clone(std::unique_ptr< UnconstrainedOptimizer > &clone) const override | sgpp::optimization::optimizer::LogBarrier | virtual |
ConstrainedOptimizer(const base::ScalarFunction &f, const base::VectorFunction &g, const base::VectorFunction &h, size_t N=DEFAULT_N) | sgpp::optimization::optimizer::ConstrainedOptimizer | inline |
ConstrainedOptimizer(const base::ScalarFunction &f, const base::ScalarFunctionGradient &fGradient, const base::VectorFunction &g, const base::VectorFunctionGradient &gGradient, const base::VectorFunction &h, const base::VectorFunctionGradient &hGradient, size_t N=DEFAULT_N) | sgpp::optimization::optimizer::ConstrainedOptimizer | inline |
ConstrainedOptimizer(const UnconstrainedOptimizer &unconstrainedOptimizer, const base::VectorFunction &g, const base::VectorFunctionGradient *gGradient, const base::VectorFunction &h, const base::VectorFunctionGradient *hGradient, size_t N=DEFAULT_N) | sgpp::optimization::optimizer::ConstrainedOptimizer | inline |
ConstrainedOptimizer(const ConstrainedOptimizer &other) | sgpp::optimization::optimizer::ConstrainedOptimizer | inline |
DEFAULT_BARRIER_DECREASE_FACTOR | sgpp::optimization::optimizer::LogBarrier | static |
DEFAULT_BARRIER_START_VALUE | sgpp::optimization::optimizer::LogBarrier | static |
DEFAULT_N | sgpp::optimization::optimizer::UnconstrainedOptimizer | static |
DEFAULT_TOLERANCE | sgpp::optimization::optimizer::LogBarrier | static |
f | sgpp::optimization::optimizer::UnconstrainedOptimizer | protected |
fGradient | sgpp::optimization::optimizer::UnconstrainedOptimizer | protected |
fHessian | sgpp::optimization::optimizer::UnconstrainedOptimizer | protected |
fHist | sgpp::optimization::optimizer::UnconstrainedOptimizer | protected |
fOpt | sgpp::optimization::optimizer::UnconstrainedOptimizer | protected |
g | sgpp::optimization::optimizer::ConstrainedOptimizer | protected |
getBarrierDecreaseFactor() const | sgpp::optimization::optimizer::LogBarrier | |
getBarrierStartValue() const | sgpp::optimization::optimizer::LogBarrier | |
getEqualityConstraintFunction() const | sgpp::optimization::optimizer::ConstrainedOptimizer | inline |
getEqualityConstraintGradient() const | sgpp::optimization::optimizer::ConstrainedOptimizer | inline |
getHistoryOfInnerIterationNumbers() const | sgpp::optimization::optimizer::LogBarrier | |
getHistoryOfInnerIterationPoints() const | sgpp::optimization::optimizer::LogBarrier | |
getHistoryOfOptimalPoints() const | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
getHistoryOfOptimalValues() const | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
getInequalityConstraintFunction() const | sgpp::optimization::optimizer::ConstrainedOptimizer | inline |
getInequalityConstraintGradient() const | sgpp::optimization::optimizer::ConstrainedOptimizer | inline |
getN() const | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
getObjectiveFunction() const | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
getObjectiveGradient() const | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
getObjectiveHessian() const | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
getOptimalPoint() const | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
getOptimalValue() const | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
getStartingPoint() const | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
getTolerance() const | sgpp::optimization::optimizer::LogBarrier | |
gGradient | sgpp::optimization::optimizer::ConstrainedOptimizer | protected |
h | sgpp::optimization::optimizer::ConstrainedOptimizer | protected |
hGradient | sgpp::optimization::optimizer::ConstrainedOptimizer | protected |
kHistInner | sgpp::optimization::optimizer::LogBarrier | protected |
LogBarrier(const base::ScalarFunction &f, const base::VectorFunction &g, size_t maxItCount=DEFAULT_N, double tolerance=DEFAULT_TOLERANCE, double barrierStartValue=DEFAULT_BARRIER_START_VALUE, double barrierDecreaseFactor=DEFAULT_BARRIER_DECREASE_FACTOR) | sgpp::optimization::optimizer::LogBarrier | |
LogBarrier(const base::ScalarFunction &f, const base::ScalarFunctionGradient &fGradient, const base::VectorFunction &g, const base::VectorFunctionGradient &gGradient, size_t maxItCount=DEFAULT_N, double tolerance=DEFAULT_TOLERANCE, double barrierStartValue=DEFAULT_BARRIER_START_VALUE, double barrierDecreaseFactor=DEFAULT_BARRIER_DECREASE_FACTOR) | sgpp::optimization::optimizer::LogBarrier | |
LogBarrier(const UnconstrainedOptimizer &unconstrainedOptimizer, const base::VectorFunction &g, const base::VectorFunctionGradient *gGradient, size_t maxItCount=DEFAULT_N, double tolerance=DEFAULT_TOLERANCE, double barrierStartValue=DEFAULT_BARRIER_START_VALUE, double barrierDecreaseFactor=DEFAULT_BARRIER_DECREASE_FACTOR) | sgpp::optimization::optimizer::LogBarrier | |
LogBarrier(const LogBarrier &other) | sgpp::optimization::optimizer::LogBarrier | |
mu0 | sgpp::optimization::optimizer::LogBarrier | protected |
N | sgpp::optimization::optimizer::UnconstrainedOptimizer | protected |
optimize() override | sgpp::optimization::optimizer::LogBarrier | virtual |
rhoMuMinus | sgpp::optimization::optimizer::LogBarrier | protected |
setBarrierDecreaseFactor(double barrierDecreaseFactor) | sgpp::optimization::optimizer::LogBarrier | |
setBarrierStartValue(double barrierStartValue) | sgpp::optimization::optimizer::LogBarrier | |
setEqualityConstraintFunction(const base::VectorFunction &h) | sgpp::optimization::optimizer::ConstrainedOptimizer | inline |
setEqualityConstraintGradient(const base::VectorFunctionGradient *hGradient) | sgpp::optimization::optimizer::ConstrainedOptimizer | inline |
setInequalityConstraintFunction(const base::VectorFunction &g) | sgpp::optimization::optimizer::ConstrainedOptimizer | inline |
setInequalityConstraintGradient(const base::VectorFunctionGradient *gGradient) | sgpp::optimization::optimizer::ConstrainedOptimizer | inline |
setN(size_t N) | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
setObjectiveFunction(const base::ScalarFunction &f) | sgpp::optimization::optimizer::UnconstrainedOptimizer | inlinevirtual |
setObjectiveGradient(const base::ScalarFunctionGradient *fGradient) | sgpp::optimization::optimizer::UnconstrainedOptimizer | inlinevirtual |
setObjectiveHessian(const base::ScalarFunctionHessian *fHessian) | sgpp::optimization::optimizer::UnconstrainedOptimizer | inlinevirtual |
setStartingPoint(const base::DataVector &startingPoint) | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
setTolerance(double tolerance) | sgpp::optimization::optimizer::LogBarrier | |
theta | sgpp::optimization::optimizer::LogBarrier | protected |
UnconstrainedOptimizer(const base::ScalarFunction &f, const base::ScalarFunctionGradient *fGradient, const base::ScalarFunctionHessian *fHessian, size_t N=DEFAULT_N) | sgpp::optimization::optimizer::UnconstrainedOptimizer | inlineexplicit |
UnconstrainedOptimizer(const UnconstrainedOptimizer &other) | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
unconstrainedOptimizer | sgpp::optimization::optimizer::ConstrainedOptimizer | protected |
x0 | sgpp::optimization::optimizer::UnconstrainedOptimizer | protected |
xHist | sgpp::optimization::optimizer::UnconstrainedOptimizer | protected |
xHistInner | sgpp::optimization::optimizer::LogBarrier | protected |
xOpt | sgpp::optimization::optimizer::UnconstrainedOptimizer | protected |
~ConstrainedOptimizer() override | sgpp::optimization::optimizer::ConstrainedOptimizer | inline |
~LogBarrier() override | sgpp::optimization::optimizer::LogBarrier | |
~UnconstrainedOptimizer() | sgpp::optimization::optimizer::UnconstrainedOptimizer | inlinevirtual |