/usr/include/openturns/SQP.hxx is in libopenturns-dev 1.7-3.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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/**
* @brief SQP is an actual implementation for
* OptimizationSolver using the SQP algorithm.
*
* Copyright 2005-2015 Airbus-EDF-IMACS-Phimeca
*
* This library is free software: you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* along with this library. If not, see <http://www.gnu.org/licenses/>.
*
*/
#ifndef OPENTURNS_SQP_HXX
#define OPENTURNS_SQP_HXX
#include "OTprivate.hxx"
#include "SQPSpecificParameters.hxx"
#include "OptimizationSolverImplementation.hxx"
#include "NumericalPoint.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class SQP
* SQP is an actual implementation for
* OptimizationSolver
*/
class OT_API SQP :
public OptimizationSolverImplementation
{
CLASSNAME;
public:
/** Default constructor */
SQP();
/** Constructor with parameters */
explicit SQP(const OptimizationProblem & problem);
/** Constructor with parameters */
SQP(const OptimizationProblem & problem,
const NumericalScalar tau,
const NumericalScalar omega,
const NumericalScalar smooth);
SQP(const SQPSpecificParameters & specificParameters,
const OptimizationProblem & problem);
/** Virtual constructor */
virtual SQP * clone() const;
/** Performs the actual computation. Must be overloaded by the actual optimisation algorithm */
void run();
/** Tau accessor */
NumericalScalar getTau() const;
void setTau(const NumericalScalar tau);
/** Omega accessor */
NumericalScalar getOmega() const;
void setOmega(const NumericalScalar tau);
/** Smooth accessor */
NumericalScalar getSmooth() const;
void setSmooth(const NumericalScalar tau);
/** Specific parameters accessor */
SQPSpecificParameters getSpecificParameters() const;
/** Specific parameters accessor */
void setSpecificParameters(const SQPSpecificParameters & specificParameters);
/** Level function accessor */
NumericalMathFunction getLevelFunction() const;
/** Level function accessor */
void setLevelFunction(const NumericalMathFunction & levelFunction);
/** Level value accessor */
NumericalScalar getLevelValue() const;
/** Level value accessor */
void setLevelValue(const NumericalScalar levelValue);
/** String converter */
String __repr__() const;
/** Method save() stores the object through the StorageManager */
void save(Advocate & adv) const;
/** Method load() reloads the object from the StorageManager */
void load(Advocate & adv);
protected:
/** Check whether this problem can be solved by this solver. Must be overloaded by the actual optimisation algorithm */
void checkProblem(const OptimizationProblem & problem) const;
private:
/** Perform a line search in the given direction */
NumericalScalar computeLineSearch();
/** Initialize internal state */
void initialize();
/** Multiplicative decrease of linear step */
NumericalScalar tau_;
/** Armijo factor */
NumericalScalar omega_;
/** Growing factor in penalization term */
NumericalScalar smooth_;
/** SQP current penalization factor */
NumericalScalar currentSigma_;
/** SQP current point */
NumericalPoint currentPoint_;
/** SQP current direction */
NumericalPoint currentDirection_;
/** SQP current level value */
NumericalScalar currentLevelValue_;
/** SQP current gradient as a column vector */
NumericalPoint currentGradient_;
/** SQP current hessian as a symmetric tensor */
SymmetricMatrix currentHessian_;
/** SQP current system matrix as a symmetric matrix */
SymmetricMatrix currentSystemMatrix_;
/** SQP current system second member as a column vector */
NumericalPoint currentSecondMember_;
/** SQP current Lagrange multiplier */
NumericalScalar currentLambda_;
}; /* class SQP */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_SQP_HXX */
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