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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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| 76 |
< |
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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< |
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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: |
| 106 |
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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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> |
|
| 109 |
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| 110 |
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virtual double calcF(); |
| 111 |
< |
virtual double calcF(const vector<double>& x); |
| 111 |
> |
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{ |
| 125 |
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| 126 |
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public: |
| 127 |
< |
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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 |
| 130 |
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virtual SymMatrix FiniteHessian(vector<double>& x, vector<double>& h); |
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< |
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> |
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| 132 |
> |
void setGrad(vector<double>& grad) {currentGrad = grad;} |
| 133 |
> |
vector<double> getGrad() {return currentGrad;} |
| 134 |
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protected: |
| 135 |
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| 136 |
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vector<double> currentGrad; |
| 137 |
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}; |
| 138 |
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| 139 |
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//concrete class of nonlinear optimization model with first derivatives |
| 140 |
< |
class ConcreteNLMode1 : NLModel1{ |
| 140 |
> |
class ConcreteNLModel1 : public NLModel1{ |
| 141 |
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| 142 |
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public: |
| 143 |
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|
| 144 |
< |
ConcreteNLMode1(int dim, ObjFunctor1* func , ConstraintList* cons = NULL); |
| 133 |
< |
ConcreteNLMode1(int dim, ConstraintList* cons = NULL); |
| 144 |
> |
ConcreteNLModel1(int dim, ObjFunctor1* func , ConstraintList* cons = NULL); |
| 145 |
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|
| 146 |
+ |
|
| 147 |
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virtual double calcF(); |
| 148 |
< |
virtual double calcF(const vector<double>& x); |
| 148 |
> |
virtual double calcF(vector<double>& x); |
| 149 |
|
virtual vector<double> calcGrad(); |
| 150 |
< |
virtual vector<double> calcGrad(const vector<double>& x); |
| 150 |
> |
virtual vector<double> calcGrad( vector<double>& x); |
| 151 |
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virtual SymMatrix calcHessian() ; |
| 152 |
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virtual SymMatrix calcHessian(vector<double>& x) ; |
| 153 |
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|
| 174 |
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ConcreteNLModel2(int dim, ConstraintList* cons = NULL); |
| 175 |
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|
| 176 |
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virtual double calcF(); |
| 177 |
< |
virtual double calcF(const vector<double>& x); |
| 177 |
> |
virtual double calcF(vector<double>& x); |
| 178 |
|
virtual vector<double> calcGrad(); |
| 179 |
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virtual vector<double> calcGrad(vector<double>& x); |
| 180 |
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virtual SymMatrix calcHessian() ; |