PANOC-ALM: CUTEstLoader Class Reference

PANOC-ALM quadratic-penalty

Nonconvex constrained optimization

Detailed Description

Definition at line 14 of file CUTEstLoader.cpp.

Collaboration diagram for CUTEstLoader:

Public Types
using	logical_vec = Eigen::Matrix< logical, Eigen::Dynamic, 1 >

Public Member Functions
	CUTEstLoader (const char so_fname, const char outsdif_fname)

doublereal	eval_objective_constrained (pa::crvec x) const

doublereal	eval_objective_unconstrained (pa::crvec x) const

void	eval_objective_grad_constrained (pa::crvec x, pa::rvec grad_f) const

void	eval_objective_grad_unconstrained (pa::crvec x, pa::rvec grad_f) const

void	eval_constraints (pa::crvec x, pa::rvec g) const

void	eval_constraints_grad_prod (pa::crvec x, pa::crvec v, pa::rvec grad_g_v) const

void	eval_constraint_i_grad (pa::crvec x, unsigned i, pa::rvec grad_gi) const

void	eval_lagr_hess_prod (pa::crvec x, pa::crvec y, pa::crvec v, pa::rvec Hv) const

void	eval_lagr_hess (pa::crvec x, pa::crvec y, pa::rmat H) const

unsigned	count_box_constraints () const

std::string	get_name ()

integer	get_report (doublereal calls, doublereal time)

	~CUTEstLoader ()

template<class T >
T *	dlfun (const char *name)

Static Public Member Functions
template<class F >
static constexpr auto	call_as (void *funp)

Public Attributes
void *	so_handle = nullptr
	dlopen handle to shared library More...

integer	funit = 42
	Fortran Unit Number for OUTSDIF.d file. More...

integer	iout = 6
	Fortran Unit Number for standard output. More...

integer	io_buffer = 11
	Fortran Unit Number for internal IO. More...

integer	nvar
	Number of decision variabls. More...

integer	ncon
	Number of constraints. More...

pa::vec	x
	decision variable More...

pa::vec	x_l
	lower bound on x More...

pa::vec	x_u
	upper bound on x More...

pa::vec	y
	lagrange multipliers More...

pa::vec	c_l
	lower bounds on constraints More...

pa::vec	c_u
	upper bounds on constraints More...

logical_vec	equatn
	whether the constraint is an equality More...

logical_vec	linear
	whether the constraint is linear More...

pa::vec	work
	work vector More...

void *	eval_obj_p = nullptr

void *	eval_obj_grad_p = nullptr

void *	eval_constr_p = nullptr

void *	eval_constr_grad_prod_p = nullptr

void *	eval_constr_i_grad_p = nullptr

void *	eval_lagr_hess_prod_p = nullptr

void *	eval_lagr_hess_p = nullptr

Static Private Member Functions
static void	throw_error (std::string s, int code)

static void	throw_if_error (std::string s, int code)

Member Typedef Documentation

◆ logical_vec

using logical_vec = Eigen::Matrix<logical, Eigen::Dynamic, 1>

Definition at line 308 of file CUTEstLoader.cpp.

Constructor & Destructor Documentation

◆ CUTEstLoader()

CUTEstLoader	(	const char *	so_fname,
		const char *	outsdif_fname
	)

inline

Definition at line 25 of file CUTEstLoader.cpp.

◆ ~CUTEstLoader()

~CUTEstLoader ( )

inline

Definition at line 263 of file CUTEstLoader.cpp.

Member Function Documentation

◆ throw_error()

static void throw_error	(	std::string	s,
		int	code
	)

inlinestaticprivate

Definition at line 16 of file CUTEstLoader.cpp.

◆ throw_if_error()

static void throw_if_error	(	std::string	s,
		int	code
	)

inlinestaticprivate

Definition at line 19 of file CUTEstLoader.cpp.

◆ call_as()

static constexpr auto call_as ( void * funp )

inlinestaticconstexpr

Definition at line 101 of file CUTEstLoader.cpp.

◆ eval_objective_constrained()

doublereal eval_objective_constrained ( pa::crvec x ) const

inline

Definition at line 105 of file CUTEstLoader.cpp.

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◆ eval_objective_unconstrained()

doublereal eval_objective_unconstrained ( pa::crvec x ) const

inline

Definition at line 116 of file CUTEstLoader.cpp.

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◆ eval_objective_grad_constrained()

void eval_objective_grad_constrained	(	pa::crvec	x,
		pa::rvec	grad_f
	)		const

inline

Definition at line 126 of file CUTEstLoader.cpp.

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◆ eval_objective_grad_unconstrained()

void eval_objective_grad_unconstrained	(	pa::crvec	x,
		pa::rvec	grad_f
	)		const

inline

Definition at line 137 of file CUTEstLoader.cpp.

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◆ eval_constraints()

void eval_constraints	(	pa::crvec	x,
		pa::rvec	g
	)		const

inline

Definition at line 147 of file CUTEstLoader.cpp.

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◆ eval_constraints_grad_prod()

void eval_constraints_grad_prod	(	pa::crvec	x,
		pa::crvec	v,
		pa::rvec	grad_g_v
	)		const

inline

Definition at line 158 of file CUTEstLoader.cpp.

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◆ eval_constraint_i_grad()

void eval_constraint_i_grad	(	pa::crvec	x,
		unsigned	i,
		pa::rvec	grad_gi
	)		const

inline

Definition at line 176 of file CUTEstLoader.cpp.

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◆ eval_lagr_hess_prod()

void eval_lagr_hess_prod	(	pa::crvec	x,
		pa::crvec	y,
		pa::crvec	v,
		pa::rvec	Hv
	)		const

inline

Definition at line 195 of file CUTEstLoader.cpp.

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◆ eval_lagr_hess()

void eval_lagr_hess	(	pa::crvec	x,
		pa::crvec	y,
		pa::rmat	H
	)		const

inline

Definition at line 216 of file CUTEstLoader.cpp.

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◆ count_box_constraints()

unsigned count_box_constraints ( ) const

inline

Definition at line 234 of file CUTEstLoader.cpp.

◆ get_name()

std::string get_name ( )

inline

Definition at line 241 of file CUTEstLoader.cpp.

◆ get_report()

integer get_report	(	doublereal *	calls,
		doublereal *	time
	)

inline

Definition at line 254 of file CUTEstLoader.cpp.

◆ dlfun()

T* dlfun ( const char * name )

inline

Definition at line 291 of file CUTEstLoader.cpp.

Member Data Documentation

◆ so_handle

void* so_handle = nullptr

dlopen handle to shared library

Definition at line 299 of file CUTEstLoader.cpp.

◆ funit

integer funit = 42

Fortran Unit Number for OUTSDIF.d file.

Definition at line 301 of file CUTEstLoader.cpp.

◆ iout

integer iout = 6

Fortran Unit Number for standard output.

Definition at line 302 of file CUTEstLoader.cpp.

◆ io_buffer

integer io_buffer = 11

Fortran Unit Number for internal IO.

Definition at line 303 of file CUTEstLoader.cpp.

◆ nvar

integer nvar

Number of decision variabls.

Definition at line 305 of file CUTEstLoader.cpp.

◆ ncon

integer ncon

Number of constraints.

Definition at line 306 of file CUTEstLoader.cpp.

◆ x

decision variable

Definition at line 309 of file CUTEstLoader.cpp.

◆ x_l

lower bound on x

Definition at line 310 of file CUTEstLoader.cpp.

◆ x_u

upper bound on x

Definition at line 311 of file CUTEstLoader.cpp.

◆ y

lagrange multipliers

Definition at line 312 of file CUTEstLoader.cpp.

◆ c_l

lower bounds on constraints

Definition at line 313 of file CUTEstLoader.cpp.

◆ c_u

upper bounds on constraints

Definition at line 314 of file CUTEstLoader.cpp.

◆ equatn

logical_vec equatn

whether the constraint is an equality

Definition at line 315 of file CUTEstLoader.cpp.

◆ linear

logical_vec linear

whether the constraint is linear

Definition at line 316 of file CUTEstLoader.cpp.

◆ work

mutable

work vector

Definition at line 317 of file CUTEstLoader.cpp.

◆ eval_obj_p

void* eval_obj_p = nullptr

Definition at line 319 of file CUTEstLoader.cpp.

◆ eval_obj_grad_p

void* eval_obj_grad_p = nullptr

Definition at line 320 of file CUTEstLoader.cpp.

◆ eval_constr_p

void* eval_constr_p = nullptr

Definition at line 321 of file CUTEstLoader.cpp.

◆ eval_constr_grad_prod_p

void* eval_constr_grad_prod_p = nullptr

Definition at line 322 of file CUTEstLoader.cpp.

◆ eval_constr_i_grad_p

void* eval_constr_i_grad_p = nullptr

Definition at line 323 of file CUTEstLoader.cpp.

◆ eval_lagr_hess_prod_p

void* eval_lagr_hess_prod_p = nullptr

Definition at line 324 of file CUTEstLoader.cpp.

◆ eval_lagr_hess_p

void* eval_lagr_hess_p = nullptr

Definition at line 325 of file CUTEstLoader.cpp.

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

CUTEstLoader.cpp