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#include "NLModel.hpp" |
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#include "Utility.hpp" |
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//calculate hessian using finite difference |
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SymMatrix NLModel1::FiniteHessian(vector<double>& x, vector<double>& h){ |
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vector<double> gplusAll; |
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vector<double> tempGradAll; |
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tempGradAll = getAllGrad(); |
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//tempGradAll = getAllGrad(); |
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#endif |
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tempX = x; |
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//very inefficient, need to change |
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for(int j = 0; j , numOfProc; j++){ |
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brocastVector(gplus, j); |
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gplusAll.insert(gplus); |
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//brocastVector(gplus, j); |
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//gplusAll.insert(gplus); |
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} |
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if(procMappingArray[i] == myRank){ |
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} |
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hessian.Cloume(i) = (gplusAll - tempGradAll) / hi; |
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//hessian.Cloume(i) = (gplusAll - tempGradAll) / hi; |
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#endif |
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} |
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} |
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double ConcreteNLMode1::calcF(){ |
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//----------------------------------------------------------------------------// |
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ConcreteNLModel1::ConcreteNLModel1(int dim, ObjFunctor1* func , ConstraintList* cons) |
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: NLModel1(dim, cons){ |
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objfunc = func; |
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} |
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double ConcreteNLModel1::calcF(){ |
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currentF = (*objfunc)(currentX, currentGrad); |
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numOfFunEval ++; |
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return currentF; |
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} |
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double ConcreteNLMode1::calcF(const vector<double>& x){ |
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double ConcreteNLModel1::calcF(vector<double>& x){ |
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vector<double> tempGrad(x.size()); |
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double tempF; |
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//tempF = (*objfunc)(x, tempGrad); |
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tempF = (*objfunc)(x, tempGrad); |
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numOfFunEval ++; |
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return tempF; |
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} |
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vector<double> ConcreteNLMode1::calcGrad(){ |
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vector<double> ConcreteNLModel1::calcGrad(){ |
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currentF = (*objfunc)(currentX, currentGrad); |
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} |
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vector<double> ConcreteNLMode1::calcGrad(const vector<double>& x){ |
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vector<double> tempGrad; |
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//vector<double> tempGrad(x.szie()); |
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vector<double> ConcreteNLModel1::calcGrad(vector<double>& x){ |
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vector<double> tempGrad(x.size()); |
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double tempF; |
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//tempF = (*objfunc)(x, tempGrad); |
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tempF = (*objfunc)(x, tempGrad); |
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return tempGrad; |
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} |
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/* |
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SymMatrix ConcreteNLMode1::calcHessian(){ |
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SymMatrix ConcreteNLModel1::calcHessian(){ |
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calcGrad(currentX); |
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return FiniteHessian(currentX); |
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return FiniteHessian(currentX, currentX); |
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} |
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SymMatrix ConcreteNLMode1::calcHessian(vector<double>& x){ |
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return FiniteHessian(x); |
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SymMatrix ConcreteNLModel1::calcHessian(vector<double>& x){ |
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return FiniteHessian(x, x); |
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} |
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*/ |
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