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Comparing trunk/OOPSE/libmdtools/NLModel.hpp (file contents):
Revision 996 by tim, Wed Jan 28 22:44:44 2004 UTC vs.
Revision 1023 by tim, Wed Feb 4 22:26:00 2004 UTC

# Line 3 | Line 3
3  
4   #include <vector>
5   #include <utility>
6 + #include <math.h>
7  
8   #include "SymMatrix.hpp"
9   #include "Functor.hpp"
10 + #include "ConstraintList.hpp"
11  
12   using namespace std;
13  
14  
15 < typedef enum FDType {backward, forward, central} ;
15 > typedef enum  {backward, forward, central} FDType;
16  
17   // special property of nonlinear object function
18 < typedef enum NLOFProp{linear, quadratic, general};
18 > typedef enum {linear, quadratic, general} NLOFProp;
19  
20   //abstract class of nonlinear optimization model
21   class NLModel{
22    public:    
23 <    NLModel(ConstraintList* cons) {constraints = cons;}
23 >    NLModel(int dim, ConstraintList* cons) { ndim = dim, constraints = cons;}
24      virtual ~NLModel() {  if (constraints != NULL) delete constraints;}
25 +
26      virtual void setX(const vector<double>& x)= 0;
27 +    virtual vector<double> getX() = 0;
28  
29 <    virtual void setF(const vector<double>& fx)= 0;
29 >    virtual void setF(double f) = 0;
30 >    virtual double getF() = 0;
31  
32 <    virtual int  getDim() const = 0;
32 >    virtual int  getDim() {return ndim;}
33  
34      bool hasConstraints() {  return constraints == NULL ? false : true;}
35 <    int getConsType() {  return constrains->getConsType();}
35 >    int getConsType() {  return constraints->getConsType();}
36  
37      virtual double calcF()  = 0;
38 <    virtual double calcF(const vector<double>& x)  = 0;
38 >    virtual double calcF(vector<double>& x)  = 0;
39      virtual vector<double> calcGrad()  = 0;
40      virtual vector<double> calcGrad(vector<double>& x)  = 0;
41      virtual SymMatrix calcHessian()  = 0;
# Line 44 | Line 49 | class NLModel{
49   #endif
50  
51    protected:
52 +    NLModel() {}
53      ConstraintList* constraints;       //constraints of nonlinear optimization model
54      int numOfFunEval;                  //number of function evaluation
55 +    int ndim;
56  
57   #ifdef IS_MPI
58      bool mpiInitFlag;
# Line 63 | Line 70 | class NLModel0 : public NLModel{
70   class NLModel0 : public NLModel{
71    public:
72  
73 <    NLModel0(int dim,  ConstraintList* cons = NULL);
73 >    NLModel0(int dim,  ConstraintList* cons) : NLModel(dim, cons) { currentX.resize(dim);}
74      ~NLModel0() {}
75  
76 <  protected:
76 >    virtual void setX(const vector<double>& x) {currentX = x;}
77 >    vector<double>  getX() {return currentX;}
78  
79 +    void setF(double f) {currentF = f;}
80 +    double getF() {return currentF;}
81 +
82      //Using finite difference methods to approximate the gradient
83      //It is inappropriate to apply these methods in large scale problem
84      
85 <    vector<double> BackwardGrad(const vector<double>& x, double& fx, vector<double>& grad);
86 <    vector<double> ForwardGrad(const vector<double>& x, double& fx, vector<double>& grad);
87 <    vector<double> CentralGrad(const vector<double>& x, double& fx, vector<double>& grad);
85 >    vector<double> BackwardGrad(const vector<double>& x, double& fx, vector<double>& grad, const vector<double>& h);
86 >    vector<double> ForwardGrad(const vector<double>& x, double& fx, vector<double>& grad, const vector<double>& h);
87 >    vector<double> CentralGrad(const vector<double>& x, double& fx, vector<double>& grad, const vector<double>& h);
88  
89      //Using finite difference methods to approximate the hessian
90      //It is inappropriate to apply this method in large scale problem
91 <    virtual SymMatrix FiniteHessian(vector<double>& sx);
91 >    //virtual SymMatrix FiniteHessian(vector<double>& x, double fx, vector<double>& h);
92 >    SymMatrix FiniteHessian(vector<double>& x, double fx, vector<double>& h);
93 >  protected:
94 >    NLModel0() {}
95  
96      FDType fdType;
97      vector<double> currentX;
98 +    double currentF;
99   };
100  
101 + //concrete class of nonlinear optimization model without derivatives
102 +
103 + class ConcreteNLModel0 : public NLModel0{
104 +
105 +  public:
106 +
107 +    ConcreteNLModel0(int dim, ObjFunctor0* func ,  ConstraintList* cons = NULL) : NLModel0(dim, cons){objfunc = func;}
108 +  
109 +
110 +    virtual double calcF();
111 +    virtual double calcF(vector<double>& x);
112 +    virtual vector<double> calcGrad();
113 +    virtual vector<double> calcGrad(vector<double>& x);
114 +    virtual SymMatrix calcHessian() ;
115 +    virtual SymMatrix calcHessian(vector<double>& x) ;
116 +    
117 +  protected:
118 +
119 +    ObjFunctor0* objfunc;
120 +
121 + };
122 +
123   //abstract class of nonlinear optimization model with first derivatives
124   class NLModel1 : public NLModel0{
125 +
126    public:
127 <    
127 >    NLModel1(int dim,  ConstraintList* cons ) : NLModel0(dim, cons){currentGrad.resize(dim);}
128      //Using finite difference methods to approximate the hessian
129      //It is inappropriate to apply this method in large scale problem    
130 <    virtual SymMatrix ForwardHessian(vector<double>& sx);
131 <    
130 >    virtual SymMatrix FiniteHessian(vector<double>& x, vector<double>& h);
131 >
132 >    void setGrad(vector<double>& grad) {currentGrad = grad;}
133 >    vector<double> getGrad() {return currentGrad;}
134    protected:
135 +
136      vector<double> currentGrad;
137   };
138  
139   //concrete class of nonlinear optimization model with first derivatives
140 < class ConcreteNLMode1 : NLModel1{
140 > class ConcreteNLModel1 : public NLModel1{
141 >
142    public:
143 <    ConcreteNLMode1(int dim, ObjFunctor1* func ,  ConstraintList* cons = NULL);
144 <    ConcreteNLMode1(int dim, ConstraintList* cons = NULL);
143 >
144 >    ConcreteNLModel1(int dim, ObjFunctor1* func ,  ConstraintList* cons = NULL);
145      
146 +    
147      virtual double calcF();
148 <    virtual double calcF(const vector<double>& x);
148 >    virtual double calcF(vector<double>& x);
149      virtual vector<double> calcGrad();
150 <    virtual vector<double> calcGrad(vector<double>& x);
150 >    virtual vector<double> calcGrad( vector<double>& x);
151      virtual SymMatrix calcHessian() ;
152      virtual SymMatrix calcHessian(vector<double>& x) ;
153  
154    protected:
155 +
156      ObjFunctor1* objfunc;
157   };
158  
115 –
159   /*
160 + //abstract class of nonlinear optimization model with second derivatives
161   class NLModel2 : public NLModel1{
162    public:
163 +    
164 +  protected:    
165 +    SymMatrix currentHessian;
166  
167 <    NLModel2(int dim, ObjFunctor2* func ,  ConstraintList* cons = NULL);
168 <    ~NLModel2() {}  
167 > };
168 >
169 > //concrete class of nonlinear optimization model with second derivatives
170 > class ConcreteNLModel2 : public NLModel2{
171 >  public:
172 >
173 >    ConcreteNLModel2(int dim, ObjFunctor2* func ,  ConstraintList* cons = NULL);
174 >    ConcreteNLModel2(int dim, ConstraintList* cons = NULL);
175      
176      virtual double calcF();
177 <    virtual double calcF(const vector<double>& x);
177 >    virtual double calcF(vector<double>& x);
178      virtual vector<double> calcGrad();
179      virtual vector<double> calcGrad(vector<double>& x);
180      virtual SymMatrix calcHessian() ;
# Line 129 | Line 182 | class NLModel2 : public NLModel1{
182      
183    protected:
184      
132 –    SymMatrix hessian;
185      ObjFunctor2* objFunc;
186   };
187   */

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