| 20 |
|
//abstract class of nonlinear optimization model |
| 21 |
|
class NLModel{ |
| 22 |
|
public: |
| 23 |
< |
NLModel(ConstraintList* cons) {constraints = cons;} |
| 23 |
> |
NLModel(int dim, ConstraintList* cons) { ndim = dim, constraints = cons;} |
| 24 |
|
virtual ~NLModel() { if (constraints != NULL) delete constraints;} |
| 25 |
|
|
| 26 |
|
virtual void setX(const vector<double>& x)= 0; |
| 35 |
|
int getConsType() { return constraints->getConsType();} |
| 36 |
|
|
| 37 |
|
virtual double calcF() = 0; |
| 38 |
< |
virtual double calcF(const vector<double>& x) = 0; |
| 38 |
> |
virtual double calcF(vector<double>& x) = 0; |
| 39 |
|
virtual vector<double> calcGrad() = 0; |
| 40 |
|
virtual vector<double> calcGrad(vector<double>& x) = 0; |
| 41 |
|
virtual SymMatrix calcHessian() = 0; |
| 49 |
|
#endif |
| 50 |
|
|
| 51 |
|
protected: |
| 52 |
+ |
NLModel() {} |
| 53 |
|
ConstraintList* constraints; //constraints of nonlinear optimization model |
| 54 |
|
int numOfFunEval; //number of function evaluation |
| 55 |
|
int ndim; |
| 70 |
|
class NLModel0 : public NLModel{ |
| 71 |
|
public: |
| 72 |
|
|
| 73 |
< |
NLModel0(int dim, ConstraintList* cons = NULL); |
| 73 |
> |
NLModel0(int dim, ConstraintList* cons) : NLModel(dim, cons) { currentX.resize(dim);} |
| 74 |
|
~NLModel0() {} |
| 75 |
|
|
| 76 |
|
virtual void setX(const vector<double>& x) {currentX = x;} |
| 91 |
|
//virtual SymMatrix FiniteHessian(vector<double>& x, double fx, vector<double>& h); |
| 92 |
|
SymMatrix FiniteHessian(vector<double>& x, double fx, vector<double>& h); |
| 93 |
|
protected: |
| 94 |
+ |
NLModel0() {} |
| 95 |
|
|
| 96 |
|
FDType fdType; |
| 97 |
|
vector<double> currentX; |
| 100 |
|
|
| 101 |
|
//concrete class of nonlinear optimization model without derivatives |
| 102 |
|
|
| 103 |
< |
class ConcreteNLMode0 : public NLModel0{ |
| 103 |
> |
class ConcreteNLModel0 : public NLModel0{ |
| 104 |
|
|
| 105 |
|
public: |
| 106 |
|
|
| 107 |
< |
ConcreteNLMode0(int dim, ObjFunctor0* func , ConstraintList* cons = NULL); |
| 108 |
< |
ConcreteNLMode0(int dim, ConstraintList* cons = NULL); |
| 107 |
> |
ConcreteNLModel0(int dim, ObjFunctor0* func , ConstraintList* cons = NULL) : NLModel0(dim, cons){objfunc = func;} |
| 108 |
> |
|
| 109 |
|
|
| 110 |
|
virtual double calcF(); |
| 111 |
|
virtual double calcF(vector<double>& x); |
| 124 |
|
class NLModel1 : public NLModel0{ |
| 125 |
|
|
| 126 |
|
public: |
| 127 |
< |
|
| 127 |
> |
NLModel1(int dim, ConstraintList* cons ) : NLModel0(dim, cons){currentGrad.resize(dim);} |
| 128 |
|
//Using finite difference methods to approximate the hessian |
| 129 |
|
//It is inappropriate to apply this method in large scale problem |
| 130 |
|
virtual SymMatrix FiniteHessian(vector<double>& x, vector<double>& h); |
| 137 |
|
}; |
| 138 |
|
|
| 139 |
|
//concrete class of nonlinear optimization model with first derivatives |
| 140 |
< |
class ConcreteNLMode1 : NLModel1{ |
| 140 |
> |
class ConcreteNLModel1 : public NLModel1{ |
| 141 |
|
|
| 142 |
|
public: |
| 143 |
|
|
| 144 |
< |
ConcreteNLMode1(int dim, ObjFunctor1* func , ConstraintList* cons = NULL); |
| 143 |
< |
ConcreteNLMode1(int dim, ConstraintList* cons = NULL); |
| 144 |
> |
ConcreteNLModel1(int dim, ObjFunctor1* func , ConstraintList* cons = NULL); |
| 145 |
|
|
| 146 |
+ |
|
| 147 |
|
virtual double calcF(); |
| 148 |
|
virtual double calcF(vector<double>& x); |
| 149 |
|
virtual vector<double> calcGrad(); |