OptimumSolverBase Class Referenceabstract

The base class for all optimization algorithms. More...

#include <OptimumSolverBase.hpp>

Inheritance diagram for OptimumSolverBase:

Public Member Functions

virtual ~OptimumSolverBase ()=0

Pure virtual destructor.

virtual auto solve (const OptimumProblem &problem, OptimumState &state) -> OptimumResult=0

Solve an optimisation problem. More...

virtual auto solve (const OptimumProblem &problem, OptimumState &state, const OptimumOptions &options) -> OptimumResult=0

Solve an optimisation problem with given options. More...

virtual auto dxdp (VectorConstRef dgdp, VectorConstRef dbdp) -> Vector=0

Return the sensitivity dx/dp of the solution x with respect to a vector of parameters p. More...

virtual auto clone () const -> OptimumSolverBase *=0

Return a clone of this instance.

Detailed Description

The base class for all optimization algorithms.

Member Function Documentation

solve() [1/2]

virtual auto solve(const OptimumProblem & problem, OptimumState & state) -> OptimumResult

pure virtual

Solve an optimisation problem.

Parameters

problem	The definition of the optimisation problem
state[in,out]	The initial guess and the final state of the optimisation calculation

Implemented in OptimumSolverSimplex, OptimumSolverRefiner, OptimumSolverKarpov, OptimumSolverIpOpt, OptimumSolverIpNewton, OptimumSolverIpBounds, OptimumSolverIpActive, OptimumSolverIpAction, and OptimumSolverActNewton.

solve() [2/2]

virtual auto solve(const OptimumProblem & problem, OptimumState & state, const OptimumOptions & options) -> OptimumResult

pure virtual

Solve an optimisation problem with given options.

Parameters

problem	The definition of the optimisation problem
state[in,out]	The initial guess and the final state of the optimisation calculation
options	The options for the optimisation calculation

Implemented in OptimumSolverSimplex, OptimumSolverRefiner, OptimumSolverKarpov, OptimumSolverIpOpt, OptimumSolverIpNewton, OptimumSolverIpBounds, OptimumSolverIpActive, OptimumSolverIpAction, and OptimumSolverActNewton.

dxdp()

virtual auto dxdp(VectorConstRef dgdp, VectorConstRef dbdp) -> Vector

pure virtual

Return the sensitivity dx/dp of the solution x with respect to a vector of parameters p.

Parameters

dgdp	The derivatives dg/dp of the objective gradient grad(f) with respect to the parameters p
dbdp	The derivatives db/dp of the vector b with respect to the parameters p

Implemented in OptimumSolverSimplex, OptimumSolverRefiner, OptimumSolverKarpov, OptimumSolverIpOpt, OptimumSolverIpNewton, OptimumSolverIpBounds, OptimumSolverIpActive, OptimumSolverIpAction, and OptimumSolverActNewton.

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

• Reaktoro/Optimization/OptimumSolverBase.hpp
• Reaktoro/Optimization/OptimumSolverBase.cpp