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| StochasticProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Ptr< Vector< Real > > &g=nullPtr) |
| Default constructor for StochasticProblem.
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| StochasticProblem (const Problem< Real > &problem) |
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void | makeObjectiveStochastic (ParameterList &list, const Ptr< SampleGenerator< Real > > &fsampler, const Ptr< SampleGenerator< Real > > &gsampler=nullPtr, const Ptr< SampleGenerator< Real > > &hsampler=nullPtr) |
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void | makeObjectiveStochastic (const Ptr< RandVarFunctional< Real > > &rvf, ParameterList &list, const Ptr< SampleGenerator< Real > > &fsampler, const Ptr< SampleGenerator< Real > > &gsampler=nullPtr, const Ptr< SampleGenerator< Real > > &hsampler=nullPtr) |
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void | makeConstraintStochastic (std::string name, ParameterList &list, const Ptr< SampleGenerator< Real > > &sampler, const Ptr< BatchManager< Real > > &bman=nullPtr) |
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void | makeLinearConstraintStochastic (std::string name, ParameterList &list, const Ptr< SampleGenerator< Real > > &sampler, const Ptr< BatchManager< Real > > &bman=nullPtr) |
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void | resetStochasticObjective (void) |
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void | resetStochasticConstraint (std::string name) |
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void | resetStochasticLinearConstraint (std::string name) |
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void | resetStochastic (void) |
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std::vector< Real > | getObjectiveStatistic (void) const |
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std::vector< Real > | getConstraintStatistic (std::string name) const |
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Real | getSolutionStatistic (int comp=0, std::string name="") const |
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void | finalize (bool lumpConstraints=false, bool printToStream=false, std::ostream &outStream=std::cout) override |
| Tranform user-supplied constraints to consist of only bounds and equalities. Optimization problem cannot be modified after finalize has been called without calling the edit function.
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void | edit (void) override |
| Resume editting optimization problem after finalize has been called.
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virtual | ~Problem () |
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| Problem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Ptr< Vector< Real > > &g=nullPtr) |
| Default constructor for OptimizationProblem.
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| Problem (const Problem &problem) |
| Copy constructor for OptimizationProblem.
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void | addBoundConstraint (const Ptr< BoundConstraint< Real > > &bnd) |
| Add a bound constraint.
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void | removeBoundConstraint () |
| Remove an existing bound constraint.
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void | addProxObjective (const Ptr< ProxObjective< Real > > &prox) |
| Add a prox objective.
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void | removeProxObjective () |
| Remove an existing prox objective.
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void | addConstraint (std::string name, const Ptr< Constraint< Real > > &econ, const Ptr< Vector< Real > > &emul, const Ptr< Vector< Real > > &eres=nullPtr, bool reset=false) |
| Add an equality constraint.
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void | addConstraint (std::string name, const Ptr< Constraint< Real > > &icon, const Ptr< Vector< Real > > &imul, const Ptr< BoundConstraint< Real > > &ibnd, const Ptr< Vector< Real > > &ires=nullPtr, bool reset=false) |
| Add an inequality constraint.
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void | removeConstraint (std::string name) |
| Remove an existing constraint.
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void | addLinearConstraint (std::string name, const Ptr< Constraint< Real > > &linear_econ, const Ptr< Vector< Real > > &linear_emul, const Ptr< Vector< Real > > &linear_eres=nullPtr, bool reset=false) |
| Add a linear equality constraint.
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void | addLinearConstraint (std::string name, const Ptr< Constraint< Real > > &linear_icon, const Ptr< Vector< Real > > &linear_imul, const Ptr< BoundConstraint< Real > > &linear_ibnd, const Ptr< Vector< Real > > &linear_ires=nullPtr, bool reset=false) |
| Add a linear inequality constraint.
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void | removeLinearConstraint (std::string name) |
| Remove an existing linear constraint.
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void | setProjectionAlgorithm (ParameterList &parlist) |
| Set polyhedral projection algorithm.
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const Ptr< Objective< Real > > & | getObjective () |
| Get the objective function.
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const Ptr< Vector< Real > > & | getPrimalOptimizationVector () |
| Get the primal optimization space vector.
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const Ptr< Vector< Real > > & | getDualOptimizationVector () |
| Get the dual optimization space vector.
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const Ptr< BoundConstraint< Real > > & | getBoundConstraint () |
| Get the bound constraint.
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const Ptr< Constraint< Real > > & | getConstraint () |
| Get the equality constraint.
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const Ptr< Vector< Real > > & | getMultiplierVector () |
| Get the dual constraint space vector.
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const Ptr< Vector< Real > > & | getResidualVector () |
| Get the primal constraint space vector.
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const Ptr< PolyhedralProjection< Real > > & | getPolyhedralProjection () |
| Get the polyhedral projection object. This is a null pointer if no linear constraints and/or bounds are present.
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EProblem | getProblemType () |
| Get the optimization problem type (U, B, E, or G).
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Real | checkLinearity (bool printToStream=false, std::ostream &outStream=std::cout) const |
| Check if user-supplied linear constraints are affine.
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void | checkVectors (bool printToStream=false, std::ostream &outStream=std::cout) const |
| Run vector checks for user-supplied vectors.
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void | checkDerivatives (bool printToStream=false, std::ostream &outStream=std::cout) const |
| Run derivative checks for user-supplied objective function and constraints.
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void | check (bool printToStream=false, std::ostream &outStream=std::cout) const |
| Run vector, linearity and derivative checks for user-supplied vectors, objective function and constraints.
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bool | isFinalized () const |
| Indicate whether or no finalize has been called.
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void | finalizeIteration () |
| Transform the optimization variables to the native parameterization after an optimization algorithm has finished.
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virtual | ~Problem () |
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| Problem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Ptr< Vector< Real > > &g=nullPtr) |
| Default constructor for OptimizationProblem.
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| Problem (const Problem &problem) |
| Copy constructor for OptimizationProblem.
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void | addBoundConstraint (const Ptr< BoundConstraint< Real > > &bnd) |
| Add a bound constraint.
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void | removeBoundConstraint () |
| Remove an existing bound constraint.
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void | addConstraint (std::string name, const Ptr< Constraint< Real > > &econ, const Ptr< Vector< Real > > &emul, const Ptr< Vector< Real > > &eres=nullPtr, bool reset=false) |
| Add an equality constraint.
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void | addConstraint (std::string name, const Ptr< Constraint< Real > > &icon, const Ptr< Vector< Real > > &imul, const Ptr< BoundConstraint< Real > > &ibnd, const Ptr< Vector< Real > > &ires=nullPtr, bool reset=false) |
| Add an inequality constraint.
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void | removeConstraint (std::string name) |
| Remove an existing constraint.
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void | addLinearConstraint (std::string name, const Ptr< Constraint< Real > > &linear_econ, const Ptr< Vector< Real > > &linear_emul, const Ptr< Vector< Real > > &linear_eres=nullPtr, bool reset=false) |
| Add a linear equality constraint.
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void | addLinearConstraint (std::string name, const Ptr< Constraint< Real > > &linear_icon, const Ptr< Vector< Real > > &linear_imul, const Ptr< BoundConstraint< Real > > &linear_ibnd, const Ptr< Vector< Real > > &linear_ires=nullPtr, bool reset=false) |
| Add a linear inequality constraint.
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void | removeLinearConstraint (std::string name) |
| Remove an existing linear constraint.
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void | setProjectionAlgorithm (ParameterList &parlist) |
| Set polyhedral projection algorithm.
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const Ptr< Objective< Real > > & | getObjective () |
| Get the objective function.
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const Ptr< Vector< Real > > & | getPrimalOptimizationVector () |
| Get the primal optimization space vector.
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const Ptr< Vector< Real > > & | getDualOptimizationVector () |
| Get the dual optimization space vector.
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const Ptr< BoundConstraint< Real > > & | getBoundConstraint () |
| Get the bound constraint.
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const Ptr< Constraint< Real > > & | getConstraint () |
| Get the equality constraint.
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const Ptr< Vector< Real > > & | getMultiplierVector () |
| Get the dual constraint space vector.
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const Ptr< Vector< Real > > & | getResidualVector () |
| Get the primal constraint space vector.
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const Ptr< PolyhedralProjection< Real > > & | getPolyhedralProjection () |
| Get the polyhedral projection object. This is a null pointer if no linear constraints and/or bounds are present.
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EProblem | getProblemType () |
| Get the optimization problem type (U, B, E, or G).
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Real | checkLinearity (bool printToStream=false, std::ostream &outStream=std::cout) const |
| Check if user-supplied linear constraints are affine.
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void | checkVectors (bool printToStream=false, std::ostream &outStream=std::cout) const |
| Run vector checks for user-supplied vectors.
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void | checkDerivatives (bool printToStream=false, std::ostream &outStream=std::cout, const Ptr< Vector< Real > > &x0=nullPtr, Real scale=Real(1)) const |
| Run derivative checks for user-supplied objective function and constraints.
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void | check (bool printToStream=false, std::ostream &outStream=std::cout, const Ptr< Vector< Real > > &x0=nullPtr, Real scale=Real(1)) const |
| Run vector, linearity and derivative checks for user-supplied vectors, objective function and constraints.
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bool | isFinalized () const |
| Indicate whether or no finalize has been called.
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void | finalizeIteration () |
| Transform the optimization variables to the native parameterization after an optimization algorithm has finished.
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