C# Class Cureos.Numerics.Nlp.HS040

Implementation of Hock-Schittkowski problem no. 40 from the CUTE collection. Adapted from http://www.orfe.princeton.edu/~rvdb/ampl/nlmodels/cute/hs040.mod Optimal solution x* = { 0.793701; 0.707107; 0.529732; 0.840896 }, f* = -0.25

Inheritance: IpoptProblem

显示文件 Open project: cureos/csipopt Class Usage Examples

Public Methods

Method	Description
HS040 ( bool useNativeCallbackFunctions, bool useHessianApproximation, bool useIntermediateCallback ) : System
eval_f ( int n, double x, bool new_x, double &obj_value ) : bool
eval_g ( int n, double x, bool new_x, int m, double g ) : bool
eval_grad_f ( int n, double x, bool new_x, double grad_f ) : bool
eval_h ( int n, double x, bool new_x, double obj_factor, int m, double lambda, bool new_lambda, int nele_hess, int iRow, int jCol, double values ) : bool
eval_jac_g ( int n, double x, bool new_x, int m, int nele_jac, int iRow, int jCol, double values ) : bool
intermediate ( IpoptAlgorithmMode alg_mod, int iter_count, double obj_value, double inf_pr, double inf_du, double mu, double d_norm, double regularization_size, double alpha_du, double alpha_pr, int ls_trials ) : bool

Private Methods

Method	Description
eval_f ( int n, double x, IpoptBoolType new_x, double &obj_value, IntPtr p_user_data ) : IpoptBoolType
eval_g ( int n, double x, IpoptBoolType new_x, int m, double g, IntPtr p_user_data ) : IpoptBoolType
eval_grad_f ( int n, double x, IpoptBoolType new_x, double grad_f, IntPtr p_user_data ) : IpoptBoolType
eval_h ( int n, double x, IpoptBoolType new_x, double obj_factor, int m, double lambda, IpoptBoolType new_lambda, int nele_hess, int iRow, int jCol, double values, IntPtr p_user_data ) : IpoptBoolType
eval_jac_g ( int n, double x, IpoptBoolType new_x, int m, int nele_jac, int iRow, int jCol, double values, IntPtr p_user_data ) : IpoptBoolType
intermediate ( IpoptAlgorithmMode alg_mod, int iter_count, double obj_value, double inf_pr, double inf_du, double mu, double d_norm, double regularization_size, double alpha_du, double alpha_pr, int ls_trials, IntPtr p_user_data ) : IpoptBoolType

Method Details

HS040() public method

public HS040 ( bool useNativeCallbackFunctions, bool useHessianApproximation, bool useIntermediateCallback ) : System
useNativeCallbackFunctions	bool
useHessianApproximation	bool
useIntermediateCallback	bool
return	System

eval_f() public method

public eval_f ( int n, double x, bool new_x, double &obj_value ) : bool
n	int
x	double
new_x	bool
obj_value	double
return	bool

eval_g() public method

public eval_g ( int n, double x, bool new_x, int m, double g ) : bool
n	int
x	double
new_x	bool
m	int
g	double
return	bool

eval_grad_f() public method

public eval_grad_f ( int n, double x, bool new_x, double grad_f ) : bool
n	int
x	double
new_x	bool
grad_f	double
return	bool

eval_h() public method

public eval_h ( int n, double x, bool new_x, double obj_factor, int m, double lambda, bool new_lambda, int nele_hess, int iRow, int jCol, double values ) : bool
n	int
x	double
new_x	bool
obj_factor	double
m	int
lambda	double
new_lambda	bool
nele_hess	int
iRow	int
jCol	int
values	double
return	bool

eval_jac_g() public method

public eval_jac_g ( int n, double x, bool new_x, int m, int nele_jac, int iRow, int jCol, double values ) : bool
n	int
x	double
new_x	bool
m	int
nele_jac	int
iRow	int
jCol	int
values	double
return	bool

intermediate() public method

public intermediate ( IpoptAlgorithmMode alg_mod, int iter_count, double obj_value, double inf_pr, double inf_du, double mu, double d_norm, double regularization_size, double alpha_du, double alpha_pr, int ls_trials ) : bool
alg_mod	IpoptAlgorithmMode
iter_count	int
obj_value	double
inf_pr	double
inf_du	double
mu	double
d_norm	double
regularization_size	double
alpha_du	double
alpha_pr	double
ls_trials	int
return	bool