32#ifndef _math_optimize_function_h
33#define _math_optimize_function_h
38#include <util/state/state.h>
39#include <math/optimize/transform.h>
40#include <math/scmat/matrix.h>
41#include <math/scmat/result.h>
62 virtual void set_value(
double);
76 virtual void set_actual_value_accuracy(
double);
77 virtual void set_actual_gradient_accuracy(
double);
78 virtual void set_actual_hessian_accuracy(
double);
109 double gradacc = DBL_EPSILON,
double hessacc = DBL_EPSILON);
144 int gradient_needed()
const;
145 int do_gradient(
int);
146 virtual void set_desired_gradient_accuracy(
double);
147 virtual double actual_gradient_accuracy()
const;
148 virtual double desired_gradient_accuracy()
const;
157 int hessian_needed()
const;
159 virtual void set_desired_hessian_accuracy(
double);
160 virtual double actual_hessian_accuracy()
const;
161 virtual double desired_hessian_accuracy()
const;
175 virtual int gradient_implemented()
const;
176 virtual int hessian_implemented()
const;
The Compute class provides a means of keeping results up to date.
Definition: compute.h:56
virtual void obsolete()
Marks all results as being out of date.
static std::ostream & out0()
Return an ostream that writes from node 0.
The Function class is an abstract base class that, given a set of coordinates, will compute a value a...
Definition: function.h:48
int value_needed() const
Returns nonzero if the current value is not up-to-date.
Ref< SCMatrixKit > matrixkit_
Used to construct new matrices.
Definition: function.h:50
virtual int value_implemented() const
Information about the availability of values, gradients, and hessians.
AccResultRefSymmSCMatrix hessian_
The hessian at x_.
Definition: function.h:56
RefSCVector x_
The variables.
Definition: function.h:52
RefSCDimension dim_
The dimension of x_.
Definition: function.h:53
virtual double value()
Return the value of the function.
virtual double actual_value_accuracy() const
Return the accuracy with which the value has been computed.
virtual double desired_value_accuracy() const
Return the accuracy with which the value is to be computed.
int do_value(int)
If passed a nonzero number, compute the value the next time compute() is called.
virtual void save_data_state(StateOut &)
Save the base classes (with save_data_state) and the members in the same order that the StateIn CTOR ...
virtual void guess_hessian(RefSymmSCMatrix &)
Compute a quick, approximate hessian.
Function(const Ref< KeyVal > &, double funcacc=DBL_EPSILON, double gradacc=DBL_EPSILON, double hessacc=DBL_EPSILON)
The keyval constructor reads the following keywords:
AccResultdouble value_
The value of the function at x_.
Definition: function.h:54
virtual void set_matrixkit(const Ref< SCMatrixKit > &)
Set the SCMatrixKit that should be used to construct the requisite vectors and matrices.
virtual void set_x(const RefSCVector &)
Set and retrieve the coordinate values.
void do_change_coordinates(const Ref< NonlinearTransform > &)
Change the coordinate system and apply the given transform to intermediates matrices and vectors.
RefSCVector & get_x_reference()
Get read/write access to the coordinates for modification.
Definition: function.h:82
RefSCDimension dimension() const
Return the SCDimension of the problem.
virtual void print(std::ostream &=ExEnv::out0()) const
Print information about the object.
virtual void set_desired_value_accuracy(double)
Set the accuracy to which the value is to be computed.
AccResultRefSCVector gradient_
The gradient at x_.
Definition: function.h:55
Ref< SCMatrixKit > matrixkit() const
Return the SCMatrixKit used to construct vectors and matrices.
virtual Ref< NonlinearTransform > change_coordinates()
An optimizer can call change coordinates periodically to give the function an opportunity to change i...
The RefSCDimension class is a smart pointer to an SCDimension specialization.
Definition: dim.h:156
The RefSCVector class is a smart pointer to an SCVector specialization.
Definition: matrix.h:55
The RefSymmSCMatrix class is a smart pointer to an SCSymmSCMatrix specialization.
Definition: matrix.h:261
A template class that maintains references counts.
Definition: ref.h:332
Base class for objects that can save/restore state.
Definition: state.h:46
Restores objects that derive from SavableState.
Definition: statein.h:70
Serializes objects that derive from SavableState.
Definition: stateout.h:61