golib  0.5
goMath::BarrierOpt< matrix_type, vector_type, opt_function_type > Class Template Reference

Public Types

typedef matrix_type::value_type value_type
 

Public Member Functions

 BarrierOpt (goAutoPtr< OptProblem< matrix_type, vector_type > > prob)
 
void setInfeasible (bool i)
 Set the infeasible start point flag. More...
 
bool infeasible () const
 Get the infeasible start point flag. More...
 
void setExtraStopCondition (goAutoPtr< goFunctorBase0< bool > > f)
 
void solve (vector_type &x, value_type epsilon=0.01, value_type mu=2, value_type t0=1)
 Solve using the log barrier interior point method. More...
 
goAutoPtr< opt_function_type > function ()
 

Member Function Documentation

◆ infeasible()

template<class matrix_type , class vector_type , class opt_function_type = BarrierOptFunction<matrix_type, vector_type>>
bool goMath::BarrierOpt< matrix_type, vector_type, opt_function_type >::infeasible ( ) const
inline

Get the infeasible start point flag.

See also
setInfeasible()
Returns
If true, the initial point must only fulfill the inequality constraints, but not necessarily the equality constraints.

◆ setInfeasible()

template<class matrix_type , class vector_type , class opt_function_type = BarrierOptFunction<matrix_type, vector_type>>
void goMath::BarrierOpt< matrix_type, vector_type, opt_function_type >::setInfeasible ( bool  i)
inline

Set the infeasible start point flag.

Parameters
iIf true, the initial point is assumed to fulfill the inequality constraints, but not necessarily the equality constraints.

◆ solve()

template<class matrix_type , class vector_type , class opt_function_type = BarrierOptFunction<matrix_type, vector_type>>
void goMath::BarrierOpt< matrix_type, vector_type, opt_function_type >::solve ( vector_type x,
value_type  epsilon = 0.01,
value_type  mu = 2,
value_type  t0 = 1 
)
inline

Solve using the log barrier interior point method.

Todo:
Document choice of t0, mu, epsilon
Parameters
xStart point, must be strictly feasible. Contains the solution on return.

The documentation for this class was generated from the following file: