OptimumProblem.hpp

// Reaktoro is a unified framework for modeling chemically reactive systems.
//
// Copyright (C) 2014-2018 Allan Leal
//
// This library is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
// License as published by the Free Software Foundation; either
// version 2.1 of the License, or (at your option) any later version.
//
// This library is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
// Lesser General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public License
// along with this library. If not, see <http://www.gnu.org/licenses/>.
 
#pragma once
 
// C++ includes
#include <functional>
 
// Reaktoro includes
#include <Reaktoro/Math/Matrix.hpp>
#include <Reaktoro/Optimization/Hessian.hpp>
 
namespace Reaktoro {
 
struct ObjectiveResult
{
    double val = 0.0;
 
    Vector grad;
 
    Hessian hessian;
};
 
using ObjectiveFunction = std::function<ObjectiveResult(VectorConstRef x)>;
 
struct OptimumProblem
{
    ObjectiveFunction objective;
 
    Index n;
 
    Vector c;
 
    Matrix A;
 
    Vector b;
 
    Matrix Ai;
 
    Vector bi;
 
    Vector l;
 
    Vector u;
};
 
auto isfinite(const ObjectiveResult& f) -> bool;
 
} // namespace Reaktoro