Penalty< N, Function, Constraint, T, Point > Class Template Reference

The penalty method for optimization with an equality constraint. More...

#include <Penalty.h>

List of all members.

Public Types

typedef Function function_type
 The function type.
typedef Constraint constraint_type
 The constraint type.
typedef T number_type
 The number type.
typedef Point point_type
 A point in N dimensions.

Public Member Functions

Constructors etc.

The copy constructor and the assignment operator are not implemented.

 Penalty (const function_type &function, const constraint_type &constraint, const number_type initial_step_size=std::pow(std::numeric_limits< number_type >::epsilon(), 0.25), const number_type final_step_size=std::sqrt(std::numeric_limits< number_type >::epsilon()), const number_type max_constraint_error=std::pow(std::numeric_limits< number_type >::epsilon(), 0.25), const int max_function_calls=10000)
 Construct from the objective function, the constraint and many optional parameters.
virtual ~Penalty ()
 Destructor.
Minimization.

void find_minimum (point_type &x)
 Find the minimum to within the tolerances.
Accessors.

number_type penalty_parameter () const
 Return the penalty parameter.
number_type max_constraint_error () const
 Return the maximum allowed constraint error.
Manipulators.

void set_initial_step_size (const number_type initial_step_size)
 Set the initial step size.
void set_final_step_size (const number_type final_step_size)
 Set the stepsize at which to halt optimization.
void set_step_size_reduction_factor (const number_type step_size_reduction_factor)
 Set the stepsize reduction factor.
void set_max_constraint_error (const number_type max_constraint_error)
 Set the maximum allowed constraint error.
void set_penalty_parameter (const number_type penalty_parameter)
 Set the penalty parameter.

Detailed Description

template<int N, class Function, class Constraint, typename T = typename Function::result_type, typename Point = typename Function::argument_type>
class Penalty< N, Function, Constraint, T, Point >

The penalty method for optimization with an equality constraint.

Parameters:
N is the problem dimension.
Function is the functor to minimize.
Constraint is the equality constraint.
T is the number type. By default it is Function::result_type;
Point is the point type. By default it is Function::argument_type;

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