Public Types
typedef BarrierOptFunction< matrix_type, vector_type >	parent

typedef matrix_type::value_type	value_type

Public Types inherited from goMath::BarrierOptFunction< matrix_type, vector_type >
typedef OptFunction< matrix_type, vector_type >::value_type	value_type

typedef OptFunction< matrix_type, vector_type >	function_type

Public Types inherited from goMath::OptFunction< matrix_type, vector_type >
typedef vector_type::value_type	value_type
	Value of the matrix and vector types matrix_type and vector_type.

Public Member Functions
	BarrierOptFunctionPhase1 (double eps=0.01)

virtual value_type	barrier (const vector_type &x_s)
	Barrier function $\Phi$ . More...

virtual value_type	operator() (const vector_type &x_s)
	Calculate $t \cdot s + \Phi(x)$ . More...

virtual void	grad (vector_type &x_s, vector_type &ret)
	Calculate the gradient of f at x. More...

virtual void	hessian (vector_type &x_s, matrix_type &ret)
	Calculate the Hessian of f at x. More...

Public Member Functions inherited from goMath::BarrierOptFunction< matrix_type, vector_type >
	BarrierOptFunction (double eps=0.01)

void	setT (value_type t)

value_type	t () const

void	setProblem (goAutoPtr< OptProblem< matrix_type, vector_type > > p)

virtual void	hessian (vector_type &x, matrix_type &ret)

void	barrierGradHessian (const vector_type &x, vector_type &grad, matrix_type &hess)

goAutoPtr< OptProblem< matrix_type, vector_type > >	problem ()

Additional Inherited Members
Protected Member Functions inherited from goMath::OptFunction< matrix_type, vector_type >
	OptFunction (double eps=0.01)
	Constructor. More...

Protected Attributes inherited from goMath::BarrierOptFunction< matrix_type, vector_type >
goAutoPtr< OptProblem< matrix_type, vector_type > >	myProblem

vector_type	myBufferGrad

matrix_type	myBufferHess

value_type	my_t

Member Function Documentation

◆ barrier()

template<class matrix_type , class vector_type >

virtual value_type goMath::BarrierOptFunctionPhase1< matrix_type, vector_type >::barrier ( const vector_type & x_s )

inlinevirtual

Barrier function $\Phi$ .

Calculates the barrier function

$\Phi(x,s) = -\sum_{i=1}^{m} \log (-f_i(x) + s)$

for all inequality constraints $f_i(x) \leq 0$ which obviously must be met strictly.

Parameters

x_s	Point at which to calculate $\Phi(x,s)$ . The last entry of vector `x_s` is `s`.

Reimplemented from goMath::BarrierOptFunction< matrix_type, vector_type >.

◆ grad()

template<class matrix_type , class vector_type >

virtual void goMath::BarrierOptFunctionPhase1< matrix_type, vector_type >::grad	(	vector_type &	x,
		vector_type &	ret
	)

inlinevirtual

Calculate the gradient of f at x.

Does a numerical approximation with forward differences. Re-implement for specialisations.

Note: x is modified during the call, but restored when the call returns.

Parameters

x	Point at which to calculate the gradient
ret	Contains $\nabla f(x)$ on return

Reimplemented from goMath::BarrierOptFunction< matrix_type, vector_type >.

◆ hessian()

template<class matrix_type , class vector_type >

virtual void goMath::BarrierOptFunctionPhase1< matrix_type, vector_type >::hessian	(	vector_type &	x,
		matrix_type &	ret
	)

inlinevirtual

Calculate the Hessian of f at x.

Does a numerical approximation with forward differences. Re-implement for specialisations.

Note: x is modified during the call, but restored when the call returns.

Parameters

x	Point at which to calculate the Hessian
ret	Contains on return

Reimplemented from goMath::OptFunction< matrix_type, vector_type >.

◆ operator()()

template<class matrix_type , class vector_type >

virtual value_type goMath::BarrierOptFunctionPhase1< matrix_type, vector_type >::operator() ( const vector_type & x_s )

inlinevirtual

Calculate $t \cdot s + \Phi(x)$ .

See also: barrier()

$ f(x) $ is the original function to be minimised, $\Phi(x)$ is the log barrier.

Returns: $t \cdot f(x) + \Phi(x)$

Reimplemented from goMath::BarrierOptFunction< matrix_type, vector_type >.

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

gobarrieropt.h

Public Types

Public Member Functions

Additional Inherited Members

Member Function Documentation

◆ barrier()

◆ grad()

◆ hessian()

◆ operator()()