Octave C++ Classes: Optimization

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# 9. Optimization

9.1 Objective Functions |  |
9.2 Bounds |  |
9.3 Linear Constraints |  |
9.4 Nonlinear Constraints |  |
9.5 Quadratic Programming |  |
9.6 Nonlinear Programming |  |

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## 9.1 Objective Functions

: {}Objective (void)
: {}Objective (const objective_fcn)
: {}Objective (const objective_fcn, const gradient_fcn)
: {}Objective (const Objective &a)

: Objective& operator = (const Objective &a)

: objective_fcn objective_function (void) const;

: Objective& set_objective_function (const objective_fcn)

: gradient_fcn gradient_function (void) const;

: Objective& set_gradient_function (const gradient_fcn)

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## 9.2 Bounds

: {}Bounds (void)
: {}Bounds (int n)
: {}Bounds (const ColumnVector lb, const ColumnVector ub)
: {}Bounds (const Bounds &a)

: Bounds& operator = (const Bounds &a)

: Bounds& resize (int n)

: double lower_bound (int index) const;
: double upper_bound (int index) const;

: ColumnVector lower_bounds (void) const;
: ColumnVector upper_bounds (void) const;

: int size (void) const;

: Bounds& set_bound (int index, double low, double high)

: Bounds& set_bounds (double low, double high)
: Bounds& set_bounds (const ColumnVector lb, const ColumnVector ub)

: Bounds& set_lower_bound (int index, double low)
: Bounds& set_upper_bound (int index, double high)

: Bounds& set_lower_bounds (double low)
: Bounds& set_upper_bounds (double high)

: Bounds& set_lower_bounds (const ColumnVector lb)
: Bounds& set_upper_bounds (const ColumnVector ub)

: ostream& operator << (ostream &os, const Bounds &b)

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## 9.3 Linear Constraints

: {}LinConst (void)
: {}LinConst (int nclin, int nx)
: {}LinConst (int nclin_eq, int nclin_ineq, int nx)
: {}LinConst (const ColumnVector &lb, const Matrix &A, const ColumnVector &ub)
: {}LinConst (const Matrix &A_eq, const ColumnVector &b_eq, const Matrix &A_ineq, const ColumnVector &b_ineq)
: {}LinConst (const LinConst &a)

: LinConst& operator = (const LinConst &a)

: LinConst& resize (int nclin, int n)

: Matrix constraint_matrix (void) const;

: LinConst& set_constraint_matrix (const Matrix &A)

: Matrix eq_constraint_matrix (void) const;
: Matrix ineq_constraint_matrix (void) const;

: ColumnVector eq_constraint_vector (void) const;
: ColumnVector ineq_constraint_vector (void) const;

: ostream& operator << (ostream &os, const LinConst &b)

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## 9.4 Nonlinear Constraints

: {}NLConst (void)
: {}NLConst (int n)
: {}NLConst (const ColumnVector lb, const NLFunc f, const ColumnVector ub)
: {}NLConst (const NLConst &a)

: NLConst& operator = (const NLConst &a)

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## 9.5 Quadratic Programming

: {}QP (void)
: {}QP (const ColumnVector &x, const Matrix &H)
: {}QP (const ColumnVector &x, const Matrix &H, const ColumnVector &c)
: {}QP (const ColumnVector &x, const Matrix &H, const Bounds &b)
: {}QP (const ColumnVector &x, const Matrix &H, const LinConst &lc)
: {}QP (const ColumnVector &x, const Matrix &H, const ColumnVector &c, const Bounds &b)
: {}QP (const ColumnVector &x, const Matrix &H, const ColumnVector &c, const LinConst &lc)
: {}QP (const ColumnVector &x, const Matrix &H, const Bounds &b, const LinConst &lc)
: {}QP (const ColumnVector &x, const Matrix &H, const ColumnVector &c, const Bounds &b, const LinConst &lc)

: virtual ColumnVector minimize (void)
: virtual ColumnVector minimize (double &objf)
: virtual ColumnVector minimize (double &objf, int &inform)
: virtual ColumnVector minimize (double &objf, int &inform, ColumnVector &lambda) = 0;

: virtual ColumnVector minimize (const ColumnVector &x)
: virtual ColumnVector minimize (const ColumnVector &x, double &objf)
: virtual ColumnVector minimize (const ColumnVector &x, double &objf, int &inform)
: virtual ColumnVector minimize (const ColumnVector &x, double &objf, int &inform, ColumnVector &lambda)

: ColumnVector minimize (double &objf, int &inform, ColumnVector &lambda)

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## 9.6 Nonlinear Programming

: {}NLP (void)
: {}NLP (const ColumnVector &x, const Objective &phi)
: {}NLP (const ColumnVector &x, const Objective &phi, const Bounds &b)
: {}NLP (const ColumnVector &x, const Objective &phi, const Bounds &b, const LinConst &lc)
: {}NLP (const ColumnVector &x, const Objective &phi, const Bounds &b, const LinConst &lc, const NLConst &nlc)
: {}NLP (const ColumnVector &x, const Objective &phi, const LinConst &lc)
: {}NLP (const ColumnVector &x, const Objective &phi, const LinConst &lc, const NLConst &nlc)
: {}NLP (const ColumnVector &x, const Objective &phi, const NLConst &nlc)
: {}NLP (const ColumnVector &x, const Objective &phi, const Bounds &b, const NLConst &nlc)

: NLP& operator = (const NLP &a)

: int size (void) const

: ColumnVector minimize (void)
: ColumnVector minimize (double &objf)
: ColumnVector minimize (double &objf, int &inform)
: ColumnVector minimize (double &objf, int &inform, ColumnVector &lambda)

: ColumnVector minimize (const ColumnVector &x)
: ColumnVector minimize (const ColumnVector &x, double &objf)
: ColumnVector minimize (const ColumnVector &x, double &objf, int &inform)
: ColumnVector minimize (const ColumnVector &x, double &objf, int &inform, ColumnVector &lambda)

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