| 20 |
|
public: |
| 21 |
|
NLModel(ConstraintList* cons) {constraints = cons;} |
| 22 |
|
virtual ~NLModel() { if (constraints != NULL) delete constraints;} |
| 23 |
+ |
|
| 24 |
|
virtual void setX(const vector<double>& x)= 0; |
| 25 |
|
|
| 25 |
– |
virtual void setF(const vector<double>& fx)= 0; |
| 26 |
– |
|
| 26 |
|
virtual int getDim() const = 0; |
| 27 |
|
|
| 28 |
|
bool hasConstraints() { return constraints == NULL ? false : true;} |
| 65 |
|
NLModel0(int dim, ConstraintList* cons = NULL); |
| 66 |
|
~NLModel0() {} |
| 67 |
|
|
| 68 |
< |
protected: |
| 68 |
> |
virtual void setX(const vector<double>& x); |
| 69 |
|
|
| 70 |
|
//Using finite difference methods to approximate the gradient |
| 71 |
|
//It is inappropriate to apply these methods in large scale problem |
| 76 |
|
|
| 77 |
|
//Using finite difference methods to approximate the hessian |
| 78 |
|
//It is inappropriate to apply this method in large scale problem |
| 79 |
< |
virtual SymMatrix FiniteHessian(vector<double>& sx); |
| 79 |
> |
virtual SymMatrix FiniteHessian(vector<double>& x, double fx, vector<double>& h); |
| 80 |
|
|
| 81 |
+ |
protected: |
| 82 |
+ |
|
| 83 |
|
FDType fdType; |
| 84 |
|
vector<double> currentX; |
| 85 |
+ |
double curretF; |
| 86 |
|
}; |
| 87 |
|
|
| 88 |
+ |
//concrete class of nonlinear optimization model without derivatives |
| 89 |
+ |
|
| 90 |
+ |
class ConcreteNLMode0 : public NLModel0{ |
| 91 |
+ |
|
| 92 |
+ |
public: |
| 93 |
+ |
|
| 94 |
+ |
ConcreteNLMode0(int dim, ObjFunctor0* func , ConstraintList* cons = NULL); |
| 95 |
+ |
ConcreteNLMode0(int dim, ConstraintList* cons = NULL); |
| 96 |
+ |
|
| 97 |
+ |
virtual double calcF(); |
| 98 |
+ |
virtual double calcF(const vector<double>& x); |
| 99 |
+ |
virtual vector<double> calcGrad(); |
| 100 |
+ |
virtual vector<double> calcGrad(vector<double>& x); |
| 101 |
+ |
virtual SymMatrix calcHessian() ; |
| 102 |
+ |
virtual SymMatrix calcHessian(vector<double>& x) ; |
| 103 |
+ |
|
| 104 |
+ |
protected: |
| 105 |
+ |
|
| 106 |
+ |
ObjFunctor0* objfunc; |
| 107 |
+ |
|
| 108 |
+ |
}; |
| 109 |
+ |
|
| 110 |
|
//abstract class of nonlinear optimization model with first derivatives |
| 111 |
|
class NLModel1 : public NLModel0{ |
| 112 |
+ |
|
| 113 |
|
public: |
| 114 |
|
|
| 115 |
|
//Using finite difference methods to approximate the hessian |
| 116 |
|
//It is inappropriate to apply this method in large scale problem |
| 117 |
< |
virtual SymMatrix ForwardHessian(vector<double>& sx); |
| 117 |
> |
virtual SymMatrix FiniteHessian(vector<double>& x, double fx, vector<double>& h); |
| 118 |
|
|
| 119 |
|
protected: |
| 120 |
+ |
|
| 121 |
|
vector<double> currentGrad; |
| 122 |
|
}; |
| 123 |
|
|
| 124 |
|
//concrete class of nonlinear optimization model with first derivatives |
| 125 |
|
class ConcreteNLMode1 : NLModel1{ |
| 126 |
+ |
|
| 127 |
|
public: |
| 128 |
+ |
|
| 129 |
|
ConcreteNLMode1(int dim, ObjFunctor1* func , ConstraintList* cons = NULL); |
| 130 |
|
ConcreteNLMode1(int dim, ConstraintList* cons = NULL); |
| 131 |
|
|
| 137 |
|
virtual SymMatrix calcHessian(vector<double>& x) ; |
| 138 |
|
|
| 139 |
|
protected: |
| 140 |
+ |
|
| 141 |
|
ObjFunctor1* objfunc; |
| 142 |
|
}; |
| 143 |
|
|
| 115 |
– |
|
| 144 |
|
/* |
| 145 |
+ |
//abstract class of nonlinear optimization model with second derivatives |
| 146 |
|
class NLModel2 : public NLModel1{ |
| 147 |
|
public: |
| 148 |
+ |
|
| 149 |
+ |
protected: |
| 150 |
+ |
SymMatrix currentHessian; |
| 151 |
|
|
| 152 |
< |
NLModel2(int dim, ObjFunctor2* func , ConstraintList* cons = NULL); |
| 153 |
< |
~NLModel2() {} |
| 152 |
> |
}; |
| 153 |
> |
|
| 154 |
> |
//concrete class of nonlinear optimization model with second derivatives |
| 155 |
> |
class ConcreteNLModel2 : public NLModel2{ |
| 156 |
> |
public: |
| 157 |
> |
|
| 158 |
> |
ConcreteNLModel2(int dim, ObjFunctor2* func , ConstraintList* cons = NULL); |
| 159 |
> |
ConcreteNLModel2(int dim, ConstraintList* cons = NULL); |
| 160 |
|
|
| 161 |
|
virtual double calcF(); |
| 162 |
|
virtual double calcF(const vector<double>& x); |
| 167 |
|
|
| 168 |
|
protected: |
| 169 |
|
|
| 132 |
– |
SymMatrix hessian; |
| 170 |
|
ObjFunctor2* objFunc; |
| 171 |
|
}; |
| 172 |
|
*/ |