Mercurial > octave-nkf

annotate doc/liboctave/optim.texi @ 5301:9302581b820d ss-2-9-2

Find changesets by keywords (author, files, the commit message), revision number or hash, or revset expression.
[project @ 2005-04-22 17:08:07 by jwe]
author jwe
date Fri, 22 Apr 2005 17:09:11 +0000
parents 91589ab98e37
children 9e3a2d1e5e72
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
2657
7457014d8985 [project @ 1997-02-03 03:27:11 by jwe]
jwe
parents: 2656
diff changeset
1 @node Optimization, Quadrature, Nonlinear Equations, Top
2656
bdb1346e0f7f [project @ 1997-02-03 03:26:02 by jwe]
jwe
parents: 2333
diff changeset
2 @chapter Optimization
bdb1346e0f7f [project @ 1997-02-03 03:26:02 by jwe]
jwe
parents: 2333
diff changeset
3 @cindex optimization
bdb1346e0f7f [project @ 1997-02-03 03:26:02 by jwe]
jwe
parents: 2333
diff changeset
4
2657
7457014d8985 [project @ 1997-02-03 03:27:11 by jwe]
jwe
parents: 2656
diff changeset
5 @menu
7457014d8985 [project @ 1997-02-03 03:27:11 by jwe]
jwe
parents: 2656
diff changeset
6 * Objective Functions::
7457014d8985 [project @ 1997-02-03 03:27:11 by jwe]
jwe
parents: 2656
diff changeset
7 * Bounds::
7457014d8985 [project @ 1997-02-03 03:27:11 by jwe]
jwe
parents: 2656
diff changeset
8 * Linear Constraints::
7457014d8985 [project @ 1997-02-03 03:27:11 by jwe]
jwe
parents: 2656
diff changeset
9 * Nonlinear Constraints::
7457014d8985 [project @ 1997-02-03 03:27:11 by jwe]
jwe
parents: 2656
diff changeset
10 * Quadratic Programming::
7457014d8985 [project @ 1997-02-03 03:27:11 by jwe]
jwe
parents: 2656
diff changeset
11 * Nonlinear Programming::
7457014d8985 [project @ 1997-02-03 03:27:11 by jwe]
jwe
parents: 2656
diff changeset
12 @end menu
7457014d8985 [project @ 1997-02-03 03:27:11 by jwe]
jwe
parents: 2656
diff changeset
13
7457014d8985 [project @ 1997-02-03 03:27:11 by jwe]
jwe
parents: 2656
diff changeset
14 @node Objective Functions, Bounds, Optimization, Optimization
2656
bdb1346e0f7f [project @ 1997-02-03 03:26:02 by jwe]
jwe
parents: 2333
diff changeset
15 @section Objective Functions
2333
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
16 @cindex objective functions
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
17
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
18 @deftypefn {} {}Objective (void)
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
19 @deftypefnx {} {}Objective (const @var{objective_fcn})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
20 @deftypefnx {} {}Objective (const @var{objective_fcn}, const @var{gradient_fcn})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
21 @deftypefnx {} {}Objective (const Objective &@var{a})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
22 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
23
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
24 @deftypefn {} Objective& {operator =} (const Objective &@var{a})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
25 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
26
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
27 @deftypefn {} objective_fcn objective_function (void) const;
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
28 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
29
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
30 @deftypefn {} Objective& set_objective_function (const @var{objective_fcn})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
31 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
32
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
33 @deftypefn {} gradient_fcn gradient_function (void) const;
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
34 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
35
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
36 @deftypefn {} Objective& set_gradient_function (const @var{gradient_fcn})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
37 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
38
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
39 @c ------------------------------------------------------------------------
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
40
2657
7457014d8985 [project @ 1997-02-03 03:27:11 by jwe]
jwe
parents: 2656
diff changeset
41 @node Bounds, Linear Constraints, Objective Functions, Optimization
2656
bdb1346e0f7f [project @ 1997-02-03 03:26:02 by jwe]
jwe
parents: 2333
diff changeset
42 @section Bounds
2333
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
43 @cindex bounds
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
44
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
45 @deftypefn {} {}Bounds (void)
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
46 @deftypefnx {} {}Bounds (int @var{n})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
47 @deftypefnx {} {}Bounds (const ColumnVector @var{lb}, const ColumnVector @var{ub})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
48 @deftypefnx {} {}Bounds (const Bounds &@var{a})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
49 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
50
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
51 @deftypefn {} Bounds& {operator =} (const Bounds &@var{a})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
52 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
53
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
54 @deftypefn {} Bounds& resize (int @var{n})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
55 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
56
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
57 @deftypefn {} double lower_bound (int @var{index}) const;
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
58 @deftypefnx {} double upper_bound (int @var{index}) const;
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
59 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
60
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
61 @deftypefn {} ColumnVector lower_bounds (void) const;
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
62 @deftypefnx {} ColumnVector upper_bounds (void) const;
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
63 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
64
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
65 @deftypefn {} int size (void) const;
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
66 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
67
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
68 @deftypefn {} Bounds& set_bound (int @var{index}, double @var{low}, double @var{high})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
69 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
70
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
71 @deftypefn {} Bounds& set_bounds (double @var{low}, double @var{high})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
72 @deftypefnx {} Bounds& set_bounds (const ColumnVector @var{lb}, const ColumnVector @var{ub})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
73 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
74
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
75 @deftypefn {} Bounds& set_lower_bound (int @var{index}, double @var{low})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
76 @deftypefnx {} Bounds& set_upper_bound (int @var{index}, double @var{high})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
77 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
78
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
79 @deftypefn {} Bounds& set_lower_bounds (double @var{low})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
80 @deftypefnx {} Bounds& set_upper_bounds (double @var{high})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
81 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
82
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
83 @deftypefn {} Bounds& set_lower_bounds (const ColumnVector @var{lb})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
84 @deftypefnx {} Bounds& set_upper_bounds (const ColumnVector @var{ub})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
85 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
86
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
87 @deftypefn {} {ostream&} {operator <<} (ostream &@var{os}, const Bounds &@var{b})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
88 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
89
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
90 @c ------------------------------------------------------------------------
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
91
2657
7457014d8985 [project @ 1997-02-03 03:27:11 by jwe]
jwe
parents: 2656
diff changeset
92 @node Linear Constraints, Nonlinear Constraints, Bounds, Optimization
2656
bdb1346e0f7f [project @ 1997-02-03 03:26:02 by jwe]
jwe
parents: 2333
diff changeset
93 @section Linear Constraints
2333
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
94 @cindex linear Constraints
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
95
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
96 @deftypefn {} {}LinConst (void)
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
97 @deftypefnx {} {}LinConst (int @var{nclin}, int @var{nx})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
98 @deftypefnx {} {}LinConst (int @var{nclin_eq}, int @var{nclin_ineq}, int @var{nx})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
99 @deftypefnx {} {}LinConst (const ColumnVector &@var{lb}, const Matrix &@var{A}, const ColumnVector &@var{ub})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
100 @deftypefnx {} {}LinConst (const Matrix &@var{A_eq}, const ColumnVector &@var{b_eq}, const Matrix &@var{A_ineq}, const ColumnVector &@var{b_ineq})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
101 @deftypefnx {} {}LinConst (const LinConst &@var{a})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
102 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
103
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
104 @deftypefn {} LinConst& {operator =} (const LinConst &@var{a})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
105 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
106
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
107 @deftypefn {} LinConst& resize (int @var{nclin}, int @var{n})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
108 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
109
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
110 @deftypefn {} Matrix constraint_matrix (void) const;
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
111 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
112
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
113 @deftypefn {} LinConst& set_constraint_matrix (const Matrix &@var{A})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
114 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
115
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
116 @deftypefn {} Matrix eq_constraint_matrix (void) const;
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
117 @deftypefnx {} Matrix ineq_constraint_matrix (void) const;
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
118 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
119
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
120 @deftypefn {} ColumnVector eq_constraint_vector (void) const;
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
121 @deftypefnx {} ColumnVector ineq_constraint_vector (void) const;
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
122 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
123
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
124 @deftypefn {} {ostream&} {operator <<} (ostream &@var{os}, const LinConst &@var{b})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
125 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
126
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
127 @c ------------------------------------------------------------------------
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
128
2657
7457014d8985 [project @ 1997-02-03 03:27:11 by jwe]
jwe
parents: 2656
diff changeset
129 @node Nonlinear Constraints, Quadratic Programming, Linear Constraints, Optimization
2656
bdb1346e0f7f [project @ 1997-02-03 03:26:02 by jwe]
jwe
parents: 2333
diff changeset
130 @section Nonlinear Constraints
2333
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
131 @cindex nonlinear Constraints
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
132
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
133 @deftypefn {} {}NLConst (void)
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
134 @deftypefnx {} {}NLConst (int @var{n})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
135 @deftypefnx {} {}NLConst (const ColumnVector @var{lb}, const NLFunc @var{f}, const ColumnVector @var{ub})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
136 @deftypefnx {} {}NLConst (const NLConst &@var{a})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
137 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
138
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
139 @deftypefn {} NLConst& {operator =} (const NLConst &@var{a})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
140 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
141
2657
7457014d8985 [project @ 1997-02-03 03:27:11 by jwe]
jwe
parents: 2656
diff changeset
142 @node Quadratic Programming, Nonlinear Programming, Nonlinear Constraints, Optimization
2656
bdb1346e0f7f [project @ 1997-02-03 03:26:02 by jwe]
jwe
parents: 2333
diff changeset
143 @section Quadratic Programming
2333
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
144 @cindex QP
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
145 @cindex quadratic programming
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
146
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
147 @deftypefn {} {}QP (void)
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
148 @deftypefnx {} {}QP (const ColumnVector &@var{x}, const Matrix &@var{H})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
149 @deftypefnx {} {}QP (const ColumnVector &@var{x}, const Matrix &@var{H}, const ColumnVector &@var{c})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
150 @deftypefnx {} {}QP (const ColumnVector &@var{x}, const Matrix &@var{H}, const Bounds &@var{b})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
151 @deftypefnx {} {}QP (const ColumnVector &@var{x}, const Matrix &@var{H}, const LinConst &@var{lc})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
152 @deftypefnx {} {}QP (const ColumnVector &@var{x}, const Matrix &@var{H}, const ColumnVector &@var{c}, const Bounds &@var{b})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
153 @deftypefnx {} {}QP (const ColumnVector &@var{x}, const Matrix &@var{H}, const ColumnVector &@var{c}, const LinConst &@var{lc})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
154 @deftypefnx {} {}QP (const ColumnVector &@var{x}, const Matrix &@var{H}, const Bounds &@var{b}, const LinConst &@var{lc})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
155 @deftypefnx {} {}QP (const ColumnVector &@var{x}, const Matrix &@var{H}, const ColumnVector &@var{c}, const Bounds &@var{b}, const LinConst &@var{lc})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
156 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
157
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
158 @deftypefn {} {virtual ColumnVector} minimize (void)
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
159 @deftypefnx {} {virtual ColumnVector} minimize (double &@var{objf})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
160 @deftypefnx {} {virtual ColumnVector} minimize (double &@var{objf}, int &@var{inform})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
161 @deftypefnx {} {virtual ColumnVector} minimize (double &@var{objf}, int &@var{inform}, ColumnVector &@var{lambda}) = 0;
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
162 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
163
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
164 @deftypefn {} {virtual ColumnVector} minimize (const ColumnVector &@var{x})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
165 @deftypefnx {} {virtual ColumnVector} minimize (const ColumnVector &@var{x}, double &@var{objf})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
166 @deftypefnx {} {virtual ColumnVector} minimize (const ColumnVector &@var{x}, double &@var{objf}, int &@var{inform})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
167 @deftypefnx {} {virtual ColumnVector} minimize (const ColumnVector &@var{x}, double &@var{objf}, int &@var{inform}, ColumnVector &@var{lambda})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
168 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
169
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
170 @deftypefn {} ColumnVector minimize (double &@var{objf}, int &@var{inform}, ColumnVector &@var{lambda})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
171 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
172
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
173 @c ------------------------------------------------------------------------
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
174
2657
7457014d8985 [project @ 1997-02-03 03:27:11 by jwe]
jwe
parents: 2656
diff changeset
175 @node Nonlinear Programming, , Quadratic Programming, Optimization
2656
bdb1346e0f7f [project @ 1997-02-03 03:26:02 by jwe]
jwe
parents: 2333
diff changeset
176 @section Nonlinear Programming
2333
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
177 @cindex NLP
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
178 @cindex nonlinear programming
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
179
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
180 @deftypefn {} {}NLP (void)
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
181 @deftypefnx {} {}NLP (const ColumnVector &@var{x}, const Objective &@var{phi})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
182 @deftypefnx {} {}NLP (const ColumnVector &@var{x}, const Objective &@var{phi}, const Bounds &@var{b})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
183 @deftypefnx {} {}NLP (const ColumnVector &@var{x}, const Objective &@var{phi}, const Bounds &@var{b}, const LinConst &@var{lc})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
184 @deftypefnx {} {}NLP (const ColumnVector &@var{x}, const Objective &@var{phi}, const Bounds &@var{b}, const LinConst &@var{lc}, const NLConst &@var{nlc})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
185 @deftypefnx {} {}NLP (const ColumnVector &@var{x}, const Objective &@var{phi}, const LinConst &@var{lc})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
186 @deftypefnx {} {}NLP (const ColumnVector &@var{x}, const Objective &@var{phi}, const LinConst &@var{lc}, const NLConst &@var{nlc})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
187 @deftypefnx {} {}NLP (const ColumnVector &@var{x}, const Objective &@var{phi}, const NLConst &@var{nlc})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
188 @deftypefnx {} {}NLP (const ColumnVector &@var{x}, const Objective &@var{phi}, const Bounds &@var{b}, const NLConst &@var{nlc})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
189 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
190
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
191 @deftypefn {} NLP& {operator =} (const NLP &@var{a})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
192 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
193
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
194 @deftypefn {} int size (void) const
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
195 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
196
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
197 @deftypefn {} ColumnVector minimize (void)
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
198 @deftypefnx {} ColumnVector minimize (double &@var{objf})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
199 @deftypefnx {} ColumnVector minimize (double &@var{objf}, int &@var{inform})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
200 @deftypefnx {} ColumnVector minimize (double &@var{objf}, int &@var{inform}, ColumnVector &@var{lambda})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
201 @end deftypefn
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
202
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
203 @deftypefn {} ColumnVector minimize (const ColumnVector &@var{x})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
204 @deftypefnx {} ColumnVector minimize (const ColumnVector &@var{x}, double &@var{objf})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
205 @deftypefnx {} ColumnVector minimize (const ColumnVector &@var{x}, double &@var{objf}, int &@var{inform})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
206 @deftypefnx {} ColumnVector minimize (const ColumnVector &@var{x}, double &@var{objf}, int &@var{inform}, ColumnVector &@var{lambda})
b1a56412c385 [project @ 1996-07-19 02:20:16 by jwe]
jwe
parents:
diff changeset
207 @end deftypefn