OpenMD 3.0
Molecular Dynamics in the Open
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QuantLib::Problem Class Reference

Constrained optimization problem. More...

#include <Problem.hpp>

Public Member Functions

 Problem (ObjectiveFunction &objectiveFunction, Constraint &constraint, OpenMD::StatusFunction &statFunc, const DynamicVector< RealType > &initialValue=DynamicVector< RealType >())
 default constructor
 
void reset ()
 
RealType value (const DynamicVector< RealType > &x)
 call objective function computation and increment evaluation counter
 
void gradient (DynamicVector< RealType > &grad_f, const DynamicVector< RealType > &x)
 call objective function gradient computation and increment
 
RealType valueAndGradient (DynamicVector< RealType > &grad_f, const DynamicVector< RealType > &x)
 call objective function computation and it gradient
 
Constraintconstraint () const
 Constraint.
 
ObjectiveFunctionobjectiveFunction () const
 Objective function.
 
void setCurrentValue (const DynamicVector< RealType > &currentValue)
 
const DynamicVector< RealType > & currentValue () const
 current value of the local minimum
 
void setFunctionValue (RealType functionValue)
 
RealType functionValue () const
 value of objective function
 
void setGradientNormValue (RealType squaredNorm)
 
RealType gradientNormValue () const
 value of objective function gradient norm
 
int functionEvaluation () const
 number of evaluation of objective function
 
int gradientEvaluation () const
 number of evaluation of objective function gradient
 
RealType DotProduct (DynamicVector< RealType > &v1, DynamicVector< RealType > &v2)
 
RealType computeGradientNormValue (DynamicVector< RealType > &grad_f)
 

Protected Attributes

ObjectiveFunctionobjectiveFunction_
 Unconstrained objective function.
 
Constraintconstraint_
 Constraint.
 
DynamicVector< RealType > currentValue_
 current value of the local minimum
 
RealType functionValue_
 function and gradient norm values at the curentValue_ (i.e. the last step)
 
RealType squaredNorm_
 
int functionEvaluation_
 number of evaluation of objective function and its gradient
 
int gradientEvaluation_
 
StatusFunctionstatusFunction_
 status function
 

Detailed Description

Constrained optimization problem.

Definition at line 37 of file Problem.hpp.

Constructor & Destructor Documentation

◆ Problem()

QuantLib::Problem::Problem ( ObjectiveFunction & objectiveFunction,
Constraint & constraint,
OpenMD::StatusFunction & statFunc,
const DynamicVector< RealType > & initialValue = DynamicVector<RealType>() )
inline

default constructor

Definition at line 40 of file Problem.hpp.

Member Function Documentation

◆ computeGradientNormValue()

RealType QuantLib::Problem::computeGradientNormValue ( DynamicVector< RealType > & grad_f)

Definition at line 12 of file Problem.cpp.

◆ constraint()

Constraint & QuantLib::Problem::constraint ( ) const
inline

Constraint.

Definition at line 65 of file Problem.hpp.

References constraint_.

◆ currentValue()

const DynamicVector< RealType > & QuantLib::Problem::currentValue ( ) const
inline

current value of the local minimum

Definition at line 77 of file Problem.hpp.

References currentValue_.

◆ DotProduct()

RealType QuantLib::Problem::DotProduct ( DynamicVector< RealType > & v1,
DynamicVector< RealType > & v2 )

Definition at line 6 of file Problem.cpp.

◆ functionEvaluation()

int QuantLib::Problem::functionEvaluation ( ) const
inline

number of evaluation of objective function

Definition at line 95 of file Problem.hpp.

References functionEvaluation_.

◆ functionValue()

RealType QuantLib::Problem::functionValue ( ) const
inline

value of objective function

Definition at line 86 of file Problem.hpp.

References functionValue_.

◆ gradient()

void QuantLib::Problem::gradient ( DynamicVector< RealType > & grad_f,
const DynamicVector< RealType > & x )
inline

call objective function gradient computation and increment

Definition at line 130 of file Problem.hpp.

References QuantLib::ObjectiveFunction::gradient(), and objectiveFunction_.

◆ gradientEvaluation()

int QuantLib::Problem::gradientEvaluation ( ) const
inline

number of evaluation of objective function gradient

Definition at line 98 of file Problem.hpp.

◆ gradientNormValue()

RealType QuantLib::Problem::gradientNormValue ( ) const
inline

value of objective function gradient norm

Definition at line 92 of file Problem.hpp.

◆ objectiveFunction()

ObjectiveFunction & QuantLib::Problem::objectiveFunction ( ) const
inline

Objective function.

Definition at line 68 of file Problem.hpp.

References objectiveFunction_.

◆ reset()

void QuantLib::Problem::reset ( )
inline
Warning
it does not reset the current minumum to any initial value

Definition at line 146 of file Problem.hpp.

References functionEvaluation_, and functionValue_.

◆ setCurrentValue()

void QuantLib::Problem::setCurrentValue ( const DynamicVector< RealType > & currentValue)
inline

Definition at line 70 of file Problem.hpp.

◆ setFunctionValue()

void QuantLib::Problem::setFunctionValue ( RealType functionValue)
inline

Definition at line 81 of file Problem.hpp.

◆ setGradientNormValue()

void QuantLib::Problem::setGradientNormValue ( RealType squaredNorm)
inline

Definition at line 88 of file Problem.hpp.

◆ value()

RealType QuantLib::Problem::value ( const DynamicVector< RealType > & x)
inline

call objective function computation and increment evaluation counter

Definition at line 121 of file Problem.hpp.

References currentValue_, functionEvaluation_, functionValue_, objectiveFunction_, statusFunction_, and QuantLib::ObjectiveFunction::value().

◆ valueAndGradient()

RealType QuantLib::Problem::valueAndGradient ( DynamicVector< RealType > & grad_f,
const DynamicVector< RealType > & x )
inline

call objective function computation and it gradient

Definition at line 136 of file Problem.hpp.

References currentValue_, functionEvaluation_, functionValue_, objectiveFunction_, statusFunction_, and QuantLib::ObjectiveFunction::valueAndGradient().

Member Data Documentation

◆ constraint_

Constraint& QuantLib::Problem::constraint_
protected

Constraint.

Definition at line 108 of file Problem.hpp.

Referenced by constraint().

◆ currentValue_

DynamicVector<RealType> QuantLib::Problem::currentValue_
protected

current value of the local minimum

Definition at line 110 of file Problem.hpp.

Referenced by currentValue(), value(), and valueAndGradient().

◆ functionEvaluation_

int QuantLib::Problem::functionEvaluation_
protected

number of evaluation of objective function and its gradient

Definition at line 115 of file Problem.hpp.

Referenced by functionEvaluation(), reset(), value(), and valueAndGradient().

◆ functionValue_

RealType QuantLib::Problem::functionValue_
protected

function and gradient norm values at the curentValue_ (i.e. the last step)

Definition at line 113 of file Problem.hpp.

Referenced by functionValue(), reset(), value(), and valueAndGradient().

◆ gradientEvaluation_

int QuantLib::Problem::gradientEvaluation_
protected

Definition at line 115 of file Problem.hpp.

◆ objectiveFunction_

ObjectiveFunction& QuantLib::Problem::objectiveFunction_
protected

Unconstrained objective function.

Definition at line 106 of file Problem.hpp.

Referenced by gradient(), objectiveFunction(), value(), and valueAndGradient().

◆ squaredNorm_

RealType QuantLib::Problem::squaredNorm_
protected

Definition at line 113 of file Problem.hpp.

◆ statusFunction_

StatusFunction& QuantLib::Problem::statusFunction_
protected

status function

Definition at line 117 of file Problem.hpp.

Referenced by value(), and valueAndGradient().


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