numerical::FunctionWithQuadraticPenalty< N, Function, Constraint, T, Point > Class Template Reference

An objective function with a quadratic penalty. More...

#include <FunctionWithQuadraticPenalty.h>

List of all members.

Public Types
typedef base_type::argument_type	argument_type
	The argument type.
typedef base_type::result_type	result_type
	The result type.
Public Member Functions
Constructors etc.
	FunctionWithQuadraticPenalty (const function_type &function, const constraint_type &constraint, const number_type penalty_parameter=1, const number_type reduction_factor=0.1)
	Construct from the objective function, the constraint and the penalty parameter.
	FunctionWithQuadraticPenalty (const FunctionWithQuadraticPenalty &x)
	Copy constructor.
virtual	~FunctionWithQuadraticPenalty ()
	Destructor.
Functor.
result_type	operator() (const argument_type &x) const
	Return the value of the objective function with a quadratic penalty.
void	gradient (const argument_type &x, argument_type &gradient) const
	Calculate the gradient of the objective function with a quadratic penalty.
Accessors.
const function_type &	function () const
	Return a const reference to the objective function.
const constraint_type &	constraint () const
	Return a const reference to the constraint function.
number_type	penalty_parameter () const
	Return the value of the penalty parameter.
number_type	reduction_factor () const
	Return the value of the penalty parameter reduction factor.
Manipulators.
void	increase_penalty () const
	Increase the penalty be decreasing the penalty parameter by the reduction factor.
void	set_penalty_parameter (const number_type penalty_parameter) const
	Set the penalty parameter.
void	set_reduction_factor (const number_type reduction_factor) const
	Set the reduction factor.

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Detailed Description

template<int N, class Function, class Constraint, typename T = typename Function::result_type, typename Point = typename Function::argument_type>
class numerical::FunctionWithQuadraticPenalty< N, Function, Constraint, T, Point >

An objective function with a quadratic penalty.

Parameters:

	N	is the problem dimension.
	Function	is the functor to minimize.
	Constraint	is the equality constraint functor.
	T	is the number type. By default it is Function::result_type;
	Point	is the point type. By default it is Function::argument_type;

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

• FunctionWithQuadraticPenalty.h

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