Pipal::ProblemWrapper< Real > Class Template Reference

Wrapper class for the Problem class. More...

#include <Problem.hxx>

Inherits Pipal::Problem< Real >.

Public Types
using	ObjectiveFunc = std::function<bool(Vector<Real> const &, Real &)>
using	ConstraintsFunc = std::function<bool(Vector<Real> const &, Vector<Real> &)>
using	ObjectiveGradientFunc = std::function<bool(Vector<Real> const &, Vector<Real> &)>
using	ConstraintsJacobianFunc = std::function<bool(Vector<Real> const &, SparseMatrix<Real> &)>
using	LagrangianHessianFunc = std::function<bool(Vector<Real> const &, Vector<Real> const &, SparseMatrix<Real> &)>
using	BoundsFunc = std::function<bool(Vector<Real> &)>
Public Types inherited from Pipal::Problem< Real >
using	UniquePtr = std::unique_ptr<Problem>

Public Member Functions
	ProblemWrapper (std::string const &t_name, ObjectiveFunc const &t_objective, ObjectiveGradientFunc const &t_objective_gradient, ConstraintsFunc const &t_constraints, ConstraintsJacobianFunc const &t_constraints_jacobian, LagrangianHessianFunc const &t_lagrangian_hessian, BoundsFunc const &t_primal_lower_bounds, BoundsFunc const &t_primal_upper_bounds, BoundsFunc const &t_constraints_lower_bounds, BoundsFunc const &t_constraints_upper_bounds)
	Constructor for the ProblemWrapper class (without the Hessian of the Lagrangian).
	~ProblemWrapper () override
	Default destructor for the ProblemWrapper class.
ObjectiveFunc &	objective ()
	Get the objective function.
void	objective (ObjectiveFunc const &objective)
	Set the objective function.
ObjectiveGradientFunc &	objective_gradient ()
	Get the gradient of the objective function.
void	objective_gradient (ObjectiveGradientFunc const &objective_gradient)
	Set the gradient of the objective function.
ConstraintsFunc &	constraints ()
	Get the constraints function.
void	constraints (ConstraintsFunc const &constraints)
	Set the constraints function.
ConstraintsJacobianFunc &	constraints_jacobian ()
	Get the Jacobian of the constraints function.
void	constraints_jacobian (ConstraintsJacobianFunc const &constraints_jacobian)
	Set the Jacobian of the constraints function.
BoundsFunc &	primal_lower_bounds ()
	Get the lower bounds on the primal variables function.
void	primal_lower_bounds (BoundsFunc const &primal_lower_bounds)
	Set the lower bounds on the primal variables function.
BoundsFunc &	primal_upper_bounds ()
	Get the upper bounds on the primal variables function.
void	primal_upper_bounds (BoundsFunc const &primal_upper_bounds)
	Set the upper bounds on the primal variables function.
BoundsFunc &	constraints_lower_bounds ()
	Get the lower bounds on the constraints function.
void	constraints_lower_bounds (BoundsFunc const &constraints_lower_bounds)
	Set the lower bounds on the constraints function.
BoundsFunc &	constraints_upper_bounds ()
	Get the upper bounds on the constraints function.
void	constraints_upper_bounds (BoundsFunc const &constraints_upper_bounds)
	Set the upper bounds on the constraints function.
LagrangianHessianFunc &	lagrangian_hessian ()
	Get the Hessian of the Lagrangian function.
void	lagrangian_hessian (LagrangianHessianFunc const &lagrangian_hessian)
	Set the Hessian of the Lagrangian function.
bool	objective (Vector< Real > const &x, Real &out) const override
	Evaluate the objective function.
bool	objective_gradient (Vector< Real > const &x, Vector< Real > &out) const override
	Evaluate the gradient of the objective function.
bool	constraints (Vector< Real > const &x, Vector< Real > &out) const override
	Evaluate the constraints function.
bool	constraints_jacobian (Vector< Real > const &x, SparseMatrix< Real > &out) const override
	Evaluate the Jacobian of the constraints function.
bool	lagrangian_hessian (Vector< Real > const &x, Vector< Real > const &l, SparseMatrix< Real > &out) const override
	Evaluate the Hessian of the Lagrangian function.
bool	primal_lower_bounds (Vector< Real > &out) const override
	Lower bounds on the primal variables.
bool	primal_upper_bounds (Vector< Real > &out) const override
	Upper bounds on the primal variables.
bool	constraints_lower_bounds (Vector< Real > &out) const override
	Lower bounds on the constraints.
bool	constraints_upper_bounds (Vector< Real > &out) const override
	Upper bounds on the constraints.
Public Member Functions inherited from Pipal::Problem< Real >
	Problem ()=default
	Default constructor.
	Problem (std::string t_name)
	Problem constructor.
	Problem (Problem const &)=delete
	Deleted copy constructor.
Problem &	operator= (Problem const &)=delete
	Deleted assignment operator.
	Problem (Problem &&)=delete
	Deleted move constructor.
Problem &	operator= (Problem &&)=delete
	Deleted move assignment operator.
virtual	~Problem ()=default
	Default destructor.
std::string const &	name () const
	Get the name of the optimization problem.
void	name (std::string const &t_name)
	Set the name of the optimization problem.

Private Attributes
ObjectiveFunc	m_objective {nullptr}
ObjectiveGradientFunc	m_objective_gradient {nullptr}
ConstraintsFunc	m_constraints {nullptr}
ConstraintsJacobianFunc	m_constraints_jacobian {nullptr}
LagrangianHessianFunc	m_lagrangian_hessian {nullptr}
BoundsFunc	m_primal_lower_bounds {nullptr}
BoundsFunc	m_primal_upper_bounds {nullptr}
BoundsFunc	m_constraints_lower_bounds {nullptr}
BoundsFunc	m_constraints_upper_bounds {nullptr}

Detailed Description

template<typename Real>
class Pipal::ProblemWrapper< Real >

The ProblemWrapper class is a simple wrapper around the Problem class. It inherits from the Problem class and can be used to define optimization problems through function handles.

Template Parameters

Real	The real number type.

Member Typedef Documentation

BoundsFunc

template<typename Real>

using Pipal::ProblemWrapper< Real >::BoundsFunc = std::function<bool(Vector<Real> &)>

ConstraintsFunc

template<typename Real>

using Pipal::ProblemWrapper< Real >::ConstraintsFunc = std::function<bool(Vector<Real> const &, Vector<Real> &)>

ConstraintsJacobianFunc

template<typename Real>

using Pipal::ProblemWrapper< Real >::ConstraintsJacobianFunc = std::function<bool(Vector<Real> const &, SparseMatrix<Real> &)>

LagrangianHessianFunc

template<typename Real>

using Pipal::ProblemWrapper< Real >::LagrangianHessianFunc = std::function<bool(Vector<Real> const &, Vector<Real> const &, SparseMatrix<Real> &)>

ObjectiveFunc

template<typename Real>

using Pipal::ProblemWrapper< Real >::ObjectiveFunc = std::function<bool(Vector<Real> const &, Real &)>

ObjectiveGradientFunc

template<typename Real>

using Pipal::ProblemWrapper< Real >::ObjectiveGradientFunc = std::function<bool(Vector<Real> const &, Vector<Real> &)>

Constructor & Destructor Documentation

ProblemWrapper()

template<typename Real>

Pipal::ProblemWrapper< Real >::ProblemWrapper ( std::string const & t_name, ObjectiveFunc const & t_objective, ObjectiveGradientFunc const & t_objective_gradient, ConstraintsFunc const & t_constraints, ConstraintsJacobianFunc const & t_constraints_jacobian, LagrangianHessianFunc const & t_lagrangian_hessian, BoundsFunc const & t_primal_lower_bounds, BoundsFunc const & t_primal_upper_bounds, BoundsFunc const & t_constraints_lower_bounds, BoundsFunc const & t_constraints_upper_bounds )

inline

Initializes the problem with the provided objective, gradient, constraints, and Jacobian functions.

Parameters

[in]	t_name	Name of the optimization problem.
[in]	t_objective	Objective function handle.
[in]	t_objective_gradient	Gradient of the objective function handle.
[in]	t_constraints	Constraints function handle.
[in]	t_constraints_jacobian	Jacobian of the constraints function handle.
[in]	t_lagrangian_hessian	Hessian of the Lagrangian function handle.
[in]	t_primal_lower_bounds	Lower bounds on the primal variables function handle.
[in]	t_primal_upper_bounds	Upper bounds on the primal variables function handle.
[in]	t_constraints_lower_bounds	Lower bounds on the constraints function handle.
[in]	t_constraints_upper_bounds	Upper bounds on the constraints function handle.

~ProblemWrapper()

template<typename Real>

Pipal::ProblemWrapper< Real >::~ProblemWrapper ( )

inlineoverride

Member Function Documentation

constraints() [1/3]

template<typename Real>

ConstraintsFunc & Pipal::ProblemWrapper< Real >::constraints ( )

inline

Returns

The constraints function.

constraints() [2/3]

template<typename Real>

void Pipal::ProblemWrapper< Real >::constraints ( ConstraintsFunc const & constraints )

inline

Parameters

[in]

constraints

The constraints function to set.

constraints() [3/3]

template<typename Real>

bool Pipal::ProblemWrapper< Real >::constraints ( Vector< Real > const & x, Vector< Real > & out ) const

inlineoverridevirtual

Parameters

[in]	x	Primal variables.
[out]	out	The value of the constraints function.

Returns

True if the evaluation was successful, false otherwise.

Implements Pipal::Problem< Real >.

constraints_jacobian() [1/3]

template<typename Real>

ConstraintsJacobianFunc & Pipal::ProblemWrapper< Real >::constraints_jacobian ( )

inline

Returns

The Jacobian of the constraints function.

constraints_jacobian() [2/3]

template<typename Real>

void Pipal::ProblemWrapper< Real >::constraints_jacobian ( ConstraintsJacobianFunc const & constraints_jacobian )

inline

Parameters

[in]

constraints_jacobian

The Jacobian of the constraints function to set.

constraints_jacobian() [3/3]

template<typename Real>

bool Pipal::ProblemWrapper< Real >::constraints_jacobian ( Vector< Real > const & x, SparseMatrix< Real > & out ) const

inlineoverridevirtual

Parameters

[in]	x	Primal variables.
[out]	out	The Jacobian matrix of the constraints function.

Returns

True if the evaluation was successful, false otherwise.

Implements Pipal::Problem< Real >.

constraints_lower_bounds() [1/3]

template<typename Real>

BoundsFunc & Pipal::ProblemWrapper< Real >::constraints_lower_bounds ( )

inline

Returns

The lower bounds on the constraints function.

constraints_lower_bounds() [2/3]

template<typename Real>

void Pipal::ProblemWrapper< Real >::constraints_lower_bounds ( BoundsFunc const & constraints_lower_bounds )

inline

Parameters

[in]

constraints_lower_bounds

The lower bounds on the constraints function to set.

constraints_lower_bounds() [3/3]

template<typename Real>

bool Pipal::ProblemWrapper< Real >::constraints_lower_bounds ( Vector< Real > & out ) const

inlineoverridevirtual

Parameters

[out]

out

The lower bounds on the constraints.

Returns

True if the evaluation was successful, false otherwise.

Implements Pipal::Problem< Real >.

constraints_upper_bounds() [1/3]

template<typename Real>

BoundsFunc & Pipal::ProblemWrapper< Real >::constraints_upper_bounds ( )

inline

Returns

The upper bounds on the constraints function.

constraints_upper_bounds() [2/3]

template<typename Real>

void Pipal::ProblemWrapper< Real >::constraints_upper_bounds ( BoundsFunc const & constraints_upper_bounds )

inline

Parameters

[in]

constraints_upper_bounds

The upper bounds on the constraints function to set.

constraints_upper_bounds() [3/3]

template<typename Real>

bool Pipal::ProblemWrapper< Real >::constraints_upper_bounds ( Vector< Real > & out ) const

inlineoverridevirtual

Parameters

[out]

out

The upper bounds on the constraints.

Returns

True if the evaluation was successful, false otherwise.

Implements Pipal::Problem< Real >.

lagrangian_hessian() [1/3]

template<typename Real>

LagrangianHessianFunc & Pipal::ProblemWrapper< Real >::lagrangian_hessian ( )

inline

Returns

The Hessian of the Lagrangian function.

lagrangian_hessian() [2/3]

template<typename Real>

void Pipal::ProblemWrapper< Real >::lagrangian_hessian ( LagrangianHessianFunc const & lagrangian_hessian )

inline

Parameters

[in]

lagrangian_hessian

The Hessian of the Lagrangian function to set.

lagrangian_hessian() [3/3]

template<typename Real>

bool Pipal::ProblemWrapper< Real >::lagrangian_hessian ( Vector< Real > const & x, Vector< Real > const & l, SparseMatrix< Real > & out ) const

inlineoverridevirtual

Parameters

[in]	x	Primal variables.
[in]	l	Dual variables.
[out]	out	The Hessian matrix of the Lagrangian function.

Returns

True if the evaluation was successful, false otherwise.

Implements Pipal::Problem< Real >.

objective() [1/3]

template<typename Real>

ObjectiveFunc & Pipal::ProblemWrapper< Real >::objective ( )

inline

Returns

The objective function.

objective() [2/3]

template<typename Real>

void Pipal::ProblemWrapper< Real >::objective ( ObjectiveFunc const & objective )

inline

Parameters

[in]

objective

The objective function to set.

objective() [3/3]

template<typename Real>

bool Pipal::ProblemWrapper< Real >::objective ( Vector< Real > const & x, Real & out ) const

inlineoverridevirtual

Parameters

[in]	x	Primal variables.
[out]	out	The objective function.

Returns

True if the evaluation was successful, false otherwise.

Implements Pipal::Problem< Real >.

objective_gradient() [1/3]

template<typename Real>

ObjectiveGradientFunc & Pipal::ProblemWrapper< Real >::objective_gradient ( )

inline

Returns

The gradient of the objective function.

objective_gradient() [2/3]

template<typename Real>

void Pipal::ProblemWrapper< Real >::objective_gradient ( ObjectiveGradientFunc const & objective_gradient )

inline

Parameters

[in]

objective_gradient

The gradient of the objective function to set.

objective_gradient() [3/3]

template<typename Real>

bool Pipal::ProblemWrapper< Real >::objective_gradient ( Vector< Real > const & x, Vector< Real > & out ) const

inlineoverridevirtual

Parameters

[in]	x	Primal variables.
[out]	out	The gradient of the objective function.

Returns

True if the evaluation was successful, false otherwise.

Implements Pipal::Problem< Real >.

primal_lower_bounds() [1/3]

template<typename Real>

BoundsFunc & Pipal::ProblemWrapper< Real >::primal_lower_bounds ( )

inline

Returns

The lower bounds on the primal variables function.

primal_lower_bounds() [2/3]

template<typename Real>

void Pipal::ProblemWrapper< Real >::primal_lower_bounds ( BoundsFunc const & primal_lower_bounds )

inline

Parameters

[in]

primal_lower_bounds

The lower bounds on the primal variables function to set.

primal_lower_bounds() [3/3]

template<typename Real>

bool Pipal::ProblemWrapper< Real >::primal_lower_bounds ( Vector< Real > & out ) const

inlineoverridevirtual

Parameters

[out]

out

The lower bounds on the primal variables.

Returns

True if the evaluation was successful, false otherwise.

Implements Pipal::Problem< Real >.

primal_upper_bounds() [1/3]

template<typename Real>

BoundsFunc & Pipal::ProblemWrapper< Real >::primal_upper_bounds ( )

inline

Returns

The upper bounds on the primal variables function.

primal_upper_bounds() [2/3]

template<typename Real>

void Pipal::ProblemWrapper< Real >::primal_upper_bounds ( BoundsFunc const & primal_upper_bounds )

inline

Parameters

[in]

primal_upper_bounds

The upper bounds on the primal variables function to set.

primal_upper_bounds() [3/3]

template<typename Real>

bool Pipal::ProblemWrapper< Real >::primal_upper_bounds ( Vector< Real > & out ) const

inlineoverridevirtual

Parameters

[out]

out

The upper bounds on the primal variables.

Returns

True if the evaluation was successful, false otherwise.

Implements Pipal::Problem< Real >.

Member Data Documentation

m_constraints

template<typename Real>

ConstraintsFunc Pipal::ProblemWrapper< Real >::m_constraints {nullptr}

private

Constraints function.

m_constraints_jacobian

template<typename Real>

ConstraintsJacobianFunc Pipal::ProblemWrapper< Real >::m_constraints_jacobian {nullptr}

private

Jacobian of the constraints.

m_constraints_lower_bounds

template<typename Real>

BoundsFunc Pipal::ProblemWrapper< Real >::m_constraints_lower_bounds {nullptr}

private

Lower bounds on the constraints.

m_constraints_upper_bounds

template<typename Real>

BoundsFunc Pipal::ProblemWrapper< Real >::m_constraints_upper_bounds {nullptr}

private

Upper bounds on the constraints.

m_lagrangian_hessian

template<typename Real>

LagrangianHessianFunc Pipal::ProblemWrapper< Real >::m_lagrangian_hessian {nullptr}

private

Hessian of the Lagrangian.

m_objective

template<typename Real>

ObjectiveFunc Pipal::ProblemWrapper< Real >::m_objective {nullptr}

private

Objective function.

m_objective_gradient

template<typename Real>

ObjectiveGradientFunc Pipal::ProblemWrapper< Real >::m_objective_gradient {nullptr}

private

Gradient of the objective function.

m_primal_lower_bounds

template<typename Real>

BoundsFunc Pipal::ProblemWrapper< Real >::m_primal_lower_bounds {nullptr}

private

Lower bounds on the primal variables.

m_primal_upper_bounds

template<typename Real>

BoundsFunc Pipal::ProblemWrapper< Real >::m_primal_upper_bounds {nullptr}

private

Upper bounds on the primal variables.

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

• include/Pipal/Problem.hxx