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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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#ifdef IS_MPI |
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vector<double> gplusAll; |
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vector<double> currentGradAll; |
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vector<double> tempGradAll; |
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currentGradAll = getAllGrad(); |
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tempGradAll = getAllGrad(); |
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#endif |
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tempX = x; |
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gplus = calcGrad(tempX); |
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hessian.Cloume(i) = (gplus - currentGrad) / hi; |
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//hessian.Colume(i) = (gplus - currentGrad) / hi; |
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//restore tempX to its original value |
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tempX[i] -= hi; |
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} |
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hessian.Cloume(i) = (gplusAll - currentGradAll) / 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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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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return currentGrad; |
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} |
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vector<double> ConcreteNLMode1::calcGrad(vector<double>& x){ |
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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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return tempGrad; |
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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, currentX); |
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} |
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SymMatrix ConcreteNLMode1::calcHessian(vector<double>& 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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