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//abstract class of nonlinear optimization model |
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class NLModel{ |
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public: |
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NLModel(ConstraintList* cons) {constraints = cons;} |
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NLModel(int dim, ConstraintList* cons) { ndim = dim, constraints = cons;} |
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virtual ~NLModel() { if (constraints != NULL) delete constraints;} |
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virtual void setX(const vector<double>& x)= 0; |
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virtual vector<double> getX() = 0; |
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virtual void setF(double f) = 0; |
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virtual double getF() = 0; |
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virtual int getDim() {return ndim;} |
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bool hasConstraints() { return constraints == NULL ? false : true;} |
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int getConsType() { return constraints->getConsType();} |
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virtual double calcF() = 0; |
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virtual double calcF(const vector<double>& x) = 0; |
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virtual double calcF(vector<double>& x) = 0; |
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virtual vector<double> calcGrad() = 0; |
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virtual vector<double> calcGrad(vector<double>& x) = 0; |
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virtual SymMatrix calcHessian() = 0; |
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#endif |
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protected: |
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NLModel() {} |
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ConstraintList* constraints; //constraints of nonlinear optimization model |
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int numOfFunEval; //number of function evaluation |
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int ndim; |
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class NLModel0 : public NLModel{ |
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public: |
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NLModel0(int dim, ConstraintList* cons = NULL); |
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NLModel0(int dim, ConstraintList* cons) : NLModel(dim, cons) { currentX.resize(dim);} |
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~NLModel0() {} |
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virtual void setX(const vector<double>& x); |
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virtual void setX(const vector<double>& x) {currentX = x;} |
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vector<double> getX() {return currentX;} |
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void setF(double f) {currentF = f;} |
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double getF() {return currentF;} |
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//Using finite difference methods to approximate the gradient |
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//It is inappropriate to apply these methods in large scale problem |
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//Using finite difference methods to approximate the hessian |
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//It is inappropriate to apply this method in large scale problem |
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//virtual SymMatrix FiniteHessian(vector<double>& x, double fx, vector<double>& h); |
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SymMatrix FiniteHessian(vector<double>& x, double fx, vector<double>& h); |
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protected: |
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NLModel0() {} |
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FDType fdType; |
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vector<double> currentX; |
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//concrete class of nonlinear optimization model without derivatives |
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class ConcreteNLMode0 : public NLModel0{ |
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class ConcreteNLModel0 : public NLModel0{ |
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public: |
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ConcreteNLMode0(int dim, ObjFunctor0* func , ConstraintList* cons = NULL); |
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ConcreteNLMode0(int dim, ConstraintList* cons = NULL); |
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ConcreteNLModel0(int dim, ObjFunctor0* func , ConstraintList* cons = NULL) : NLModel0(dim, cons){objfunc = func;} |
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virtual double calcF(); |
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virtual double calcF(const vector<double>& x); |
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virtual double calcF(vector<double>& x); |
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virtual vector<double> calcGrad(); |
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virtual vector<double> calcGrad(vector<double>& x); |
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virtual SymMatrix calcHessian() ; |
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class NLModel1 : public NLModel0{ |
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public: |
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NLModel1(int dim, ConstraintList* cons ) : NLModel0(dim, cons){currentGrad.resize(dim);} |
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//Using finite difference methods to approximate the hessian |
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//It is inappropriate to apply this method in large scale problem |
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virtual SymMatrix FiniteHessian(vector<double>& x, vector<double>& h); |
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void setGrad(vector<double>& grad) {currentGrad = grad;} |
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vector<double> getGrad() {return currentGrad;} |
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protected: |
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vector<double> currentGrad; |
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}; |
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//concrete class of nonlinear optimization model with first derivatives |
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class ConcreteNLMode1 : NLModel1{ |
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class ConcreteNLModel1 : public NLModel1{ |
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public: |
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ConcreteNLMode1(int dim, ObjFunctor1* func , ConstraintList* cons = NULL); |
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ConcreteNLMode1(int dim, ConstraintList* cons = NULL); |
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ConcreteNLModel1(int dim, ObjFunctor1* func , ConstraintList* cons = NULL); |
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+ |
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virtual double calcF(); |
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< |
virtual double calcF(const vector<double>& x); |
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> |
virtual double calcF(vector<double>& x); |
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virtual vector<double> calcGrad(); |
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< |
virtual vector<double> calcGrad(const vector<double>& x); |
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virtual vector<double> calcGrad( vector<double>& x); |
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virtual SymMatrix calcHessian() ; |
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virtual SymMatrix calcHessian(vector<double>& x) ; |
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ConcreteNLModel2(int dim, ConstraintList* cons = NULL); |
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virtual double calcF(); |
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< |
virtual double calcF(const vector<double>& x); |
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> |
virtual double calcF(vector<double>& x); |
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virtual vector<double> calcGrad(); |
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virtual vector<double> calcGrad(vector<double>& x); |
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virtual SymMatrix calcHessian() ; |