#include <OptimisationProblem.h>
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
◆ form()
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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.
◆ J_pc()
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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/dolfin/nls/OptimisationProblem.h
