| clone(std::unique_ptr< UnconstrainedOptimizer > &clone) const override | sgpp::optimization::optimizer::SquaredPenalty | 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::SquaredPenalty | static |
| DEFAULT_N | sgpp::optimization::optimizer::UnconstrainedOptimizer | static |
| DEFAULT_PENALTY_INCREASE_FACTOR | sgpp::optimization::optimizer::SquaredPenalty | static |
| DEFAULT_PENALTY_START_VALUE | sgpp::optimization::optimizer::SquaredPenalty | static |
| DEFAULT_X_TOLERANCE | sgpp::optimization::optimizer::SquaredPenalty | static |
| epsilon | sgpp::optimization::optimizer::SquaredPenalty | protected |
| f | sgpp::optimization::optimizer::UnconstrainedOptimizer | protected |
| fGradient | sgpp::optimization::optimizer::SquaredPenalty | protected |
| fHist | sgpp::optimization::optimizer::UnconstrainedOptimizer | protected |
| fOpt | sgpp::optimization::optimizer::UnconstrainedOptimizer | protected |
| g | sgpp::optimization::optimizer::ConstrainedOptimizer | protected |
| getConstraintTolerance() const | sgpp::optimization::optimizer::SquaredPenalty | |
| getEqualityConstraintFunction() const | sgpp::optimization::optimizer::ConstrainedOptimizer | inline |
| getEqualityConstraintGradient() const | sgpp::optimization::optimizer::SquaredPenalty | |
| getHistoryOfInnerIterationNumbers() const | sgpp::optimization::optimizer::SquaredPenalty | |
| getHistoryOfInnerIterationPoints() const | sgpp::optimization::optimizer::SquaredPenalty | |
| 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::SquaredPenalty | |
| getN() const | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
| getObjectiveFunction() const | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
| getObjectiveGradient() const | sgpp::optimization::optimizer::SquaredPenalty | |
| getOptimalPoint() const | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
| getOptimalValue() const | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
| getPenaltyIncreaseFactor() const | sgpp::optimization::optimizer::SquaredPenalty | |
| getPenaltyStartValue() const | sgpp::optimization::optimizer::SquaredPenalty | |
| getStartingPoint() const | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
| getXTolerance() const | sgpp::optimization::optimizer::SquaredPenalty | |
| gGradient | sgpp::optimization::optimizer::SquaredPenalty | protected |
| h | sgpp::optimization::optimizer::ConstrainedOptimizer | protected |
| hGradient | sgpp::optimization::optimizer::SquaredPenalty | protected |
| kHistInner | sgpp::optimization::optimizer::SquaredPenalty | protected |
| mu0 | sgpp::optimization::optimizer::SquaredPenalty | protected |
| N | sgpp::optimization::optimizer::UnconstrainedOptimizer | protected |
| optimize() override | sgpp::optimization::optimizer::SquaredPenalty | virtual |
| rhoMuPlus | sgpp::optimization::optimizer::SquaredPenalty | protected |
| setConstraintTolerance(double constraintTolerance) | sgpp::optimization::optimizer::SquaredPenalty | |
| setN(size_t N) | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
| setPenaltyIncreaseFactor(double penaltyIncreaseFactor) | sgpp::optimization::optimizer::SquaredPenalty | |
| setPenaltyStartValue(double penaltyStartValue) | sgpp::optimization::optimizer::SquaredPenalty | |
| setStartingPoint(const base::DataVector &startingPoint) | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
| setXTolerance(double xTolerance) | sgpp::optimization::optimizer::SquaredPenalty | |
| SquaredPenalty(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::SquaredPenalty | |
| SquaredPenalty(const SquaredPenalty &other) | sgpp::optimization::optimizer::SquaredPenalty | |
| theta | sgpp::optimization::optimizer::SquaredPenalty | 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::SquaredPenalty | protected |
| xOpt | sgpp::optimization::optimizer::UnconstrainedOptimizer | protected |
| ~ConstrainedOptimizer() override | sgpp::optimization::optimizer::ConstrainedOptimizer | inline |
| ~SquaredPenalty() override | sgpp::optimization::optimizer::SquaredPenalty | |
| ~UnconstrainedOptimizer() | sgpp::optimization::optimizer::UnconstrainedOptimizer | inlinevirtual |