/usr/include/openturns/OptimizationAlgorithmImplementation.hxx is in libopenturns-dev 1.9-5.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 | // -*- C++ -*-
/**
* @brief OptimizationAlgorithmImplementation implements an algorithm for solving an optimization problem
*
* Copyright 2005-2017 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_OPTIMIZATIONALGORITHMIMPLEMENTATION_HXX
#define OPENTURNS_OPTIMIZATIONALGORITHMIMPLEMENTATION_HXX
#include "openturns/OTprivate.hxx"
#include "openturns/PersistentObject.hxx"
#include "openturns/OptimizationProblem.hxx"
#include "openturns/OptimizationResult.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class OptimizationAlgorithmImplementation
* OptimizationAlgorithmImplementation implements an algorithm for solving an optimization problem
*/
class OT_API OptimizationAlgorithmImplementation
: public PersistentObject
{
CLASSNAME;
public:
/** Default constructor */
OptimizationAlgorithmImplementation();
/** Constructor with parameters */
explicit OptimizationAlgorithmImplementation(const OptimizationProblem & problem);
/** Virtual constructor */
virtual OptimizationAlgorithmImplementation * clone() const;
/** Performs the actual computation. Must be overloaded by the actual optimisation algorithm */
virtual void run();
/** Computes the Lagrange multipliers associated with the constraints as a post-processing of the result. Actual algorithms should overload this method. */
Point computeLagrangeMultipliers(const Point & x) const;
/** Starting point accessor */
Point getStartingPoint() const;
/** Starting point accessor */
void setStartingPoint(const Point & startingPoint);
/** Problem accessor */
OptimizationProblem getProblem() const;
virtual void setProblem(const OptimizationProblem & problem);
/** Result accessor */
OptimizationResult getResult() const;
/** Result accessor */
void setResult(const OptimizationResult & result);
/** Maximum iterations number accessor */
void setMaximumIterationNumber(const UnsignedInteger maximumIterationNumber);
UnsignedInteger getMaximumIterationNumber() const;
/** Maximum evaluations number accessor */
void setMaximumEvaluationNumber(const UnsignedInteger maximumEvaluationNumber);
UnsignedInteger getMaximumEvaluationNumber() const;
/** Maximum absolute error accessor */
Scalar getMaximumAbsoluteError() const;
/** Maximum absolute error accessor */
void setMaximumAbsoluteError(const Scalar maximumAbsoluteError);
/** Maximum relative error accessor */
Scalar getMaximumRelativeError() const;
/** Maximum relative error accessor */
void setMaximumRelativeError(const Scalar maximumRelativeError);
/** Maximum residual error accessor */
Scalar getMaximumResidualError() const;
/** Maximum residual error accessor */
void setMaximumResidualError(const Scalar maximumResidualError);
/** Maximum constraint error accessor */
Scalar getMaximumConstraintError() const;
/** Maximum constraint error accessor */
void setMaximumConstraintError(const Scalar maximumConstraintError);
/** 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);
/** Verbose accessor */
Bool getVerbose() const;
void setVerbose(const Bool verbose);
/** Progress callback */
typedef void (*ProgressCallback)(Scalar, void * data);
virtual void setProgressCallback(ProgressCallback callBack, void * data = 0);
/** Stop callback */
typedef Bool (*StopCallback)(void * data);
virtual void setStopCallback(StopCallback callBack, void * data = 0);
protected:
/** Check whether this problem can be solved by this solver. Must be overloaded by the actual optimisation algorithm */
virtual void checkProblem(const OptimizationProblem & problem) const;
/** The result of the algorithm */
OptimizationResult result_;
// callbacks
std::pair< ProgressCallback, void *> progressCallback_;
std::pair< StopCallback, void *> stopCallback_;
private:
Point startingPoint_;
OptimizationProblem problem_;
/** Number of outermost iterations (in case of nested iterations) */
UnsignedInteger maximumIterationNumber_;
/** Maximum function calls */
UnsignedInteger maximumEvaluationNumber_;
Scalar maximumAbsoluteError_; /**< Value of ||x_n - x_{n-1}|| */
Scalar maximumRelativeError_; /**< Value of ||x_n - x_{n-1}|| / ||x_n|| */
Scalar maximumResidualError_; /**< Value of ||objectiveFunction(x_n) - objectiveFunction(x_{n-1})|| */
Scalar maximumConstraintError_; /**< Value of ||constraints(x_n)|| for the active constraints */
Bool verbose_;
} ; /* class OptimizationAlgorithmImplementation */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_OPTIMIZATIONALGORITHMIMPLEMENTATION_HXX */
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