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

The penalty method for optimization with an equality constraint using a quasi-Newton method . More...

#include <PenaltyQuasiNewton.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.
	PenaltyQuasiNewton (const function_type &function, const constraint_type &constraint, const number_type max_constraint_error=std::pow(std::numeric_limits< number_type >::epsilon(), 0.25), const number_type x_tolerance=4 *std::numeric_limits< number_type >::epsilon(), const number_type gradient_tolerance=4 *std::numeric_limits< number_type >::epsilon(), const int max_function_calls=10000)
	Construct from the objective function, the constraint and optional parameters.
virtual	~PenaltyQuasiNewton ()
	Destructor.
Minimization.
void	find_minimum (point_type &x, number_type &value, int &num_iterations, number_type max_step=0, const number_type x_tolerance=0, const number_type gradient_tolerance=0)
	Find the minimum to within the tolerances.
Accessors.
number_type	penalty_parameter () const
	Return the penalty parameter.
number_type	initial_penalty_parameter () const
	Return the initial penalty parameter.
number_type	max_constraint_error () const
	Return the maximum allowed constraint error.
Manipulators.
void	set_max_constraint_error (const number_type max_constraint_error)
	Set the maximum allowed constraint error.
void	set_initial_penalty_parameter (const number_type initial_penalty_parameter)
	Set the penalty parameter.

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Detailed Description

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

The penalty method for optimization with an equality constraint using a quasi-Newton method .

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;

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

• PenaltyQuasiNewton.h