OptimisationProblem

class dolfin.cpp.la.OptimisationProblem

Bases: dolfin.cpp.la.NonlinearProblem

This is a base class for nonlinear optimisation problems which return the real-valued objective function \(f(x)\) , its gradient \(F(x) = f'(x)``and its Hessian :math:`\) J(x) = f’‘(x)`

Constructor.

F()

Compute the gradient \(F(x) = f'(x)\).

Parameters:
Return type:

void
J()

Compute the Hessian \(J(x) = f''(x)\).

Parameters:
Return type:

void
J_pc()

Compute J_pc used to precondition J. Not implementing this or leaving P empty results in system matrix A being used to construct preconditioner. Note that if nonempty P is not assembled on first call then a solver implementation may throw away P and not call this routine ever again.

Parameters:
Return type:

void
f()

Compute the objective function \(f(x)\)

Parameters:GenericVector & x (const) –
Return type:double
form()

Compute the Hessian \(J(x)=f''(x)``and the gradient :math:`\) F(x)=f’(x)` together. Called before requesting F or J. NOTE: This function is deprecated. Use variant with preconditioner

Parameters:
Return type:

void
thisown

The membership flag