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#include "Constraint.hpp" |
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#include "SymMatrix.hpp" |
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using namespace std; |
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ConstraintBase::ConstraintBase(){ |
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init_ndim = false; |
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ndim = 0; |
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} |
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ndim = dim; |
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init_dim = true; |
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init_ndim = true; |
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} |
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|
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SimpleBoundCons::SimpleBoundCons(int index, double bound, bool flag) |
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: ConstraintBase(){ |
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|
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bound = b; |
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|
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consType = ConsType::simpleBound; |
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|
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if (flag){ |
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boundType = BoundType::upper; |
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} |
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else{ |
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boundType = BoundType::lower; |
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} |
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} |
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|
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SimpleBoundCons::SimpleBoundCons(int ndim, int index, double bound, bool flag) |
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: ConstraintBase(ndim){ |
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bound = b; |
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|
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consType = ConsType::simpleBound; |
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|
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if (flag){ |
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boundType = BoundType::upper; |
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} |
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else{ |
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boundType = BoundType::lower; |
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} |
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} |
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double SimpleBoundCons::calcResidual(vector<double>& x){ |
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double residual; |
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|
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residual = x[index] - bound; |
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|
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if(boundType == BoundType::lower) |
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return -residual; |
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else if (boundType == BoundType::upper) |
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return residual; |
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else{ |
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cout << "SimpleBoundCons Error: BoundType of SimpleBoundCons can not be BoundType::equ" << endl; |
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exit(ERROR_CONSTRAINT); |
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} |
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} |
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|
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vector<double> SimpleBoundCons::calcConsGrad(vector<double>& x){ |
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vector<double> result(ndim); |
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result = 0; |
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|
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if(boundType == BoundType::lower) |
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result[index] = -1.0; |
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else if (boundType == BoundType::upper) |
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result[index] = 1.0; |
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else{ |
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cout << "SimpleBoundCons Error: BoundType of SimpleBoundCons can not be BoundType::equ" << endl; |
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exit(ERROR_CONSTRAINT); |
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} |
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|
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result result; |
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} |
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SymMatrix SimpleBoundCons::calcConsHessian(vector<double>& x){ |
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SymMatrix H(ndim); |
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H = 0; |
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return H; |
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} |
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|
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LinearCons::LinearCons(vector<int>& theIndex, vector<double>& theCoeff, double b, BoundType bType) |
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:ConstraintBase(){ |
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|
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bound = b; |
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boundType = bType; |
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if(bType == BoundType::equ){ |
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consType = ConsType::linearEqu; |
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} |
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else{ |
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consType = ConsType::linearInequ; |
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} |
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index = theIndex; |
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coeff = theCoeff; |
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} |
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|
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LinearCons::LinearCons(int dim, vector<int>& theIndex, vector<double>& theCoeff, double b, BoundType bType) |
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:ConstraintBase(dim) { |
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if (dim != theCoeff.size()){ |
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cout << "LinearCons Error: the dimension of index and coeff does not match" << endl; |
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exit(ERROR_CONSTRAINT); |
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} |
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bound = b; |
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boundType = bType; |
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if(bType == BoundType::equ){ |
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consType = ConsType::linearEqu; |
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} |
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else{ |
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consType = ConsType::linearInequ; |
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} |
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index = theIndex; |
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coeff = theCoeff; |
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} |
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double LinearCons::calcResidual(vector<double>& x){ |
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double residue; |
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double valueOfLinearCons; |
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valueOfLinearCons = 0; |
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for (int i = 0; i < coeff.siz(); i++) |
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valueOfLinearCons += coeff[i] * x[index[i]]; |
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residue = valueOfLinearCons - bound; |
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if(boundType == BoundType::lower) |
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residue = -residue; |
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return residue; |
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} |
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|
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vector<double> LinearCons::calcConsGrad(vector<double>& x){ |
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vector<double> consGrad(ndim); |
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double sign; |
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|
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consGrad = 0; |
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if(boundType == BoundType::lower) |
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sign = -1.0; |
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else |
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sign = 1.0; |
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|
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for(int i = 0; i < coeff.size(); i++) |
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result[index[i]] = coeff[i] * sign; |
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return consGrad; |
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} |
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SymMatrix LinearCons::calcConsHessian(vector<double>& x){ |
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SymMatrix H(ndim); |
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H = 0; |
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return H; |
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} |
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NonlinearCons::NonlinearCons(vector<int>& theIndex, NLModel* theModel , double b, BoundType bType) |
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: ConstraintBase(){ |
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|
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if(theIndex.size() != theModel->getDim()){ |
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cout << "NonlinearCons Error: the dimension of index and the model does not match" << endl; |
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exit(ERROR_CONSTRAINT); |
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} |
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|
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bound = b; |
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boundType = bType; |
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if(bType == BoundType::equ){ |
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consType = ConsType::nonlinearEqu; |
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} |
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else{ |
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consType = ConsType::nonlinearInequ; |
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} |
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index = theIndex; |
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model = theModel; |
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} |
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NonlinearCons::NonlinearCons(int dim, vector<int>& theIndex, NLModel* theModel , double b, BoundType bType) |
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:ConstraintBase(dim){ |
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if(theIndex.size() != theModel->getDim()){ |
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cout << "NonlinearCons Error: the dimension of index and the model does not match" << endl; |
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exit(ERROR_CONSTRAINT); |
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} |
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|
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bound = b; |
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boundType = bType; |
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if(bType == BoundType::equ){ |
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consType = ConsType::nonlinearEqu; |
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} |
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else{ |
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consType = ConsType::nonlinearInequ; |
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} |
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index = theIndex; |
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model = theModel; |
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} |
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void NonlinearCons::setDim(int dim){ |
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if(theIndex.size() != theModel->getDim()){ |
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cout << "NonlinearCons Error: the dimension of index and the model does not match" << endl; |
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exit(ERROR_CONSTRAINT); |
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} |
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ConstraintBase::setDm(dim); |
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} |
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double NonlinearCons::::calcResidual(vector<double>& x){ |
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double fVal; |
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fVal = model->calcF(x); |
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fVal -= bound; |
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if(boundType == BoundType::lower) |
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fVal = -fVal; |
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return fVal; |
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} |
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vector<double> NonlinearCons::calcConsGrad(vector<double>& x){ |
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vector<double> consGrad(ndim); |
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consGrad = model->calcGrad(x); |
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if(boundType == BoundType::lower) |
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consGrad = -consGrad; |
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return consGrad; |
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} |
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SymMatrix NonlinearCons::calcConsHessian(vector<double>& x){ |
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SymMatrix H(ndim); |
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|
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H = model->calcHessian(x); |
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if(boundType == BoundType::lower) |
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H = -H; |
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return H; |
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} |
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ConstraintList::ConstraintList(){ |
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consType = 0; |
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} |
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ConstraintList::~ConstraintList(){ |
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for(int i = 0; i < constraint.size(); i++) |
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if(!constraints[i]) |
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delete constraints[i]; |
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constraints.clear(); |
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|
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} |
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void ConstraintList::addConstraint(ConstraintBase* cons){ |
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constraints.push_back(cons); |
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consType |= cons->getConsType(); |
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} |