Minotaur::HessianOfLag Class Reference

#include <HessianOfLag.h>

Inheritance diagram for Minotaur::HessianOfLag:

Public Member Functions
	HessianOfLag ()
	Default constructor.
	HessianOfLag (Problem *p)
virtual	~HessianOfLag ()
	Destroy. More...
virtual UInt	getNumNz () const
virtual void	fillRowColIndices (UInt *irow, UInt *jcol)
virtual void	fillRowColValues (const double *x, double obj_mult, const double *con_mult, double *values, int *error)
virtual void	negateObj ()
	Ugly hack to solve maximization problem. TODO: delete it. More...
virtual void	setupRowCol ()
virtual void	write (std::ostream &out) const

Detailed Description

Given a function f(x), the hessian of f(x) is defined as the matrix whose element is: d^2f/dx_idx_j], i=0,1,...,n-1, j=0,1,...,n-1. Hessian is thus a square symmetric matrix. We store only the lower-triangular part of the matrix, i.e., i=0,1,...,n-1, j=0,...,i

Thus each function can have an associated Hessian. NLP solvers do not usually require hessian of the objective function or a function from a single constraint. They usually need hessian of the lagrangean function. This function is defined as:

This class provides methods for building and managing hessian of the lagrangean by calling the methods of the Functions in objective and constraints.

Constructor & Destructor Documentation

~HessianOfLag()

HessianOfLag::~HessianOfLag ( )

virtual

Destroy.

Construct Hessian of Lagrangean from an objective, obj, and a vector of constraints cons. 'n' is the number of variables and is also the size of square matrix.

Member Function Documentation

fillRowColIndices()

void HessianOfLag::fillRowColIndices ( UInt *  irow, UInt *  jcol  )

virtual

Given arrays iRow and jCol of size getNumNz(), fill the values of rows and columns that have non-zeros.

e.g. if f(x) = x0^2 + x1^3x2 + x1

then getNumNz() = 3 iRow = [0, 1, 2] jCol = [0, 1, 1]

Reimplemented in MINOTAUR_AMPL::AMPLHessian.

fillRowColValues()

void HessianOfLag::fillRowColValues ( const double *  x, double  obj_mult, const double *  con_mult, double *  values, int *  error  )

virtual

Given arrays iRow and jCol of size getNumNz(), fill the values of hessian matrix at a given point 'x', into the array 'values'. for the above example, values = [2, 6x1x2, 3x1^2]

Reimplemented in MINOTAUR_AMPL::AMPLHessian.

getNumNz()

UInt HessianOfLag::getNumNz ( ) const

virtual

Return the number of non-zero elements in the lower-triangular part of the hessian, including the diagonal).

Reimplemented in MINOTAUR_AMPL::AMPLHessian.

negateObj()

virtual void Minotaur::HessianOfLag::negateObj ( )

inlinevirtual

Ugly hack to solve maximization problem. TODO: delete it.

Reimplemented in MINOTAUR_AMPL::AMPLHessian.

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

• /home/amahajan/tmp/minotaur-test/src/base/HessianOfLag.h
• /home/amahajan/tmp/minotaur-test/src/base/HessianOfLag.cpp