IGLib  1.7.2
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Static Public Member Functions | List of all members
alglib.optserv Class Reference

Static Public Member Functions

static void trimprepare (double f, ref double threshold)
 
static void trimfunction (ref double f, ref double[] g, int n, double threshold)
 
static bool enforceboundaryconstraints (ref double[] x, double[] bl, bool[] havebl, double[] bu, bool[] havebu, int nmain, int nslack)
 
static void projectgradientintobc (double[] x, ref double[] g, double[] bl, bool[] havebl, double[] bu, bool[] havebu, int nmain, int nslack)
 
static void calculatestepbound (double[] x, double[] d, double alpha, double[] bndl, bool[] havebndl, double[] bndu, bool[] havebndu, int nmain, int nslack, ref int variabletofreeze, ref double valuetofreeze, ref double maxsteplen)
 
static int postprocessboundedstep (ref double[] x, double[] xprev, double[] bndl, bool[] havebndl, double[] bndu, bool[] havebndu, int nmain, int nslack, int variabletofreeze, double valuetofreeze, double steptaken, double maxsteplen)
 
static void filterdirection (ref double[] d, double[] x, double[] bndl, bool[] havebndl, double[] bndu, bool[] havebndu, double[] s, int nmain, int nslack, double droptol)
 
static int numberofchangedconstraints (double[] x, double[] xprev, double[] bndl, bool[] havebndl, double[] bndu, bool[] havebndu, int nmain, int nslack)
 
static bool findfeasiblepoint (ref double[] x, double[] bndl, bool[] havebndl, double[] bndu, bool[] havebndu, int nmain, int nslack, double[,] ce, int k, double epsi, ref int qpits, ref int gpaits)
 
static bool derivativecheck (double f0, double df0, double f1, double df1, double f, double df, double width)
 
static void trimprepare (double f, ref double threshold)
 
static void trimfunction (ref double f, ref double[] g, int n, double threshold)
 
static bool enforceboundaryconstraints (ref double[] x, double[] bl, bool[] havebl, double[] bu, bool[] havebu, int nmain, int nslack)
 
static void projectgradientintobc (double[] x, ref double[] g, double[] bl, bool[] havebl, double[] bu, bool[] havebu, int nmain, int nslack)
 
static void calculatestepbound (double[] x, double[] d, double alpha, double[] bndl, bool[] havebndl, double[] bndu, bool[] havebndu, int nmain, int nslack, ref int variabletofreeze, ref double valuetofreeze, ref double maxsteplen)
 
static int postprocessboundedstep (ref double[] x, double[] xprev, double[] bndl, bool[] havebndl, double[] bndu, bool[] havebndu, int nmain, int nslack, int variabletofreeze, double valuetofreeze, double steptaken, double maxsteplen)
 
static void filterdirection (ref double[] d, double[] x, double[] bndl, bool[] havebndl, double[] bndu, bool[] havebndu, double[] s, int nmain, int nslack, double droptol)
 
static int numberofchangedconstraints (double[] x, double[] xprev, double[] bndl, bool[] havebndl, double[] bndu, bool[] havebndu, int nmain, int nslack)
 
static bool findfeasiblepoint (ref double[] x, double[] bndl, bool[] havebndl, double[] bndu, bool[] havebndu, int nmain, int nslack, double[,] ce, int k, double epsi, ref int qpits, ref int gpaits)
 
static bool derivativecheck (double f0, double df0, double f1, double df1, double f, double df, double width)
 

Member Function Documentation

static void alglib.optserv.trimprepare ( double  f,
ref double  threshold 
)
inlinestatic

Referenced by alglib.minbleic.minbleiciteration(), and alglib.mincg.mincgiteration().

static void alglib.optserv.trimfunction ( ref double  f,
ref double[]  g,
int  n,
double  threshold 
)
inlinestatic

Referenced by alglib.mincg.mincgiteration().

static bool alglib.optserv.enforceboundaryconstraints ( ref double[]  x,
double[]  bl,
bool[]  havebl,
double[]  bu,
bool[]  havebu,
int  nmain,
int  nslack 
)
inlinestatic

Referenced by alglib.optserv.findfeasiblepoint().

static void alglib.optserv.projectgradientintobc ( double[]  x,
ref double[]  g,
double[]  bl,
bool[]  havebl,
double[]  bu,
bool[]  havebu,
int  nmain,
int  nslack 
)
inlinestatic

References alglib.ap.assert().

Referenced by alglib.optserv.findfeasiblepoint().

static void alglib.optserv.calculatestepbound ( double[]  x,
double[]  d,
double  alpha,
double[]  bndl,
bool[]  havebndl,
double[]  bndu,
bool[]  havebndu,
int  nmain,
int  nslack,
ref int  variabletofreeze,
ref double  valuetofreeze,
ref double  maxsteplen 
)
inlinestatic

References alglib.ap.assert(), alglib.math.maxrealnumber, and alglib.apserv.safeminposrv().

Referenced by alglib.optserv.findfeasiblepoint().

static int alglib.optserv.postprocessboundedstep ( ref double[]  x,
double[]  xprev,
double[]  bndl,
bool[]  havebndl,
double[]  bndu,
bool[]  havebndu,
int  nmain,
int  nslack,
int  variabletofreeze,
double  valuetofreeze,
double  steptaken,
double  maxsteplen 
)
inlinestatic

References alglib.ap.assert().

Referenced by alglib.optserv.findfeasiblepoint().

static void alglib.optserv.filterdirection ( ref double[]  d,
double[]  x,
double[]  bndl,
bool[]  havebndl,
double[]  bndu,
bool[]  havebndu,
double[]  s,
int  nmain,
int  nslack,
double  droptol 
)
inlinestatic

References alglib.ap.assert(), and alglib.math.sqr().

Referenced by alglib.optserv.findfeasiblepoint().

static int alglib.optserv.numberofchangedconstraints ( double[]  x,
double[]  xprev,
double[]  bndl,
bool[]  havebndl,
double[]  bndu,
bool[]  havebndu,
int  nmain,
int  nslack 
)
inlinestatic

Referenced by alglib.optserv.findfeasiblepoint().

static bool alglib.optserv.findfeasiblepoint ( ref double[]  x,
double[]  bndl,
bool[]  havebndl,
double[]  bndu,
bool[]  havebndu,
int  nmain,
int  nslack,
double  ce[,],
int  k,
double  epsi,
ref int  qpits,
ref int  gpaits 
)
inlinestatic

References alglib.optserv.calculatestepbound(), alglib.optserv.enforceboundaryconstraints(), alglib.optserv.filterdirection(), alglib.math.machineepsilon, alglib.optserv.numberofchangedconstraints(), alglib.optserv.postprocessboundedstep(), alglib.optserv.projectgradientintobc(), alglib.svd.rmatrixsvd(), alglib.math.sqr(), and alglib.tsort.tagsortbuf().

Referenced by alglib.minbleic.minbleiciteration().

static bool alglib.optserv.derivativecheck ( double  f0,
double  df0,
double  f1,
double  df1,
double  f,
double  df,
double  width 
)
inlinestatic

Referenced by alglib.minbleic.minbleiciteration(), and alglib.mincg.mincgiteration().

static void alglib.optserv.trimprepare ( double  f,
ref double  threshold 
)
inlinestatic
static void alglib.optserv.trimfunction ( ref double  f,
ref double[]  g,
int  n,
double  threshold 
)
inlinestatic
static bool alglib.optserv.enforceboundaryconstraints ( ref double[]  x,
double[]  bl,
bool[]  havebl,
double[]  bu,
bool[]  havebu,
int  nmain,
int  nslack 
)
inlinestatic
static void alglib.optserv.projectgradientintobc ( double[]  x,
ref double[]  g,
double[]  bl,
bool[]  havebl,
double[]  bu,
bool[]  havebu,
int  nmain,
int  nslack 
)
inlinestatic

References alglib.ap.assert().

static void alglib.optserv.calculatestepbound ( double[]  x,
double[]  d,
double  alpha,
double[]  bndl,
bool[]  havebndl,
double[]  bndu,
bool[]  havebndu,
int  nmain,
int  nslack,
ref int  variabletofreeze,
ref double  valuetofreeze,
ref double  maxsteplen 
)
inlinestatic

References alglib.ap.assert(), alglib.math.maxrealnumber, and alglib.apserv.safeminposrv().

static int alglib.optserv.postprocessboundedstep ( ref double[]  x,
double[]  xprev,
double[]  bndl,
bool[]  havebndl,
double[]  bndu,
bool[]  havebndu,
int  nmain,
int  nslack,
int  variabletofreeze,
double  valuetofreeze,
double  steptaken,
double  maxsteplen 
)
inlinestatic

References alglib.ap.assert().

static void alglib.optserv.filterdirection ( ref double[]  d,
double[]  x,
double[]  bndl,
bool[]  havebndl,
double[]  bndu,
bool[]  havebndu,
double[]  s,
int  nmain,
int  nslack,
double  droptol 
)
inlinestatic

References alglib.ap.assert(), and alglib.math.sqr().

static int alglib.optserv.numberofchangedconstraints ( double[]  x,
double[]  xprev,
double[]  bndl,
bool[]  havebndl,
double[]  bndu,
bool[]  havebndu,
int  nmain,
int  nslack 
)
inlinestatic
static bool alglib.optserv.findfeasiblepoint ( ref double[]  x,
double[]  bndl,
bool[]  havebndl,
double[]  bndu,
bool[]  havebndu,
int  nmain,
int  nslack,
double  ce[,],
int  k,
double  epsi,
ref int  qpits,
ref int  gpaits 
)
inlinestatic

References alglib.optserv.calculatestepbound(), alglib.optserv.enforceboundaryconstraints(), alglib.optserv.filterdirection(), alglib.math.machineepsilon, alglib.optserv.numberofchangedconstraints(), alglib.optserv.postprocessboundedstep(), alglib.optserv.projectgradientintobc(), alglib.svd.rmatrixsvd(), alglib.math.sqr(), and alglib.tsort.tagsortbuf().

static bool alglib.optserv.derivativecheck ( double  f0,
double  df0,
double  f1,
double  df1,
double  f,
double  df,
double  width 
)
inlinestatic
The documentation for this class was generated from the following file: