vars,
		const char *	msg,
		bool	debug
	)			[static]

Definition at line 52 of file hookejeeves.cxx.

Referenced by scsolver::numeric::nlp::Rosenbrock::solve(), and scsolver::numeric::nlp::HookeJeeves::solve().

static void scsolver::numeric::nlp::getPatternSearchVector	(	const vector< double > &	pt1,
		const vector< double > &	pt2,
		vector< double > &	vec
	)			[static]

Definition at line 87 of file hookejeeves.cxx.

Referenced by scsolver::numeric::nlp::HookeJeeves::solve().

static void scsolver::numeric::nlp::printCoordinateVectors	(	const vector< CoordinateVector > &	cvectors,
		bool	debug
	)			[static]

Definition at line 76 of file rosenbrock.cxx.

References debugPrint().

Referenced by scsolver::numeric::nlp::Rosenbrock::solve().

static void scsolver::numeric::nlp::updateCoordinateVectors	(	vector< CoordinateVector > &	cvectors,
		const vector< double > &	lambdas,
		bool	debug = false
	)			[static]

Update the coordinate vectors by the Gram-Schmidt procedure.

Parameters:

	cvectors	(reference) coordinate vectors
	lambdas	a set of lambda values.

Definition at line 142 of file rosenbrock.cxx.

References calcNorm(), scsolver::numeric::Matrix::cols(), scsolver::numeric::Matrix::print(), scsolver::numeric::Matrix::swap(), scsolver::numeric::Matrix::trans(), and scsolver::vectorToMatrix().

Referenced by scsolver::numeric::nlp::Rosenbrock::solve().

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