Nonlinear sparse solver. More...
#include <roboptim/core/plugin/nag/nag-nlp-sparse.hh>
Public Types | |
typedef NagSolverCommon < EigenMatrixSparse > | parent_t |
typedef GenericLinearFunction < EigenMatrixSparse > | linearFunction_t |
typedef GenericNumericLinearFunction < EigenMatrixSparse > | numericLinearFunction_t |
typedef GenericDifferentiableFunction < EigenMatrixSparse > | differentiableFunction_t |
typedef differentiableFunction_t | nonlinearFunction_t |
typedef problem_t::function_t | function_t |
typedef problem_t::vector_t | vector_t |
typedef problem_t::jacobian_t | jacobian_t |
Public Member Functions | |
NagSolverNlpSparse (const problem_t &pb) | |
virtual | ~NagSolverNlpSparse () |
void | solve () |
Solve the problem. | |
void | setIterationCallback (callback_t callback) |
const callback_t & | callback () const |
solverState_t & | solverState () |
Static Public Attributes | |
static const int | linearFunctionId = 0 |
static const int | nonlinearFunctionId = 1 |
Nonlinear sparse solver.
Minimize an arbitrary smooth function subject to constraints (which may include simple bounds on the variables, linear constraints and smooth nonlinear constraints) using a sequential quadratic programming (SQP) method. As many first derivatives as possible should be supplied by you; any unspecified derivatives are approximated by finite differences. It is not intended for large sparse problems.
typedef GenericDifferentiableFunction<EigenMatrixSparse> roboptim::NagSolverNlpSparse::differentiableFunction_t |
typedef problem_t::function_t roboptim::NagSolverNlpSparse::function_t |
typedef problem_t::jacobian_t roboptim::NagSolverNlpSparse::jacobian_t |
typedef GenericLinearFunction<EigenMatrixSparse> roboptim::NagSolverNlpSparse::linearFunction_t |
typedef GenericNumericLinearFunction<EigenMatrixSparse> roboptim::NagSolverNlpSparse::numericLinearFunction_t |
typedef NagSolverCommon<EigenMatrixSparse> roboptim::NagSolverNlpSparse::parent_t |
typedef problem_t::vector_t roboptim::NagSolverNlpSparse::vector_t |
roboptim::NagSolverNlpSparse::NagSolverNlpSparse | ( | const problem_t & | pb | ) | [explicit] |
roboptim::NagSolverNlpSparse::~NagSolverNlpSparse | ( | ) | [virtual] |
const callback_t& roboptim::NagSolverNlpSparse::callback | ( | ) | const [inline] |
Referenced by roboptim::detail::usrfun().
void roboptim::NagSolverNlpSparse::setIterationCallback | ( | callback_t | callback | ) | [inline] |
void roboptim::NagSolverNlpSparse::solve | ( | ) |
Solve the problem.
References roboptim::errorHandler(), roboptim::NagSolverCommon< EigenMatrixSparse >::updateParameters(), and roboptim::detail::usrfun().
solverState_t& roboptim::NagSolverNlpSparse::solverState | ( | ) | [inline] |
Referenced by roboptim::detail::usrfun().
const int roboptim::NagSolverNlpSparse::linearFunctionId = 0 [static] |
const int roboptim::NagSolverNlpSparse::nonlinearFunctionId = 1 [static] |