OptimisationProblem.h

Note

The documentation on this page was automatically extracted from the DOLFIN C++ code and may need to be edited or expanded.

class OptimisationProblem

Parent class(es)

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 J(x)=f

OptimisationProblem()

Constructor

double f(const GenericVector &x) = 0

Compute the objective function f(x)

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

Compute the Hessian J(x)=f''(x) and the gradient F(x)=f'(x)

void F(GenericVector &b, const GenericVector &x) = 0

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

void J(GenericMatrix &A, const GenericVector &x) = 0

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