sgpp::optimization::VectorFunctionGradient Class Reference

Abstract base class for vector-valued functions \(g\colon [0, 1]^d \to \mathbb{R}^m\) together with their Jacobians \(\nabla g\colon [0, 1]^d \to \mathbb{R}^{m \times d}\), i.e. More...

#include <VectorFunctionGradient.hpp>

Inheritance diagram for sgpp::optimization::VectorFunctionGradient:

Public Member Functions
virtual void	clone (std::unique_ptr< VectorFunctionGradient > &clone) const =0
	Pure virtual method for cloning the gradient. More...
virtual void	eval (const base::DataVector &x, base::DataVector &value, base::DataMatrix &gradient)=0
	Pure virtual method for calculating \(g(\vec{x})\) together with \(\nabla g(\vec{x})\). More...
size_t	getNumberOfComponents () const
size_t	getNumberOfParameters () const
	VectorFunctionGradient (size_t d, size_t m)
	Constructor. More...
virtual	~VectorFunctionGradient ()
	Destructor. More...

Protected Attributes
size_t	d
	dimension of the domain More...
size_t	m
	number of components More...

Detailed Description

Abstract base class for vector-valued functions \(g\colon [0, 1]^d \to \mathbb{R}^m\) together with their Jacobians \(\nabla g\colon [0, 1]^d \to \mathbb{R}^{m \times d}\), i.e.

\((\nabla g)_{i,t} = \frac{\partial}{\partial x_t} g_i\) with \(g = (g_i)_{i=1}^m\) (e.g., equality/inequality constraints \(g(\vec{x}) \le \vec{0}\) or \(g(\vec{x}) = \vec{0}\) in optimization).

Constructor & Destructor Documentation

VectorFunctionGradient()

sgpp::optimization::VectorFunctionGradient::VectorFunctionGradient ( size_t  d, size_t  m  )

inline

Constructor.

Parameters

d	dimension of the domain
m	number of components

~VectorFunctionGradient()

virtual sgpp::optimization::VectorFunctionGradient::~VectorFunctionGradient ( )

inlinevirtual

Destructor.

References eval().

Member Function Documentation

clone()

virtual void sgpp::optimization::VectorFunctionGradient::clone ( std::unique_ptr< VectorFunctionGradient > &  clone ) const

pure virtual

Pure virtual method for cloning the gradient.

It should generate a pointer to the cloned object and it's used for parallel computations (the eval() method might not be thread-safe).

Parameters

[out]

clone

pointer to cloned object

Implemented in sgpp::optimization::InterpolantVectorFunctionGradient, and sgpp::optimization::WrapperVectorFunctionGradient.

Referenced by sgpp::optimization::optimizer::AugmentedLagrangian::AugmentedLagrangian(), getNumberOfComponents(), sgpp::optimization::optimizer::LevenbergMarquardt::LevenbergMarquardt(), sgpp::optimization::optimizer::LogBarrier::LogBarrier(), and sgpp::optimization::optimizer::SquaredPenalty::SquaredPenalty().

eval()

virtual void sgpp::optimization::VectorFunctionGradient::eval ( const base::DataVector &  x, base::DataVector &  value, base::DataMatrix &  gradient  )

pure virtual

Pure virtual method for calculating \(g(\vec{x})\) together with \(\nabla g(\vec{x})\).

Parameters

[in]	x	evaluation point \(\vec{x} \in [0, 1]^d\)
[out]	value	\(g(\vec{x})\)
[out]	gradient	gradient \(\nabla g(\vec{x}) \in \mathbb{R}^{m \times d}\)

Implemented in sgpp::optimization::InterpolantVectorFunctionGradient, and sgpp::optimization::WrapperVectorFunctionGradient.

Referenced by sgpp::optimization::ComponentScalarFunctionGradient::eval(), and ~VectorFunctionGradient().

getNumberOfComponents()

size_t sgpp::optimization::VectorFunctionGradient::getNumberOfComponents ( ) const

inline

Returns

number \(m\) of components

References clone(), and m.

getNumberOfParameters()

size_t sgpp::optimization::VectorFunctionGradient::getNumberOfParameters ( ) const

inline

Returns

dimension \(d\) of the domain

References d.

Member Data Documentation

d

size_t sgpp::optimization::VectorFunctionGradient::d

protected

dimension of the domain

Referenced by sgpp::optimization::WrapperVectorFunctionGradient::clone(), sgpp::optimization::InterpolantVectorFunctionGradient::eval(), and getNumberOfParameters().

m

size_t sgpp::optimization::VectorFunctionGradient::m

protected

number of components

Referenced by sgpp::optimization::WrapperVectorFunctionGradient::clone(), and getNumberOfComponents().

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

• optimization/src/sgpp/optimization/function/vector/VectorFunctionGradient.hpp