#include <OptimisationProblem.h>

Inheritance diagram for dolfin::OptimisationProblem:

Collaboration diagram for dolfin::OptimisationProblem:

Public Member Functions
	OptimisationProblem ()
	Constructor.

virtual	~OptimisationProblem ()
	Destructor.

virtual double	f (const GenericVector &x)=0
	Compute the objective function :math:`f(x)`

virtual void	form (GenericMatrix &A, GenericMatrix &P, GenericVector &b, const GenericVector &x)

virtual void	F (GenericVector &b, const GenericVector &x)=0
	Compute the gradient :math:`F(x) = f'(x)`.

virtual void	J (GenericMatrix &A, const GenericVector &x)=0
	Compute the Hessian :math:`J(x) = f''(x)`.

virtual void	J_pc (GenericMatrix &P, const GenericVector &x)

Public Member Functions inherited from dolfin::NonlinearProblem
	NonlinearProblem ()
	Constructor.

virtual	~NonlinearProblem ()
	Destructor.

Detailed Description

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

Member Function Documentation

virtual void dolfin::OptimisationProblem::form	(	GenericMatrix &	A,
		GenericMatrix &	P,
		GenericVector &	b,
		const GenericVector &	x
	)

inlinevirtual

Function called by the solver before requesting F, J or J_pc. This can be used to compute F, J and J_pc together. Preconditioner matrix P can be left empty so that A is used instead

Reimplemented from dolfin::NonlinearProblem.

virtual void dolfin::OptimisationProblem::J_pc	(	GenericMatrix &	P,
		const GenericVector &	x
	)

inlinevirtual

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.

Reimplemented from dolfin::NonlinearProblem.

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

/home/fenics/shared/dolfin/nls/OptimisationProblem.h

Public Member Functions

Detailed Description

Member Function Documentation