Base class for Stanford SOL software. More...

Inheritance diagram for SOLBase:

Public Member Functions
	SOLBase ()
	default constructor

	SOLBase (Model &model)
	standard constructor

	~SOLBase ()
	destructor

Protected Member Functions
virtual void	send_sol_option (std::string sol_option)=0
	Resize and send option to NPSOL (npoptn) or NLSSOL (nloptn) via derived implementation.

void	check_sub_iterator_conflict (Model &model, unsigned short method_name)
	check for clash with nested use of Fortran code

void	allocate_linear_arrays (int num_cv, const RealMatrix &lin_ineq_coeffs, const RealMatrix &lin_eq_coeffs)
	Allocates F77 linear constraint arrays for the SOL algorithms.

void	allocate_nonlinear_arrays (int num_cv, size_t num_nln_con)
	Allocates F77 nonlinear constraint arrays for the SOL algorithms.

void	allocate_arrays (int num_cv, size_t num_nln_con, const RealMatrix &lin_ineq_coeffs, const RealMatrix &lin_eq_coeffs)
	Allocates F77 arrays for the SOL algorithms.

void	deallocate_arrays ()
	Deallocates memory previously allocated by allocate_arrays().

void	size_bounds_array (size_t new_bnds_size)
	Updates arrays dependent on combined bounds size.

void	allocate_workspace (int num_cv, int num_nln_con, int num_lin_con, int num_lsq)
	Allocates real and integer workspaces for the SOL algorithms.

void	set_options (bool speculative_flag, bool vendor_num_grad_flag, short output_lev, int verify_lev, Real fn_prec, Real linesrch_tol, size_t max_iter, Real constr_tol, Real conv_tol, const std::string &grad_type, const RealVector &fdss)
	Sets SOL method options using calls to npoptn2 / nloptn2.

void	aggregate_bounds (const RealVector &cv_lower_bnds, const RealVector &cv_upper_bnds, const RealVector &lin_ineq_l_bnds, const RealVector &lin_ineq_u_bnds, const RealVector &lin_eq_targets, const RealVector &nln_ineq_l_bnds, const RealVector &nln_ineq_u_bnds, const RealVector &nln_eq_targets, RealVector &aggregate_l_bnds, RealVector &aggregate_u_bnds)
	aggregate variable bounds with linear and nonlinear constraint bounds

Static Protected Member Functions
static void	constraint_eval (int &mode, int &ncnln, int &n, int &nrowj, int needc, double x, double c, double cjac, int &nstate)
	CONFUN in NPSOL manual: computes the values and first derivatives of the nonlinear constraint functions.

Protected Attributes
int	realWorkSpaceSize
	size of realWorkSpace

int	intWorkSpaceSize
	size of intWorkSpace

RealArray	realWorkSpace
	real work space for NPSOL/NLSSOL

IntArray	intWorkSpace
	int work space for NPSOL/NLSSOL

int	nlnConstraintArraySize
	used for non-zero array sizing (nonlinear constraints)

int	linConstraintArraySize
	used for non-zero array sizing (linear constraints)

RealArray	cLambda
	CLAMBDA from NPSOL manual: Langrange multipliers.

IntArray	constraintState
	ISTATE from NPSOL manual: constraint status.

int	informResult
	INFORM from NPSOL manual: optimization status on exit.

int	numberIterations
	ITER from NPSOL manual: number of (major) iterations performed.

int	boundsArraySize
	length of aggregated bounds arrays (variable bounds plus linear and nonlinear constraint bounds)

double *	linConstraintMatrixF77
	[A] matrix from NPSOL manual: linear constraint coefficients

double *	upperFactorHessianF77
	[R] matrix from NPSOL manual: upper Cholesky factor of the Hessian of the Lagrangian.

double *	constraintJacMatrixF77
	[CJAC] matrix from NPSOL manual: nonlinear constraint Jacobian

int	fnEvalCntr
	counter for testing against maxFunctionEvals

size_t	constrOffset
	used in constraint_eval() to bridge NLSSOLLeastSq::numLeastSqTerms and NPSOLOptimizer::numObjectiveFns

Static Protected Attributes
static SOLBase *	solInstance
	pointer to the active object instance used within the static evaluator functions in order to avoid the need for static data

static Minimizer *	optLSqInstance
	pointer to the active base class object instance used within the static evaluator functions in order to avoid the need for static data

Detailed Description

Base class for Stanford SOL software.

The SOLBase class provides a common base class for NPSOLOptimizer and NLSSOLLeastSq, both of which are Fortran 77 sequential quadratic programming algorithms from Stanford University marketed by Stanford Business Associates.

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

SOLBase.hpp
SOLBase.cpp

Public Member Functions

Protected Member Functions

Static Protected Member Functions

Protected Attributes

Static Protected Attributes

Detailed Description