OptimumSolverKarpov Class Reference

The class that implements an optimization algorithm based on Karpov's method. More...

#include <OptimumSolverKarpov.hpp>

Inheritance diagram for OptimumSolverKarpov:

Collaboration diagram for OptimumSolverKarpov:

Public Member Functions
	OptimumSolverKarpov ()
	Construct a default OptimumSolverKarpov instance.
	OptimumSolverKarpov (const OptimumSolverKarpov &other)
	Construct a copy of an OptimumSolverKarpov instance.
virtual	~OptimumSolverKarpov ()
	Destroy this OptimumSolverKarpov instance.
auto	operator= (OptimumSolverKarpov other) -> OptimumSolverKarpov &
	Assign a copy of an OptimumSolverKarpov instance.
virtual auto	solve (const OptimumProblem &problem, OptimumState &state) -> OptimumResult
	Solve the linear optimisation problem by finding a feasible point and then applying a simplex algorithm. More...
virtual auto	solve (const OptimumProblem &problem, OptimumState &state, const OptimumOptions &options) -> OptimumResult
	Solve the linear optimisation problem by finding a feasible point and then applying a simplex algorithm. More...
virtual auto	dxdp (VectorConstRef dgdp, VectorConstRef dbdp) -> Vector
	Return the sensitivity dx/dp of the solution x with respect to a vector of parameters p. More...
virtual auto	clone () const -> OptimumSolverBase *
	Return a clone of this instance.
Public Member Functions inherited from OptimumSolverBase
virtual	~OptimumSolverBase ()=0
	Pure virtual destructor.

Detailed Description

The class that implements an optimization algorithm based on Karpov's method.

Member Function Documentation

solve() [1/2]

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

virtual

Solve the linear optimisation problem by finding a feasible point and then applying a simplex algorithm.

Parameters

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

Implements OptimumSolverBase.

solve() [2/2]

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

virtual

Solve the linear optimisation problem by finding a feasible point and then applying a simplex algorithm.

Parameters

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

Implements OptimumSolverBase.

dxdp()

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

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

Implements OptimumSolverBase.

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

• Reaktoro/Optimization/OptimumSolverKarpov.hpp
• Reaktoro/Optimization/OptimumSolverKarpov.cpp