QuantLib::ObjectiveFunction Class Reference

Objective function abstract class for optimization problem. More...

#include <ObjectiveFunction.hpp>

Inheritance diagram for QuantLib::ObjectiveFunction:

Public Member Functions
virtual RealType	value (const DynamicVector< RealType > &x)=0
	method to overload to compute the objective function value in x
virtual void	gradient (DynamicVector< RealType > &grad, const DynamicVector< RealType > &x)
	method to overload to compute grad_f, the first derivative of
virtual RealType	valueAndGradient (DynamicVector< RealType > &grad, const DynamicVector< RealType > &x)
	method to overload to compute grad_f, the first derivative
virtual RealType	finiteDifferenceEpsilon () const
	Default epsilon for finite difference method :

Detailed Description

Objective function abstract class for optimization problem.

Definition at line 35 of file ObjectiveFunction.hpp.

Constructor & Destructor Documentation

~ObjectiveFunction()

virtual QuantLib::ObjectiveFunction::~ObjectiveFunction ( )

inlinevirtual

Definition at line 37 of file ObjectiveFunction.hpp.

Member Function Documentation

finiteDifferenceEpsilon()

virtual RealType QuantLib::ObjectiveFunction::finiteDifferenceEpsilon ( ) const

inlinevirtual

Default epsilon for finite difference method :

Definition at line 67 of file ObjectiveFunction.hpp.

Referenced by gradient().

gradient()

virtual void QuantLib::ObjectiveFunction::gradient ( DynamicVector< RealType > & grad, const DynamicVector< RealType > & x )

inlinevirtual

method to overload to compute grad_f, the first derivative of

Reimplemented in OpenMD::BoxObjectiveFunction, OpenMD::FluctuatingChargeObjectiveFunction, and OpenMD::PotentialEnergyObjectiveFunction.

Definition at line 43 of file ObjectiveFunction.hpp.

References finiteDifferenceEpsilon(), and value().

Referenced by QuantLib::Problem::gradient(), and valueAndGradient().

value()

virtual RealType QuantLib::ObjectiveFunction::value ( const DynamicVector< RealType > & x )

pure virtual

method to overload to compute the objective function value in x

Implemented in OpenMD::BoxObjectiveFunction, OpenMD::FluctuatingChargeObjectiveFunction, and OpenMD::PotentialEnergyObjectiveFunction.

Referenced by gradient(), QuantLib::Problem::value(), and valueAndGradient().

valueAndGradient()

virtual RealType QuantLib::ObjectiveFunction::valueAndGradient ( DynamicVector< RealType > & grad, const DynamicVector< RealType > & x )

inlinevirtual

method to overload to compute grad_f, the first derivative

Reimplemented in OpenMD::BoxObjectiveFunction, OpenMD::FluctuatingChargeObjectiveFunction, and OpenMD::PotentialEnergyObjectiveFunction.

Definition at line 60 of file ObjectiveFunction.hpp.

References gradient(), and value().

Referenced by QuantLib::Problem::valueAndGradient().

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

• optimization/ObjectiveFunction.hpp