#include <nlopt_solver.h>
Public Member Functions | |
void | EqualityConstraintCost (double *g) |
等式制約条件 | |
void | InequalityConstraintCost (double *h) |
不等式制約条件 | |
NLoptSolver (double *x, const double *x_min, const double *x_max, int(*f)(double *, double *), int(*df)(double *, double *), int(*g)(double *, double *), int(*dg)(double *, double *), int(*h)(double *, double *), int(*dh)(double *, double *), int m_x, int m_g, int m_h, double ftol, double xtol, double eqthre, int max_eval, double max_time, Optimization::NLopt::Algorithm algorithm) | |
double | ObjectiveFunctionCost () |
評価関数の和を計算する | |
int | Optimize () |
void | output_result (int result) |
void | stop () |
~NLoptSolver () | |
Static Public Member Functions | |
static void | my_copy (double *in, double *out, int size) |
static void | my_log (std::string comment) |
static void | my_log (std::string comment, double val) |
static void | my_log (std::string comment, double *val, uint cnt) |
Public Attributes | |
double * | dfbuf |
double * | dgbuf |
double * | dhbuf |
double * | fbuf |
double * | gbuf |
double * | hbuf |
Private Member Functions | |
void | EqualityConstraintGradient (double *dg) |
等式制約条件の勾配 | |
void | InequalityConstraintGradient (double *dh) |
不等式制約条件の勾配 | |
void | ObjectiveFunctionGradient (double *df) |
評価関数の和の勾配を計算する | |
Static Private Member Functions | |
static void | EqualityConstraintWrapper (unsigned int m, double *g, unsigned int n, const double *x, double *dg, void *self) |
等式制約条件のラッパー | |
static void | InequalityConstraintWrapper (unsigned int m, double *h, unsigned int n, const double *x, double *dh, void *self) |
不等式制約条件のラッパー | |
static double | ObjectiveFunctionWrapper (unsigned int n, const double *x, double *df, void *self) |
評価関数のラッパー | |
Private Attributes | |
int(*)(*) | df (double *, double *) |
int(*)(*) | dg (double *, double *) |
int(*)(*) | dh (double *, double *) |
int(* | f )(double *, double *) |
unsigned int | frequency |
最適化計算の出力頻度 | |
int(* | g )(double *, double *) |
等式制約条件 | |
int(* | h )(double *, double *) |
不等式制約条件 | |
unsigned int | iteration |
最適化計算のイテレーション数 | |
unsigned int | m_g |
等式制約条件の次元 | |
unsigned int | m_h |
不等式制約条件の次元 | |
unsigned int | m_x |
unsigned int | n_df |
評価関数の勾配の計算回数 | |
unsigned int | n_dg |
等式制約条件の勾配の計算回数 | |
unsigned int | n_dh |
不等式制約条件の勾配の計算回数 | |
unsigned int | n_f |
評価関数の計算回数 | |
unsigned int | n_g |
等式制約条件の計算回数 | |
unsigned int | n_h |
不等式制約条件の計算回数 | |
nlopt_opt | solver |
double * | x |
Definition at line 5 of file nlopt_solver.h.
NLoptSolver::NLoptSolver | ( | double * | x, |
const double * | x_min, | ||
const double * | x_max, | ||
int(*)(double *, double *) | f, | ||
int(*)(double *, double *) | df, | ||
int(*)(double *, double *) | g, | ||
int(*)(double *, double *) | dg, | ||
int(*)(double *, double *) | h, | ||
int(*)(double *, double *) | dh, | ||
int | m_x, | ||
int | m_g, | ||
int | m_h, | ||
double | ftol, | ||
double | xtol, | ||
double | eqthre, | ||
int | max_eval, | ||
double | max_time, | ||
Optimization::NLopt::Algorithm | algorithm | ||
) |
Definition at line 8 of file nlopt_solver.cpp.
Definition at line 198 of file nlopt_solver.cpp.
void NLoptSolver::EqualityConstraintCost | ( | double * | g | ) |
等式制約条件
等式制約条件を縦に並べたベクトルを計算する
[out] | g | 等式制約条件を縦に並べたベクトル |
Definition at line 270 of file nlopt_solver.cpp.
void NLoptSolver::EqualityConstraintGradient | ( | double * | dg | ) | [private] |
等式制約条件の勾配
等式制約条件を縦に並べたベクトルの勾配を計算する
[out] | dg | 制約条件を縦に並べたベクトルの勾配 |
Definition at line 279 of file nlopt_solver.cpp.
void NLoptSolver::EqualityConstraintWrapper | ( | unsigned int | m, |
double * | g, | ||
unsigned int | n, | ||
const double * | x, | ||
double * | dg, | ||
void * | self | ||
) | [static, private] |
等式制約条件のラッパー
等式制約条件のラッピング関数
m | 等式制約条件の次元 |
g | 等式制約条件 |
n | 変数の次元 |
x | 変数 |
dg | 勾配ベクトル |
self | thisポインタ |
Definition at line 250 of file nlopt_solver.cpp.
void NLoptSolver::InequalityConstraintCost | ( | double * | h | ) |
不等式制約条件
不等式制約条件を縦に並べたベクトルを計算する
[out] | h | 不等式制約条件を縦に並べたベクトル |
Definition at line 306 of file nlopt_solver.cpp.
void NLoptSolver::InequalityConstraintGradient | ( | double * | dh | ) | [private] |
不等式制約条件の勾配
不等式制約条件を縦に並べたベクトルの勾配を計算する
[out] | dh | 不等式制約条件を縦に並べたベクトルの勾配 |
Definition at line 314 of file nlopt_solver.cpp.
void NLoptSolver::InequalityConstraintWrapper | ( | unsigned int | m, |
double * | h, | ||
unsigned int | n, | ||
const double * | x, | ||
double * | dh, | ||
void * | self | ||
) | [static, private] |
不等式制約条件のラッパー
不等式制約条件のラッピング関数
m | 不等式制約条件の次元 |
h | 不等式制約条件 |
n | 変数の次元 |
x | 変数 |
dh | 勾配ベクトル |
self | thisポインタ |
Definition at line 285 of file nlopt_solver.cpp.
static void NLoptSolver::my_copy | ( | double * | in, |
double * | out, | ||
int | size | ||
) | [inline, static] |
Definition at line 63 of file nlopt_solver.h.
static void NLoptSolver::my_log | ( | std::string | comment | ) | [inline, static] |
Definition at line 41 of file nlopt_solver.h.
static void NLoptSolver::my_log | ( | std::string | comment, |
double | val | ||
) | [inline, static] |
Definition at line 45 of file nlopt_solver.h.
static void NLoptSolver::my_log | ( | std::string | comment, |
double * | val, | ||
uint | cnt | ||
) | [inline, static] |
Definition at line 52 of file nlopt_solver.h.
double NLoptSolver::ObjectiveFunctionCost | ( | ) |
void NLoptSolver::ObjectiveFunctionGradient | ( | double * | df | ) | [private] |
評価関数の和の勾配を計算する
評価関数 評価関数の勾配
[out] | df | 評価関数の和の勾配ベクトル |
Definition at line 241 of file nlopt_solver.cpp.
double NLoptSolver::ObjectiveFunctionWrapper | ( | unsigned int | n, |
const double * | x, | ||
double * | df, | ||
void * | self | ||
) | [static, private] |
評価関数のラッパー
評価関数のラッピング関数
n | 変数の次元 |
x | 変数 |
df | 勾配ベクトル |
self | thisポインタ |
Definition at line 203 of file nlopt_solver.cpp.
int NLoptSolver::Optimize | ( | ) |
Definition at line 321 of file nlopt_solver.cpp.
void NLoptSolver::output_result | ( | int | result | ) | [inline] |
Definition at line 69 of file nlopt_solver.h.
void NLoptSolver::stop | ( | ) | [inline] |
Definition at line 116 of file nlopt_solver.h.
int(*)(*) NLoptSolver::df(double *, double *) [private] |
Definition at line 123 of file nlopt_solver.h.
double * NLoptSolver::dfbuf |
Definition at line 37 of file nlopt_solver.h.
int(*)(*) NLoptSolver::dg(double *, double *) [private] |
Definition at line 125 of file nlopt_solver.h.
double * NLoptSolver::dgbuf |
Definition at line 37 of file nlopt_solver.h.
int(*)(*) NLoptSolver::dh(double *, double *) [private] |
Definition at line 127 of file nlopt_solver.h.
double * NLoptSolver::dhbuf |
Definition at line 37 of file nlopt_solver.h.
int(* NLoptSolver::f)(double *, double *) [private] |
Definition at line 123 of file nlopt_solver.h.
double* NLoptSolver::fbuf |
Definition at line 37 of file nlopt_solver.h.
unsigned int NLoptSolver::frequency [private] |
最適化計算の出力頻度
Definition at line 134 of file nlopt_solver.h.
int(* NLoptSolver::g)(double *, double *) [private] |
等式制約条件
Definition at line 125 of file nlopt_solver.h.
double * NLoptSolver::gbuf |
Definition at line 37 of file nlopt_solver.h.
int(* NLoptSolver::h)(double *, double *) [private] |
不等式制約条件
Definition at line 127 of file nlopt_solver.h.
double * NLoptSolver::hbuf |
Definition at line 37 of file nlopt_solver.h.
unsigned int NLoptSolver::iteration [private] |
最適化計算のイテレーション数
Definition at line 136 of file nlopt_solver.h.
unsigned int NLoptSolver::m_g [private] |
等式制約条件の次元
Definition at line 130 of file nlopt_solver.h.
unsigned int NLoptSolver::m_h [private] |
不等式制約条件の次元
Definition at line 132 of file nlopt_solver.h.
unsigned int NLoptSolver::m_x [private] |
Definition at line 128 of file nlopt_solver.h.
unsigned int NLoptSolver::n_df [private] |
評価関数の勾配の計算回数
Definition at line 140 of file nlopt_solver.h.
unsigned int NLoptSolver::n_dg [private] |
等式制約条件の勾配の計算回数
Definition at line 144 of file nlopt_solver.h.
unsigned int NLoptSolver::n_dh [private] |
不等式制約条件の勾配の計算回数
Definition at line 148 of file nlopt_solver.h.
unsigned int NLoptSolver::n_f [private] |
評価関数の計算回数
Definition at line 138 of file nlopt_solver.h.
unsigned int NLoptSolver::n_g [private] |
等式制約条件の計算回数
Definition at line 142 of file nlopt_solver.h.
unsigned int NLoptSolver::n_h [private] |
不等式制約条件の計算回数
Definition at line 146 of file nlopt_solver.h.
nlopt_opt NLoptSolver::solver [private] |
Definition at line 121 of file nlopt_solver.h.
double* NLoptSolver::x [private] |
Definition at line 122 of file nlopt_solver.h.