Objective function for Phase I (feasibility) of interior-point optimisation. More...

#include <PhaseIObjectiveFunctionAndDerivatives.hpp>

Inheritance diagram for ipo_function::detail::PhaseIObjectiveFunctionAndDerivatives:

Collaboration diagram for ipo_function::detail::PhaseIObjectiveFunctionAndDerivatives:

Public Member Functions
	PhaseIObjectiveFunctionAndDerivatives (Function const &function)
	Construct from a function. More...

double	operator() (gsl::vector const &vector)
	The function operator: returns the last element of vector. More...

gsl::vector	gradient (gsl::vector const &vector)
	The function operator: returns the gradient. More...

gsl::matrix	hessian (gsl::vector const &vector)
	The function operator: returns the Hessian: a matrix of zeros. More...

void	setVector (gsl::vector const &vector)
	Set a vector and compute function value, gradient and Hessian efficiently. More...

Public Member Functions inherited from ipo_function::Function
	Function (size_t const size=0)
	Constructor. More...

virtual std::tuple < gsl::vector, gsl::matrix >	derivatives (gsl::vector const &vector)
	Compute or estimate derivative values. More...

Public Member Functions inherited from ipo_function::detail::FunctionBase
	FunctionBase (size_t const size=0)
	Constructor. More...

virtual	~FunctionBase ()=0
	Make the class abstract. More...

size_t	getSize () const
	Get size of vector for function arguments or zero for arbitrary size. More...

Public Member Functions inherited from ipo_function::DerivativesEstimates
	DerivativesEstimates (size_t const size=0)
	Constructor. More...

virtual gsl::matrix	hessian () const

Public Member Functions inherited from ipo_function::GradientEstimate
	GradientEstimate (size_t const size=0)
	Constructor. More...

virtual double	value () const

virtual gsl::vector	gradient () const

Additional Inherited Members
Protected Attributes inherited from ipo_function::Function
double	h = std::sqrt( std::numeric_limits<double>::epsilon() )
	Value used for default gradient estimates. More...

double	h2 = std::sqrt( h )
	Value used for default Hessian estimates. More...

Protected Attributes inherited from ipo_function::detail::FunctionBase
size_t const	size
	Size of vector arguments to supply to subclass functions. More...

Protected Attributes inherited from ipo_function::DerivativesEstimates
gsl::matrix	functionHessian
	The Hessian value. More...

Protected Attributes inherited from ipo_function::GradientEstimate
double	functionValue
	The function value. More...

gsl::vector	functionGradient
	The gradient value. More...

Detailed Description

Objective function for Phase I (feasibility) of interior-point optimisation.

The function is constructed from another function (the Phase II objective), though only the size of the other function objective is used. The function does no more than return the value of the last element of its vector argument.

This class also computes derivatives.

Definition at line 36 of file PhaseIObjectiveFunctionAndDerivatives.hpp.