Base class for nonlinear functions. More...

#include <NonlinearFunction.h>

Inheritance diagram for Minotaur::NonlinearFunction:

[legend]

Public Member Functions
	NonlinearFunction ()
	Default constructor.

virtual	~NonlinearFunction ()
	Destroy.

virtual void	addConst (const double d, int &err)
	Add a constant to the function. More...

virtual void	sqrRoot (int &err)
	Change the nonlinear function to its square-root. More...

virtual NonlinearFunctionPtr	cloneWithVars (VariableConstIterator vbeg, int *err) const =0
	Make a clone using new variables. More...

virtual void	computeBounds (double lb, double ub, int *error)
	Calculate upper and lower bounds on the function using bounds of the variables. More...

virtual double	eval (const double x, int error)=0
	Evaluate the function at a given point x. More...

virtual void	evalGradient (const double x, double grad_f, int *error)=0
	Evaluate and add gradient at a given point. More...

virtual void	evalHessian (const double mult, const double x, const LTHessStor stor, double values, int error)=0
	Evaluate and add hessian at a given point. More...

virtual void	fillHessStor (LTHessStor *stor)=0
	Fill sparsity of hessian into hessian storage. More...

virtual void	fillJac (const double x, double values, int *error)=0
	Evaluate and add gradient at a given point to the jacobian. More...

virtual void	finalHessStor (const LTHessStor *stor)=0
	Finalize hessian preparation. More...

virtual std::string	getNlString (int *err)
	Return a string in AMPL's .nl format (postfix notation) of this nonlinear function. More...

virtual double	getFixVarOffset (VariablePtr, double)
	If a variable is fixed at a given value and removed, what is the constant (offset) needed to be added. More...

virtual FunctionType	getType () const
	Return the type of function: polynomial, ... More...

virtual void	getVars (VariableSet *vars)=0
	Get variables used in this function. More...

virtual bool	hasVar (ConstVariablePtr v) const
	Check if function contains a variable. More...

virtual bool	isSumOfSquares () const
	Check if the function is a sum of square terms. More...

virtual void	multiply (double c)=0
	Multiply by a constant. More...

virtual size_t	numVars ()
	Return the number of variables in this function.

virtual void	prepJac (VarSetConstIter vbeg, VarSetConstIter vend)=0
	Prepare for evaluating sparse jacobian. More...

virtual void	removeVar (VariablePtr, double)
	Remove a variable v from the function after fixing it to value val. More...

virtual void	subst (VariablePtr, VariablePtr, double)
	Substitute a variable with another. More...

virtual NonlinearFunctionPtr	getPersp (VariablePtr z, double eps, int *err) const
	Take perspective of this function with respect to a given variable. More...

virtual void	varBoundMods (double, double, VarBoundModVector &, SolveStatus *)
	Tighten variables based on function bounds. More...

virtual VariableSet::iterator	varsBegin ()
	First iterator for variables. More...

virtual VariableSet::iterator	varsEnd ()
	Last iterator for variables. More...

virtual void	write (std::ostream &out) const
	Display the nonlinear function. More...

Protected Attributes
VariableSet	vars_
	A set of variables used in this function.

Detailed Description

Base class for nonlinear functions.

Member Function Documentation

◆ addConst()

void NonlinearFunction::addConst	(	const double	d,
		int &	err
	)

virtual

Add a constant to the function.

Add a constant to the given nonlinear function. Adding a constant alone usually does not make sense. However, it is useful as a intermediate step. For instance, in writing the perspective: z*f(x/(z+e))

Parameters

[in]	d	The value of the constant.
[out]	err	must be nonzero if the constant could not be added.

Reimplemented in Minotaur::CGraph.

◆ cloneWithVars()

virtual NonlinearFunctionPtr Minotaur::NonlinearFunction::cloneWithVars	(	VariableConstIterator	vbeg,
		int *	err
	)		const

pure virtual

Make a clone using new variables.

Parameters

[in]	vbeg	it points to the variable id 0. vbeg+k points to variable id k, where k>=0.
[out]	err	must be nonzero if function wasn't cloned.

Implemented in MINOTAUR_AMPL::AMPLNonlinearFunction, Minotaur::MonomialFunction, Minotaur::PolynomialFunction, and Minotaur::CGraph.

◆ computeBounds()

void NonlinearFunction::computeBounds	(	double *	lb,
		double *	ub,
		int *	error
	)

virtual

Calculate upper and lower bounds on the function using bounds of the variables.

Parameters

[out]	lb	Pointer that will contain the value of lower bound.
[out]	ub	Pointer that will contain the value of upper bound.
[out]	error	0 if no error is encountered, nonzero otherwise.

Reimplemented in Minotaur::CGraph.

◆ eval()

virtual double Minotaur::NonlinearFunction::eval	(	const double *	x,
		int *	error
	)

pure virtual

Evaluate the function at a given point x.

Parameters

[in]	x	The size of the array x must exceed the highest index of the variables used in the function.
[out]	*error	It should be set a positive value if there is error encountered while evaluating. Leave undisturbed otherwise.

Returns: The value of function of x.

Implemented in Minotaur::CGraph, Minotaur::MonomialFunction, Minotaur::PolynomialFunction, and MINOTAUR_AMPL::AMPLNonlinearFunction.

◆ evalGradient()

virtual void Minotaur::NonlinearFunction::evalGradient	(	const double *	x,
		double *	grad_f,
		int *	error
	)

pure virtual

Evaluate and add gradient at a given point.

Parameters

[in]	x	The size of the array x must exceed the highest index of the variables used in the function.
[out]	grad_f	The values of grad_f are incremented with the gradient of this function at x. The array grad_f is dense.
[out]	error	It should be set a positive value if there is error encountered while evaluating. Leave undisturbed otherwise.

Implemented in Minotaur::CGraph, Minotaur::MonomialFunction, Minotaur::PolynomialFunction, and MINOTAUR_AMPL::AMPLNonlinearFunction.

◆ evalHessian()

virtual void Minotaur::NonlinearFunction::evalHessian	(	const double	mult,
		const double *	x,
		const LTHessStor *	stor,
		double *	values,
		int *	error
	)

pure virtual

Evaluate and add hessian at a given point.

Parameters

[in]	mult	Multiplier for this objective/constraint function
[in]	x	The point where we need the hessian.
[in]	stor	The Hessian storage information.
[out]	values	The Hessian values to which we add Hessian of this function.
[out]	error	We set it to nonzero if any errors are encountered. Do not change it otherwise.

Implemented in Minotaur::PolynomialFunction, MINOTAUR_AMPL::AMPLNonlinearFunction, Minotaur::MonomialFunction, and Minotaur::CGraph.

◆ fillHessStor()

virtual void Minotaur::NonlinearFunction::fillHessStor ( LTHessStor * stor )

pure virtual

Fill sparsity of hessian into hessian storage.

Parameters

[in,out] stor We add variables into stor->cols

Implemented in Minotaur::MonomialFunction, Minotaur::CGraph, Minotaur::PolynomialFunction, and MINOTAUR_AMPL::AMPLNonlinearFunction.

◆ fillJac()

virtual void Minotaur::NonlinearFunction::fillJac	(	const double *	x,
		double *	values,
		int *	error
	)

pure virtual

Evaluate and add gradient at a given point to the jacobian.

Parameters

[in]	x	The size of the array x must exceed the highest index of the variables used in the function.
[out]	values	The values of jacobian are incremented with the gradient of this function at x. 'values' only contains nonzeros of jacobian. The indices (or offsets) where this nonlinear function should put in the values should be calculated in the prepJac function.
[out]	error	It should be set a zero value if there is error encountered while evaluating. Leave undisturbed otherwise.

Implemented in Minotaur::MonomialFunction, MINOTAUR_AMPL::AMPLNonlinearFunction, Minotaur::CGraph, and Minotaur::PolynomialFunction.

◆ finalHessStor()

virtual void Minotaur::NonlinearFunction::finalHessStor ( const LTHessStor * stor )

pure virtual

Finalize hessian preparation.

Parameters

[in] stor contains the sparsity pattern of hessian of lagrangian. The nonlinear function should save offsets or make other preparation to evaluate hessian.

Implemented in Minotaur::MonomialFunction, Minotaur::CGraph, Minotaur::PolynomialFunction, and MINOTAUR_AMPL::AMPLNonlinearFunction.

◆ getFixVarOffset()

virtual double Minotaur::NonlinearFunction::getFixVarOffset	(	VariablePtr	,
		double
	)

inlinevirtual

If a variable is fixed at a given value and removed, what is the constant (offset) needed to be added.

param [in] v The variable that is fixed.
param [in] val The value at which v is to be fixed.

Returns: Return the value of the offset.

Reimplemented in Minotaur::CGraph.

◆ getNlString()

std::string NonlinearFunction::getNlString ( int * err )

virtual

Return a string in AMPL's .nl format (postfix notation) of this nonlinear function.

param [out] err 0 if no errors were encountered.

Returns: Return the string.

Reimplemented in Minotaur::CGraph.

◆ getPersp()

NonlinearFunctionPtr NonlinearFunction::getPersp	(	VariablePtr	z,
		double	eps,
		int *	err
	)		const

virtual

Take perspective of this function with respect to a given variable.

Perspective of a given function f(x) with respect to a given variable z is g(x,z) = z.f(x/z)

Parameters

[in]	z	The variable for which you take the perspective
[in]	eps	The tolerance to tackle function value at 0 value. If the perspective is approximated in the computational graph, the epsilon is added to the z variable. If the perspective uses exact graph, then an approximation in Hessian is used when z < eps.
[out]	err	must be nonzero if function wasn't cloned.

Returns: A new nonlinear function with an additional variable that gives the perspective of this function

Reimplemented in Minotaur::CGraph.

◆ getType()

FunctionType NonlinearFunction::getType ( ) const

virtual

Return the type of function: polynomial, ...

Reimplemented in Minotaur::CGraph, and Minotaur::PolynomialFunction.

◆ getVars()

virtual void Minotaur::NonlinearFunction::getVars ( VariableSet * vars )

pure virtual

Get variables used in this function.

Parameters

[in] vars A set of variable-pointers into which variables are to be inserted.

Implemented in MINOTAUR_AMPL::AMPLNonlinearFunction, Minotaur::MonomialFunction, Minotaur::PolynomialFunction, and Minotaur::CGraph.

◆ hasVar()

bool NonlinearFunction::hasVar ( ConstVariablePtr v ) const

virtual

Check if function contains a variable.

Parameters

[in] v The variable that we want to test.

Returns: True if this function is has v. False if it doesn't use it.

◆ isSumOfSquares()

virtual bool Minotaur::NonlinearFunction::isSumOfSquares ( ) const

inlinevirtual

Check if the function is a sum of square terms.

Returns: True if this function is a sum of squares, False otherwise

Reimplemented in Minotaur::CGraph.

◆ multiply()

virtual void Minotaur::NonlinearFunction::multiply ( double c )

pure virtual

Multiply by a constant.

Parameters

[in] c double value with which we want to multiply.

Implemented in Minotaur::CGraph, Minotaur::MonomialFunction, Minotaur::PolynomialFunction, and MINOTAUR_AMPL::AMPLNonlinearFunction.

◆ prepJac()

virtual void Minotaur::NonlinearFunction::prepJac	(	VarSetConstIter	vbeg,
		VarSetConstIter	vend
	)

pure virtual

Prepare for evaluating sparse jacobian.

All the variables that are in this function can occur in one or more of linear, quadratic and nonlinear functions. All variables that occur in the whole function can be accessed by iterating between vbeg and vend. This function is used to find the offset for variables that occur in the nonlinear function.

Implemented in MINOTAUR_AMPL::AMPLNonlinearFunction, Minotaur::PolynomialFunction, Minotaur::CGraph, and Minotaur::MonomialFunction.

◆ removeVar()

virtual void Minotaur::NonlinearFunction::removeVar	(	VariablePtr	,
		double
	)

inlinevirtual

Remove a variable v from the function after fixing it to value val.

Reimplemented in Minotaur::CGraph.

◆ sqrRoot()

void NonlinearFunction::sqrRoot ( int & err )

virtual

Change the nonlinear function to its square-root.

Parameters

[out] err must be nonzero if the operation is unsuccessful

Reimplemented in Minotaur::CGraph.

◆ subst()

virtual void Minotaur::NonlinearFunction::subst	(	VariablePtr	,
		VariablePtr	,
		double
	)

inlinevirtual

Substitute a variable with another.

Reimplemented in Minotaur::CGraph.

◆ varBoundMods()

virtual void Minotaur::NonlinearFunction::varBoundMods	(	double	,
		double	,
		VarBoundModVector &	,
		SolveStatus *
	)

inlinevirtual

Tighten variables based on function bounds.

Given a lower and upper bound on the allowed values of the function, deduce bounds of variables and return the modifications in bounds. The modifications are not applied to the variables.

param [in] lb A lower bound on function values
param [in] ub An upper bound on function values
param [out] mods A vector of modifications deduced by bound propagation/tightening
param [out] status Tells whether there was an error in executing this routine or if the problem is infeasible etc.

Reimplemented in Minotaur::CGraph.

◆ varsBegin()

virtual VariableSet::iterator Minotaur::NonlinearFunction::varsBegin ( )

inlinevirtual

First iterator for variables.

Returns: first iterator for the variables in this function.

◆ varsEnd()

virtual VariableSet::iterator Minotaur::NonlinearFunction::varsEnd ( )

inlinevirtual

Last iterator for variables.

Returns: last iterator for the variables in this function.

◆ write()

void NonlinearFunction::write ( std::ostream & out ) const

virtual

Display the nonlinear function.

Reimplemented in Minotaur::CGraph, Minotaur::MonomialFunction, Minotaur::PolynomialFunction, and MINOTAUR_AMPL::AMPLNonlinearFunction.

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

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

Public Member Functions

Protected Attributes

Detailed Description

Member Function Documentation

◆ addConst()

◆ cloneWithVars()

◆ computeBounds()

◆ eval()

◆ evalGradient()

◆ evalHessian()

◆ fillHessStor()

◆ fillJac()

◆ finalHessStor()

◆ getFixVarOffset()

◆ getNlString()

◆ getPersp()

◆ getType()

◆ getVars()

◆ hasVar()

◆ isSumOfSquares()

◆ multiply()

◆ prepJac()

◆ removeVar()

◆ sqrRoot()

◆ subst()

◆ varBoundMods()

◆ varsBegin()

◆ varsEnd()

◆ write()