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// NPSOL.h -*- C++ -*-
/*
Copyright (C) 1992, 1993, 1994, 1995 John W. Eaton
This file is part of Octave.
Octave is free software; you can redistribute it and/or modify it
under the terms of the GNU General Public License as published by the
Free Software Foundation; either version 2, or (at your option) any
later version.
Octave is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
for more details.
You should have received a copy of the GNU General Public License
along with Octave; see the file COPYING. If not, write to the Free
Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
*/
#if !defined (octave_NPSOL_h)
#define octave_NPSOL_h 1
#ifndef NPSOL_MISSING
#include "dColVector.h"
#include "NLP.h"
extern "C++" {
#ifndef Vector
#define Vector ColumnVector
#endif
class NPSOL_options
{
public:
NPSOL_options (void);
NPSOL_options (const NPSOL_options& opt);
NPSOL_options& operator = (const NPSOL_options& opt);
~NPSOL_options (void);
void init (void);
void copy (const NPSOL_options& opt);
void set_default_options (void);
void set_central_difference_interval (double val);
void set_crash_tolerance (double val);
void set_difference_interval (double val);
void set_function_precision (double val);
void set_infinite_bound (double val);
void set_infinite_step (double val);
void set_linear_feasibility_tolerance (double val);
void set_linesearch_tolerance (double val);
void set_nonlinear_feasibility_tolerance (double val);
void set_optimality_tolerance (double val);
void set_derivative_level (int val);
void set_major_iteration_limit (int val);
void set_minor_iteration_limit (int val);
void set_major_print_level (int val);
void set_minor_print_level (int val);
void set_start_objective_check (int val);
void set_start_constraint_check (int val);
void set_stop_objective_check (int val);
void set_stop_constraint_check (int val);
void set_verify_level (int val);
double central_difference_interval (void) const;
double crash_tolerance (void) const;
double difference_interval (void) const;
double function_precision (void) const;
double infinite_bound (void) const;
double infinite_step (void) const;
double linear_feasibility_tolerance (void) const;
double linesearch_tolerance (void) const;
double nonlinear_feasibility_tolerance (void) const;
double optimality_tolerance (void) const;
int derivative_level (void) const;
int major_iteration_limit (void) const;
int minor_iteration_limit (void) const;
int major_print_level (void) const;
int minor_print_level (void) const;
int start_objective_check (void) const;
int start_constraint_check (void) const;
int stop_objective_check (void) const;
int stop_constraint_check (void) const;
int verify_level (void) const;
protected:
void pass_options_to_npsol (void);
void set_option (const char *key, int opt);
void set_option (const char *key, double opt);
private:
double x_central_difference_interval;
double x_crash_tolerance;
double x_difference_interval;
double x_function_precision;
double x_infinite_bound;
double x_infinite_step;
double x_linear_feasibility_tolerance;
double x_linesearch_tolerance;
double x_nonlinear_feasibility_tolerance;
double x_optimality_tolerance;
int x_derivative_level;
int x_major_iteration_limit;
int x_minor_iteration_limit;
int x_major_print_level;
int x_minor_print_level;
int x_start_objective_check;
int x_start_constraint_check;
int x_stop_objective_check;
int x_stop_constraint_check;
int x_verify_level;
};
class NPSOL : public NLP, public NPSOL_options
{
public:
NPSOL (void) : NLP () { }
NPSOL (const Vector& x, const Objective& phi) : NLP (x, phi) { }
NPSOL (const Vector& x, const Objective& phi,
const Bounds& b) : NLP (x, phi, b)
{ }
NPSOL (const Vector& x, const Objective& phi, const Bounds& b,
const LinConst& lc) : NLP (x, phi, b, lc)
{ }
NPSOL (const Vector& x, const Objective& phi, const Bounds& b,
const LinConst& lc, const NLConst& nlc) : NLP (x, phi, b, lc, nlc)
{ }
NPSOL (const Vector& x, const Objective& phi,
const LinConst& lc) : NLP (x, phi, lc)
{ }
NPSOL (const Vector& x, const Objective& phi, const LinConst& lc,
const NLConst& nlc) : NLP (x, phi, lc, nlc)
{ }
NPSOL (const Vector& x, const Objective& phi,
const NLConst& nlc) : NLP (x, phi, nlc)
{ }
NPSOL (const Vector& x, const Objective& phi, const Bounds& b,
const NLConst& nlc) : NLP (x, phi, b, nlc)
{ }
NPSOL (const NPSOL& a);
Vector minimize (void);
Vector minimize (double& objf);
Vector minimize (double& objf, int& inform);
Vector minimize (double& objf, int& inform, Vector& lambda);
Vector minimize (const Vector& x);
Vector minimize (const Vector& x, double& objf);
Vector minimize (const Vector& x, double& objf, int& inform);
Vector minimize (const Vector& x, double& objf, int& inform, Vector& lambda);
NPSOL& option (char *s);
private:
};
// XXX FIXME XXX -- would be nice to not have to have this global
// variable.
// Nonzero means an error occurred in the calculation of the objective
// function, and the user wants us to quit.
extern int npsol_objective_error;
inline NPSOL::NPSOL (const NPSOL& a) : NLP (a.x, a.phi, a.bnds, a.lc, a.nlc)
{ }
} // extern "C++"
#endif /* NPSOL_MISSING */
#endif
/*
;;; Local Variables: ***
;;; mode: C++ ***
;;; page-delimiter: "^/\\*" ***
;;; End: ***
*/
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