AugmentedLagrangian(const ScalarFunction &f, const ScalarFunctionGradient &fGradient, const VectorFunction &g, const VectorFunctionGradient &gGradient, const VectorFunction &h, const VectorFunctionGradient &hGradient, size_t maxItCount=DEFAULT_N, double xTolerance=DEFAULT_X_TOLERANCE, double constraintTolerance=DEFAULT_CONSTRAINT_TOLERANCE, double penaltyStartValue=DEFAULT_PENALTY_START_VALUE, double penaltyIncreaseFactor=DEFAULT_PENALTY_INCREASE_FACTOR) | sgpp::optimization::optimizer::AugmentedLagrangian | |
AugmentedLagrangian(const AugmentedLagrangian &other) | sgpp::optimization::optimizer::AugmentedLagrangian | |
clone(std::unique_ptr< UnconstrainedOptimizer > &clone) const override | sgpp::optimization::optimizer::AugmentedLagrangian | virtual |
ConstrainedOptimizer(const ScalarFunction &f, const VectorFunction &g, const VectorFunction &h, size_t N=DEFAULT_N) | sgpp::optimization::optimizer::ConstrainedOptimizer | inline |
ConstrainedOptimizer(const ConstrainedOptimizer &other) | sgpp::optimization::optimizer::ConstrainedOptimizer | inline |
DEFAULT_CONSTRAINT_TOLERANCE | sgpp::optimization::optimizer::AugmentedLagrangian | static |
DEFAULT_N | sgpp::optimization::optimizer::UnconstrainedOptimizer | static |
DEFAULT_PENALTY_INCREASE_FACTOR | sgpp::optimization::optimizer::AugmentedLagrangian | static |
DEFAULT_PENALTY_START_VALUE | sgpp::optimization::optimizer::AugmentedLagrangian | static |
DEFAULT_X_TOLERANCE | sgpp::optimization::optimizer::AugmentedLagrangian | static |
epsilon | sgpp::optimization::optimizer::AugmentedLagrangian | protected |
f | sgpp::optimization::optimizer::UnconstrainedOptimizer | protected |
fGradient | sgpp::optimization::optimizer::AugmentedLagrangian | protected |
fHist | sgpp::optimization::optimizer::UnconstrainedOptimizer | protected |
findFeasiblePoint() const | sgpp::optimization::optimizer::AugmentedLagrangian | |
fOpt | sgpp::optimization::optimizer::UnconstrainedOptimizer | protected |
g | sgpp::optimization::optimizer::ConstrainedOptimizer | protected |
getConstraintTolerance() const | sgpp::optimization::optimizer::AugmentedLagrangian | |
getEqualityConstraintFunction() const | sgpp::optimization::optimizer::ConstrainedOptimizer | inline |
getEqualityConstraintGradient() const | sgpp::optimization::optimizer::AugmentedLagrangian | |
getHistoryOfInnerIterationNumbers() const | sgpp::optimization::optimizer::AugmentedLagrangian | |
getHistoryOfInnerIterationPoints() const | sgpp::optimization::optimizer::AugmentedLagrangian | |
getHistoryOfOptimalPoints() const | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
getHistoryOfOptimalValues() const | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
getInequalityConstraintFunction() const | sgpp::optimization::optimizer::ConstrainedOptimizer | inline |
getInequalityConstraintGradient() const | sgpp::optimization::optimizer::AugmentedLagrangian | |
getN() const | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
getObjectiveFunction() const | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
getObjectiveGradient() const | sgpp::optimization::optimizer::AugmentedLagrangian | |
getOptimalPoint() const | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
getOptimalValue() const | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
getPenaltyIncreaseFactor() const | sgpp::optimization::optimizer::AugmentedLagrangian | |
getPenaltyStartValue() const | sgpp::optimization::optimizer::AugmentedLagrangian | |
getStartingPoint() const | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
getXTolerance() const | sgpp::optimization::optimizer::AugmentedLagrangian | |
gGradient | sgpp::optimization::optimizer::AugmentedLagrangian | protected |
h | sgpp::optimization::optimizer::ConstrainedOptimizer | protected |
hGradient | sgpp::optimization::optimizer::AugmentedLagrangian | protected |
kHistInner | sgpp::optimization::optimizer::AugmentedLagrangian | protected |
mu0 | sgpp::optimization::optimizer::AugmentedLagrangian | protected |
N | sgpp::optimization::optimizer::UnconstrainedOptimizer | protected |
optimize() override | sgpp::optimization::optimizer::AugmentedLagrangian | virtual |
rhoMuPlus | sgpp::optimization::optimizer::AugmentedLagrangian | protected |
setConstraintTolerance(double constraintTolerance) | sgpp::optimization::optimizer::AugmentedLagrangian | |
setN(size_t N) | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
setPenaltyIncreaseFactor(double penaltyIncreaseFactor) | sgpp::optimization::optimizer::AugmentedLagrangian | |
setPenaltyStartValue(double penaltyStartValue) | sgpp::optimization::optimizer::AugmentedLagrangian | |
setStartingPoint(const base::DataVector &startingPoint) | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
setXTolerance(double xTolerance) | sgpp::optimization::optimizer::AugmentedLagrangian | |
theta | sgpp::optimization::optimizer::AugmentedLagrangian | protected |
UnconstrainedOptimizer(const ScalarFunction &f, size_t N=DEFAULT_N) | sgpp::optimization::optimizer::UnconstrainedOptimizer | inlineexplicit |
UnconstrainedOptimizer(const UnconstrainedOptimizer &other) | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
x0 | sgpp::optimization::optimizer::UnconstrainedOptimizer | protected |
xHist | sgpp::optimization::optimizer::UnconstrainedOptimizer | protected |
xHistInner | sgpp::optimization::optimizer::AugmentedLagrangian | protected |
xOpt | sgpp::optimization::optimizer::UnconstrainedOptimizer | protected |
~AugmentedLagrangian() override | sgpp::optimization::optimizer::AugmentedLagrangian | |
~ConstrainedOptimizer() override | sgpp::optimization::optimizer::ConstrainedOptimizer | inline |
~UnconstrainedOptimizer() | sgpp::optimization::optimizer::UnconstrainedOptimizer | inlinevirtual |