Interior-point-optimisation  1.0-1
Interior-pointoptimisationlibrary
PhaseIObjectiveFunctionAndDerivatives.hpp
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1 /*
2  * $Id: PhaseIObjectiveFunctionAndDerivatives.hpp 47 2013-04-12 06:30:51Z jdl3 $
3  * Copyright (C) 2013 John D Lamb
4  *
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19 
20 #ifndef IPO_FUNCTION_DETAIL_PHASEIOBJECTIVEFUNCTIONANDDERIVATIVES_HPP
21 #define IPO_FUNCTION_DETAIL_PHASEIOBJECTIVEFUNCTIONANDDERIVATIVES_HPP
22 
23 #include"../Function.hpp"
24 #include"../DerivativesEstimates.hpp"
25 
26 namespace ipo_function {
27  namespace detail {
37  public DerivativesEstimates {
38  public:
51  double operator()( gsl::vector const& vector );
57  gsl::vector gradient( gsl::vector const& vector );
63  gsl::matrix hessian( gsl::vector const& vector );
68  void setVector( gsl::vector const& vector );
69  };
70 
71  }
72 }
73 
74 #endif
virtual gsl::matrix hessian() const
virtual gsl::vector gradient() const
Base class for derivative estimates with Hessian.
void setVector(gsl::vector const &vector)
Set a vector and compute function value, gradient and Hessian efficiently.
double operator()(gsl::vector const &vector)
The function operator: returns the last element of vector.
Objective function for Phase I (feasibility) of interior-point optimisation.
Namespace for functions that can be used by ipo::Objective and ipo::Constraint.
This class computes a function at a vector.
Definition: Function.hpp:38
PhaseIObjectiveFunctionAndDerivatives(Function const &function)
Construct from a function.